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Numerical Experiments with an Optimal Power Flow Algorithm Based on Parametric Techniques
F. G. M. Lima, S. Soares, Senior Member, IEEE, A. Santos, Jr., K. C. Almeida, and F. D. Galiana
Abstract This paper presents the results of numerical experiments with a new optimal power flow (OPF) algorithm based on a parametric technique. The approach consists of relaxing the original OPF problem by incorporating parametric terms to the objective function, the equality and inequality constraints. Such relaxation assures that any arbitrary initial solution, feasible or unfeasible, be the optimal solution of the OPF problem. As the scalar parameter changes, a family of OPF problems is created, whose necessary conditions are solved by Newtons method. An efficient strategy is proposed for updating the parameter and the optimal set of active inequality constraints of each intermediate problem. Two applications of the methodology are reported: the economic dispatch problem and the minimum transmission loss problem. These problems were solved for an 810-bus and a 2256-bus equivalent network of the South/Southeast interconnected Brazilian power system. The results show that the parametric approach is robust and efficient when applied to large-scale OPF problems. Index TermsContinuation method, Newtons method, optimal power flow, updating active set.

I. INTRODUCTION HIS WORK follows previous research on parametric quadratic programming. Since the early work reported by Dillon on the sensitivity of the optimal power flow solution to parameter variations [1], several extensions of this idea have been proposed. The purpose of these studies was to characterize the behavior of the OPF solution, not just for one specific set of parameters, but over an entire range of values. Researchers from Canada [2][8] and from Brazil [9], [10] published several works about parametric optimization techniques applied to the OPF problem. The works presented in [2][9] are based on the active set strategy whereas the work presented in [10] is based on the Primal Dual Interior Point method. In [2], the linear economic dispatch (ED) solution was tracked for a variation on the parameter load; [3] proposed the solution of the ED problem with a parametric technique based on the varying limits strategy; [4] applied the varying limit strategy, together with a restart homotopy continuation method, to solve an ED problem where the transmission loss were represented
Manuscript received September 8, 2000. This work was supported by CNPq and FAPESP. F. G. M. Lima is with the Dep. Eng. Elctrica, Univ. Fed. do Mato Grosso do Sul, CP 649 - CEP 79070-900, Campo Grande, MS, Brazil. S. Soares and A. Santos, Jr. are with DENSIS/FEEC, Univ. Estadual de Campinas, CP 6101 - CEP 13081-970, Campinas, SP, Brazil. K. C. Almeida is with the Dep. Eng. Eletrica, Univ. Fed. de Santa Catarina, CEP 88040-900, Florianpolis, SC, Brazil. F. D. Galiana is with the Dep. of Elec. and Comp. Eng., McGill University, H3A-2A7, Montreal, Que., Canada. Publisher Item Identifier S 0885-8950(01)06058-8.

as a nonlinear function of the control variables; finally, [5] suggested a successive linearization solution methodology for the full OPF problem where each linearized sub-problem, parameterized in its load and inequality limits, was solved by a continuation method. A generalization of the research reported in [2][5] was presented in [6], [7]. These papers presented a full nonlinear parametric OPF algorithm that was applied in small scale power systems. The proposed technique yielded a detailed representation of the trajectories of all OPF variables and Lagrange multipliers, thus allowing the study of critical OPF cases [8]. Some applications of the last approach to large-scale systems were reported in [9]. The difficulty associated with the correct identification of the set of active inequality constraints in the OPF solution [11] is successfully overcome by the general nonlinear parametric approach. By relaxing the original problem in the beginning of the process and keeping control of the changes in the set of active inequality constraints during the parameter evolution, the parametric technique is able to identify the violated inequalities. These violations are gradually considered in the update of the active inequality constraint set so that at the end of the tracking process, the optimal set of active inequality constraints is identified. This paper reviews the general nonlinear parametric approach proposed in [6], [7] and presents a new solution strategy for the parametric OPF. In this strategy, new rules for controlling the parameter variations and the active set inequality constraints are adopted so as to enable the application of the parametric technique to large-scale real systems. An algorithm based on this strategy is presented and implemented in Fortran using sparsity techniques. The paper initially formulates the OPF as a general nonlinear parametric optimization problem and presents its corresponding solution algorithm. Then, results are presented for two versions of the Brazilian South/Southeast interconnected power system in applications to minimize the generation costs and transmission loss. II. PARAMETRIC OPTIMAL POWER FLOW The OPF can be formulated as a nonlinear programming problem (1) subject to (2)

