BASIC EVOLUTIONARY PROGRAMMING FOR STATIC DISPATCH OF COGENERATION

Kit Po Wong Cameron Algie

Artificial Intelligence and Power Systems Research Group
Department of Electrical and Electronic Engineering
The University of Western Australia
Abstract
This paper develops an Evolutionary Programming (EP) based algorithm for the combined power and
heat dispatch (CHPD) problem for cogeneration systems. The CHPD problem is first formulated
mathematically. The EP approach is described and followed by the establishment of the components of
EP-CHPD algorithm. The algorithm is applied to a test case containing two cogeneration units. The
results are presented and the performance of the algorithm is demonstrated.
1. INTRODUCTION
A non-utility company that generates significant
amounts of power is referred to as an Independent
Power Producer (IPP). IPPs primarily generate power
for their own needs. In an environment of de-regulated
electricity supply industry and open network access
policy, IPPs can supply their excess generation capacity
to host utilities, competitive power pools, and customers
through a host network's grid.
Cogeneration, or combined heat and power (CHP)
production, is the simultaneous production of electricity
and useful heat. Some industrial processes have large
steam requirements as well as large power demands; IPP
cogeneration is a viable option for these industries. A
modern IPP cogeneration unit typically consists of a gas
turbine (GT) thermal generator linked with a hot steam
recovery generator (HSRG). It is not unusual for
cogeneration facilities to operate conventional power
and boiler (steam generation) units in addition to their
cogeneration units.
Economic dispatch (ED) deals with minimising the total
fuel cost of a group of generators to meet a power
demand. The CHP dispatch (CHPD) problem is more
complex than the conventional ED problem. Non-linear
optimisation methods, such as dual and quadratic
programming [1], and gradient descent approaches, such
as Lagrangian relaxation [2], have been applied to it.
However, these methods cannot deal with discontinuous
and/or non-monotonic input/output models for generator
fuel characteristics. New methods capable of handling
these fuel characteristic models are worth developing.
The advent of evolutionary computation and
evolutionary algorithms (EA) [3-5] has provided
alternative approaches for solving conventional ED
problems. Simulated annealing, genetic, hybrid
genetic/simulated annealing algorithms and evolutionary
programming (EP) have been successfully applied to
this problem and the related optimal power flow
problem [6-8]. However, little work has been reported in
the literature on the application of EA to the CHPD
problem.
This paper adopts the EP methodology because it lends
itself to optimisation problems with continuous
variables, such as the generator loads of the CHPD
problem. EP does not depend on derivatives of the
objective function of the problem being solved,
accommodating discontinuous and non-monotonic
functions. It simulates the mechanics of biological
evolution over a number of iterations to find the global
optimum.
This paper develops an EP-based algorithm for the
CHPD problem of IPP cogeneration systems (EP-
CHPD). The CHPD problem is first formulated
mathematically. The evolutionary process utilised by the
EP approach is then described followed by the
establishment of the EP based algorithm for solving the
CHPD problem. The algorithm is applied to a previously
published numerical example [2] consisting of two
cogeneration units, a boiler and a conventional
generator. The performance of the algorithm as the
population size is varied is assessed and the results
presented.
2. COMBINED HEAT AND POWER DISPATCH
PROBLEM
The problem of static dispatch determines the loads of
generators in a system that will meet a power demand
during a single scheduling period for the least cost. The
conventional economic dispatch (ED) problem deals
with one variable and class of generators, power loads
for conventional thermal generators, meeting a single
power demand. The CHP dispatch problem (CHPD) is
considerably more complicated, having two demands to

