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S4 ENVISA "Intelligent Analysis of Environmental Data"




 Ant colony search and heuristic techniques for
optimal dispatch of energy sources in micro-grids

                  ELEONORA RIVA SANSEVERINO
  Dipartimento di Ingegneria Elettrica Elettronica e delle Telecomunicazioni
                      Università degli Studi di Palermo




                           JUNE 19th 2009 - PALERMO
OUTLINE



 Problem description: microgrids and operational issues

 Optimization in microgrids

 Heuristic optimization

 Recent solution methods: MC-ACOR and NSGA-II
Problem description: microgrids


 ‘Small networks of power generators in “microgrids” could
 transform the electricity network in the way that the net
 changed distributed communication.’

 A microgrid is a small-scale power supply network,
 designed to provide power to few building or a small
 community.

 Features
 -Large penetration of RES
 -Load=Generation
 -Electronics and telecommunication facilities
 -Accurate Control
Problem description: microgrids and operational issues



Issues:
-Protections
-Voltage and frequency regulation
-Load management
-Power generation dispatch
-Generation and load forecasting
-Islanded operation

Aims:
-Economical, Secure and Environmentally sustainable
operation
Problem description: microgrids and operational issues
Problem description: microgrids and operational issues




          Environmental data   optimizer
Optimization in microgrids


Objective function:

-production cost and/or

                      C=∑i=1,NDG [ci * Pgi]

-environmental impact and/or

                 Equivalent CO2 emissions

-technical constraints

    Losses = ∑j=1,Nbr [Rj Ij] or Voltage drops minimization
Optimization in microgrids


Variables:

                  Pg1, Pg2, ……, PgNDG


                             Pgk
Heuristic optimization


Variables can be:

-Too many
-Mixed integer
                                   A good chance is
Objectives can be:                 heuristic
                                   optimization
-Multiple
-Non linear
-Non continuous

There may be one or more constraints
Algorithms for Heuristic optimization

- Allow any kind of problem formulation
- Require the expert knowledge for faster convergence
- Are easy to implement and modify



We will see for microgrids optimization:

       MC_ACOR derived from ACOR
       NSGAII
ACO: Ant Colony Optimization


"What is it that governs here? What is it that issues orders,
foresees the future, elaborates plans and preserves
equilibrium?“ (M. Maeterlinck – “The Life of the Ant 1930)

A co-ordinated behaviour can be observed in nature so
that the system as a whole is able to attain some goals.
Such co-ordinated behaviour is unsupervised:

-Particle Swarm Optimization [Kennedy, Eberhart 95],
birds swarms

-Ant Colony Optimization [Dorigo 92], ant colonies
ACO

 Ability to identify the shortest path

 Indirect communication through the pheromone

 Stigmergy, communication through environment modification
ACO

First used for Traveling Salesman Problem
Pheromone information is implemented as a weighted directed graph (matrix)
Ants path is constructed step by step (search space is discrete). An
intermediate step may be more attractive than another based on pheromone
trail intensity and local cost
Local search is solution perturbation based on some empirical rule or problem
specific knowledge
ACO for TSP
ACO



                 Probability to choose one city or
                 another depends on pheromone
                 and cost
      τandcost

                 Below η is the inverse of cost
ACO FOR CONTINOUS OPTIMIZATION (ACOR)

ACO was created originally for discrete optimization, its
extension to continuous domains is the ACOR
[Socha, Dorigo 08] .




Let’s consider a generic optimization problem as:
        min f(S) ;           f : ℜn → ℜ ;
Design variables vector S :
        S = [ s1, s2, ... , sn ];
ACO FOR CONTINOUS OPTIMIZATION (ACOR)

PROBLEMS:


How to implement the solution construction and
the probabilistic transition from one state to another?


