Abstract
For optimal operation of microgrids, energy management is indispensable to reduce the operation cost and the emission of conventional units. The goals can be impeded by several factors including uncertainties of market price, renewable generation, and loads. Real-time energy management system (EMS) can effectively address uncertainties due to the online information of market price, renewable generation, and loads. However, some issues arise in real-time EMS as battery-limited energy levels. In this paper, Lyapunov optimization is used to minimize the operation cost of the microgrid and the emission of conventional units. Therefore, the problem is multi-objective and a Pareto front is derived to compromise between the operation cost and the emission. With a modified IEEE 33-bus distribution system, general algebraic modeling system (GAMS) is utilized for implementing the proposed EMS on two case studies to verify its applicability.
MICROGRIDS are low- or medium-voltage power networks comprising various distributed energy resources [
Day-ahead energy management methods are primarily introduced for the energy management of microgrids [
Statistical information is used in stochastic EMS methods. Furthermore, scenario-based stochastic day-ahead EMS methods lead to large computation burdens as many scenarios are addressed.
Online information of RES, load, and market price is useful data for designing real-time EMS (RT-EMSs). The RT-EMS [
RT-EMSs can be executed without any statistical information. In this case, errors arising from imperfect predictions are eliminated. Meanwhile, in some microgrids, electrical demand can be classified into two categories: basic usage and quality usage [
In recent studies, Lyapunov optimization for real-time energy management has been investigated. In [
BESS management using Lyapunov optimization in finite time horizons has been studied [
In this paper, the desired goals of the RT-EMS are to provide delay-tolerant loads before the deadline and maintain the load shedding for flexible loads lower than the customer requests. The customer of QoS satisfaction is also among the goals, which supplies delay-tolerant loads before the deadline and maintains BESSs in a desirable energy capacity range. The microgrid is operated in a connected mode and can exchange the power with the main grid. Furthermore, optimal power flow equations are considered, and voltages of buses are maintained in the desired range by additional constraints. The underlying network of the microgrid yields more realistic optimal values, which is similar to practical implementations.
Therefore, in contrast to the studies in [
This paper is an extended version of a conference paper [
1) An RT-EMS in a microgrid is implemented based on Lyapunov optimization for supplying flexible and delay-tolerant loads.
2) It has not been investigated that RT-EMS can minimize the operation costs and emission of CG units simultaneously. In this paper, the abovementioned problem is addressed with a Pareto front.
The rest of this paper is organized as follows. The Lyapunov optimization method is introduced in Section Ⅱ. In Section Ⅲ, the microgrid system is modeled and the formulation of RT-EMS is presented. Simulation results are presented in Section Ⅳ. Finally, conclusions are provided in Section Ⅴ.
It is chanllenging to maintain both the battery energy in the defined range and QoS satisfaction according to the customer request in real-time management [
In Lyapunov optimization, the objective is to minimize the long-term time-average value of the expected cost function. Therefore, the optimization problem is modeled as (1) [
(1) |
s.t.
(2) |
(3) |
(4) |
where is the feasible region for the decision variables; is the time average expectation value of the objective function in the optimization problem; is the decision variable; and are the time averages of expected values of the inequality constraint and the equality constraint , respectively, which are defined as:
(5) |
(6) |
According to the Lyapunov optimization method, virtual queues are defined for time-average expected values of the equality and inequality constraints defined by (2) and (3), respectively [
Different queues can be defined [
(7) |
(8) |
where and are queues [
Definition: a process is mean rate stable if
(9) |
Note that and are also called backlogs, which indicate the amount of work needed to perform [
Remark: virtual queues for satisfying the time-coupled constraints of batteries as well as flexible and delay-tolerant loads are defined in Section III-F. The stability of the defined virtual queues satisfies the expected time-average constraints [
A typical model of microgrid is shown in

