Solving the Dynamics-Aware Economic Dispatch Problem with the Koopman Operator

The dynamics-aware economic dispatch (DED) problem embeds low-level generator dynamics and operational constraints to enable near real-time scheduling of generation units in a power network. DED produces a more dynamic supervisory control policy than traditional economic dispatch (T-ED) that reduces overall generation costs. However, in contrast to T-ED, DED is a nonlinear, non-convex optimization problem that is computationally prohibitive to solve. We introduce a machine learning-based operator-theoretic approach for solving the DED problem efficiently. Specifically, we develop a novel discrete-time Koopman Operator (KO) formulation that embeds domain information into the structure of the KO to learn high-fidelity approximations of the generator dynamics. Using the KO approximation, the DED problem can be reformulated as a computationally tractable linear program (abbreviated DED-KO). We demonstrate the high solution quality and computational-time savings of the DED-KO model over the original DED formulation on a 9-bus test system.

[1]  Soumya Kundu,et al.  Learning Deep Neural Network Representations for Koopman Operators of Nonlinear Dynamical Systems , 2017, 2019 American Control Conference (ACC).

[2]  Arnab Bhattacharya,et al.  The Koopman Operator: Capabilities and Recent Advances , 2020, 2020 Resilience Week (RWS).

[3]  R. Baldick,et al.  A frequency-constrained stochastic economic dispatch model , 2013, 2013 IEEE Power & Energy Society General Meeting.

[4]  Wenyuan Li,et al.  Frequency Dynamics Constrained Unit Commitment With Battery Energy Storage , 2016, IEEE Transactions on Power Systems.

[5]  Umesh Vaidya,et al.  Data-Driven Nonlinear Stabilization Using Koopman Operator , 2019, Lecture Notes in Control and Information Sciences.

[6]  Christine Chen,et al.  Dynamics-aware Continuous-time Economic Dispatch: A Solution for Optimal Frequency Regulation , 2020, HICSS.

[7]  Arnab Bhattacharya,et al.  Power system resilience through defender-attacker-defender models with uncertainty: an overview , 2020, 2020 Resilience Week (RWS).

[8]  Joachim Bocker,et al.  Koopman Operator Based Finite-Set Model Predictive Control for Electrical Drives , 2018, 1804.00854.

[9]  Igor Mezic,et al.  Linear predictors for nonlinear dynamical systems: Koopman operator meets model predictive control , 2016, Autom..

[10]  Clarence W. Rowley,et al.  Linearly-Recurrent Autoencoder Networks for Learning Dynamics , 2017, SIAM J. Appl. Dyn. Syst..

[11]  Craig Bakker,et al.  Learning Koopman Operators for Systems with Isolated Critical Points , 2019, 2019 IEEE 58th Conference on Decision and Control (CDC).

[12]  Joe H. Chow,et al.  Power System Toolbox , 2017 .

[13]  S. Shankar Sastry,et al.  GLOBAL ANALYSIS OF SWING DYNAMICS. , 1981 .

[14]  I. Mezić,et al.  A data-driven Koopman model predictive control framework for nonlinear flows , 2018, 1804.05291.

[15]  Na Li,et al.  Connecting Automatic Generation Control and Economic Dispatch From an Optimization View , 2014, IEEE Transactions on Control of Network Systems.

[16]  Steven L. Brunton,et al.  Koopman Invariant Subspaces and Finite Linear Representations of Nonlinear Dynamical Systems for Control , 2015, PloS one.

[17]  Stefan Klus,et al.  Koopman operator-based model reduction for switched-system control of PDEs , 2017, Autom..

[18]  G. Sheblé,et al.  Power generation operation and control — 2nd edition , 1996 .

[19]  Gabriela Hug,et al.  Foundations and Challenges of Low-Inertia Systems (Invited Paper) , 2018, 2018 Power Systems Computation Conference (PSCC).

[20]  Fan Zhang,et al.  Frequency aware economic dispatch , 2011, 2011 North American Power Symposium.

[21]  Ross Baldick,et al.  Governor Rate-Constrained OPF for Primary Frequency Control Adequacy , 2014, IEEE Transactions on Power Systems.

[22]  Clarence W. Rowley,et al.  A Data–Driven Approximation of the Koopman Operator: Extending Dynamic Mode Decomposition , 2014, Journal of Nonlinear Science.

[23]  I. Mezić,et al.  Applied Koopmanism. , 2012, Chaos.

[24]  H. Walker,et al.  Numerical Linear Algebra with Applications , 1994 .

[25]  David L. Woodruff,et al.  Pyomo: modeling and solving mathematical programs in Python , 2011, Math. Program. Comput..

[26]  Claudio De Persis,et al.  An internal model approach to (optimal) frequency regulation in power grids with time-varying voltages , 2014, Autom..

[27]  Masood Parvania,et al.  Dynamics-aware Continuous-time Economic Dispatch and Optimal Automatic Generation Control , 2020, 2020 American Control Conference (ACC).

[28]  David L. Woodruff,et al.  Pyomo — Optimization Modeling in Python , 2012, Springer Optimization and Its Applications.

[29]  S. Tnani,et al.  Comparative study of three modelling methods of synchronous generator , 2006, IECON 2006 - 32nd Annual Conference on IEEE Industrial Electronics.

[30]  B. J. Kirby,et al.  Frequency Control Concerns In The North American Electric Power System , 2003 .

[31]  Victor M. Zavala,et al.  pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations , 2018, Math. Program. Comput..

[32]  O.P. Malik,et al.  Identification of physical parameters of a synchronous Generator from online measurements , 2004, IEEE Transactions on Energy Conversion.