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Introduction
Mathematical modelling
2.1 DC model
When the power grid is represented by the DC power Bow
model, the mathematical model for the one-stage transmission expansion planning problem can be formulated as
follows:
Minimise
"= c c z j n ,+
10IEE. 2002
IEE ProcmLp.s online no. 2W20026
DO/: K.lM9/ip-ptdZMl2W26
Paper first received 14th March 2001
crk
(1)
Subject to
S,f
,h, - y,,(n:
+9 +r = d
+ n;,)
(0, - Bi)
(2)
=0
I K ~5I (n;.+n,)fi,
(3)
(4)
05ySG
(5)
OSrSd
(6)
0 5 nil 5 iijj
(7)
ni, integer,
Ly
(i/)
.f,and Bi unbounded
(8)
( i ; j )t R , k E I
.rj
Minimise
2.2
Subject to
- ~ g n i . ( Oi 0,) = 0,
s,f
f .i./
+ S,f' t g + r = d
y..
,n,(0i
0
- Oj) = 0 , V ( i , j ) E
(9)
no
(IO)
V ( i , / ) E Ro
Transportation model
=d
$E{O;I):
(14)
(15)
(16)
I41i 3j.i.;.
(17)
Mi;l 5 L Y ;
(18)
05CI<Y
(19)
O s r i d
(20)
(i,j)En,
fl>$and
p = 1 , 2: . . . : p
(21)
8,unbounded
t),
Data sets
lL.>ls ni,&
%i)
EQ
(12)
2.4
Disjunctive model
3.2
46-bus system
T,<U,$,>,
Dhrrili., Vol 149, No. I , ~0~0,,u",g2002
Bus
no.
Generation. MW
Maxi-
Load,
Bus
MW
no.
Level
mum
Generation, MW
Load,
MW
Maximum
Level
150
50
80
160
240
240
360
165
40
600
545
w1
g,= 50
Illustrative example
From-To
n,"
Reactance
f,.MW
Cost, io3
From-To
n,:
Reactance
P.U
3,.
US$
PU
MW
Cost. io3
US$
1-2
0.40
100
40
26
0.30
100
30
1-3
0.38
100
38
3-4
0.59
82
59
1-4
0.60
80
60
0.20
100
20
0.20
100
20
3s
34
1 5
0.48
100
48
1-6
0.68
70
68
4-5
0.63
75
63
2-3
0.20
100
20
0.30
100
30
0.40
100
40
46
54
2-4
0.61
78
61
2-5
0.31
100
31
Bus no.
Plan P2
Plan P1
Generation, MW
Load.
MW
Generation, MW
Load,
MW
Plan P1
Plan P2
Generation, MW
load,
MW
Generation. MW
Load,
MW
189
273
110
225
28
107
1857
2747
30
4048
4550
31
517
6422
34
0
0
0
31
31
35
1635
1531
403
82
36
225
325
465
465
37
169
114
10
538
538
39
186
269
11
2200
40
1201
1738
2257
0
0
2260
12
4312
41
520
752
13
4510
5900
42
341
494
14
542
542
44
0
0
4022
5819
297
19
86
125
46
205
20
125
181
48
347
432
21
722
1044
49
0
0
777
1124
22
0
0
291
446
50
5189
7628
23
58
84
51
290
420
24
159
230
52
707
1024
2273
67
1242
1242
68
68
888
888
546
69
902
902
273
85
487
705
68
25
1502
26
47
27
0
0
378
28
189
0
0
0
0
29
47
From-To
Reactance
__
p.u.
J,,, MW
-
cost,
uss
io3
Reactance
FPXT-T~
ir,,
MW
cost, io3
p.u.
