Multiobjective OPF Using GEM v5 - 10 - 03 - 2016-2
Multiobjective OPF Using GEM v5 - 10 - 03 - 2016-2
Multiobjective OPF Using GEM v5 - 10 - 03 - 2016-2
Explosion Method
(1, 2,
H.R.E.H. Bouchekara *), A.E. Chaib(1), M.A. Abido (3)
(3) Electrical Engineering Department, King Fahd University of Petroleum and Minerals, Dhahran
Abstract ─
The aim of this paper is to solve the Multiobjective Optimal Power Flow (MOPF) problem using
a new metaheuristic that is the Grenade Explosion Method (GEM). The MOPF problem is
formulated by assuming that the decision maker may have a fuzzy goal for each of the objective
functions. Six objectives are considered which are: the minimization of generation fuel cost, the
improvement of voltage profile, the enhancement of voltage stability, the reduction of emission and
the minimization of active and reactive transmission losses. The proposed approach has been tested
on the IEEE 30-bus test system. The obtained results show the effectiveness of the proposed
method.
Keywords- Multiobjective optimal power flow; Power system optimization; Grenade explosion
1
1 Introduction
Over the past half-century, Optimal Power Flow (OPF) has been one of the foremost research
works for the power system community. It has become the heart of economically efficient and
The conventional power flow problem can be stated by specifying loads at PQ buses, generated
powers and voltage magnitudes at PV buses in addition to a complete topological description of the
network. The objective of such problem is to determine voltages and then to compute all the other
quantities like currents, line flows and losses [2]. However, in the OPF problem, the generated
powers have to be adjusted according to some criteria, for instance the minimum generating cost
and under some constraints like power flow constraints. Therefore, the main purpose of the OPF
problem is to give the optimal settings of a power system (generated powers, voltages at PV
buses,..) by optimizing an objective function (minimum cost, minimum loses,…) while satisfying
some equality and inequality constraints (power flow, operating limits of system components,
Even 50 years after the problem was first formulated, researchers worldwide are still thirst for
solving the OPF problem. Because it is complex economically, electrically and computationally [1].
The first methods that have been used to solve the OPF problem are traditional ones. However,
these methods have shown some limitations as reported in the literature [4]-[5]. Even tough, many
works are still conducted in the fled of traditional methods, progressively metaheuristics are
becoming a serious and a reliable alternative for solving the OPF problem. Some examples of
metaheuristics used to solve the OPF problem are: Evolutionary Programming (EP) [6], Genetic
Algorithm (GA) [7], Particle Swarm Optimization (PSO) [8], Tabu Search (TS) [9], Simulated
Annealing (SA) [10], Differential Evolution (DE) [11], Biogeography-based Optimization (BBO)
[12], Imperialist Competitive Algorithm (ICA) [13], League Championship Algorithm (LCA) [14],
2
[16], Differential Search Algorithm (DSA) [17], Colliding Bodies Optimization (CBO) [18],
Electromagnetism-like Mechanism (EM) [19] and Backtracking Search Optimization (BSA) [20]. A
review of many metaheuristics applied to solve the OPF problem is given in [4] and [5].
However, due to the varied formulations and objectives of the OPF problem, no algorithm is the
best in solving all OPF problems. Therefore, there is always a need for a new algorithm which can
solve some of the OPF problems efficiently. Furthermore, in recent years, the field of
metaheuristics has witnessed a true tsunami of novel methods [21]. These new metaheuristics are
very efficient since they are tested on hard benchmarks and compared with many other methods.
Therefore, this paper aims to apply a new metaheuristic, which has not received yet much attention
in the power systems community that is the Grenade Explosion Method (GEM) in order to solve the
OPF problem.
The GEM is new metaheuristic based on the mechanism of grenade explosion [22], [23]. Ahrari
et al., demonstrate in [22] and [23] the superiority of the GEM method compared with other popular
metaheuristics.