Fig. 1 Typical model of microgrid.
Emission reduction of the CG unit is another goal of this paper. Minimizing both the operation cost and the emission function are conflicting objectives. To find a compromise between the operation cost and the emission of the CG units, the Pareto front is applied. The weighted sum of the operation cost and emission function is minimized to obtain the Pareto front, which includes Pareto optimal solutions. The solutions on the Pareto front are the optimal solutions, and they are non-dominated according to the Pareto optimality definition. Other points outside the Pareto front are dominated and other solutions with better objective values exist.
Consequently, it is essential to consider the conflicting objectives and obtain the best solution for both of them. Furthermore, the goal of decision maker determines the importance of the objectives. In this paper, the weighted average of the operation and emission costs are considered as (10) using the weights and to attain the tradeoff between these two objectives. Therefore, the objective is to minimize , which is a combination of the operation cost and the emission function :
(10) |
(11) |
(12) |
where , , , and are the operation costs of CG, battery, load shedding, and the exchanged power with the main grid, respectively.
A CG unit is modeled by its fuel cost (13), the emission function (14), and operation constraints (15)-(17). The fuel cost is modeled by a quadratic function [
(13) |
where is the active power of CG unit g; is the time duration of each slot; and , , and are the cost coefficients of CG fuel cost.
In addition to fuel cost, the emission function is modeled as a quadratic function:
(14) |
where , , and are the coefficients of CG emissions.
The output power is limited by the upper and lower bounds in (15) and the ramp rate limitations in (16):
(15) |
(16) |
where and are the upper and lower bound limitations, respectively; and (g) is the ramp limitation of CG unit . Moreover, the output active power and reactive power of CG units are limited, considering the ratings of CGs as:
(17) |
where and are the output reactive power and apparent power of CG unit g, respectively.
We consider the operation cost of the battery as (18) to penalize the fast charging and discharging of the battery, which would otherwise degrade the battery as:
(18) |
where is the output power; and and are the cost coefficients of battery b.
At each time slot, the battery energy is calculated based on the charging and discharging power of the battery as:
(19) |
where is the battery energy state at each time slot t; and are the charging and discharging efficiencies of the battery; and and are the charging and discharging power of battery b, respectively.
Note that the battery cannot be charged and discharged simultaneously. Therefore, and are zero when the battery is in the charging and discharging modes, respectively. Moreover, the battery has a limited power and energy capacity. Therefore, constraints (20) and (21) are used to satisfy the output power and battery energy limitations.
(20) |
(21) |
where is the maximum output power; and and are the upper and lower bounds of energy level of the battery b, respectively.
(22) |
The limited capacity of battery inverter reduces the range of reactive power drawn from the battery as:
(23) |
where and are the output reactive power and apparent power of BESS b, respectively.
In modern microgrids, load flexibility is beneficial in many aspects [