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(3) The scalar objective function (1) can measure economic and performance aspects of the system operation such as generation cost, transmission loss and voltage profile deviations from normal. The variable vector can represent the voltage magnitudes and phase angles, transformer tap and phase-shifter settings and variable shunt admittances. The equality constraints (2) represent the power balance equations at the load buses while the inequality constraints (3) typically depict both the functional inequalities, such as power flows, and the bounds on the variables . The variables in brackets, and , represent the Lagrange multipliers associated with the equality and inequality constraints, respectively. This model can represent two branches of optimization decision in planning and operation of generation/transmission power systems: i) the active power dispatch (economic problem) and ii) the reactive/voltage dispatch (performance problem). In both cases, to find the solution of nonlinear programming problem, two main difficulties must be overcome: i) the definition of a feasible point to start the optimization process and ii) an efficient identification of the optimal active inequality constraints. These two difficulties can be well handled through use of parametric techniques applied to problem (1)(3). The parametric problem related to (1)(3) will be denoted in this paper as the parametric optimal power flow (POPF) and it is defined as (4) subject to (5) (6) (7) (8) if if (9)

A. POPFs Optimality Conditions The parametric optimality conditions are built after defining as the set of active inequalities and as the set of inactive inequalities. Thus, (10) (11) , because of (6), all inequalities are inactive, Note that, at is empty. For an arbitrary , if we know , that is, the set then the Lagrangian is given by, (12) The first order optimality conditions are then, (13) (14)

(15) (16) (17)

III. STRATEGY TO FOLLOW POPFS OPTIMAL SOLUTION The flowchart of the general nonlinear parametric OPF algorithm is presented in Fig. 1. At every iteration , the parametric approach consists of inby , according to, creasing the parameter (18) and solving the equalities (15)(17) via Newtons method. This solution is then tested for violations in the inequalities (13) or (14) and the active set is updated. The strategies developed in [6] and [7] were designed to track . The concern in these the active set over the interval studies was less over computational time than about the analysis of the OPF solution behavior for variations in the parameter. However, the application of the parametric approach to largescale systems requires a more daring strategy to obtain, in a reasonable CPU time, the solution of the OPF problem. The computational time required to solve the family of OPF problems created by the parameter variation is closely related to the time spent in the resolution of (15)(17). This system depends on the parameter value and on the corresponding active set. Thus, when one or both of these changes, (15)(17) must be solved again. In order to minimize the computational time, an efficient strategy is created to handle the parameter variation and update the active set. In reference [9], the POPF solutions were obtained by incorporating in all violations of inequalities (13) and (14). If Newtons method diverged, a new set was defined by adding a percentage of the largest violations, to or removing from a methodology that proved reasonably efficient but led to occasional cases of Newton divergence. The strategy presented in

, The continuation parameter varies in the interval establishing a family of OPF problems. This variation creates a path described by the solutions of POPF beginning at the solu, and ending at tion of the relaxed problem (4)(6), when . the solution of the original problem (1)(3) at and are arbitrary initial In the formulation (4)(6), , the Lagrange mulguesses of and , respectively. At is zero because the inequality limits are relaxed actiplier cording to (6) and (9). As the parameter increases and the path formed by the solutions of (4)(6) is followed, these limits are . returned to their original values, reached at , the second order optimality conditions are At and near in (7), which makes met for a sufficiently large coefficient the Hessian matrix diagonally positive dominant. For increasing values of this term decreases until it is completely eliminated , which assures that the final solution does not depend at on . Nevertheless, this coefficient is important to smooth the path followed by the parametric technique and therefore affects the global performance of the approach.