+ = + = =
+ +
n
i i i 1
i bi
1
i i ci
1
i ti
)
h
(
f
)
h
, p (
f
) p (
f

meet, power and process heat (steam), up to three

classes of generators, cogeneration units, thermal
generators and boilers, and two types of variables, heat
and power loads from generators. The complexity is
further increased by the non-separable nature of the
power and heat loads of cogeneration units. The
objective function the CHPD problem seeks to minimise
is:
(1)
where:
f
ti
, f
ci
and f
bi
are the respective fuel characteristics of the
conventional (thermal) generators, cogeneration units
and boiler units.
p
i
and h
i
are the power and heat loads for generator i.
i [1,2,... ] denotes conventional generators, i
[+1,+2,...,] cogeneration units and i
[+1,+2,...,n] boiler units.
The heat (MWth) and power (MWe) demands to be met
by IPP cogeneration facilities are usually in the 10's to
low 100's. The electricity generated has to meet the
plant's internal requirements, as well as the power it is
contracted to supply to the host network. Generating
power for supply to the network has to include losses
that will be incurred in transmission. Internal steam and
piped heated demands are used within a short distance
of steam generation; energy loss in this transport is
negligible. The schematic of IPP cogeneration system is
shown in Fig. 1. The balance of power and heat
constraints of the CHPD problem can be written as:
(2)
(3)
where:
P
int
is on-site power demand (MWe),
P
util
is host utilities power demand (MWe),
L is active power loss in transmission host network
(MWe), and
H is heat (steam) demand (MWth).
The minimum and maximum generation capacity limits
for boilers and conventional electricity units are
expressed in (4) and (5). Cogeneration units' heat and
power outputs are non-separable; one output will affect
the other output's feasible range (6) and (7). The feasible
operating region (FOR) is usually bound by a one-
segment, though sometimes two-segment, irregular
quadrilateral region. A two-segment cogeneration unit
Fig. 1: Schematic of an IPP Cogeneration System
FOR is shown in Fig. 2. The ranges of the variables in
the CHPD problem are:
p
i,min
p
i
p
i,max
i 1,2, (4)
h
i,min
h
i
h
i,max
i +1,+2,,n (5)
p
i,min
(h
i
) p
i
p
i,max
(h
i
) i +1,+2,, (6)
h
i,min
(p
i
) h
i
h
i,max
(p
i
) i +1,+2,, (7)
where:
p
i,min
and p
i,max
are the minimum and maximum power
generation of generator i.
h
i,min
and h
i,max
are the minimum and maximum heat
production of generator i.
p
i,min
(h
i
), p
i,max
(h
i
), h
i,min
(p
i
) and h
i,max
(p
i
) are the linear
inequalities that define the FOR of the cogeneration
units.
Fig.2: Two-segment Cogeneration Unit FOR
3. BASIC EVOLUTIONARY PROGRAMMING
Evolutionary programming [5] emulates natural
selection processes to find the global optimum of
complex minimisation and maximisation problems. A
population of individuals is evolved over a number of
generations, until the fittest individual is found. Each
individual contains the variables, or genes, used to build
a candidate solution for the problem. The solution data
is used to assess the fitness of the individual.
Each generation a child population is spawned, via gene
mutation, from the parent population. Gene mutation
shifts continuous variable values along their feasible
0 h
i
(MWth/hr)
p
i
(MWe/hr)
L P P p p util int
1
i
1
i +
+ = =
+ = +