What is pheromone?
ACO FOR CONTINOUS OPTIMIZATION (ACOR)

  Step 1: Initialize parameters
  f(x): Objective function                          Step 2: Initialize archive
  xi: Decision Variable
                                                                  For i:=1 To k do
  N: number of decision variables
                                                           Randomly generate solution
  k: number of solution vectors in the archive T
  ξ: scaling parameter
                                                           vector
  Q: elitism parameter                                     Calculate f(x)
  NI: number of solutions vector generations
  m: number of ants for each generation




     Step 3: create new ant                         Step 4: Update archive(t+1)
     Choose xi (t) using eqn(9)
     For j=1 To N                                   Calculate f(bi)
     bji(t + 1) = xji (t) + gauss(0, σjs)           If f(bi) is better than the worst in T then
                                                    Include bi in archive(t+1)



     Step 5: check if number of ants m is reached
     If i=m then go to step6                        Step 6: check stopping criteria
     Else go to step 3                              If t=NI then stop else repeat steps 3, 4,5
ACO FOR CONTINOUS OPTIMIZATION (ACOR)

It is based on the construction of an Archive of k solutions.

A solution is chosen and all of its parameters are modified using
information derived from the archive




 The pheromone
 information is in the
 archive!

 Each component of the
 solution vectors in the
 archive converges to the
 optimal solution
ACO FOR CONTINOUS OPTIMIZATION (ACOR)

The basic feature of the ACOR is the construction of solutions based on a
probabilistic choice, driven by the ‘pheromone’ trace.
 Each variable of the chosen solution is perturbed by means of a gaussian
function centered in the parameter to be perturbed with a standard deviation
calculated using the archive of solutions.

Iterate
5.Choice of a solution from the archive (better solutions are preferred)
6.Perturbation of all the components considering the information derived from
the archive



10.Storage into the Archive if better than the worst solution
ACO FOR CONTINOUS OPTIMIZATION (ACOR)


For the i-th variable, we consider the following probability density function:




 The vectors standard deviations and weights (σ and ω) are attained from the
 solutions in the Archive in the following way:




         ξ and q are algorithm parameters typically in [0÷1].
ACO FOR CONTINOUS OPTIMIZATION (ACOR)


Solutions are chosen using the following probability:




The i-th components of the l-th solution is then perturbed using a gaussian
function with the following standrad deviation calculated over the archive T:




          ξ and q are algorithm parameters typically in [0÷1].
ACOR:from single objective to multiple objectives

     risK                      We can’t say that A is better than B, or
                                 even that D is better than A. All these
                                 solutions are non dominated or
     A                           maybe PARETO OPTIMAL.
                    C          Comparing C and A we can’t tell which is
            D                    better. Comparing C with B or D, we
                B
                                 find that C is ‘worst’.
                        cost

                               1) The notion of non dominance or PO is
                                   given with reference to a set of
                                   solutions

                               2) The solution of a MO problem is linked
                                   to the identification of many different
                                   solutions
ACOR:from single objective to multiple objectives


    Non dominance ordering and ranking of solutions

                  f1
                           F
                               E
                       A               C
                                           Rank=2
                           D
                                   B
                                       Rank=1
                                                f2




    We want low rank uniformly distributed solutions
ACOR:from single objective to multiple objectives

At each iteration, the solution to
be perturbed is chosen using one
of the criteria (COLONIES)

The variables are perturbed

The solution is taken if it is not too                                     A dominates B
much dominated by other solutions
(a probability depending on the
amount of domination
[Deb et al. 2008] is used for this
choice)

Solutions from the Archive are
ordered for non domination and the
best solutions are taken

A Simulated Annealing-Based Multiobjective Optimization Algorithm: AMOSA IEEE TRANSACTIONS ON
EVOLUTIONARY COMPUTATION, VOL. 12, NO. 3, JUNE 2008 by S. Bandyopadhyay,S. Saha, U. Maulik, K. Deb
ACO and ACOR

ACO Reference:
Ant Colony Optimization: A New Meta Heuristic
Dorigo, M.; Di Caro, G.
Proc. of IEEE Evolutionary Computation,1999 CEC99
p. 1470-1477 Vol. 2