US$
0142
0.0374
1000
44056
12-1 5
0.0256
1200
31594
0244
0.0406
1000
48880
12-17
0.0246
1200
30388
0240
0.0435
1000
52230
12-35
0.0117
600
8926
02-87
0.0259
1000
31192
12-84
0.0058
1200
2 1232
03-71
0.0078
3200
92253
1314
0.0075
1200
10690
0381,
0.0049
3200
60153
1315
0.0215
1200
26770
0343
0.0043
3200
53253
13-17
0.0232
1200
28780
0387
0.0058
1200
21232
1345
0.0290
1200
35480
04-05
0.0435
1000
52230
13-59
0.0232
1200
28780
04-06
0.0487
1000
58260
14-17
0.0232
1200
28780
04-32
0.0233
300
7510
14-45
0.0232
1200
28780
04-60
0.0215
1000
26770
1459
0.0157
1200
20070
0468
0.0070
1000
10020
1516
0.0197
1200
24760
04-69
0.0162
1000
20740
1545
0.0103
1200
13906
04-81
0.0058
1200
21232
1546
0.0117
600
8926
04-87
0.0218
1000
26502
1653
0.0423
1000
50890
OW6
0.0241
1000
29852
1644
0.0177
600
8926
OS38
0.0117
600
8926
1645
0.0220
1200
27440
0556
0.0235
1000
29182
1-1
0.0128
1000
16720
OM8
0.0220
1000
27440
lb77
0.0058
1200
21232
0540
0.0261
1000
32130
17-18
0.0170
1200
21678
OM8
0.0406
1000
48880
1759
0.0170
1200
21678
30
Table4: lconriiiiredd)
From-To
8,
Reactance
p.u.
J,, MW
cost.
io3
From-To
";
Reanance
x,,
MW
p.u.
US;dollar:
cost.
US$
io3
05-70
0.0464
1000
55580
la50
0.0117
600
8926
0580
0.0058
1200
21232
la59
0.0331
1200
40170
0607
0.0288
1000
35212
18-74
0.0058
1200
21232
0637
0.0233
300
7510
19-20
0.0934
170
5885
0667
0.0464
1000
55580
19-22
0.1877
170
11165
0668
0.0476
1000
56920
20-21
0.0715
300
6960
0670
0.0371
1000
44860
20-21
0.1032
170
6435
OM5
0.0058
1200
21232
20-38
0.1382
300
12840
0748
0.0234
1000
29048
2056
0.0117
600
8926
07-53
0.0452
1000
54240
2066
0.2064
170
12210
0742
0.0255
1000
31460
21-57
0.0117
600
8926
08-09
0.0186
1000
23420
22-23
0.1514
170
9130
oa12
0.0394
1000
47540
22-37
0.2015
170
11935
08-17
0.0447
1000
53570
22-58
0.0233
300
7510
oa53
0.0365
1200
44190
22-24
0.1651
170
9900
0-2
0.0429
1000
51560
24-25
0.2153
170
12705
ow3
0.0058
1200
21232
24-43
0.0233
300
7510
Ob10
0.0046
1000
7340
25-26
0.1073
300
29636
10-11
0.0133
1000
17390
25-26
0.1691
170
10120
11-12
0.0041
1200
6670
25-55
0.0117
600
8926
11-15
0.0297
1200
36284
26-27
0.1404
300
25500
11-17
0.0286
1200
35078
22
-7
0.2212
170
12760
11-53
0.0254
1000
31326
2629
0.1081
170
6710
12-13
0.0046
1200
7340
26-54
0.0117
600
8926
27-28
0.0826
170
5335
6&66
0.0233
