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Proceedings of ECTI-CON 2008

Sensitivity Analysis and Its Applications in Power System Improvements

J. Chureemart, and P. Churueang

Abstract — The propose of this paper is to study the application of optimal power flow sensitivity for power system improvements. The optimal capacitor placement for injecting reactive power into a power system yields the highest system power factor, decrease in total generation cost and total system losses. The optimal power flow is used to compute the optimal system operating point at the lowest total generation cost under the normal steady state condition. After that,the sensitivity analysis is applied to evaluate the change of total generation cost with respect to the change of reactive power at any bus to determine the optimal location of the capacitor banks. The method of optimal power flow sensitivity is simple but powerful. This method greatly reduces the computational work of computing optimal power flow for several different systems in which capacitors are to be installed. The sensitivity technique is applied to 5-bus and 9-bus test systems. The results show that the technique gives the same answers as the simple technique in which more calculations are needed.

Index Terms — Power system improvement, Optimal power flow, Sensitivity analysis, VAR compensation.

I. INTRODUCTION

In power system, load expansions are causes of the voltage drop and the reduction of efficiency. Power factor improvement [1],[2] installed capacitor banks is needed. Capacitor banks are used extensively in power system for power factor improve- ment or for compensation of reactive power demand of large commercial and industrial load. The optimal design of the power factor improvement in the power system is important from a technical point of view. The optimal capacitor placement is to determine the location of the capacitor banks to be installed on the power system that will maximize the system power factor, reduce total system generation cost and reduce the total system losses, while the power system can serve the demand of loads. Optimal power flow is used to determine the optimal system operating point at the lowest total generation cost while enforcing a variety of operational constraints such as the limit of bus voltages, line flows, real power generator and reactive power generator of all busses. The OPF problem [3] has a long history in power system research. A variety of numer- ical techniques developed for this problem are as non-linear programming method, quadratic programming method, linear programming method, interior point method and Lagrange Newton method.

J. Chureemart is with the Department of Physics, Mahasarakham University,

Mahasarakham 44150, Thailand (e-mail: chureemart@hotmail.com)

P. Churueang is with the Department of Physics, Mahasarakham University,

Mahasarakham 44150, Thailand (e-mail: phanwadeec@gmail.com)

978-1-4244-2101-5/08/$25.00 ©2008 IEEE

The Lagrange Newton method [4],[5] is employed in this paper because sensitivity analysis needs the matrix of the second order derivatives of Lagrange function from OPF problem to determine the change of the objective function with respect to the change of injected reactive power. After adding the capacitor banks to the power system being equivalent to reduce reactive loads, the optimal system operating point is changed. The sensitivity analysis is used to evaluate the optimal location of the capacitor banks by determining the sensitivity of the optimal system operating point to a change in reactive load at each bus in which the capacitor bank is added. The objective of optimal capacitor placement is to maximize the system power factor so that the optimal capacitor placement is the bus where yields the highest system power factor and reduces the total system losses while reducing the total system generation cost. The sensitivity method is described in details in the next section, and applied to 5-bus and 9-bus test systems. The results from the test systems by sensitivity analysis give the same incremental system power factor, and thus the same optimal locations as the ones from the differencing method.

II. METHODOLOGY

From OPF methods mentioned above, the Lagrange Newton method is employed in this paper because sensitivity analysis needs the matrix of the second order derivatives of Lagrange function from OPF problem to determine the change of the objective function with respect to the change of injected reactive power.

A. Optimal Power Flow Optimal power flow is used to obtain the optimal system operating point while minimizing total system generation cost subject to equality and inequality constraints. The equality constraints are the power balance equations (real and reactive power equations), and the inequality constraints include voltage limits, limits on transmission line flows, generator real power and reactive power limits and other control devices. The optimal power flow model can be written as followed:

Objective function: The total generation cost

in C(P G ) =

M

P

G

i=N G

i=1

C i (P Gi )

(1)

2

Where C i (P Gi )=α i + β i P Gi + γ i P Gi is the cost of gener- ation at generator bus i.

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Subject to Equality constraints : Power balanced equations

P i (θ, V, P G /P L )=0

i

=

1, 2,

,

N

(2)

Q i (θ, V, Q G /Q L )=0

i = 1, 2,

,

N

(3)

where

θ

voltage angle

V

voltage magnitude

P G variable real power generator

Q G variable reactive power generator P L real power load Q L reactive power load

N number of all buses in the system

N G number of generator buses.

