186 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 17, NO.

1, FEBRUARY 2002

Model Predictive Control and the Optimization

of Power Plant Load While Considering Lifetime
Consumption
Eduardo Gallestey, Alec Stothert, Marc Antoine, and Steve Morton

Abstract—This paper describes a decision support system that which is similar to unit commitment but on a single plant level,
indicates to a power plant operator the effect of daily operation is to schedule the plant over a short-term horizon (one to sev-
on plant lifetime consumption and maintenance costs and rec- eral days, divided into hourly or quarter hourly intervals). This
ommends a short-term operating strategy that optimizes plant
economic performance efficiency. The recommended operating could imply satisfying demand at a minimum cost (valid for
strategy is based on the optimization of an objective function plants with multiple generators/ turbines), or, as is more likely
that includes terms for revenues from energy sales, penalties, in a deregulated market, selecting the production level given
production costs and plant aging. Plant aging is based on models predicted energy prices (i.e., prices at which produced energy
that are directly load dependent and incorporate a memory can be sold). In either case, the requirements are the same: de-
aspect, a feature that is missing from common lifetime modeling
techniques. The optimization results in a tradeoff between max- cide when to turn the plant (and individual components1 ) on and
imization of immediate profits (i.e., earnings achieved by selling choose the production levels. A key component resulting from
heat and power) and minimization of lifetime consumption. this decision is the two tuple: cost per kW and kW production.
A model predictive control (MPC) and mixed logical dynamic This information is the core component used to formulate bids
(MLD) approach are used to solve the posed optimization problem for submission into a competitive energy market. An operational
and optimize this tradeoff and support the plant operator.
optimization tool can thus be seen as a key what-if and analysis
Index Terms—Crack growth models, lifetime modeling, mixed tool for power plants operating in a competitive market.
logical dynamic (MLD) approach, model predictive control (MPC), In addition to optimising the economic performance, the
power plant optimization.
operational optimization problem must take into account
requirements such as minimum up- and downtime of plant
I. INTRODUCTION components, startup and shutdown times, and other technical
constraints such as minimum or maximum power output and
D EREGULATED energy markets and tighter environment
and security standards are increasing the pressure on plant
owners to operate power plants in more efficient ways. In this
ramping constraints.
At the core of the operational optimization problem is an
environment, decision-makers would clearly welcome tools objective function that is subjected to several constraints. This
indicating plant operation strategies able to maximize plant functional can be expressed as a cost and thus should be mini-
revenues while still meeting constraints associated with safety, mized by means of the plant controls, resulting in optimal oper-
NOx emissions, plant degradation, etc. The approach described ation of the power plant. In this case the objective function has
in this paper seeks to address the plant aging requirement in the generic form
that the influence of a given plant operating mode on the aging
Sum over time of: production costs plus aging,
process of the power plant is included in the general operational
optimization problem. or degradation costs, less revenue costs
The estimation of consumed lifetime of power plant compo- OR
nents is a well-developed field [1]. Similarly, mathematical tools
for optimising power plant operation according to energy and (1)
fuel prices, power demand, plant fuel consumption character-
istics, and fluctuating energy sale prices are also available (see where
[2], [8], [9], and [14]). However, little emphasis has been placed time-optimization horizon (order of a
on combining these two ideas and we expect such a hybrid ap- few days);
proach to have a large economic impact on a power plant’s eco- power plant control, in the case of a
nomic performance. The objective of operational optimization, combined cycle power plant as con-
sidered here, the plant power and heat
Manuscript received December 15, 2000; revised July 24, 2001.
output;
E. Gallestey and A. Stothert are with ABB Corporate Research Ltd, Baden- aging rate cost of plant components;
Dattwil, Switzerland.
M. Antoine and S. Morton are with ABB Power Automation Ltd, Baden- 1Consider a combined cycle power plant with the possibility of using pro-
Dattwil, Switzerland. duced steam for either electricity generation (through a steam turbine) or district
Publisher Item Identifier S 0885-8950(02)01070-2. heating.