300
7510
27-35
0.1367
300
25000
Mw7
0.0377
1000
45530
27-53
0.0117
600
6926
61-64
0.0186
1000
23420
2a35
0.1671
170
9900
61-85
0.0233
300
7510
29-30
0.0688
170
4510
61-86
0.0139
1000
18060
3&31
0.0639
170
4235
6267
0
0
0.0464
1000
55580
3063
0.0233
300
7510
6248
0.0557
1000
66300
31-34
0.1406
170
8525
62-72
0.0058
1200
21232
32-33
0.1966
170
11660
6364
0.0290
1000
35480
3347
0.0233
300
7510
6 S 6
170
18260
0.1160
170
7510
6%37
0
0
0.3146
34-39
0.0233
300
7510
34-39
0.2968
80
6335
67-68
0.0290
1000
35480
34-41
0.0993
170
6215
6749
0.0209
1000
26100
35-46
0.2172
170
12705
67-7 1
0.0058
1200
21232
3547
0.1327
170
8085
6869
0.0139
1000
18060
3551
0.1602
170
9625
6883
0.0058
1200
21232
3639
0.1189
170
7315
6887
0.0186
1000
23240
3646
0.0639
170
4235
6M7
0.0139
1000
18060
39-42
0.0973
170
6105
7M2
0.0058
1200
21232
39-86
0.0233
300
7510
71-72
0.0108
3200
125253
4w5
0.0117
600
8926
71-75
0,0108
3200
125253
4&46
0.0875
170
5500
7143
0.0067
3200
80253
4144
0.0233
300
7510
72-73
0.0100
3200
116253
4244
0.0698
170
4565
72-83
0.0130
3200
149253
42-85
0.0501
170
3465
7374
0.0130
3200
149253
0.0254
1000
31326
7M5
0.0130
3200
149253
4358
0.0313
1000
38160
7244
0.0092
3200
107253
44-46
0.1671
170
10010
74-84
0.0108
3200
125253
47-48
0.1966
170
11660
75-76
0.0162
3200
185253
e 4 9
0.0757
170
4895
7-1
0.0113
3200
131253
31
Table4 (confinued)
n?,
From-To
Reactance
x,,MW
D.U.
4850
4851
4950
51-52
52-59
53-54
53-70
53-76
5386
54-55
5458
54-63
54-70
54-79
5M7
5a78
2
2
1
2
1
0
0.0256
0.2163
0.0835
0.0560
0.0117
0.0270
0.0371
0.00%
0.0389
0.0206
0.0510
0.0203
0.0360
0.0058
0.0122
0.0058
0
0
0
0
0
0
0
0
0
0
170
170
170
170
600
1000
, 1000
1200
1000
1000
1000
1 coo
1000
1200
1000
1200
Cost, lo3
US;dollar:
From-To
2090
12760
7542
7543
0
0
5335
3795
8926
32120
44860
21232
46870
25028
60940
25430
43520
21232
16050
21232
7677
7682
7684
77-79
77-84
7a79
7-0
7942
80-81
0
0
0
Reactance
n:
x,,
MW
D.U.
80-82
8 m
81-83
82-84
0.0086
0.0111
0.0130
0.0086
0.0059
0.0151
0.0115
0.0119
0.0051
0.0084
0.0101
0,0108
0.0094
0.0016
0.0135
0
0
0
0
0
0
0
0
0
3200
3200
3200
3200
3200
3200
3200
3200
3200
3200
3200
3200
3200
3200
3200
cost.
US$
io3
101253
128253
149253
101253
70953
173253
132753
137253
62253
98253
117753
125253
110253
23253
155253
1
2
3
4
5
-~
Added circuits
No.