In this paper, the OPF problem is formulated as a multiobjective optimization problem. Six
objectives are investigated that are: the minimization of generation fuel cost, the improvement of
voltage profile, the enhancement of voltage stability, the reduction of emission and the
minimization of active and reactive transmission losses. The objective functions are replaced by
The remainder of this paper is organized as follows. First, the problem formulation is presented
in section 2. Then, the GEM method is presented in section 3. Next, the results after solving
different cases of OPF (single objective and multiobjective cases) using GEM are discussed in
section 4. Finally, the conclusions are drawn in the last section of this paper.
3
2 Problem Formulation
The OPF is a power flow problem which gives the optimal settings of the control variables for a
given settings of load by minimizing a predefined objective function such as the cost of active
power generation. The OPF considers the operating limits of the system and it can be formulated as
Minimize f ( x , u)
¿ ¿ g ( x ,u )=0 (1)
¿ h ( x , u) ≤ 0
Where:
u: vector of independent variables or control variables.
x: vector of dependent variables or state variables.
f ( x , u ): objective function.
g ( x , u ) : set of equality constraints.
h ( x ,u ): set of inequality constraints.
In the Multiobjective Optimal Power Flow (MOPF) problem, instead of only one objective
function a vector of objective functions is optimized. Therefore, the MOPF can be formulated as
follows:
T
Minimize F ( x , u )= [ f 1 ( x , u ) , f 2 ( x , u ) , … , f k ( x ,u ) ]
¿ ¿ g ( x , u )=0 (2)
¿ h ( x ,u ) ≤ 0
where: F(x, u) is the vector of objective functions and k is the number of objective functions.
These are the set of variables which can be modified to satisfy the load flow equations. The set
u =[ PG ⋯ P G , V G ⋯V G ,Q C ⋯ QC ,T 1 ⋯ T NT ]
T
2 NG 1 NG 1 NC
(3)
where NG, NT and NC are the number of generators, the number of regulating transformers and
These are the set of variables which describe any unique state of the system. The set of state
T
x =[ PG ,V L ⋯ V L ,QG ⋯ Q❑ , Sl ⋯ Sl ] N
(4)
1 1 NL 1 1 nl
where, NL, and nl are the number of load buses, and the number of transmission lines,
respectively.
Many objective functions can be found in the literature for the OPF problem. In this paper, six
objective functions are studied. These objectives are discussed in the following sections.
NG
C=∑ a i+ bi P Gi+ c i PGi2 (5)
i=1
5
It is worth to mention here that the cost function given by (3) is convex. However, in some cases
the cost function can be non-convex for instance when multi-fuels options are used as in [16], [18].
Bus voltage is one of the most important and significant indication of safety and service quality.
The voltage profile can be improved by minimizing the load bus voltage deviations (VD) from 1.0
NL
VD=∑ |V i−1.0| (6)
i=1
Prediction of voltage instability is an issue of paramount importance. In [24] Kessel and Glavitch
have developed a voltage stability index referred to as Lmax which is defined based on local
| |
NG
Vi
L j = 1−∑ H LG ji j=1 , 2 , … , NL (8)
i=1 Vj
where: H matrix is generated by the partial inversion of Ybus. More details can be found in [24].
The Lmax varies between 0 and 1 and the lower this indicator is the more the system is stable.
[25]. Therefore, it is desirable to adjust the OPF to account for emission which will drastically
6
The total ton/h emission (E) of the atmospheric pollutants such as sulfur oxides SO x and nitrogen
oxides NOx caused by fossil-fueled thermal units can be expressed by [26] [27]:
NG
E=∑ 10−2 ( α i + β i PGi + γ i P2G )+ ( ωi e ( )
μi PGi )
i
(9)
i=1
Where: αi, βi, γi, ωi and μi are coefficients of the ith generator emission characteristics.
NB NB NB
PL=∑ Pi=∑ P Gi−∑ PDi (10)
i=1 i=1 i=1
NB NB NB
QL=∑ Qi=∑ Q Gi−∑ QDi (11)
i=1 i=1 i=1
2.3 Constraints
OPF constraints can be classified into equality and inequality constraints, as detailed in the
following sections.