ACOR Reference:
Ant colony optimization for continuous domains
Socha, K., and Dorigo, M., 2008
European Journal of Operational Research
NSGAII Non dominated Sorting GA II: a MO Genetic Algorithm


Genetic algorithms:

Iterative population based optimization algorithms simulating Darwinian
    evolution of solutions


     1. Parents population initialization

     1. Offsprings creation
         • Selection (RWS, Tournament…)
         • Crossover
         • Mutation

     3. Parent:= Offspring
     4. Best_so_far update
NSGAII Non dominated Sorting GA II (Deb 2002)


It is a Genetic Algorithm, where non domination and crowding are used for
solutions ranking and selection.




                                            Recombination: Crossover+Mutation




                                         Qt+1
NSGAII Non dominated Sorting GA II (Deb 2000)


Reference:
A Fast Elitist Multi-Objective Genetic Algorithm: NSGA-II (2000) by Kalyanmoy
Deb,Amrit Pratap,Sameer Agarwal,T. Meyarivan
IEEE Transactions on Evolutionary Computation

Download: http://rick.ucsd.edu/%7Esagarwal/nsga2j.pdf
The test system: the Island of Lampedusa

  diesel
  PV
 µturbines




   Fig. 4. Single-line scheme of the MV system supplying the Island of Lampedusa (Italy).
TEST RESULTS



     Table III. Data of the 9 DG units connected to the distribution network
                    (m.u. indicates a generic monetary unit).

                Connection bus and       Cost            Pmax
                     DG type          (m.u./kWh)        (kW)
                        1-diesel            12            11000
                    7- photovoltaic          -             150
                   10- photovoltaic          -             150
                  20- microturbines         14              50
                  27- microturbines         14              50
                  44- microturbines         14             100
                   46- photovoltaic          -             100
                   52- photovoltaic          -              50
                   58- photovoltaic          -              50
                       63- diesel           12             400
TEST RESULTS


Optimization has been carried out using both algorithms:

-    With 50 individuals and 100 iterations (NSGAII)
     - Mutation probability: 0.7
     - Crossover probability: 0.7


-    With 50 ants and an archive of 50 solutions for 100 iterations (MC
     ACOR)
      − ξ:0.6
      - q:0.25
TEST RESULTS: competing objects

                       105200


                                                                                                 6 p.m.
                       105000                                                                    summer day
                                                                                                 Working day
                                                                              NSGA-II    MO ACOR
Production Cost [UM]




                       104800




                       104600




                       104400




                       104200




                       104000
                                58   59   60   61      62       63       64         65      66      67
                                                    Pow er Losses [kW]
TEST RESULTS: concurrent objects

                     0.0126


                                                                                             6 p.m.
                     0.0124
                                                                                             summer day

                     0.0122
                                                                                             Working day
Voltage drops p.u.




                      0.012
                                                                            NSGA-II   MO ACOR


                     0.0118



                     0.0116



                     0.0114



                     0.0112
                              58   59   60   61      62       63       64        65     66      67
                                                  Pow er Losses [kW]
TEST RESULTS



Comparison:
Same Complexity (ND Solutions ranking): O(mk2)
[m=nr. objectives, k archive size]




MC ACOR finds less but better solutions than NSGA II
because ACO is intrinsically more elitist than GA
TEST RESULTS: mathematical test function
TEST RESULTS
                                                                                                                2



                                                                                                                0
                                                   -25             -20         -15        -10             -5         0


                                                                                                                -2

                                                                                                nsgaII
                                                                                                MC ACOR         -4
     4.5


                                                                                                                -6




                                             f2
      4



     3.5                                                                                                        -8



      3                                                                                                        -10


     2.5
                                                                                                               -12
f2




      2
                                   NSGA II
                                                                                                               -14
                                   MC ACOR
     1.5
                                                                                     f1



      1



     0.5



      0
           0   0.5   1   1.5   2             2.5         3   3.5         4   4.5
                                      f1
CONCLUSIONS AND FUTURE DEVELOPMENTS


The tests carried out show the validity of both approaches for
optimized microgrids operations, although MC ACOR is easy to
implement and with the same number of objective functions
evaluations finds more optimized solutions.