Investment cost
(38)
lf151
5 (1 + n l 5 )
(39)
200
200
If231
5 (1 +nu)
(40)
200
If241
i ( 1 + nw)
(41)
2
3
200
200
i n26
(42)
nZ8
nZs
n4
4
3
5
4
3
1
1
1
2
3
0
1
1
(37)
i 0.8(1 + n d
n15
lfizl i (1 + n l z )
If141
If261
l h s l i ( 1 +n35)
If461
(43)
i n46
(44)
0 5 93 5 1.25
0 5 96 5 5.45
0 5 rl 5 0.30
0 5 r2 5 2.40
0 5 r4 5 1.60
0 5 rs 5 2.40
n12,n14, nis, n23, n24: n26, n35?n e
integer
constraints:
lf;51 i nls
(65)
lf&l5 n23
lfi41
5 n24
1~ 5 n26
(66)
If2 i n35
If&l 5 n46
(69)
(67)
(68)
(70)
5
5
f ~ ~ - f ~ ~ - f ~ 4 - f ~ 6 + - 8 ~ - 1 0 0 ~ ++-58 48 +~r 2
2
2
108,
=2.40
+ sos + Y3 = 0.00
5
5
25
+ f&- f& +-81
3
2 - - -e4
6 + r4 = 1.60
fils + J& + 581 + 583 - 108s + r5 = 2.40
+-87
.f&+ f&
+ 96
0.0
182 - 031
5 0.20
102 - 841
5 0.40
lfL 5 n12
lf;41
5 0.8 n14
I&l 5 nls
lfi31 5 n23
Ifi4l
5 n24
If&5 n26
If& 5 n3s
If&l5n 4
33
I f l s l 5 1.0
lfl3l
i1.0
5 1.0
+ ~ $ 2 )+ 6 0 ( ~ ; 4+ d 4 ) + 20(yfs + d s )
If!sl 5
p
Ifl215 Y;,
+ 20(Y:s + K)
l.f{l5 0.8YP4,
1.0
P = 1:2
P = 1>2
I/i?l 5 J f s > P =
lf;;l~Yz?:
1:2
P=l,2
If41 5 A;> P =
If4Pnl5&;
1,2
P=I;2
0 i~3 5 1.25
0
5 9 6 5 5.45
5 ri 5 0.30
0 5 r? 5 2.40
0
5 r4 5 1.60
0 5 rs i2.40
J$
{O, I};
Lf>h f a n d B, unbounded
Solution techniques
A variety of algorithms for solving the one-stage transinission expansion planning problem have been suggested in
the literature. The proposed method can be classified in
three large groups: (i) heuristic algorithms, (ii) classical
mathematical optimisation algorithms, and (iii) algorithms
based on metaheuristics. Heuristic algorithms are simple to
implement and require relatively small computational effort:
as a rule, they are able to find good quality solutions for
small systems, although for larger networks the solutions
can be very poor. Examples of heuristic algorithms can be
found in [4, 6121.
There are very few proposals in the literature of classical
optimization algorithms applied to transmission expansion
planning. A popular choice in the area is the Benders
decomposition approach. This technique has been used
with different types of network model. Although this
technique works for small and medium sized systems, the
computational effort for larger systems can be prohibitive.
Numerical stability problems, as well as local optimal
solutions, have also been reported [3, 131. The branch-andbound algorithm has been used in connection with the
transportation model [14]. The combined use of optimisation and heuristics has also been tried [15, 161.
I P r o . ~ G m e rTmmnt. Dhtrrh. Vol. 149, No. 1. Junuir? Xhn
More recently metaheuristic algorithms-simulated annealing, genetic algorithms, tabu search GRASP. etc.
-have
been applied to the transmission expansion
planning problem [13, 17-19]. These algorithms are usually
robust and yield near-optimal solutions for large complex
networks. As a rule, these methods require high computational effort. This limitation, however, is not necessarily
critical in planning applications. New. more efficient
algorithms are still needed to solve the problems classified
as very complex (VC) in the next Section.
Even more complex problems such as the dynamic
(through time) expansion, integrated generation/transmission planning, and planning in competitive environments
have received very little attention in the literature, perhaps
due to the fact that the apparently easier part of the
problem. the one-stage expansion, still remains unsolved for
more complex networks.