NB
PGi−P Di−V i ∑ V j [ Gij cos ( θij ) +B ij sin ( θij ) ] =0 (12)
j =i
7
NB
QGi−Q Di−V i ∑ V j [ Gij sin ( θ ij ) −B ij cos ( θ ij ) ]=0 (13)
j =i
where θij =θ i−θ j, Gij and Bij are the elements of the admittance matrix ( Y ij =Gij + j B ij )
representing the conductance and susceptance between bus i and bus j, respectively.
a) Generator constraints
min
V G ≤ V G ≤V G ,i=1 , … , NG
max
(14)
i i i
min
PG ≤ PG ≤ PG ,i=1 , … , NG
max
(15)
i i i
min
QG ≤ QG ≤QG ,i=1 , … , NG
max
(16)
i i i
b) Transformer constraints
min
T i ≤T i ≤T i , i=1 , … , NT
max
(17)
Qmin
max
C ≤ Q C ≤ Q C , i=1 , … , N
(18)
i i i
d) Security constraints
V min max
L ≤ V L ≤ V L , i=1 , … , NL
(19)
i i i
It is worth mentioning that control variables are self-constrained. The inequality constraints of
dependent variables which contain load bus voltage magnitude; real power generation output at
slack bus, reactive power generation output and line loading can be included into the objective
function as quadratic penalty terms. In these terms, a penalty factor multiplied with the square of the
disregard value of dependent variable is added to the objective function [16], [17].
8
3 Grenade Explosion Method (GEM)
3.1 Overview
The GEM is a novel metaheuristic for optimizing real-valued bounded black-box optimization
problems inspired by the mechanism of grenade exposition [22], [23]. In the GEM, once the
grenades explode, the resulting shrapnel hit objects that are located within a neighborhood radius
called Le. The damages caused by shrapnel on objects are calculated. The damage-per-shrapnel
value indicates the value of objects in that area. In order to cause more damage, the next grenade is
thrown in the location of the greatest damage that has been caused. The overall damage caused by
the hit is considered as the fitness of the solution at the object’s location.
Furthermore, the GEM has a unique feature, which is the concept of agent’s territory radius (R t)
[22], [23]. Each agent (a grenade here), does not allow other agents to come closer than a certain
distance that is Rt. Therefore, when several grenades expose in the search space, a high value of R t
guarantees that grenades are spared quit uniformly in the search space while a small value of R t
3.2 Algorithm
The pseudo code of the GEM is given in Algorithm 1. The GEM starts by scaling all
independent variables within the interval [-1,1]. Then, the problem parameters like the number of
grenades (Ng) and the maximum number of iterations (Max_iterations) are selected and L e and Rt
are initialized. After that, Ng grenades, distant by R t from each other, are randomly generated in the
n-dimensional scaled space. These grenades are ranked in a descending order based on their fitness.
For each grenade Nq pieces of shrapnel are generated using the following expression:
9
where: X mis the location of the grenade, r m is a uniformly distributed random number in [−1,1]
and p is a constant used to tune the intensity of the exploration. The value of p is updated using the
{ }
Rt
log (
)
p=max 1 , n × ¿ (22)
log ( T w )
While generating the Nq pieces of shrapnel, some produced shrapnel my collide to objects
outside the scaled feasible space and they have to be transported to the [-1,1]n interval.
Then, the damage caused by every piece of shrapnel around a grenade is computed. If the fitness
of the best generated point is better than the fitness of the current location of the grenade, the
position of the grenade is updated and the grenade moves to the location of the best point.