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TABLE I CPU TIMES (SUN SPARC ULTRA)

Fig. 1.

POPF algorithm flowchart.

The new algorithm therefore monitors the objective function by comparing its actual value, at , with its previous value, at . When this difference is less than a pre-specified tolerance (tol.), it is considered that the algorithm is sufficiently close to the optimal solution. A detailed comparison between the solution points obtained ) and at , shows that the difference between at pu. A comparison the values of every variable is less than of the active sets also shows that the differences are restricted to some constraints either on the verge of being released (due to a change in the sign of the corresponding Lagrange multiplier) or of being activated. Table I compares the CPU times of two Brazilian power systems tested under active loss minimization for the strategy in [9] (Case A) versus the new strategy presented in this paper (Case B). Clearly, the new modifications result in significant CPU gains. It is also interesting to compare the results of Case B in Table I with a published result using interior point methods applied to a system comparable in size to System II, having 2423 buses [12]. The reported CPU time for loss minimization is 221.87 seconds, which compares favorably with our time of 244 seconds. IV. COMPUTATIONAL RESULTS The proposed POPF approach has been tested on the South/Southeast interconnected Brazilian power system in its reduced (810 buses) and extended (2256 buses) versions, each under a different loading condition. Two classical applications of the OPF problem were considered. One is concerned with the economic dispatch problem and the other with the active loss minimization problem. Each application is presented after a simulation performed to get artificial generation costs for the hydroelectric power plants. In the Brazilian system, 95% of the total load is supplied by hydroelectric units, and the definition of a generation cost function is impossible. Therefore, we used an initial simulation with POPF routine to artificially obtain a simple expression for the generation costs. After this initial simulation, it was possible to test the POPF routine to solve the Economic Dispatch problem for the Brazilian system. In this initial simulation we calculated the active power generation taking into account the reactive/voltage constraints and minimizing the active loss in transmission network keeping all active generations free. The solution of this problem provided an active generation schedule where the amount of generation of each unit was basically dependent on the electrical distance between such unit and the load center. This criterion was respected when establishing a generation cost function. So, we adopted higher costs for those units that injected more power and lower costs for those units that

the current paper reduces the number of cases of divergence and improves the overall CPU time significantly. The new strategy consists of two main modifications, one to the updating of the active set, and the other to the stopping criterion. The active set is now updated by first ranking in increasing order of magnitude all limit violations found in (13) and (14). Next, those buses with simultaneous violations of reactive generation and voltage magnitude are identified and, from this pair, the variable with the largest violation from the active set is eliminated. Experience shows that this extra step eliminates many of the divergence problems in the Newton step present in the earlier algorithm [9]. Nevertheless, there are cases that unavoidably lead to divergence of the Newton method: i) an excessive increase in and ii) the incorporation of contradictory constraints in . In the first case, the algorithm returns to the last solution obtained by the Newtons method and decreases the value of . In the second case, the number of modifications in the set is reduced by a percentage, (e.g., 50%). With these procedures, and if a critical point is not reached [8], the Newton method usually converges. The second modification introduced in this work relates to the stopping criterion. In our previous work [5][9], the continuation process finishes only when reaches 1. For large systems, however, tests indicate that the optimization procedure can be with the solution very close to its opinterrupted before timal value.

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TABLE II SPECIFICATIONS OF TEST CASE

TABLE III VOLTAGE LIMITS (PU) USED IN THE SIMULATIONS

Fig. 2. EDRFSystem I.