Inequality constraints : Limitations of real and reactive

power generations, bus voltages and line flows

where

V i,min V i V i,max

i

=

1, 2,

P Gi,min P Gi P Gi,max

i

=

1, 2,

Q Gi,min Q Gi Q Gi,max

i

= 1, 2,

|I L | ≤ I L,max

|I L | N

l

L = 1, 2,

absolute current flow in line L the number of line flows.

, N

, N G

, N G

, N l

(4)

(5)

(6)

(7)

B. Lagrangian Function

To solve the optimal power flow problem, The most common method of handling the equality and inequality constraints is used Newton method based on the forming the Lagrangian function for the problem defined as followed:

L

N

G

= i=1 (α i + β i P Gi

2

+ γ i P Gi ) +

N

i=1 λ Pi P i (θ, V, P G /P L )

+

+

N

N

l

i=1 λ Qi Q i (θ, V,

iA H

Q G /Q L ) +

L=1 λ line,L I L (θ, V )

μ Hi (f i (Y ) f Hi ) + μ Li (f Li f i (Y ))

iA L

where

f i (Y )

f Hi

f Li

λ

Pi

λ

λ

μ

Qi

line,l

H

μ

L

vectors of binding variable upper limit of binding variable lower limit of binding variable Lagrange multiplier of real power balance at bus i Lagrange multiplier of reactive power balance at bus i Lagrange multiplier of line flow l Lagrange multiplier of binding variable at upper limit Lagrange multiplier of binding variable at lower limit.

Following Lagrangian Function, the optimal system oper- ating point can be solved by adjusting Lagrangian function to satisfy the first order derivative ignoring the non-binding constraints as:

∂L

∂Y

∂L

∂μ H

T = 0

(8)

Equation (8) is called the Karush-Kuhn-Tucker (KKT) con-

ditions solved by applying the Taylor’s series expansion by ignoring the high terms and can be written as:

g(Z) = Z L(Z) =

∂L

∂λ

∂L

∂μ

L

dg(Z)

(9)

dZ From equation (9), W denotes the second order derivatives of Lagrangian Function with respect to Z. The Newton step can be obtained from solving the following equation and the optimal power flow can be solved by Newton method.

· ΔZ = g(Z)

where

g(Z)

W

Y

Z

ΔZ

λ

ΔZ = W 1 · g(Z)

(10)

vector of first order derivative of Lagrangian Function with respect to Z

vector of second order derivative of Lagran-

gian Function with respect toZ

state vector [θ, V, P G , Q G , I L ] T

vector of all variables [Y, λ, μ H , μ L ] T update vector

vector of Lagrange multiplier of equality constraints

InitialInitial variablesvariables andand bindingbinding setset P P P P Z Z , , A A
InitialInitial variablesvariables andand bindingbinding setset
P
P
P
P
Z
Z
, ,
A
A
P
P
ComputeCompute vectorvector
g
g
(
(
Z
Z
) )
YesYes
CheckCheck forfor convergenceconvergence
EndEnd
P
P
g
g
(
(
Z
Z
)
)
NoNo
P P 1
P P 1
1 1
P
P
ComputeCompute
Z
Z
W
W
gZ
gZ
(
(
)
)
UpdateUpdate
P
P
1
1
P
P
Z
Z
Z
Z
Z
Z
AdjustAdjust bindingbinding setset

Fig. 1.

Flow chart of OPF by Newton Method

C. Sensitivity Analysis

Sensitivity analysis [6], [7] is used to find the optimal capacitor placement in which yields the highest system power factor. The optimal system operating point from OPF problem changes as some parameter change. Sensitivity analysis is evaluated the sensitivity of the optimal system operating point to a change in some parameter ε by taking the first order derivatives of g(Z) vector in equation (8) with respect to parameter ε as followed:

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W

· ∇ ε Z (0) = N

(11)

where W is the matrix of the second order derivative of Lagrange function with respect to Z from the OPF problem and is defined as:

2

L

2

V

L

000

 