To increase the global search ability, L e and Rt are adjusted during the iterations. High values of
these parameters are necessary to cover the whole search space in initial iterations, however, they
have to be reduced over iterations with taking fitness value into account. The territory radius is
updated as follows:
R t−initial
Rt = (23)
¿¿
where Rrd represents the ratio of the value of Rt in the first iteration to its value in the last
m 1−m
Le =( L¿ ¿ e−initial) (R¿¿ t ) , 0 ≤ m≤ 1¿ ¿ (24)
m=mmax − ( Iterationnumber
Max −iterations )
(mmax −mmin ) (25)
10
In order to save global search ability, the rate of decrease of L e during the iterations is slower
than the one of Rt [22], [23]. Once Le and Rt are adjusted the value of p has to be updated
accordingly. Finally, the termination criterion used in the GEM is the number of iterations i.e., if the
11
1 Update exponent p according to Eq. (22).
9
2 End While % Number of iterations
0
A complete optimal solution that simultaneously optimizes all the objective functions of a
Multiobjective Optimization (MOO) problem usually does not exist especially when the objective
functions present a conflicting behavior like in MOPF. Therefore, the task is to find a Pareto
optimal solution. A point x0X is said to be a Pareto optimal solution to an optimization problem P
For the MOPF problem, considering the vague or fuzzy nature of human judgment, it is quite
logic to assume that the decision maker (DM) may have a fuzzy goal for each of the objective
The following steps describe the proposed MOPF approach in this paper:
The first step of the of the proposed approach consists of minimizing then maximizing each
objective function separately in order to compute the maximum and minimum values of each
objective function. These two values correspond to the best and worst values that can each objective
12
function reach, respectively. Then, using these values, fuzzy membership functions are calculated.
{
min
1 fi≤fi
max
f i −f i min max
μi = max min
f i <f i<f i (26)
f i −f i
max
0 fi≥fi
where: f max
i and f min
i are the maximum and minimum values of the ith objective function,
Once the membership functions are calculated, they are aggregated in one objective function as
shown in Figure 2. The aggregation function can be seen as the satisfaction degree of the objective
13
Figure 2: Flow chart of fuzzy aggregation for the six objective functions.
There are many aggregation methods that can be used. In this paper four methods are
investigated.
The weighted sum method: The first aggregation function investigated in this paper is the most
evident one that is the weighted sum method where the membership functions are multiplied by
k
μd = ∑ ω i μi (27)
i=1
where: ω 1,ω 1 , ω 2 , … ω k are weighting factors or weights. Usually, the weights are greater than or
The exponential weighted method: The second aggregation function considered in this study is
the exponential weighted method. This method has been proposed due to the inability of the
weighted sum method to capture points on non-convex portions of the Pareto optimal surface
k
μd =∑ (e p ω −1)e p μ
i i
(28)
i=1
14
The minimum operator : For the third aggregation function, we consider the well-known fuzzy
μd =min ( μ1 , μ 2 , … μk ) (29)
The ε-constraint method: In many cases, all objective functions do not have the same
importance, for instance reducing the generation fuel cost is usually more important than reducing
losses or emission. In fact, the fuel cost minimization is the most important objective to achieve.
However, at the same time the remaining objectives have to be taken into consideration in a way or
another. In this case using a method like the ε-constraint method is very interesting. This method
(also called the e-constraint or trade-off method) optimizes one of the objective functions while
imposing constraints on the remaining objective functions. In other words, it minimizes one
objective function (the most important one) and at the same time it maintains acceptable levels for
the remaining objective functions [31]. Thus, the aggregation function can be expressed by:
μ1
μd = μ2 ≤ ε 2 (30)
⋮
μk ≤ ε k
In order to circumvent the numerical problem posed by the constraints they are augmented in
where: j are penalty factors and j takes the value of all the violated constraints.
The proposed GEM method has been applied to the IEEE 30-bus test system. This test system
has a total generation capacity of 900.2 MW( in matpower data the sum of PMax of generators is
900.2MW( in our case is 435MW), ; the Total active power demand is 283.400MW,) and its main
15
characteristics are given in Table 1. Detailed data about these test systems can be derived from [32].
Cost and emission coefficients used in this paper are given in Table 2.
MATLAB computing environment and applied on a 2.20 GHz i7 personal computer with 8.00 GB-
This paper investigates 12 cases. The first six cases are single objective OPF cases whilst the
The control parameters of the GEM method are given Table 3. These parameters have been
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5.1 Single objective OPF
CASE 3: enhancement of the voltage stability by the minimization of voltage stability index.