injected less power in the optimal schedule obtained. Therefore, for unit , the generation cost function is a quadratic function whose linear and constant coefficients are zero and whose quadratic coefficient is obtained through: (19) where: generation of unit in the initial simulation; maximum limit of generation for unit . The number of components in the reduced and extend versions of the Brazilian networks are presented in Table II where nag number of generators; nrg number of generators plus synchronous condensers; nbr number of branches (lines plus transformers); nt number of transformers; nsh number of shunt admittances. In Newtons method, the tolerance for convergence was set to pu for errors in the first order optimality conditions. The in (7) was set to in all tests. quadratic term It should be pointed out that the Hessian matrix has been updated only once at each new iteration (parameter increase) or change in the active inequality constraint set. This means that neither the Hessian matrix nor the LDU factors have been updated in most of the Newtons iterations. The two cases studied are: A Economic Dispatch Problem with Reactive Feasibility (EDRF); B Active Loss Minimization Problem (ALM). A. The EDRF Problem In this study, the components of the POPF model are: includes the bus voltage magnitudes and phase angles and real power generations; represents the generation cost; represents the active and reactive power balance equations; represents the limits on and on the reactive power generations. System I: Fig. 2 shows the generation cost evolution during the iterative procedure. Fig. 3 shows the initial and final active power generations for some selected buses. The total CPU time obtained for this system is 60 seconds.

Fig. 3. Dispatch active generation on system I.

Fig. 4. EDRFSystem II.

System II: Fig. 4 shows the generation cost evolution during the iterative procedure while Fig. 5 shows the initial and final active power generation for some selected buses. The total CPU time for this system is 289 seconds. For systems I and II, Table IV shows the optimal value of the four highest and lowest voltage magnitudes of load buses (LB) and voltage controlled buses (VCB). In this table, AV means average voltage magnitudes for VCB and LB buses. B. ALM Problem In this study the active power generations are fixed to the values provided by the EDRF problem. The components of nonlinear OPF model (1)(3) are specified below: includes the bus voltage magnitudes and phase angles and transformer tap settings; represents the active transmission loss;

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Fig. 6. Loss evolution in system I. Fig. 5. Dispatch active generation on system II. TABLE IV VOLTAGES MAGNITUDES FROM THE EDRF PROBLEM

Fig. 7. Loss evolution in system II.

TABLE V VOLTAGES MAGNITUDES FROM THE ALM PROBLEM

represents both active and reactive power balance equations; represents operational limits on and on the reactive power generations. System I: Fig. 6 depicts the evolution of the transmission loss during the iterative procedure. The total CPU time for this system is 55 seconds. System II: Fig. 7 shows the evolution of the transmission loss during the iterative procedure for system II. The total CPU time for this system is 244 seconds. Table V summarizes the results obtained by the POPF algorithm for the two test systems. C. Effects of Starting Points Fig. 8 shows the optimal loss trajectories obtained using three different starting solutions: i) a load flow solution, ii) the load flow solution used in i) but with all voltage magnitudes set to 1.02 pu, and iii) the same as i), but with the voltage magnitudes set to 1.05 pu. It can be noticed that the number of -iterations is smaller in case i), but more significantly, all trajectories converge to the same final point, where the total loss is equal to

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Fig. 8. Different initial solutions.

4.69%. This final value of loss differs from that in Fig. 6 because the initial active power generations in this case are fixed to given load flow levels different from the EDRF values used in Fig. 6. The POPF algorithm presented a similar behavior when applied to System II. V. CONCLUSION This paper presented an optimal power flow algorithm based on a parametric approach suitable for large-scale power system studies. The model uses a full nonlinear OPF representation and a general parameterization of the equalities, the inequalities and the objective function of the OPF. A new strategy to solve the family of parametric problems is developed that includes an improved method to update the active set, and a more efficient stopping criterion. Two typical applications of the OPF problem in large-scale real systems are reported, economic dispatch and the active loss minimization problems, both subject to the full nonlinear load flow constraints. Tests were performed on the South/Southeast interconnected Brazilian power network in its reduced (810 buses) and extended (2256 buses) versions. The results show that the general nonlinear parametric approach is robust and efficient. Future work will concentrate on active set updating strategies to reduce the CPU time further. REFERENCES
[1] T. S. Dillon, Rescheduling, constrained participation factors and parameter sensitivity in the optimal power problem, IEEE Trans. PAS, vol. 100, no. 5, pp. 26282634, May 1981. [2] A. Fahmideh-Vojdani and F. D. Galiana, The continuation method and its application to system planning and operation, in Proc. of CIGRE, Florence, Italy, 1983, 102-04. [3] F. D. Galiana, A. Fahmideh-Vojdani, M. Huneault, and M. Juman, Optimal power system dispatch through the continuation method: Variation of functional inequality limits, in Proc. of Int. Symp. on Circuits and Systems, Newport Beach, USA, May 1983, pp. 11921197. [4] R. A. Ponrajah and F. D. Galiana, The minimum cost optimal power flow problem solved via the restart homotopy continuation method, IEEE Trans. PWRS, vol. 4, no. 1, pp. 139148, Feb. 1989. [5] M. Huneault and F. D. Galiana, An investigation of the solution to the optimal power flow problem incorporating continuation methods, IEEE Trans. PWRS, vol. 5, no. 1, pp. 105110, Feb. 1990.

