For buyers and sellers in the electricity market, the economic benefits are directly related to the turnover and price. This paper uses the unit mathematical model which considers regulating capacity and regulating speed as the constraints to propose an improved double layer immune algorithm to solve the problem of dispatch for the AGC (automatic generation control) units. Heuristic strategy is adopted to generate initial solution to optimize the dispatching units and the capacity, which speeds up the convergence and improves the efficiency. An example analysis of an actual system and a comparison with the common algorithm show that this algorithm is a new effective optimization algorithm for solving units dispatch problem.