i i
H h h
n
1 i
i

1 a i
i = +

+ = + =

+1

1
ON SITE
+1 n
L P
util
H
P
int
HEAT BUS
POWER BUS
ranges. EP applies a mutation operation to all genes of
an individual.
All individuals of the child and parent populations are
competed against a number of members from the other
population in a stochastic tournament. If a child
individual is fitter and has a better tournament score
than a parent, it will take that parent's place in the next
generation. The tournament maintains some genetic
diversity by giving less fit genes a chance to survive via
better tournament score.
The evolution process will terminate when the fitness of
best solution has not improved over a significant number
of generations, or the maximum allowable number of
generations has been reached. Fig. 3 shows a flow
diagram of the EP process.
4. EP-CHPD ALGORITHM
Based on the basic EP technique in the last section, a
new algorithm for solving the CHPD problem is
developed below.
(a) Individual Representation: A real value vector,
representing an individual, is shown as Fig. 4. Power
and heat load variables are p
i
and h
i
respectively.
Cogeneration units' heat and power loads must be set as
a pair. For the dispatch problem is this paper, the
majority of the power and heat demands are met by
cogeneration units and the remainders are supplied by
conventional and boiler units. To achieve this, loads are
set for all cogeneration units first, then all conventional
units and lastly all boiler units.
(b) Initialisation : Initial generator loads are set within
their feasible ranges using uniformly distributed random
variables. The intialisation process sets variables for one
generation unit at a time. Modified heat and power
balance equations, which take into account previously
assigned demand and the minimum feasible output of
up-coming generation units, are used to ensure that
constraints (2) and (3) are satisfied.
The last power generation unit to be set in the dispatch
queue has all of the remaining power instead of random
setting. Likewise, the last steam production unit is set to
take up all the remaining steam demand.
(c) Individual's Fitness: The fitness of an individual is
measured by the "strength" of the solution it offers to a
problem. Provided its solution satisfies all constraints,
the fitness value of an individual in EP-CHPD algorithm
is calculated according to the expression below:
Fig. 3: Flowchart of the EP process
f
k
= C
k
/ C
max
(8)
Where f
k
is the fitness of the k
th
individual and C
k
is the
total fuel cost of the k
th
individual's solution. C
max
, fuel
cost when all generators are operating at full capacity,
has been chosen as the normalisation factor. All fitness
scores will be in the range [0-1], with lower scores being
fitter. The fitness of global minimum can never be zero,
as real generator fuel characteristics have fixed
operation costs incorporated in them.
(d) Mutation Operation: Each of the "m" individuals
in the parent population spawns a child individual. Each
power and heat variable of the k
th
parent individual,
respectively p
ik
and h
ik
, is mutated to a new variable,
p
i,m+k
or h
i,m+k
respectively, in a child individual. The
operation (9), i [1,2,,], is used for power variables
and operation (10), i [+1,+2,,n], is used for heat
variables:
p
i,m+k
= p
i,k
+ N(0,
ikp
2
) (9)
h
i,m+k
= h
i,k
+ N(0,
ikh
2
) (10)
FINISH
Stopping
Rule
no
yes
START
Create Initial Population
Mutate Child population
from Parent population
Compete Parents and Children
to form next generation
pop1+ pop2
new pop1
new
pop1
pop1
Cogeneration Units Conventional Units Boiler Units
p
+1
h
+1
p

