Power System Optimization

and AI
Lecture 1:
Introduction to Optimization

Yoseph Mekonnen (Ph.D.)

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Outlines
Optimization Definition
Basic Optimization Principles
Optimization Problem
Constrained
Unconstrained
Design Vector
Design Constraints
Objective Function
Classification Of Optimization Problems

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 Optimization
Optimization is the act of obtaining the best result under
given circumstances.
Optimization can also be defined as the process of finding
the conditions that give the maximum or minimum value of a
function.
The beginnings of the subject of operations research can
be traced to the early period of World War II by British
military for allocating very scarce and limited resources
(such as fighter airplanes, radars, and submarines).

The methods developed by the team (Linear Programming)

were instrumental in the winning of the Air Battle by
Britain.

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 …Contd..
There is no single method available for solving all
optimization problems efficiently.
Hence a number of optimization methods have been
developed for solving different types of optimization
problems.

The optimum seeking methods are also known as

mathematical programming techniques and are generally
studied as a part of operations research.
Operations research is a branch of mathematics
concerned with the application of scientific methods and
techniques to decision making problems and with
establishing the best or optimal solutions.

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 Basic Optimization Principles
If a point „x‟ corresponds to the minimum value of
function f(x), the same point also corresponds to the
maximum value of the negative of the function, −f(x).
Hence optimization can be taken to mean minimization
since the maximum of a function can be found by seeking
the minimum of the negative of the same function.

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 …Contd..
In addition, the following operations on the objective
function will not change the optimum solution x as shown
below.
1. Multiplication (or division) of f(x) by a positive constant c,
cf(x).
2. [Link] (or subtraction) of a positive constant c to (or
from) f(x), c+f(x) or f(x)-c.

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 Optimization Problem
 It can be constrained or unconstrained type depending on
the system needing the optimization.
 Constrained Optimization Problem

 where X is an n-dimensional vector called the design

vector, f(X) is termed the objective function, and gj (X)
and lj (X) are known as inequality and equality constraints,
respectively. The number of variables n and the number
of constraints m and/or p need not be related in any way.
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 …Contd..
 Unconstrained Optimization Problem

 Design Vector
 Quantities are usually fixed at the outset and these are
called pre assigned parameters.
 All the other quantities are treated as variables in the
design process and are called design or decision variables
Xi, i = 1, 2, . . . n.
 The design variables are collectively represented as a
design vector X = {x1, x2, . . . , xn}T .
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 …Contd..
 Design Constraints
 The restrictions that must be satisfied to produce an
acceptable design are collectively called design
constraints.
 Constraint Surface
 For optimization problem with only inequality constraints
gj (X) ≤ 0, the set of values of X that satisfy the equation
gj (X) = 0 forms a hyper surface in the design space and is
called a constraint surface.
 Objective Function
 The function which gives the relation between the
objective we want to achieve and the variables involved.
 Single or multiple

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 …Contd..
Example : Power System Case
Economic Dispatch Problem
Objective Function: Minimize Operating Cost
Variables: Output of each generator
Constraint: System load demands, generating capacity of generators
Example : Arbitrary Mathematical Equation

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 Basic Classification of optimization problems
Classification Based on the Existence of Constraints
1. Constrained

Minimize f(x)

2. Unconstrained

 Minimize f(x)

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 …Contd..
Classification Based on the Nature of the Design Variables
1. Static: Design variables are simple variables

where ρ is the density and δtip is the tip deflection of the beam.
2. Dynamic: Design variables are function of other variables

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 …Contd..
Classification Based on the Nature of the Equations
Involved
1. Linear Programming Prolem
 If the objective function and all the constraints are linear
functions of the design variables, the mathematical
programming problem is called a linear programming (LP)
problem.

Aprx: Optimal Power Flow and

Steady State Security Analysis

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 …Contd..
2. Non Linear Programming Problem
 If any of the functions among the objective and
constraint functions in is nonlinear, the problem is called a
nonlinear programming (NLP) problem.
 This is the most general programming problem and all
other problems can be considered as special cases of the
NLP problem.

Power system problems are

nonlinear

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 …Contd..
3. Geometrical Programming Problem
 A geometric programming (GMP) problem is one in which
the objective function and constraints are expressed as
posynomials (sum of power terms e) in X.
 Posynomials:

 General Form

 where N0 and Nk denote the number of posynomial terms

in the objective and kth constraint function, respectively

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 …Contd..
Example: Helical Spring

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 …Contd..
4. Quadratic Programming Problem
 A quadratic programming problem is a nonlinear
programming problem with a quadratic objective function
and linear constraints.

 General Form

where c, qi, Qij , aij , and bj are constants.

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 …Contd..
Example: A manufacturing firm
 Let the design variables be the number of units of
products A and B manufactured per day:

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 …Contd..
Classification Based on the Number of Objective Functions
1. Single Objective Programming Problem
 It has a single objective function irrespective of the
constraints.
General Form

Example: All previous examples are single objective function

based programming problems

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 …Contd..
2. Multiobjective Programming Problem
 It has a multiple objective function irrespective of the
constraints.

General Form

 where f1, f2, . . . , fk denote the objective functions to

be minimized simultaneously.

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 …Contd..
Example: Water tank on a column
 Let x1 = b and x2 = d denote the cross-sectional
dimensions of the column. The mass of the column (m) is
given by:
 The natural frequency of transverse vibration of the
water tank (ω) given by:

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 SOLUTION OF OPTIMIZATION PROBLEMS USING MATLAB

 The solution of most practical optimization problems

requires the use of computers.(Ex Air Plane Design)
 MATLAB is a popular software that is used for the
solution of a variety of scientific and engineering
problems.
 MATLAB has several toolboxes each developed for the
solution of problems from a specific scientific area.

 The specific toolbox of interest for solving optimization

and related problems is called the optimization toolbox.
 It contains a library of programs or m-files, which can be
used for the solution of minimization, equations, least
squares curve fitting, and related problems.

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 …Contd..
Common Matlab Functions

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 Assignment
 Using Matlab find the value of the design variables and
the optimum functional value for the following examples in
the book named “Engineering Optimization: Theory and
Practice”, Fourth Edition .
 Example: 1.1, 1.3, 1.4, 1.5, 1.6 and 1.10.

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Thank You!

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