In this Section, the tests that can be performed with the four
test systems presented are summarised. The optimal
Conclusions
Model
Transport
Hybrid
Complexity
Complexity
vs
vs
200
vs
vs
200
vs
110
NS
S
S
291
190
NOR
200
WR
110
NRNN
291
291
WRNN
190
190
DC
Complexity
110
Model
Transport
Hybrid
DC
Complexity
Complexity
Complexity
C
NOR
127272
141350
154420
WR
53334
63136
72780
NRNN
473208
WRNN
402748
402748
402748
Model
Transpolt
V
NOR
WR
NRNN
WRNN
284142
~
Hybrid
Complexity
N
vc
vc
"
DC
Complexity
"
Complexity
C
424800
vc
vc
vc
vc
Model
Hybrid
Transport
Complexity
DC
Complexity
ComDlexiN
Plane
NOR
P1:
1194240
1356272
vc
Plane
WR
P1:
614900
737147
vc
vc
vc
Plane
P1:
NRNN
Plane
P1:
WRNN
vc
C
Plane
NOR
P2:
Plane
WR
P2:
Plane
P2:
NRNN
Plane
P2
WRNN
vc
vc
Acknowledgement
vc
vc
2474750
vc
vc
vc
vc
vc
vc
1 MONTICELLI, A,. SANTOS. JR. A,. PEREIRA, M.V.F., CUNHA, S.H., PARKER, B.J.. and PRACA. J.C.G.: 'Interactive
transmission network planning using a least-efbrt cntenan', IEEE
Trom. Poiier Appur. Syxf.. 1982, 101. (IO), pp. 391W925
8 PEREIRA. M.V.F.. and PINTO. L.M.V.G.: 'Aoolicatian of
Sensitivity 'analysis bf load supplying capability to interactive
transmission expansion planning', lEEE Tmm Ponrr Appor. Syst.,
1985, 104, (2). pp. 381-389
9 VILLASANA. R.. CARVER. L.L.. and SALON, S.J.: 'Transmission
network o l a n n i n ~mine linear Droeramine'. IEEE Tram. Pon.er
Appar. S<.yt.. 1985. lWy(2). pp. 3491356
10 LEVI, V.A., and CALOVIC, M.S.: 'A new decomposition based
method for optimal expansion planning of large transmission
networks'. IEE Triuri P m v r Sy.st., 1991, 6, (3). pp. 937-943
I I PEREIRA. M.V.F.. PINTO. L.M.V.G.. OLIVEIRA. G.C.. and
CUNHA, S.H.F.. Stanford University, 'Composite gen&ion-trans-
..
~~
SEIFU, A., SALON, S.. and LIST, G.: 'Optimaization of transmission line planning including security constrahs', IEEE P a m Power
S j s f . , 1989, 4. (4). pp. 1507-1513
SHARIFNIA. A,. and AASHTIANI. H.Z.: 'Transmission network
planning: a method of synthesis of minimum cost secure networks',
IEEE Trilnr Poapr A p p m Syrr. 1985, IW, (8). pp. 2026-2034
GRANVILLE. S.. and PEREIRA. M.V.F.: 'Analysis of the lineanred
~ o w eflow
r model in Benders decomoosition ...EPRI-nnort RP 2473k. Stanford University, 1985
CARVER, L.L.: 'Transmission network estimation using linear
,
89, (7). pp.
programming'. IEEE Trom. Power A p p m S ~ I .1970,
1688-1697
HAFFNER. S.. MONTICELLI. A,. GARCIA, A,, MANTOVANI,
J.. and KOMEKO. R.: 'Branch and bound algorithm for transmission
system expansion planning using a transportition model'. IEE Pror
Gener. TronFm Dirtrib.. 2000. 147. (3); pp. 149-156
DECHAMPS. C..
~. and JAMOULLE. A,: 'Interactive comouter
pro@-dm for planning the expansion of meshed transmission networks'. Inf. J. Elecrn Power Energy Sysl.. 1980, 2. (2). pp. 103108
36
13 ROMERO, R.. and MONTICELLI, A,: 'A hierarchical dccomposition amroach for transmission network exnansion dannine'. IEEE
Trrrris Power S j x . 1994, 9, (I). pp. 37S380'
14 GALLEGO.. R.A., MONTICELLI. A,. and KOMERO. R.: 'Tabu
search algorithm for network synthesis', IEEE Tram Power. Sw..
2w0, 15, (2). pp. 49a-495
15 OLIVEIRA. G.C.. COSTA, A.P.C.. and BINATO. S.: 'Large scale
transmission network planning using optimization and 6eunstic
techniques', IEEE Twm. Power Sy.%. 1995. IO, (4). pp. 1828-1834
16 LEVI. V.A.: 'A ncw -4-integer
methodology for optimal
..
References
~~
vc
~~