Future developments of the present work will include

- New formulations with new objectives taking care more specifically
of the environmental impact

-Work to improve the uniformity of solutions along the output front

- Modified approaches to include ‘robustness’ to parametric
variations (uncertainty on power production and loads)

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S4 ENVISA "Intelligent Analysis of Environmental Data Using Ant Colony Optimization

  • 1. S4 ENVISA "Intelligent Analysis of Environmental Data" Ant colony search and heuristic techniques for optimal dispatch of energy sources in micro-grids ELEONORA RIVA SANSEVERINO Dipartimento di Ingegneria Elettrica Elettronica e delle Telecomunicazioni Università degli Studi di Palermo JUNE 19th 2009 - PALERMO
  • 2. OUTLINE Problem description: microgrids and operational issues Optimization in microgrids Heuristic optimization Recent solution methods: MC-ACOR and NSGA-II
  • 3. Problem description: microgrids ‘Small networks of power generators in “microgrids” could transform the electricity network in the way that the net changed distributed communication.’ A microgrid is a small-scale power supply network, designed to provide power to few building or a small community. Features -Large penetration of RES -Load=Generation -Electronics and telecommunication facilities -Accurate Control
  • 4. Problem description: microgrids and operational issues Issues: -Protections -Voltage and frequency regulation -Load management -Power generation dispatch -Generation and load forecasting -Islanded operation Aims: -Economical, Secure and Environmentally sustainable operation
  • 5. Problem description: microgrids and operational issues
  • 6. Problem description: microgrids and operational issues Environmental data optimizer
  • 7. Optimization in microgrids Objective function: -production cost and/or C=∑i=1,NDG [ci * Pgi] -environmental impact and/or Equivalent CO2 emissions -technical constraints Losses = ∑j=1,Nbr [Rj Ij] or Voltage drops minimization
  • 8. Optimization in microgrids Variables: Pg1, Pg2, ……, PgNDG Pgk
  • 9. Heuristic optimization Variables can be: -Too many -Mixed integer A good chance is Objectives can be: heuristic optimization -Multiple -Non linear -Non continuous There may be one or more constraints
  • 10. Algorithms for Heuristic optimization - Allow any kind of problem formulation - Require the expert knowledge for faster convergence - Are easy to implement and modify We will see for microgrids optimization: MC_ACOR derived from ACOR NSGAII
  • 11. ACO: Ant Colony Optimization "What is it that governs here? What is it that issues orders, foresees the future, elaborates plans and preserves equilibrium?“ (M. Maeterlinck – “The Life of the Ant 1930) A co-ordinated behaviour can be observed in nature so that the system as a whole is able to attain some goals. Such co-ordinated behaviour is unsupervised: -Particle Swarm Optimization [Kennedy, Eberhart 95], birds swarms -Ant Colony Optimization [Dorigo 92], ant colonies
  • 12. ACO Ability to identify the shortest path Indirect communication through the pheromone Stigmergy, communication through environment modification
  • 13. ACO First used for Traveling Salesman Problem Pheromone information is implemented as a weighted directed graph (matrix) Ants path is constructed step by step (search space is discrete). An intermediate step may be more attractive than another based on pheromone trail intensity and local cost Local search is solution perturbation based on some empirical rule or problem specific knowledge
  • 15. ACO Probability to choose one city or another depends on pheromone and cost τandcost Below η is the inverse of cost