0885–8950/02$17.00 © 2002 IEEE

GALLESTEY et al.: MODEL PREDICTIVE CONTROL AND THE OPTIMIZATION 187

cost rates;
revenue rates, which can/are time de-
pendent as power is traded on the open
market and can fluctuate.
As the notation suggests, the vectors , , and depend upon
, the vector of plant controls. Thus, we must be able to predict
both plant behavior and aging during the interval [ ].
It follows that, in order for our approach to be successful, an
accurate description of the dependence is necessary.
In fact this paper is dedicated to the analysis of the relationship
and to the presentation of methods to solve the resulting
(1).
Related pioneering work, which introduces stress computa- Fig. 1. Steps for lifetime computation.
tions and ramping costs into generator dispatch algorithms, is
described in [10] and [11]. These references focus on managing
the effect of fatigue stress on steam turbine rotors. In [10] agation is modeled until a predefined critical crack size is at-
the intention is to compute the ramping process which gives tained. The growth of the crack is modeled using the machinery
the best economic performance under given conditions. The developed in fracture mechanics.
idea is very appealing, however, since no specific dynamic Typically, crack growth models are used during maintenance
lifetime models were developed, a somewhat unsatisfactory overhauls to assess the remaining lifetime of components with
workaround had to be applied to compute the solutions. On the detectable cracks. The results of such calculations are estima-
other hand, [11] use dynamic lifetime models in order to find tions of the number of operating hours left for the components.
the optimal ramping. Unfortunately, as the author mentions The subtle difference introduced in the MP approach is that no
in his comments, the important effect of creep on the aging measurable crack must exist and thus, the crack growth equa-
process was neglected, which to some extent limits the benefits tions are used as an abstract model giving a measure of how the
of the approach. In this paper these restrictions are dropped and component consumes its lifetime. In other words, the microc-
the lifetime models used are applicable for all components and rack propagation equations are merely a tool to indicate how
over the whole range of operation, of a modern power plant. the component ages when subjected to a particular load profile.
Moreover, our focus is on the optimal power output level (creep The process is illustrated in Fig. 1.
dependent!) and not only on computing the best shape for the Finally, note that the MP approach can be easily extended to
ramping process. include nonloading characteristics such as corrosion, erosion,
The paper is structured as follows. First, we give a brief and oxidation.
overview of component aging models and define the notion of
plant asset value. Then, the optimization approach is explained A. Crack Growth Models
and numerical results, based on simulations of a combined
Cracks within a component propagate as a result of stresses
cycle power plant, are presented. Finally, we summarize the
being applied to the component. Additionally, it has been noted
results and present some conclusions.
that crack growth rates are significantly different depending on
the nature of the applied stress. Indeed, if the stresses are con-
II. COMPONENT AGING MODEL stant then creep driven crack growth is observed. On the other
hand, if the stresses are cyclic (or periodic) fatigue crack growth
Lifetime assessment of power plant components requires a is observed [1]. These two aging mechanisms are examined
multidisciplinary approach involving knowledge of design, ma- more closely.
terial behavior and nondestructive evaluation techniques. The Fatigue Crack Growth Models: Fatigue crack growth models
literature available is vast and it is beyond the scope of this paper model how a cyclic stress causes a crack to propagate and give
to give a detailed account of these methods. However, for con- expressions for crack growth per cycle. Experimental observa-
venience of the reader an attempt will be made to provide an tion has indicated that the amplitude of the stress cycle
overview of the most relevant issues. and the maximum value of the cycle are the
For our purposes of lifetime or aging modeling, two factors driving forces. Indeed, if is too small, no crack growth oc-
are critical. First, the models must provide a direct relationship curs, while if is too large the component will break instan-
between plant load and plant aging and second, the models must taneously. This leads to a general form for fatigue crack growth
capture the operating history of the component. A survey of cur- as follows [1]:
rent literature [1], [5], indicates that fracture mechanics and in
particular the microcrack propagation (MP) approach [4], pro-
vide the required model features and gives a good theoretical
basis for the calculation of the lifetime of a component.
The main idea is as simple as it is appealing: a microcrack in a (2)
critical location or component is assumed to exist and its prop-
188 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 17, NO. 1, FEBRUARY 2002