[6] K. C. Almeida, F. D. Galiana, and S. Soares, A general parametric optimal power flow, IEEE Trans. Power Systems, vol. 9, no. 1, pp. 540547, Feb. 1996. , A nonlinear parametric approach for optimal load tracking, in [7] Proc. of the 11th Power Systems Computation Conference, Avignon, France, Aug. 1993, pp. 12571264. [8] K. C. Almeida and F. D. Galiana, Critical cases in the optimal power flow, IEEE Trans. Power Systems, vol. 11, no. 3, pp. 15091518, Aug. 1997. [9] F. G. M. Lima, S. Soares, A. Santos, Jr., K. C. Almeida, and F. D. Galiana, Optimal power flow based on a general nonlinear parametric approach, in Proceedings. of the 13th Power Systems Computation Conference, vol. 1, Trondheim, Norway, June 1999, pp. 495502. [10] K. C. Almeida and R. Salgado, Optimal power flow solutions under variable load conditions, IEEE Trans. Power Systems, Apr. 2000, submitted for publication. [11] D. Sun, B. Ashley, B. Brewer, A. Hughes, and W. F. Tinney, Optimal power flow by Newton approach, IEEE Trans. PAS, vol. 103, no. 10, Oct. 1984. [12] Y. Wu, A. S. Debs, and R. E. Marsten, A direct nonlinear predictorcorrector primaldual interior point algorithm for optimal power flow, IEEE Trans. Power Systems, vol. 9, no. 2, pp. 876883, May 1994.

F. G. M. Lima received the Ph.D. degree in electrical engineering from the State University of Campinas - UNICAMP - in July 2000 and is currently a lecturer in the Department of Electrical Engineering of the Federal University of Mato Grosso do Sul. His research interests are in power systems optimization planning and optimal power flow.

S. Soares (M89, SM92) received the B.S. degree in mechanical engineering from the Aeronautics Institute of Technology - ITA in 1972, and the M.Sc. and Ph.D. degrees in electrical engineering from the State University of Campinas UNICAMP in 1974 and 1978, respectively. He joined the staff at UNICAMP in 1976. From 1989 to 1990 he was with the Department of Electrical and Computer Engineering at McGill University in Canada as a visiting associate professor. He is currently a professor in the Faculty of Electrical Engineering at UNICAMP, and his research interests are concerned with planning and operation of electric energy systems.

A. Santos, Jr. received the B.Sc., M.Sc. and Ph.D. degrees in electrical engineering from UNICAMP, Campinas State University, in 1977 and 1981 and 1986, respectively. He joined the staff at UNICAMP in 1979. From 1988 to 1990, he worked as a consultant to IBM Brazil. He is a professor at UNICAMP Electrical and Computer Engineering Faculty and his current interests are in power systems planning and operation, nonlinear optimization and optimal power flow applications.

K. C. Almeida received the Ph.D. degree in electrical engineering in 1995 from McGill University and is currently a lecturer in the Electrical Engineering Department of the Federal University of Santa Catarina, (UFSC). Her research interests are in power system optimization and deregulation.

F. D. Galiana is a professor in the Department of Electrical and Computer Engineering at McGill University. His current research interests are in the analysis and design of electricity market and pricing structures.