p
1
p

h
+1
h
n
Fig. 4: Individual in EP-CHPD algorithm
In the above equations, N is a Gaussian distribution with
zero mean and standard deviation of
ikp
2
or
ikh
2
, for
power and heat loading respectively. The standard
deviations are evaluated according to:
ikp
2
= [(pi,max pi,min)/D] [((fk fbest )/(fweak - fbest )) + (Sinit/3)
g-1
] (11)
ikh
2
= [(hi,max hi,min)/D] [((fk fbest )/(fweak - fbest )) + (Sinit/3)
g-1
] (12)
The last term of (11) and (12) is an off-zero search
mechanism. It allows the strongest individual to
continue searching in its local vicinity. The cooling
mutation of [8],
g-1
, is used to reduce S
init
to S
final
as the
generation counter, g, approaches the last allowed
generation, g
max
. S
init
is the additional percentage of the
variable range that is to be searched either side of the
current best solution. It is expressed as a decimal and
should be small enough to not significantly affect the
rest of mutation operation. The geometric reduction
constant, , is set by the following equation:
= exp(ln[S
final
/S
init
]/g
max
) (13)
(e) Stopping Rule: The EP-CHPD algorithm terminates
when the maximum number of generations has been
reached.
(f) Range Clipping: The modified power balance
equations, used in the intialisation and mutation process
to maintain heat and power balance, determine how
much power (and/or heat) is actually available, p
Avail
(h
Avail
), for a generator to dispatch. If p
Avail
(h
Avail
) is
greater than the maximum capacity of a generator the
random settings can select from the full range of values,
[p
i,min
-p
i,max
] ([h
i,min
-h
i,max
]). Otherwise, the upper limit of
the available range is "clipped" back, reducing the
allowable range of the variable, [p
i,min
-p
Avail
] ([h
i,min
-
h
Avail
]).
(g) Overshoot adjustment: This is a standard feature
for the standard ED problem where variables only have
a maximum and a minimum limit. When a freshly
mutated variable goes beyond a generator's limit, it is
adjusted to value of the limit it overshot. Overshoot
adjustment helps speed up solution time in cases where
conventional and/or boiler units' optimal settings are at
their limits. However, overshoot adjustment for
cogeneration units is computationally expensive and
complex to implement properly. Depending on the
location of the optimal setting of the cogeneration unit,
overshoot correction can impede the evolution process
for little or no improvement of the optimal solution.
(h) Cogeneration Constraint Relaxation: Rather than
implementing an overshoot adjustment mechanism for
cogeneration units, EP-CHPD relaxes cogeneration FOR
limits to the maximum and minimum possible heat and
power for each unit during mutation. The heat and
power balances are also partially relaxed, with the total
power and heat of each individual only having to be
"greater than or equal", as opposed to "exactly equal", to
the heat and power demands. The best individual can
never be an impossible solution, as rigorous boundary
checks are always applied to candidates before they are
allowed to be the "best candidate" and be retained. The
partial relaxation of heat and power balance does not
affect the best result in the later generations of the
evolutionary process, as over supplying solutions have
higher costs than solutions that meet demands exactly.
5. APPLICATION EXAMPLE
The developed EP-CHPD algorithm has been validated
by applying it to a test system [2]. The test system is an
example of a single area cogeneration system. It
contains one conventional electricity unit, one boiler
unit and two cogeneration units. Conventional and boiler
units operating ranges and their cost characteristics are
given in (14) and (17). The cogeneration unit's FOR
diagrams are given in Fig. 5 and the cost characteristics
are given in (15) and (16). In Fig. 5, the relaxed
constraints and optimal load points are also shown. The
power and heat demands of the system are 200 MWe
and 115 MWth respectively.
ft
i
(p
1
) = 50p
1
0 p
1
150 (14)
fc
2
(p
2
,h
2
) = 2650 + 14.5p
2
+ 0.0345p
2
2
+ 4.2 h
2
+ 0.03h
2
2
+ 0.031p
2
h
2
(15)
fc
3
(p
3
,h
3
) = 1250 + 34.5p
3
+ 0.0435p
3
2
+
0.6 h
3
+ 0.027h
3
2
+ 0.011p
3
h
3
(16)
fb
i
(h
4
) = 23.4h
4
0 h
4
2695.2 (17)
Fig. 5: Cogeneration Unit's FOR
Conventional "1" Cogen "2" Cogen "3" Boiler "4" Totals
H 40 75 0 115 MWth
P 0 160 40 200 MWe Optimal
Total Cost $9257.10
H 39.39 75.61 0 115 MWth
EP-CHPD
Best
P 0 159.31 40.69 200 MWe
Total Cost $9262.59
Table 1: Summary of Optimal and EP-CHPD Best Results
During the validation study, the following EP-CHPD
parameter settings have been used in (11)-(13): D = 12,
S
init
= 0.05, S
final
= 0.02, g
max
= 100. Cases for population
sizes between 10 and 100 have been executed for 50
trials each. The optimal solution [2] and the best
solution from EP-CHPD are summarised in Table 1.
The optimal setting for cogeneration unit 3 lies in lower
right hand corner of its FOR boundary, as seen in Fig. 5.
EP-CHPD obtained p
3
and h
3
settings very close to this
point, but was unable to search down to the intersection