where is the current cycle number and B. Aggregate Plant Lifetime Models
In order to obtain an indication of the aging of the whole plant
(3)
all individual components need to be considered. Since compo-
is a magnitude called stress intensity factor that depends upon nent aging is measured via a normalized value of the expected
the applied stress , the current crack size and a component ge- crack length to a critical crack length ( ), which is compo-
ometry dependent function . Further, is the di- nent dependent, ages of different components can be compared
mension into which the crack is propagating and and , directly. Different overall measures of plant age can be defined
and denote temperature dependent material param- using these normalized component ages, e.g., mean, or median.
eters. For example, if plant components (rotor, casing, pipes, blades,
The importance of the parameter must be stressed: it etc.) are being monitored, a sensible conservative measure is
defines the minimal cycle amplitude for a cycle to produce simply the minimum, i.e.,
damage. In applications its numerical value is such, that
fatigue becomes important only during start-ups and shutdown
procedures, i.e., when large temperature gradients are likely to An alternative and somewhat more economically intuitive ap-
appear. proach to measuring the age of a plant is to calculate the plant
Creep Crack Growth Models: As indicated previously, ap- asset value by the formula
plication of a steady load to a hot ( 350 C) cracked com-
ponent leads to crack propagation. Creep crack growth models
describe how this process occurs. AssetValue Value (6)
The general form of creep crack growth models is the empir-
ical law Here the number Value denotes the overall value (including
replacement costs) of the component , while the component
(4) lifetimes are given by (5).
The function AssetValue is easy to compute and provides a
where is referred to as the crack tip parameter and and weighted average of the current component value. Its drawback
are temperature dependent material parameters. The crack tip is that one component could exceed its critical age, while the
parameter consists of a small scale creep term, and a steady plant asset value would remain nonzero. This function should
state creep term, , i.e., thus be combined with a minimum type function as described
earlier.
The small-scale creep term is given in [1], while the
III. OPTIMIZING PLANT LIFETIME CONSUMPTION
steady state creep term is described by a term of the form
As mentioned in the introduction, our primary goal is the min-
imization of an objective function through appropriate choice
Here, denotes a geometry dependent function and and of plant controls—in this case the plant load level. Recall that
are the so-called Norton parameters. The remaining variables the objective function includes terms for, revenues, production
are defined as previously. costs and plant aging. Clearly, the new element of this contri-
Component Lifetime: The current crack size is bution with respect to earlier works on plant optimization is the
computed adding the contributions of both fatigue and creep. explicit handling of the aging terms. This problem is difficult
The lifetime of a component can thus be defined as follows: since it leads to an optimization with mixed discrete time (fa-
tigue) and continuous time (creep) evolutions, see (2) and (4).
(5) Relief comes from the fact that fatigue and creep can be
treated independently. Indeed, as a rule (see Section II), the
Notice that the lifetime has an initial value of one and de- discrete term (fatigue) becomes important only if severe
creases to zero. thermal shocks are present. Since this happens only during the
Lifetime Model Validation: At this point, the reader will start-up and shutdown procedures, it follows that the lifetime
have noted that these models have an empirical nature and thus, consumed during these procedures can be considered as an
that they contain many parameters and cross dependencies. additional cost associated with start-ups and shutdowns. On
However, the situation is not as hopeless as one might think the other hand, aging due to creep is present in all operating
at a first sight. Indeed, relatively straightforward procedures modes and, at least without further simplifications, can not be
can be used to adjust the parameters, so that material experi- treated in a standard static optimization framework.
mental data on rupture strength, creep and fatigue damage is We propose two methodologies to handle this problem. The
satisfied by the models. Furthermore, the computation of the first has a more classical structure and addresses the problem
dependence “component stress and temperature versus plant of how, in the context of lifetime consumption, to quantify
load”, although clearly difficult and laborious, can be achieved the impact of a given operation strategy on the economic
off-line by solving the corresponding (partial) differential performance of the plant. The second idea is novel and in our
equations. Due to their component specific character, details of opinion promising. It poses the optimization problem in terms
these “calibration” issues are omitted. of tracking a given plant lifetime trajectory. In both cases the
GALLESTEY et al.: MODEL PREDICTIVE CONTROL AND THE OPTIMIZATION 189