2

p

L

2

Q

L

2

line

L

0

0

00

2

2

2

2

2

T

L

V

0

VV

0

L

000

2

P

V

2

p

L

G

P

G

LL 0 0

P

G

p

V

L

Qline

V

0

0

2

LB

VV

*

0

0

T

P

B

G

*

P

G

T

00

00

0

0

0

0

0

0

222

ppp

V

LL

2

L

Q

2

L

line

2

Q

V

L

2

line

V

L

0

0

P

G

L

0

0

0

2

Q

Q

G

0

L

0

0

0

0

2

line

I

l

L

0

0

0

0

0

Q

G

Q

0

0

0

0

L

2

I

l

0

line

0

0

0

L

00

000

0

0

0

0

0

0

B

Q

G

*

Q

G

T

I

B

l

*

00

00

00

0

I

l

0

0

0

0

B

V

*

0

0

0

V

0

*

B

P

G

0

0

P

G

0

0

*

0

B

Q

G

Q

G

0

0

0

B

I

l

*

I

l

 

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

00

00

00

00

The element B V V in the W matrix is a matrix of binding limits on voltages. If the voltage is binding at its upper limit,the value of the element is 1. If it is binding at the lower limit, the value is -1. B P G P G , B Q G Q G and B I l I l are similarly defined. The other terms in equation (11) are:

T Z = T T V T

ε

ε θ

ε

ε P G T

ε

Q G T

ε

T

ε

λ Q T

ε

λ line

T

ε

μ H T

ε

μ

L

I line

T

ε

λ P

(12)

M T = 0 T Y −∇ T

ε

P L −∇ T

ε

Q L 0 T T

N

l

ε

Hi

f

−∇ T

ε

Li

f

(13)

where Z 0 Y

vector of the optimal system operating point zero vector of state vector (Y ) dimension vector of dimension N with element ε P Li

for i ∈ {1, 2,

vector of dimension N with element ε Q Li

for i ∈ {1, 2,

zero vector of dimension N l

ε P L

ε Q L

, N }

, N }

0 N l

ε f Hi vector of upper binding variables dimension

ε f Li

vector of lower binding variables dimension.

The optimal system operating point will change after adding capacitor bank to improve system power factor. Capacitor bank installation at any buses is equivalent to reducing reactive power load at that bus. As the mention above, ε will represent the reactive power load. This method can calculate the rate at which some function of the system operations changes as a parameter ε changes given that optimality is maintained as the parameter varies. From equation (11), (12) and (13), let be reactive power load at any bus j , that is ε = Q Lj , we have

(14)

The sensitivity of the optimal system operating point is

W

· ∇ Q Lj Z = M

And

where

Q Lj Z = W 1 · M

M T = 0 T 0 T

1

2

Y

= 0 T 0 N

−∇ Q T Lj Q L 0 T 0

0 0 T

3

T

4

T |0

0

1 0

N

l

0 T B

bus j

T

0

0

0

0 B

Y

T

N

T N T l

zero vector of state vector (Y ) dimension

zero vector of dimension N

zero vector of dimension N l

zero vector of binding variables dimension

(15)

(16)

In this case, the objective function is to maximize the system

power factor that can be written in terms of parameter ε as

followed:

P F = cos ⎣ ⎡ tan 1

iG

Q

Gi

(ε)

iG

P

Gi

(ε)

(17)

After adding the capacitor bank at bus j , the parameter is ε = Q Lj , the system power factor can be written as:

PF Af ter = cos

tan 1

iG (Q

Gi + Q Li Q

Gi )

iG (P

Gi + Q Li P

Gi )

(18)

Therefore, the system power factor after adding the ca- pacitor banks can be obtained by substituting Q Lj P Gi and

Gi being element of Q Lj Z evaluated from equation

(15) in equation (18).

Q Lj Q

III. CASE STUDIES

The optimal location for capacitor bank is considered the bus that gives the largest incremental system power factor

when the capacitor is added. Therefore, there are two methods to compute these values: the differencing method and the

sensitivity method. The differencing method is achieved by comparing the objective functions of two solved OPF prob- lems: the base case OPF and the OPF with 1 MVAr reactive load reduced at one load bus. For the system with N load buses, the OPF must be solved N + 1 times. On the other hand, the sensitivity method solves base case OPF once, and then the sensitivity analysis is applied as discussed above in order to determine the optimal capacitor placement. In this study, the test systems are calculated by both differ- encing and sensitivity methods. The results from two methods are compared. Finally, the optimal capacitor placement can be considered.

A. Case Study 1

The model of 5-bus test system modified from the 14- bus IEEE test system is a simple power system with three generators connected at busses 1, 2 and 3 as shown in Fig. 2.