The proposed GEM has been applied to solve CASE 1 through CASE 6 and the obtained
Table 4: Optimal settings of control variables for single objective OPF cases using GEM.
In order to assess the effectiveness of the proposed method we have compared it to some other
well-known methods. The results of this comparison are displayed in Table 5. For more
comparison, and since CASE 1 has been widely investigated in the literature, the results found for
this case are compared to those found in the literature in Table 6. It appears that the GEM
Table 5: Comparisons of GEM with other well-known methods using our codes.
Table 6: Comparison of simulation results for CASE 1 with those found in the literature.
Method Cost Method description Reference
GEM 799.0463 Grenade Explosion Method
BBO 799.1116 Biogeography-Based Optimization [12]
LCA 799.1974 League Championship Algorithm [14]
DE 799.2891 Differential Evolution [11]
SA 799.45 Simulated Annealing [10]
BHBO 799.9217 Black-Hole-Based Optimization [15]
EADHDE 800.1579 Genetic Evolving Ant Direction HDE [33]
EADDE 800.2041 Evolving Ant Direction Differential Evolution [34]
PSO 800.41 Particle Swarm Optimization [8]
FPSO 800.72 Fuzzy Particle Swarm Optimization [35]
IGA 800.805 Improved Genetic Algorithms [36]
PSO 800.96 Particle Swarm Optimization [35]
18
GAF 801.21 Fuzzy Genetic Algorithm [35]
ICA 801.843 Imperialist Competitive Algorithm [13]
EGA 802.06 Enhanced Genetic Algorithm [37]
TS 802.2900 Tabu Search [9]
MDE 802.376 Modified Differential Evolution Algorithm [38]
IEP 802.465 Improved Evolutionary Programming [39]
EP 802.62 Evolutionary Programming [6]
RGA 804.02 Refined Genetic Algorithm [7]
GM 804.853 Gradient Method [40]
GA 805.94 Genetic Algorithm [7]
Figure 3 shows the evolution of cost and penalty term versus iterations for CASE 1. In Figure 4
the evolution of the voltage deviation versus iterations for CASE 2 is shown. Furthermore, the
voltage profile obtained for CASE 2 is sketched in Figure 5. The evolution of voltage stability index
8
10
900 2
Cost
880 Penalty
860
Cost ($/h)
Penalty
840 1
820
800
780 0
1 36 71 106 142
Iterations
19
1.4
1.2
VD (p.u.)
0.8
0.6
0.4
0.2
0
0 50 100 150
Iterations
Figure 4: Evolution of the objective function versus iterations for CASE 2.
1.1
1.05
Voltage Profile (p.u.)
0.95
0.9
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
PQ Bus Number
0.16
0.155
0.15
0.145
Lmax
0.14
0.135
0.13
0.125
0 50 100 150
Iterations
20
Before starting solving the MOPF cases, let us start by analyzing the results found when only
one objective is considered at the time. In Table 7, the fuzzy membership functions of all objectives
are calculated. We can see from this table that, when an objective function is optimized its
membership function equals to 1 i.e., the objective is fully achieved. However, the remaining
membership functions lie between 0 and 1. For instance, when the cost is minimized μ E=0.3061 and
μQL =0.4605 while μ Lmax =0.9790. These values indicate the nature and intensity of the conflict
between these objective functions. The same analysis can be made on the remaining objectives.
Furthermore, a statistical analysis has been made in order to compute the correlation coefficients
between the six objectives (Table 8). Note that the correlation coefficient (r) is a dimensionless
measure of the degree of linear association or dependence between two sets of data X and Y that
varies between [-1,1] where: r=0 indicates that there is no linear dependence between X and Y, r=1
indicates that there is a total dependence with X and Y varying in the same direction and r=-1
indicates that there is a total dependence with X and Y varying in the opposite direction [41].
Therefore, The closer the coefficient is to either −1 or 1, the stronger the correlation between the
sets of data. The correlation coefficients can be arranged, into a symmetrical correlation matrix,
where each element is the correlation coefficient of the respective column and row variables. Since
the matrix is symmetrical, we show only the upper triangular part of this matrix. From Table 8, it
appears for example that there is a strong correlation between cost and emission in opposite
directions (r=-0.8948). the coefficient of correlation computed between emission and active losses
(r=0.9938) shows that there is a strong correlation in the same direction between these two objectives.