  • 16. ACO FOR CONTINOUS OPTIMIZATION (ACOR) ACO was created originally for discrete optimization, its extension to continuous domains is the ACOR [Socha, Dorigo 08] . Let’s consider a generic optimization problem as: min f(S) ; f : ℜn → ℜ ; Design variables vector S : S = [ s1, s2, ... , sn ];
  • 17. ACO FOR CONTINOUS OPTIMIZATION (ACOR) PROBLEMS: How to implement the solution construction and the probabilistic transition from one state to another? What is pheromone?
  • 18. ACO FOR CONTINOUS OPTIMIZATION (ACOR) Step 1: Initialize parameters f(x): Objective function Step 2: Initialize archive xi: Decision Variable For i:=1 To k do N: number of decision variables Randomly generate solution k: number of solution vectors in the archive T ξ: scaling parameter vector Q: elitism parameter Calculate f(x) NI: number of solutions vector generations m: number of ants for each generation Step 3: create new ant Step 4: Update archive(t+1) Choose xi (t) using eqn(9) For j=1 To N Calculate f(bi) bji(t + 1) = xji (t) + gauss(0, σjs) If f(bi) is better than the worst in T then Include bi in archive(t+1) Step 5: check if number of ants m is reached If i=m then go to step6 Step 6: check stopping criteria Else go to step 3 If t=NI then stop else repeat steps 3, 4,5
  • 19. ACO FOR CONTINOUS OPTIMIZATION (ACOR) It is based on the construction of an Archive of k solutions. A solution is chosen and all of its parameters are modified using information derived from the archive The pheromone information is in the archive! Each component of the solution vectors in the archive converges to the optimal solution
  • 20. ACO FOR CONTINOUS OPTIMIZATION (ACOR) The basic feature of the ACOR is the construction of solutions based on a probabilistic choice, driven by the ‘pheromone’ trace. Each variable of the chosen solution is perturbed by means of a gaussian function centered in the parameter to be perturbed with a standard deviation calculated using the archive of solutions. Iterate 5.Choice of a solution from the archive (better solutions are preferred) 6.Perturbation of all the components considering the information derived from the archive 10.Storage into the Archive if better than the worst solution
  • 21. ACO FOR CONTINOUS OPTIMIZATION (ACOR) For the i-th variable, we consider the following probability density function: The vectors standard deviations and weights (σ and ω) are attained from the solutions in the Archive in the following way: ξ and q are algorithm parameters typically in [0÷1].
  • 22. ACO FOR CONTINOUS OPTIMIZATION (ACOR) Solutions are chosen using the following probability: The i-th components of the l-th solution is then perturbed using a gaussian function with the following standrad deviation calculated over the archive T: ξ and q are algorithm parameters typically in [0÷1].
  • 23. ACOR:from single objective to multiple objectives risK We can’t say that A is better than B, or even that D is better than A. All these solutions are non dominated or A maybe PARETO OPTIMAL. C Comparing C and A we can’t tell which is D better. Comparing C with B or D, we B find that C is ‘worst’. cost 1) The notion of non dominance or PO is given with reference to a set of solutions 2) The solution of a MO problem is linked to the identification of many different solutions
  • 24. ACOR:from single objective to multiple objectives Non dominance ordering and ranking of solutions f1 F E A C Rank=2 D B Rank=1 f2 We want low rank uniformly distributed solutions
  • 25. ACOR:from single objective to multiple objectives At each iteration, the solution to be perturbed is chosen using one of the criteria (COLONIES) The variables are perturbed The solution is taken if it is not too A dominates B much dominated by other solutions (a probability depending on the amount of domination [Deb et al. 2008] is used for this choice) Solutions from the Archive are ordered for non domination and the best solutions are taken A Simulated Annealing-Based Multiobjective Optimization Algorithm: AMOSA IEEE TRANSACTIONS ON EVOLUTIONARY COMPUTATION, VOL. 12, NO. 3, JUNE 2008 by S. Bandyopadhyay,S. Saha, U. Maulik, K. Deb