result is a tool for decision-makers that economically quantifies The plant value is directly related to its consumed lifetime.
the effect of plant operation on plant age. As indicated earlier, Thus, the ability to produce good estimates of plant lifetime
the result of the optimization is a cost per kW (including aging consumption offers new opportunities for plant operation. For
costs) and a kW production level, characteristics essential for example, the plant owner may want to operate his plant so that
actions such as bidding into a pool. its lifetime tracks a predefined trajectory. Other applications of
these ideas are possible, for example, it can be used to fulfil or
A. Approach I match given overhaul schedules.
In this subsection we present a natural idea, namely, that of In order to tackle this problem we propose the following pro-
minimizing a “cost minus revenue” functional, while satisfying cedure.
constraints related to plant dynamics and load satisfaction. Note 1) First, a nominal “desired” power plant lifetime
that these constraints are not essential for our exposition and
for the sake of brevity are omitted below. In other words, (1)
becomes is defined by taking into account the high-level plant
owner strategy.
2) Second, a nominal “optimal” load

is computed. This load could be computed using the

Clearly, the key point is to meaningfully write the lifetime method described in the previous section but need not
terms into the above equation. In our opinion, a sensible possi- necessarily include lifetime cost factors, i.e., a traditional
bility is to “reuse” (6) and define operational optimization routine could be used.
3) Finally, an objective function is minimized. The objec-
tive function expresses the trade-off between the pure or
Value nominal optimal economic optimization and power plant
degradation, namely
where

It is easy to see that the term is equal to the

decrease in asset value during the time interval [ ] and,
Here, is the vector of lifetimes with components
thus, that this term models the real cost of a given load operation.
defined in (5). Further, at each time , the matrices
This makes it possible to assess, for instance, whether or not it is
denote positive semidefinite
sensible to commit the plant for satisfaction of high short term
matrices with a twofold meaning. First, in the spirit of (6),
loads (with associated high electricity prices) or whether more
these matrices give relative weights to the different components
conservative “smooth” strategies are preferable. Clearly, this ap-
and loads so that, for example, different component values and
proach is appropriate for “what-if” simulations needed to find
load power type (electricity, steam, etc.) prices can be assigned.
optimal bids into a power market. Finally, it becomes apparent
Secondly and possibly more importantly, via manipulation of
how to extend these ideas to the case of the unit commitment
and the first term (lifetime) can be weighted with respect
problem, i.e., the case where the decision-maker must synchro-
to the second term (pure economics). This could, for example
nise the production of several power plants in order to satisfy
be used to reflect the financial importance of an upcoming
certain demand. Indeed, it would be enough to include, for each
scheduled maintenance, but in principle this approach permits
plant under consideration, terms such as in the standard
the generation of more or less aggressive strategies depending
cost minus revenue functional together with some (simplified)
on the plant owner’s goals.
lifetime models of each plant. This would lead to less mainte-
nance costs and to better use of the overall asset capabilities. C. Numerical Solution

B. Approach II There are several possibilities to approximate optimal solu-

tions of the described problems. Among them one interesting
In liberalised energy markets financial tools such as stock approach, which has been widely adopted by industry to solve
prices, risk analysis, options, derivatives, etc., play a central control problems of systems subject to input and output con-
role [12], [13]. An interesting idea is that in such a market the straints, is model predictive control (MPC) [3], [7].
power plant is simply a financial asset, whose intrinsic value MPC is based on the so-called receding horizon philosophy,
(as a function of time) should behave in a predefined manner. In i.e., a sequence of future optimal control actions is chosen ac-
other words, the plant owner is not only interested in immediate cording to a prediction of the (short to medium term) future evo-
profits, but is also concerned about the (decrease of) value of his lution of the system. The first term of the sequence is then ap-
asset. plied to the plant. When measurements (or new information)
190 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 17, NO. 1, FEBRUARY 2002

becomes available a new sequence, which replaces the previous

one, is determined. Mathematically, at each time , apply the
control , which is the corresponding value of a func-
tion

such that

Note that this framework supports both objective functions

described in earlier sections.
Each sequence is computed by means of an optimization pro-
cedure which takes into account two objectives: optimize the Fig. 2. Load profile, lifetime consumption, and creep rates for a steam turbine
performance and protect the system from possible constraint vi- rotor and casing.
olations.
Clearly, one important issue in this context is the satisfac-
tion and efficient handling of the constraints of the problem. To
this end our plant is modeled using the mixed logical dynam-
ical (MLD) framework, see Morari et al. [6]. The authors have
found this approach to be powerful and reliable (details will be
published elsewhere) and recommend using it to solve problems
similar to the optimization tasks described in Sections III-A and
III-B

