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The Application of Fuzzy Dynamic Programming to Power System Planning and Operation Problems

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1995年度日本オペレーションズ0リサーチ学会 秋季研究発表会 1一団−−5 O T馳eA汀岬口昌正風佳苗①m①『『MZEyDym皿m貢疋『『①即風mmn皿g細 ○ 『①W即Sy$紬mⅡ》旭mm8mg孤md①炉即叙任昆①mIP『①恥nem$

ⅢokkaidoUn五verslty Graeme¢IBSON

踊okkaidoUniverslty Ⅲiro叩ki監汀A MokkaidoInst.ofTechnology Ken−ichiNIS附IYA

O1503151 MokkaidoUniverslty ∬un‡堰AS正GAWA

proce∬)玩comes仙e minimisadon of弧0頓血ve

軋mc“om where a given sはge,転h鮎a number o一 匹∬ib葛e 町Stem StateS Which 陀餌1t 五m d∝ision

requlrememtCO汀eS卵mdi‡唱tO仙eoperationo叫∝li明.汀

即de陀dd∝ision making皿Sperぬme吼仙emasol血iom 鎚n晩obtained(DPapproac甘l).meinilialslaleofthis

卯S飴m be de魚med by Equa血n(1)紺dlhe

m血misadon o叫eclive蝕nction cam be defined by

E耶a扇om(2)・me Ope柑timg s旭te乳at s旭ge kis

detemlinedbythedecisionvalue払Whichco汀eSPOnds

to抽elmnsition舟omoperalings也te基_10打払e匝−1)仇 S一之唱e往0釦agek.mus,1heincremenl扇imcrea詑in仙e O旬∝tive灸InCtionvaluefbr血s餌■anSilionisde重れ由by 範(鼠,払).旺血110WSthatt厄0旬∝live免mctjomva加at 抽ep陀扇ousstageisFk.t(茎む..)紺dthevduetostagekis Fk(墨). ダ0ば0)=0 (1) ダ&吼)=・軋峨」)+〟㌫,払)) (2) 3。皿紺n昌mgw長軸U皿C紺地昆m任y pre砧rence『actorTechniq坦重

刑耐,ir we consid即 2『∝はngⅦ伽 shap細

membeFShip免)nClions,We are able to如mulate a

mathemalicaltechniquetoselectthepr(痴rred鮎nclion.

Wehavechosenr∝t卸如1甜餌nct哀0れS如ma血ematic如 Simpticily due to dlelengthyintegTalion calcu)ations

requ壱『e瓜 Ahhough 仙is t∝hmique comsiders 吻

membership免ⅢClions,themathematicalapplicalionis not s&貢c11y爪1㍑y血00叩,i爪Stead jtis an o蝕prhg of

probabilitylheo町.me gener扇ぬmulais givenim

Equalion(3).

A恥$任『風C仕

丁仇is paper presenls a mew 免1Z野 dynanlic

progra‡llmlmgteCh丑Iique曾brsoIvingmll111isl喝edecision problems孟m poⅥ′即町Slem明椚血om.批use$a爪皿Z町 decision pr∝eSS Called仙e pre∬もrence fhc80r,Which equates抽e ma抽emalicalp陀r如emce orome decision

知れClion willlreSpeCt tO細Oltl即.Toinvesligateils

Validity,五Iwasappliedtolhehydro抽ema且scheduling

probtem,Whicho晩rsanideatapplicalion魚)rdymamic programmmg.Resulls showedlhat this technique

producesamoperat.ingbandgiv直mgsolulioni随xibi]ity. Ⅱ。Im加・①』Ⅷ正也岩①m

Mullislagedec孟siommakiれglSaniI叩0拍antp涌Or

pollrer SyStem Opera再0爪 plamm川名 amd 貞sllSua11y

per−brmed by d〉rmamic progr綱Imimg(ロP).Various

pl卸nlng prOblems exisIsllCh as 仇y伽otller111al

SChedulin臥Ihermaigenera11ng unit mainlenance

SChcdu]ing,eCOnOmica】】oad 朗spalching and11nit

COmm抽Ⅵet−=1,2】.Ⅲowever,血ese problems a11deal Wilh elementslhat conlain adegreeor川ICertajnfy.7f 餌zzy theoⅣ,Or mOre SpeCi爪cally,血z町me−mbersIlip 餌nclions are used10 repFeSentload and nalural

富Iydraulic 爪ows,仙emilnalurally fbllows 仙alttle

lhermaR production cost willalso become a AIZZy

membersllip血ncliollI2】.Fu曲er,itis仙emmecessa呵10

use n.1ZZy malhemalicaltechniques10 COmParelhe

VariollSSlalecosIsJbraglVentimeslagealldtoct100Se

themin云mumcostp飢haccordingty.‡mlhispaper,lhis

ispeTfbrmcdbylheprqPp・eP7CejactorDPlec甘Iniqueand

applied101lle hyd柑th即maⅦ schedulimg proble札

Therefbre,WeCaneXPeCtaLlnaⅡso]utionlh飢willhave aRIZ町ba冨1dfbrreseⅣOirs10rage】el′els. 2。IDe正員s芭①m肝『①疋eSS Manyprob]emsaresuchlhalamu]lislagedccision process雇s陀quiredねroblaimll唱tlleOp11‡ma且operaliom

Ofasystem.OneninpowersyslemopeTaliomplannIng,

lheqptima[qperotioniscostoricnled.‡n caseswhere

decisionsalalaterslagedonoiagYbctlheoperalionof

lhesyslematearljerslageslhenlheproblcm(SOlulion Jニーl刷だ腑妙血 〃W,β)= (3) Jニ山伺血†ニ両脚 PF(Å,B)denoleslhatlhjsparticularfbrmulacompares AJZZy number B with respect10A to determine A●s

preEもrence:ねctor value.This value canlhen be

COmPalTedwithaprenominatedconstrainingvallle,β,tO

deleTminetherelaliveoplin;alityofbolhfunclions.The

mathemalicaldehitionofPisgiveninEquation(4).