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Fig. 2. The 5-bus test system
Fig. 2.
The 5-bus test system

TABLE I

INCREMENTAL SYSTEM POWER FACTOR FOR THE 5-BUS TEST SYSTEM

Adding Bus Number

Differencing Method

Sensitivity Method

1

0

0

2

0.001304

0.001302

3

0.001324

0.001326

4

0.001402

0.001403

5

0.001420

0.001423

The incremental system power factor of the 5-bus system determined from the differencing and the sensitivity methods are shown in Table 1. From Table 1, incremental system power factor obtained from both methods are approximately the same. They give the highest values at bus 5, hence it is the optimal location for capacitor installation for this system. Although the results from two methods are the same, the sensitivity analysis can evaluate easily and quickly in once OPF.

B. Case Study 2 The case study 2 is the 9-bus test system from Power System Engineering Research Center (PSERC) [8] of Cornell University which is a power system with three generators and nine transmission line flows as shown in Fig. 3.

Fig. 3. The 9-bus test system
Fig. 3.
The 9-bus test system

From the 9-bus test system, the results of the evaluation using two methods are shown in Tables 2. Similar to the 5-bus system, the results of both methods give the same optimal location for capacitor installation with approximately same incremental system power factor. The optimal capacitor location for the 9-bus system is therefore bus 9.

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TABLE II

INCREMENTAL SYSTEM POWER FACTOR FOR THE 5-BUS TEST SYSTEM

Adding Bus Number

Differencing Method

Sensitivity Method

1

0

0

2

0

0

3

0

0

4

0.000991

0.000983

5

0.001034

0.001042

6

0.000840

0.000840

7

0.001048

0.001050

8

0.000982

0.000987

9

0.001089

0.001091

IV. CONCLUSION

Power factor improvement installed capacitor bank plays as important role in power system improvement which not only reduces the total system generation cost and losses but also improve the system efficiency. To consider the optimal capacitor placement which is the location of capacitors to be installed on the power system that yields the highest the system power factor be evaluated by differencing method and OPF sensitivity analysis. As the results in case study, Both methods give the same optimal location with approximately the same system power factor. However, the sensitivity method requires much less computational work since only one OPF computation is needed.

REFERENCES

[1] Allen J. Wood, Power Generation Operation and Control, John Wiley & Sons, Inc., 1996. [2] S. Barcon, I. Suarez, and L. Flamenco, “How to Improve Power Factor, Voltage Regulation and to Reduce Harmonic Distortion of an Industrial Plant, using a Power System Simulator,” Harmonics and Quality of Power 10th International Conference, Vol. 1, pp.111-115, 2002. [3] M. Huneault and F. D. Galiana, “A Survey of The Optimal Power Flow Literature,” Power system IEEE Transactions, vol.6,pp.762-770, 1991. [4] D. I. Sun, B. Ashley, B. Brewer, A. Hughes A. and W. F. Tinney, “Optimal Power Flow by Newton Approach,” IEEE Transactions on Power Apparatus and Systems, vol.103, pp. 2864-2880, 1984. [5] A. Santos ans G. R. M. Costa, “Optimal Power Flow Solution by Newton’s Method Applied to an Augmented Lagrangian Function,” Power system IEE Proceedings, Vol. 142, No.1, pp.33-36, 1995. [6] P. R. Gribik, D. Shirmohammadi, S. Hao and C. L. Thomas, “Optimal Power Flow Sensitivity Analysis,” Power system IEEE Transactions, Vol. 53, pp.969-976, 1990. [7] J. L. Bala, P. A. Kuntz and R. M. Taylor, “Sensitivity Based Optimal Capacitor Placement on a Radial Distribution Feeder,” IEEE Technical Applications Conference and Workshop, pp.225-230, 1995. [8] http://www.pserc.cornell.edu/matpower

Jessada Chureemart received his B.Sc. from Khonkaen University, Thailand, and his M.Sc. in Physics from Chulalongkorn University, Thailand in 2001 and 2006, respectively. He is now a lecturere at Mahasarakham University, where his current research interests include physics application and hard disk drive technology

Phanwadee Churueang received her B.Eng. from Khon Kaen University, Khon Kaen, Thailand, and her M.Eng. in electrical engineering from Kasetsart University, Thailand in 1999 and 2002, respectively. She is now a lecturer at Mahasarakham University, where her current research interests include power system planning and economics, load forecasting and photovoltaic.