Chapter Five
Chapter Five
Chapter Five
OPTIMIZATION
What is Optimization?
Optimization is the mathematical discipline which is
concerned with finding the maxima and minima of
functions, possibly subject to constraints.
Optimize means make as perfect, effective or
functional as possible
Used to determine best solution without actually
testing all possible cases
Need for optimization in power system
Power system operation is required to be
Secure
Economical
Reliable
All operations have to operate at optimum point
Power flow analysis
Economic Dispatch
Reactive power
Load shedding
Configuration of electrical distribution networks etc
formulation of optimization problem
disadvantages
350
Soln. 300
250
100
50
X=0 is inflection point, x=2 is local 0
minima and x=1 is local maxima -50
-100
-1 -0.5 0 0.5 1 1.5 2 2.5 3
Multivariable optimization
Properties of LP
The objective function is Transformations
minimization type If problem is maximization
use –f
All constraints are linear If there is negative
equality type variable, write it as
difference of two
All decision variables
If constraint is inequality,
are nonnegative add slack or surplus
variables
Simplex algorithm
Objective of simplex Algorithm
algorithm is to find vector X 1. Convert the system of
0 which minimizes f(X) equation to canonical form
2.Identify the basic solution
3. Test optimality and stop if
and satisfies equality optimum
constraints of the form 4. If not, select next pivotal
point and re-write equation
5. Go to step 2
Using MATLAB to solve LP
Example:
Subject to
f=[5 2];
A=[3 4;1 -1;-1 -4;-3 -1];
b=[24;3;-4;-3];
lb=zeros(2,1);
1. Form the matrices containing coefficients of the objective function, constraints equations
and constants separately
2. Use the built in function linprog(), i.e [x, fmin]= linprog(f,A,b,Aeq,beq,lb,ub,X0,options);
f=objective function v
A=Matrix for linear inequality constraints
B=Vector for linear inequality constraints