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# lecture8 - Power Systems I Inequality Constraints in...

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Unformatted text preview: Power Systems I Inequality Constraints in Optimization l Practical problems contain inequality as well as equality constraints l Minimize the cost function u subject to the equality constraints u and the inequality constraints l The Lagrange multiplier is extended to include the inequality constraints by introducing the m-dimensional vector μ of undetermined quantities ( 29 n x x x f L , , 2 1 ( 29 k i x x x g n i , , 2 , 1 , , 2 1 L L = = ( 29 m j x x x u n j , , 2 , 1 , , 2 1 L L = ≤ Power Systems I Kuhn-Tucker Method m j u m j u L k i g L n l x L u g f L j j j j j i i l j j j i i i , , 1 & , , 1 , , 1 , , 1 L L L L = = = ≤ = ∂ ∂ = = = ∂ ∂ = = ∂ ∂ + + = ∑ ∑ μ μ μ λ μ λ l The unconstrained cost function becomes l The resulting necessary conditions for contrained local minima of L are the following Power Systems I Example l Use the Kuhn-Tucker method to determine the minimum distance from the origin of the x-y plane to a circle described by constrained by u The minimum distance is obtained by minimizing the distance squared ( 29( 29 (29( 29( 29 (29 (29 2 2 2 2 2 2 , 12 2 , 25 6 8 , 25 6 8 y x y x f y x y x u y x y x g or y x + = ≥ + =-- +- = =- +- Power Systems I Example (29 (29( 29( 29 (29 ( 29( 29 [ ] [ ] ( 29 ( 29 ( 29( 29 12 2 25 6 8 6 2 2 2 8 2 2 12 2 25 6 8 12 2 , 25 6 8 , , 2 2 2 2 2 2 2 2 2 2 =- + = ∂ ∂ =-- +- = ∂ ∂ = +- + = ∂ ∂ = +- + = ∂ ∂- + +-- +- + + = ⋅ + ⋅ + = ≥ + = =-- +- = + = y x L y x L y y y L x x x L y x y x y x u g f L y x y x u y x y x g y x y x f μ λ μ λ μ λ μ λ μ λ The cost function The resulting necessary conditions for constrained local minima of L Power Systems I u eliminating λ from the first two equations u substituting for y in the third equation yields x y y x 4 3 2 12 2 16 = → = λ λ ( 29 (29 ( 29 3 4 min 3 , 9 , 12 1 , 3 , 4 : 12 & 4 75 25 16 25 25 6 4 3 8 2 2 2 = = →- = = = = → = +- =- - +- y x and extrema x x x x x x λ λ Example Power Systems I Economic Dispatch with Generator Limits l The power output of any generator should not exceed its rating nor be below the value for stable boiler operation u Generators have a minimum and maximum real power output limits l The problem is to find the real power generation for each plant such that cost are minimized, subject to: u Meeting load demand - equality constraints u Constrained by the generator limits - inequality constraints l The Kuhn-Tucker conditions (min) (max) (max) (min) i i i i i i i i i i i i i P P dP dC P P dP dC P P P dP dC = ← ≥ = ← ≤ < < ← = λ λ λ Power Systems I Example l Neglecting system losses, find the optimal dispatch and the total cost in \$/hr for the three generators and the given load demand and generation limits MW 975 225 100 350 150 450 200 009 . 8 . 5 200 006 . 5 . 5 400 ] MWhr / [\$ 004 . 3 . 5 500 3 2 1 2 3 3 3 2 2 2 2 2 1 1 1 = ≤ ≤ ≤ ≤ ≤ ≤ + + = + + = + + = Demand P P P P P P C P P C P P C Power Systems I...
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lecture8 - Power Systems I Inequality Constraints in...

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