−50−

(2)

delerminislically..Wemadetheassumpl)Onlhatitwas nolnecessary10aPPIy afuzzy band tolhe fbrecasted

loaddatabecauseithasonlyasmallerrorwithlimited

Varialion.ConverseIy,thefbrecasted naturalhydraulic innow has a much grcater variationin error due to

COmplicatedwealherconditions.Weapplieda5%band

to these values10 aCCO11nt fbr this uncertainty or

fuzziness.TllepreftrencefhctorconstrainlngValuewas

Set at P=0.475.Althoughnot shownin this p叩er,it

ShouId be noted that the operatlng band was smaller

thanlhatfbrlhecasewhereP=0.45,lhusdemonstraling

lheefrbcliveness ofa句ustlnglhisvalue.This has the

errect of further restricting the number of possible

equlValenlcosts and hence reduces the size of the Operalingband.

β≦PJγ〃,堺≦トβ メ=β

叩,即<P ;βd (4)

1−β<メソⅥ,印 ン1<β

Fronltllisderinilionilcねnbeseenthatβcannolbeset above O.5 aslhis va)ue represenls equality belween membership A)nClions.Ifwe makelhe assumpl10n aS giveninEqualion(5),lhereare4rcsu]1ingderivalives

COrreSpOnding tolhe4coTlnguralions excIuding cases

Wheretllereisnooverlap(noIshowninlhispaper),

PJ7印,β)・十P門β,」)=1 (5)

4.NewFuz町DPApproachn汀

Hydrolherma]Schedu]ing

Formulation of Hvdrothermal Problem

lnthispaper,inordertoinvesligatelhevalidityof thisnewfuzzyDPapproach10111emultislagedecision process it was necessary to choose a simple example

PrOb)em.For this purpose,lhe minimtslng Oflllermal

powcrproducLioncostsfbrasellimeperiodwaschosen

togetherwilh a slng]e hydroelectric power slalion10

provideahydrolhernlalco−Ordinationproblcm.Forlhis plannlngPrOb]em,lheslagesconsis10‖ndividuallime interva】sand theDP melhod todetermine thereseTVOir Water]evcl.Thecorrespondinglllermalproduclioncost mnelionthenb∝OmeSthelbtlowlng:

刑期m〓仙Ⅷ幻0

︵>DP・S\−×可〓①>旦﹂.6≧①Sの巴 0 刀0 4∞ ∝O e∝1∝刀12∝)14〔刀 Timein†ervoIs

Fig.1Schedulingsolulion

(tnLlowband=5%LbrP=0.475)

q=0

(6) C;=¶㌢・(q ̄−+C仇ト1㈲) (7) Here,Cktislhetota]cost什omll−einilia]timeinten′alto lhe end oflimeinleTValt where ttle Waterlevel

(Operalingstale)isdcnncdbyk.Tnaddilion,C(い一1;k,l) islllelransilion cost什om slaleJaltlle end of tlle previouslimeintervalt−110・Statekat

nexllinleiIllen/a】t.

5.NumericalExAmples

TestMbdel

Simulalions were cdrried ollt On tlle fbllowlng

SyStemmOdeltolestlhevalidilyoflhisnewnlell10d・ >schedulingperiod=1year(1456timeinlcrvals) > 2x]00MWgenerators > reseTVOirvolumerange=0∼1060(tJs.day): dividedinLo265unitseachof4tlノs.day) i・9−unitl)1ermalgenerali11gSyStCm

TestResults

Fig・lglVeSlhesctledulingsolulionobLainedbythe prcftrencefhctorDP technique・Thc2di恥ren11ines denotetheupperand]owerlimitsortheoperalingband wllichwould notexistenlirllleSOlulionwereobtained ‘.ConcIusions

This paper presented a new approach fbr soIving

multislagedecisionproblemsinpowersystemoperation

Where e]cments containing uncertainty exist.Fuzzy funcriorls and numbers were used to express the

inherent uncertaintyelemenls,・namely,load demand, naluralllydrau]ic flows andlhe corresponding power

geTleralionlevelsandthermalpowerproduclioncosts・

The resulls obtained have an operatlng band which

renects’lhe robustness andI】exibiIity ofthe solulion・

Thisallowsthesystemoperatortocarryoutoperalion

withinlhisrangetosuitanyg]VenSCenario.

ReftreIICeS

川 C.Huang.etal.:’FuzzyApproachforGeneratorMainl, Schedu=ng’,EPSRProc.Vol.24,PP.31−38,1992. 【2)J.Hasegawa,et al.:’A Method that Considers

Unce丘ainty・in Power System Planning”(inJapan8Se),

lEEJPowerTech.Meeting,PaPerPE−93−175.1993.

−51−

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