  • 26. ACO and ACOR ACO Reference: Ant Colony Optimization: A New Meta Heuristic Dorigo, M.; Di Caro, G. Proc. of IEEE Evolutionary Computation,1999 CEC99 p. 1470-1477 Vol. 2 ACOR Reference: Ant colony optimization for continuous domains Socha, K., and Dorigo, M., 2008 European Journal of Operational Research
  • 27. NSGAII Non dominated Sorting GA II: a MO Genetic Algorithm Genetic algorithms: Iterative population based optimization algorithms simulating Darwinian evolution of solutions 1. Parents population initialization 1. Offsprings creation • Selection (RWS, Tournament…) • Crossover • Mutation 3. Parent:= Offspring 4. Best_so_far update
  • 28. NSGAII Non dominated Sorting GA II (Deb 2002) It is a Genetic Algorithm, where non domination and crowding are used for solutions ranking and selection. Recombination: Crossover+Mutation Qt+1
  • 29. NSGAII Non dominated Sorting GA II (Deb 2000) Reference: A Fast Elitist Multi-Objective Genetic Algorithm: NSGA-II (2000) by Kalyanmoy Deb,Amrit Pratap,Sameer Agarwal,T. Meyarivan IEEE Transactions on Evolutionary Computation Download: http://rick.ucsd.edu/%7Esagarwal/nsga2j.pdf
  • 30. The test system: the Island of Lampedusa diesel PV µturbines Fig. 4. Single-line scheme of the MV system supplying the Island of Lampedusa (Italy).
  • 31. TEST RESULTS Table III. Data of the 9 DG units connected to the distribution network (m.u. indicates a generic monetary unit). Connection bus and Cost Pmax DG type (m.u./kWh) (kW) 1-diesel 12 11000 7- photovoltaic - 150 10- photovoltaic - 150 20- microturbines 14 50 27- microturbines 14 50 44- microturbines 14 100 46- photovoltaic - 100 52- photovoltaic - 50 58- photovoltaic - 50 63- diesel 12 400
  • 32. TEST RESULTS Optimization has been carried out using both algorithms: - With 50 individuals and 100 iterations (NSGAII) - Mutation probability: 0.7 - Crossover probability: 0.7 - With 50 ants and an archive of 50 solutions for 100 iterations (MC ACOR) − ξ:0.6 - q:0.25
  • 33. TEST RESULTS: competing objects 105200 6 p.m. 105000 summer day Working day NSGA-II MO ACOR Production Cost [UM] 104800 104600 104400 104200 104000 58 59 60 61 62 63 64 65 66 67 Pow er Losses [kW]
  • 34. TEST RESULTS: concurrent objects 0.0126 6 p.m. 0.0124 summer day 0.0122 Working day Voltage drops p.u. 0.012 NSGA-II MO ACOR 0.0118 0.0116 0.0114 0.0112 58 59 60 61 62 63 64 65 66 67 Pow er Losses [kW]
  • 35. TEST RESULTS Comparison: Same Complexity (ND Solutions ranking): O(mk2) [m=nr. objectives, k archive size] MC ACOR finds less but better solutions than NSGA II because ACO is intrinsically more elitist than GA
  • 36. TEST RESULTS: mathematical test function
  • 37. TEST RESULTS 2 0 -25 -20 -15 -10 -5 0 -2 nsgaII MC ACOR -4 4.5 -6 f2 4 3.5 -8 3 -10 2.5 -12 f2 2 NSGA II -14 MC ACOR 1.5 f1 1 0.5 0 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 f1
  • 38. CONCLUSIONS AND FUTURE DEVELOPMENTS The tests carried out show the validity of both approaches for optimized microgrids operations, although MC ACOR is easy to implement and with the same number of objective functions evaluations finds more optimized solutions. Future developments of the present work will include - New formulations with new objectives taking care more specifically of the environmental impact -Work to improve the uniformity of solutions along the output front - Modified approaches to include ‘robustness’ to parametric variations (uncertainty on power production and loads)