Fig. 2 Classification of electrical load.
When the demand is high and costly generation units supply the demand, cost reduction can be facilitated by load flexibility. However, to provide reasonable power quality to customers, the load shedding cost is considered [
(24) |
where and are the provided and maximum requested flexible demands, respectively; and is the consumer sensitivity to the load shedding.
A large causes large costs and indicates that the consumer is more sensitive to load shedding. The long-term time-average expected value of the load shedding percentage is required to be lower than the tolerance control parameter defined in (25), which is set according to the customer request [
(25) |
(26) |
where is the minimum allowed load shedding. in (25) controls QoS, and a small implies less load shedding and higher satisfaction of customers. Assume that the load is bounded as:
(27) |
(28) |
where , , and are the provided reactive power, upper bound limitation, and lower bound limitation of the flexible loads, respectively.
In addition to flexible loads, some delay-tolerant loads are considered. Consumers with delay-tolerant loads can tolerate their loads with delay. The provision of delay-tolerant loads before the maximum delay requires additional time-coupled constraints. In an RT-EMS, the time-coupled constraint of delay-tolerant load satisfaction is defined as a queue [
(29) |
where is the delay-tolerant load; and and are the provided and requested , respectively.
Furthermore, certain percentage of the delay-tolerant load is considered as a basic load. Therefore, constraint (30) is added to force certain percentage of supplied delay-tolerant loads. Furthermore, (31) is utilized to ensure that the load added to the queue defined by (29) is provided.
(30) |
(31) |
where is the lower bound limitation of DT.
The constraints of power distribution network are modeled [
(32) |
where , , and are the active power, WT generation, and PV generation at bus i, respectively. Moreover, we can obtain:
(33) |
where and are the reactive power and provided power of delay-tolerant loads at bus i, respectively.
The power is calculated as:
(34) |
where (t), , and are the active power flow, square of current magnitude in p.u., current magnitude, and resistance of the line from bus i to bus j, respectively.
The power is calculated as:
(35) |
where and are the reactive power flow and reactance of the line from bus i to bus j, respectively.
Moreover, we can obtain:
(36) |
where is the voltage at bus i.
(37) |
Instead of (37), inequality (38) is utilized to avoid non-convexity in the optimization problem [
(38) |
where , , and is the current from bus i to j.
The constraint (38) is a rotated second-order cone constraint. The canonical form of a second-order cone and a rotated second-order cone constraint are defined as (39) and (40).
(39) |
(40) |
The constraint (38) is in the form of a rotated second-order constraint as:
(41) |
Constraint (42) is used to restrain the bus voltages in the allowable range:
(42) |
A microgrid exchanges power with the main grid in a grid-connected mode. It can import the power when the power of other units is insufficient to supply the demand. Furthermore, surplus electrical energy in a microgrid can be exported to the main grid to gain profits. The exchanged power with the main grid can be calculated according to (43) and (44).
(43) |
(44) |
where and are the exchanged active and reactive power with the main grid, respectively.
The cost of exchanged power with the main grid can be obtained as:
(45) |
where is the market price; and is positive (negative) when power is imported (exported) from (to) the main grid. The main grid can provide limited power to the microgrid owing to the transmission line. The limitations of main grid power sources is modeled as:
(46) |
where and are the maximum and minimum limitations of the power exchanged with the main grid, respectively.
In this paper, the RT-EMS method is used to schedule BESSs as well as flexible and delay-tolerant loads, i.e., components that complicate the RT-EMS problem. Constraint (19) shows that the energy level of BESS at a future time slot relies on the charging and discharging power at that time slot. Therefore, BESS is a time-coupled element that forces the time-coupled constraint to the problem. Furthermore, the limited energy capacity of BESS enforces constraint (21) to the problem. The real-time energy management of BESS is challenging as the BESS might be charged or discharged inappropriately [
Therefore, an appropriate method to address these complexities is required. In Lyapunov optimization, time-coupled constraints are addressed with queues and are satisfied by stabilizing the queues, which inhibits the full charging or discharging of BESS. Furthermore, load queues are stabilized to satisfy their requirements. In other RT-EMS methods such as the greedy algorithm, the problem is solved at each time slot without considering future data. Consequently, battery energy is used in the first time slot inefficiently, as will be described in Section IV. The Lyapunov optimization procedure is shown in