C VD Lmax E PL QL
C 1 0.0376 0.9790 0.3061 0.4494 0.4605
VD 0.7617 1 0.3028 0.3215 0.4797 0.4916
Lmax 0.8977 0.0901 1 0.6762 0.6791 0.6689
E 0.1719 0.0273 0.9639 1 0.9876 0.9892
21
PL 0.0395 0.0141 0.9762 0.9895 1 0.9533
QL 0.0374 0.0000 0.9544 0.9893 0.9975 1
C VD Lmax E PL QL
C 1 0.3587 -0.2619 -0.8948 -0.9383 -0.9389
VD 1 -0.9914 -0.6056 -0.5681 -0.5608
Lmax 1 0.5517 0.5021 0.4913
E 1 0.9938 0.9902
PL 1 0.9974
QL 1
The six MOPF cases investigated in this paper are summarized below:
1
ω 1=ω 2=ω3 =ω 4=ω 5=ω 6=ω= .
6
CASE 8: in this case, the minimum operator is used to generate the aggregation function.
CASE 9: exponential weighted method is used here to generate the aggregation function with
CASE 10: the ε-constraint method is explored where the objective to be optimized is the cost
and ε 2=0.75 , ε 3=0.75 , ε 4=0.75 , ε 5=0.75 andε 6=0.75 are the constraints that are imposed on the
remaining objectives.
CASE 11: the ε-constraint method is used where the objective to be optimized is the cost and
ε 2=0.75 , ε 3=0.75 , ε 4=0.5 , ε 5=0.5 andε 6=0.5 are the constraints that are imposed on the remaining
objectives.
22
CASE 12: the ε-constraint method is tested where the objective to be optimized is the cost and
ε 2=0.5 , ε 3=0.5 , ε 4 =0.5 , ε 5=0.5 andε 6=0.5 are the constraints that are imposed on the remaining
objectives.
In order to compare the relative efficiencies of the different MOO techniques applied to solve
{∑ [ }
k 1
2 2
N= μi −1 ] (32)
i=1
N gives an indication on how much a solution is close to the utopia point. Therefore, the lower
The GEM has been applied to solve the abovementioned MOPF cases and the optimal results are
The weighted sum method gives excellent results as shown in CASE 7. Furthermore, it is
probably the simplest way to solve the MOPF problem. However, the weights associated with each
objective functions have to be carefully selected, which is a cumbersome task for the DM.
The minimum operator method applied in CASE 8 achieves good results (N=0.5690). However,
there is no control on the objectives. In other words, this method treats all objectives as they have
The exponential weighted method used in CASE 9 gives bad results as shown by the higher
The ε-constraint method used in CASE 10, CASE 11 and CASE 12 is very interesting in solving
MOPF problems for many reasons. As previously mentioned, in power system planning,
minimizing the generating fuel cost is for sure the most important case however; other issues and/or
objectives have to be taken into consideration as additional constraints rather than to be included as
objectives. This is more true in complex systems where the DM does not know exactly the values of
23
objective functions and then he cannot tune or select weights like in weighted methods. However,
he can impose constraints as percentages of the objective functions even without knowing their
values.
6 Conclusion
In this paper, a recently developed metaheuristic, which is the grenade explosion method, is used
to solve multiobjective optimal power flow problems. Six objective functions are considered
24
namely: the minimization of generation fuel cost, the improvement of voltage profile, the
enhancement of voltage stability, the reduction of emission and the minimization of active and
reactive transmission losses. The fuzzy decision making approach is utilized to handle the
multiobjective OPF problem. The correlation between different objectives is identified. Many
multiobjective approaches are investigated which are the weighted sum method, the exponential
weighted method, the minimum operator and the ε-constraint method. The obtained results show
the efficiency of the GEM method when solving the OPF problem for single objective and
multiobjective cases.
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