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Mixed Integer Programming for the Global Solution of the Economic Load Dispatch Problem With Valve-Point Effect

P.-A. Absil(absil***at***inma.ucl.ac.be)
Michael Azzam(michael.n.azzam***at***gmail.com)
Augustin Lefèvre(augustin.lefevre***at***gmail.com)
S. Easter Selvan(easterselvans***at***gmail.com)

Abstract: Optimal distribution of power among generating units to meet a specific demand subject to system constraints is an ongoing research topic in the power system community. The problem, even in a static setting, turns out to be hard to solve with conventional optimization methods owing to the consideration of valve-point effects, which make the cost function nonsmooth and nonconvex. This difficulty gave rise to the proliferation of population-based global heuristics in order to address the multi-extremal and nonsmooth problem. In this paper, we address the economic load dispatch problem (ELDP) with the valve-point effect in its classic formulation, wherein the cost function for each generator is expressed as the sum of a quadratic term and a rectified sine term. We propose an approach that adaptively builds piecewise-quadratic surrogate under-estimations of the ELDP cost function, and the resulting sequence of surrogate mixed-integer quadratic programming (MIQP) problems can therefore be handled by MIQP solvers. We show that any limit point of the sequence of MIQP solutions is a global solution of the ELDP.

Keywords: economic load dispatch; global optimization; mixed-integer quadratic programming; valve-point effect

Category 1: Applications -- OR and Management Sciences (Production and Logistics )

Category 2: Global Optimization (Applications )

Citation: Tech. report UCL-INMA-2015.08-v1

Download: [PDF]

Entry Submitted: 10/09/2015
Entry Accepted: 10/09/2015
Entry Last Modified: 10/09/2015

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