Fig. 3 Procedure of RT-EMS based on Lyapunov optimization method.
In the Lyapunov optimization method, time-coupled constraints are converted to virtual queues, the objective of which is to maintain stable virtual queues and mean rates. And time-coupled constraints can be satisfied by the stable queues [
RES, market price, and load are uncertainties in the microgrid. Minimizing the time-average expected value of the operation costs is the objective of this paper.
Problem I:
(47) |
EMSs in microgrids are used for various objectives such as operation cost and emission minimization. The objective of the RT-EMS is to perform energy management at each time slot. However, the optimal solution for long-term management in Problem I, i.e., (47), is not obtained by cost minimization at each time slot, ignoring subsequent and previous states. Furthermore, time-coupled constraints including the limitation of battery energy in (21), provision of QoS for flexible loads in (25), and supply of delay-tolerant loads in (29) must be satisfied. The Lyapunov optimization proposes a suitable algorithm to address time-coupled constraints and achieves long-term management, as shown in [
Battery energy is the time-coupled constraint as shown in (21), which is related to the previous charging and discharging states of the battery. Instead of retaining the battery energy rate in (21), the average battery charging and discharging is considered to be zero:
(48) |
The virtual queue following Section II-A and (8) to satisfy constraint (21) is defined as:
(49) |
Summing virtual queue over time and considering the expectation and infinite limits, we can obtain:
(50) |
It is assumed that is bounded, thus we can obtain:
(51) |
If queue is mean rate stable, (51) is held. Subsequently, the right-hand side of (50) will be equal to zero. Consequently, constraint (48) will be satisfied.
To satisfy constraint (25), a virtual queue is defined based on (7) as [
(52) |
Applying the expectation, summing over the time , and applying the infinite limits, we can obtain:
(53) |
Remark: if the virtual queue is mean rate stable, the left-hand side of (53) is zero, and constraint (25) is held [
For the modeling delay in the provision of delay-tolerant demands, the delay-aware virtual queue is defined as:
(54) |
where is used to specify the requested service deadline of the customer. The virtual queue is identified with the same serving rate as . However, it has a different arrival rate, i.e., , which is greater than zero when the load queue is not empty. Otherwise, the arrival rate is zero. The arrival rate ensures that the virtual queue enlarges when the delay-tolerant load queue is not empty.
The time-coupled constraints of the battery and load, i.e., (21) and (25), respectively, are omitted in the optimization problem (47), whereas constraints (49) and (52) are added.
Problem II:
(55) |
However, constraint (21) is maintained to ensure that the battery energy is in the desired range.
Minimizing the drift-plus-penalty will minimize and stabilize the queue backlogs. Meanwhile, it minimizes the cost function. We firstly define the Lyapunov function for the virtual queues as:
(56) |
where ; and is the weight for the battery queue that yields a difference between the battery and load queues.
Then, we introduce the one-slot conditional Lyapunov drift as:
(57) |
Minimizing the Lyapunov drift will minimize the queue backlogs which stabilize the queue mean rates and satisfy the described inequality constraints. However, only minimizing the Lyapunov drift would incur more costs. Hence, the operation cost and the emission function are added to the objective function. Furthermore, the goal of RT-EMS is to minimize the operation cost and emission simultaneously. The cost is penalized by a penalty factor . In this case, both time-coupled constraints and cost minimization are satisfied.
(58) |
The Lyapunov optimization method minimizes the upper bound of (58) instead of directly minimizing (58).
The conditional terms are eliminated because queues are known at each time slot. Squaring both sides of (49), the battery virtual queue is bounded as:
(59) |
Lemma 1: for real positive variables , , and , inequality (60) is held [
(60) |
Using (60), squaring both sides of (52), and considering , we can obtain:
(61) |
By squaring both sides of (29) and (54) and considering the inequality (60) in Lemma 1, we can obtain:
(62) |
(63) |
Substituting (59), (61), (62), and (63) into (58) and applying the conditional expectation, we can obtain:
(64) |
(65) |
The Lyapunov optimization method minimizes the upper bound of (58) instead of directly minimizing (58), which involves calculating the upper bound of one-slot conditional Lyapunov drift function, considering the Lyapunov optimization method framework in [
In Lyapunov optimization, instead of directly minimizing the drift-plus-penalty function, the upper bound of (64) is minimized. At each time, the virtual queues and system states including the power generated by RES, market price, and decision variables, i.e., , , , , , are calculated by solving the following optimization problem.
Problem III:
(66) |
Two case studies are considered to evaluate the performance of the proposed method. The first case study is a microgrid obtained from [

Fig. 4 Schematics of test system for microgrid in case 1.