IV. NUMERICAL RESULTS

For the sake of this work, we have developed lifetime models

of a complete combined cycle power plant, including gas tur-
bine, steam turbine and heat recovery steam generator. Fig. 2
shows the result of simulations for the steam turbine casing and
Fig. 3. Plant performance with and without model predictive control.
rotor. Both lifetime consumption and creep crack growth rates
are represented. The stress is produced by a plant load that fluc-
tuates as represented in the first graphic. For comparison pur- V. CONCLUSIONS
poses the casing curves are represented as dashed lines.
For illustration of the points made in Section III, results The goal of power plant owners is to improve their mainte-
obtained using the optimization approach explained in Sec- nance strategy, to minimize plant operating costs and to manage
tion III-B are presented in Fig. 3. The top picture represents the market value of their physical assets. A central component
optimal loads computed with and without lifetime terms (con- in achieving these requirements is the accurate calculation of
tinuous and dashed, respectively). Note how the plant operation production costs. Plant depreciation and degradation resulting
becomes less aggressive when the lifetime tradeoff is included. from production must be included in this calculation. This paper
These controls were obtained by means of lifetime models for has presented a method that can be used as a component in
piping, casing and rotor of the steam turbine. The second and such a “true” $/kW production cost calculation. Further, the pro-
third pictures show the time evolution of the asset value, (6), posed method is suitable for use in operational optimization al-
(or asset depreciation) and the accumulated revenues due to gorithms, for example, to determine optimal bids into a power
sales of the produced power. Note how asset value is being market.
“saved” at the expense of less immediate profit. The last picture In the paper plant component aging is expressed, through
is the “real revenue”, i.e., the accumulated immediate profit analogy, by crack growth models and by defining a component
minus the corresponding asset depreciation. Note how the asset value. These elements combine to give an economic mea-
initial aggressive strategy, i.e., without aging terms and MPC, sure of plant component aging and overall plant life. Next, the
is not really optimal and even looses money during certain operational optimization objective function, with terms derived
periods of time. This situation is “corrected” by the approach from the related production scheduling problem, is extended
proposed in the paper. Clearly, any concrete numerical results with terms related to plant lifetime consumption. Finally, model
will depend on the way the different components are weighted. predictive control is used to determine the operating strategy by
However, the authors believe that the example illustrates a minimizing one of two objective functions: the first represents
realistic situation. a “cost minus revenue” concept, while the second expresses a
GALLESTEY et al.: MODEL PREDICTIVE CONTROL AND THE OPTIMIZATION 191

tradeoff between pure economic optimization and power plant [13] G. Anders, R. Entriken, and P. Nitu, “Risk assessment and financial man-
degradation. agement,” in IEEE Power Eng. Soc. Winter Meeting 1999 Tutorial.
[14] A. Wood and B. Wollenberg, Power Generation Operation and Con-
Further investigations are required, for example, to validate trol. New York: Wiley, 1996.
the lifetime models and/or to determine the influence of the
weights within the objective function presented in Section III-B.
However, from the example presented, the authors conclude that
Eduardo Gallestey was born in Havana, Cuba, in 1967. He received the M.Sc
the approach has the ability and the potential to predict the degree (honors) in mechanics and mathematics from the Moscow State Univer-
power plant aging process and its associated asset depreciation sity, Moscow, Russia, in 1991, and the Ph.D. degree in control theory from the
and to thus generate better loading strategies for daily plant op- Mathematics Department, University of Bremen, Bremen, Germany.
He was with the Engineering Department, Australian National University,
eration. This should lead to optimal long- and short-term power Canberra, Australia, and since February 2000, he has been with the ABB Re-
plant economic performance. search Center, Baden, Switzerland. His research interests include mathematical
modeling, model-based control, and robust (nonlinear) control techniques.
ACKNOWLEDGMENT
The authors would like to thank the reviewers for their helpful
Alec Stothert received the B.Sc. degree in engineering (cum laude), the M.Sc.
comments and for indicating the references [10] and [11]. degree in electrical engineering, and the Ph.D. degree from the University of the
Witwatersrand, Johannesburg, South Africa, in 1991, 1993, and 1996, respec-
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