of the two bounds. However, the cost of EP-CHPD's
best solution is only 0.06% greater than the optimal
solution. At least 10 trials per population size returned a
solution with a best cost less than $9270 and all trials
returned at least one best cost less than $9266, less than
0.1% error. Though EP-CHPD is unable to find the
absolute optimum solution, it can guarantee finding a
solution that is practically optimal.
The computational efficiency of the EP-CHPD
algorithm can be indicated by the generation/ population
size and evaluation/ population size charts. Evaluation is
defined as the product of the population size and the
generation at which the optimal solution is found. Due
to their random nature, the evaluation of EP-CHPD
solving a particular case is averaged over a number of
trials. Some trials do not succeed and they are excluded
from the evaluation determination.
Because EP-CHPD is unable to find the exact optimum
solution, a modified version of the evaluation system
was used. Trials that failed to improve upon the best
solution of the initial population, all of which were in
the range $9900-$10500, were cut from the data. The
cost of the best solution at each generation was averaged
over the remaining sets of trial data. The generation at
which the average cost went below $9275.60, or + 0.2%
error, for the first time, was used as the generation of
near-optimal solution. $9275.60 also approximately
corresponds to cogeneration units 2 and 3 load settings
being 1 MWe and 1 MWth off optimal settings.
Fig. 6 shows when population size is small, a large
number of generations is needed by the algorithm to find
a near-optimal solution. When the population size
increases, the number of generations needed decreases.
This continues until population size of 70, at which
Cogener at i on Uni t 2
0
250
0 200
h2
p2
FOR Bounds Rel axed Bounds
Cogener at i on Uni t 3
0
250
0 200
h
3
p3
Optimal Load Point
p = 247
p = 81
h = 180
215
98.8
104.8
15.9 32.4 75
p = 40
h = 135.6
p = 125.8
110.2
44
40
160
point only about 25 generations are needed. A
population size of 14 or greater is required to guarantee
a near-optimal solution within 100 generations.
Fig. 6: Generation of Near-Optimal Solution against
Population size
Fig. 7: Evaluation against Population Size, with Trend
Lines.
The data in Fig. 7, showing evaluation against
population size, has been split into two segments,
population sizes 14-30 and population sizes 30-100.
The occurrence rate of unsuccessful trials was at most 2
out of 50 trials for population size between 30-100. For
the smaller population sizes of 14-30 there are about 3-5
unsuccessful trials out of 50. Population sizes of 10 and
13 were tried, with respectively 8 and 7 unsuccessful
trials per 50; the failure rates, above 10%, are too high
to consider using populations less than 14.
The actual minimum evaluation is found when
population size is 15. Due to the higher incidence of
unsuccessful trials for population sizes less than 30, the
evaluation for population size of 30 has been found to be
the reliable minimum.
6. CONCLUSIONS
An algorithm, EP-CHPD, based on evolutionary
programming for solving the combined heat and power
dispatch problem for cogeneration systems has been
developed. Random initialisation and constraint
relaxation for the feasible operating region of the
cogeneration units have also been developed and
incorporated into the algorithm. The algorithm has been
validated on a single area cogeneration system's test case
and its performance, both in terms of solution accuracy
and computational efficiency, has been investigated and
illustrated. The new algorithm is very promising.
7. REFERENCES
[1] F.J. Rooijers and R.A.M. van Amerongen, "Static
Economic Dispatch for Co-Generation Systems", IEEE
Transaction On Power Systems (Trans-PWRS), Vol. 9,
No. 3, Aug 1994, p. 1392-98.
[2] Tao Guo, M.I. Henwood and M. van Ooijen, "An
Algorithm for Heat and Power Dispatch", IEEE Trans-
PWRS, Vol. 11, No. 4, Nov 1996, p. 1778-84.
[3] D.E. Goldberg, Genetic Algorithms in Search,
Optimisation and Machine Learning, Addison-Wesley,
1989.
[4] Z. Michalewicz, Genetic algorithms + data structures =
evolution programs, 3
rd
rev. extended ed., Springer-
Verlag, 1996.
[5] D.B. Fogel, Evolutionary Computation: Toward a new
philosphy in machine intelligence, IEEE Press, 1995.
[6] K.P. Wong and C.C. Fung, "Simulated Annealing Based
Economic Dispatch Algorithm", IEE Proceedings-C, Vol.
40, No. 6, Nov 1993, p. 509-15.
[7] K.P. Wong and C.C. Fung, "Genetic and
Genetic/Simulated-Annealing Approaches to Economic
Dispatch", IEE Proceedings On Generation, Transmission
and Distribution, Vol. 141 No. 5, Sep 1994, p. 507-13.
[8] K.P. Wong and J. Yuryevich, "Evolutionary-
Programming-Based Algorithm for Environmentally-
Constrained Economic Dispatch", IEEE Trans-PWRS,
Vol. 13 No. 2, May 1998, p. 301-6.
0
20
40
60
80
100
0 20 40 60 80 100
PopulationSize
G
e
n
e
r
a
t
i
o
n

o
f

N
e
a
r
-
O
p
t
i
m
a
l

R
e
s
u
l
t
1300
1500
1700
1900
2100
2300
2500
0 20 40 60 80 100
PopulationSize
E
v
a
l
u
a
t
i
o
n