Fig. 5 Electrical load in case 1.
The QoS control parameter is set to . The cost coefficient of load shedding is set to . Wind and solar generations are shown in

Fig. 6 Renewable generation data with 5-min time slots in case 1.

Fig. 7 Real-time market price in case 1.
In the proposed RT-EMS, the objective is to minimize both the operation costs and the emission function of the units. As these objectives are conflicting, it is a multi-objective optimization problem. Hence, the Pareto front is obtained by varying the values of and , which have already been defined in Section III. The Pareto-optimal solutions are shown on the Pareto-front line in

Fig. 8 Pareto-front line for multi-objective RT-EMS optimization problem in case 1.
The power production of CG unit is illustrated in

Fig. 9 Output active power of CG in case 1.

Fig. 10 Battery power for different values of in case 1.

Fig. 11 Exchanged power with main grid in case 1.
To analyze the effect of , the operation costs for are obtained as shown in

Fig. 12 Comparison of operation costs for V in case 1.
Moreover, the battery energy levels are illustrated in

Fig. 13 Battery energy level for in case 1.
The QoS values are depicted in

Fig. 14 QoS of loads for in case 1.
The effects of on the operation and battery costs and battery energy are illustrated in Figs.

Fig. 15 Effect of on total operation battery and costs in case 1.

Fig. 16 Effect of on battery energy level in case 1.
The total cost increases with the increase of . Furthermore, the high value of increases the battery power fluctuation due to the priority of the queue stability. Consequently, the fluctuations increase the battery and total costs. The battery energy shows that the increment of increases the battery level.
is used to control the provision time of the delay-tolerant loads. In this paper, it is set to be 2. However, to demonstrate the effect of this parameter on the provision time, the maximum deadline for different values of is calculated. In
The greedy method is introduced in [
Problem Ⅳ:
(67) |
Considering and , the operation costs, emissions, and total costs of the simulation results for the proposed RT-EMS method and greedy method are given in

Fig. 17 Proposed RT-EMS method compared with the greedy method.
The modified IEEE 33-bus distribution system, which is depicted in

Fig. 18 Schematics of modified IEEE 33-bus distribution system.

Fig. 19 Electrical load of bus 32.

Fig. 20 RES power generation.

Fig. 21 Real-time market price.
To demonstrate the effect of , is set to be 100. The effect of on the operation costs is depicted in

Fig. 22 Operation costs for in case 2.

Fig. 23 Energy level of BESS for .
By decreasing , the energy fluctuation of BESS increases to satisfy the energy level of BESS in constraint (21), as the weight of the operation costs decreases. Additional costs are considered to be reduced. The calculated solution time for each time slot in case 2 is 2.2 s, which is an appropriate duration for RT-EMS with 5-min time slots.
The effects of on the operation and BESS costs are shown in

Fig. 24 Impact of on battery cost.

Fig. 25 Energy level of BESS for .
RT-EMS of a microgrid is employed in this paper based on the Lyapunov optimization method without any statistical information. The loads in the microgrid are classified into two categories: flexible and delay-tolerant demands. Lyapunov optimization is adopted to address the time-coupled constraints related to battery energy as well as the QoS of flexible and delay-tolerant loads. For each time-coupled constraint, a virtual queue is defined. In this paper, the objective of RT-EMS is to minimize the operation cost and the emission function simultaneously. Hence, the Pareto front is applied. In addition, the underlying operation limitations are considered. Finally, the performance of RT-EMS is investigated in two case studies, including a modified IEEE 33-bus distribution system. The results based on different control parameters are derived, which indicate that the proposed online Lyapunov optimization method effectively utilizes the energy sources and BESSs. Furthermore, the desirable energy level in the BESSs is maintained and the QoS of flexible and delay-tolerable loads is provided.
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