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NOMENCLATURE
processors.
Step counter.
Number of generators.
Number of buses.
Number of branches.
Number of expected faults.
Manuscript received January 20, 2014; revised April 18, 2014 and June 06,
2014; accepted July 10, 2014. Date of publication July 25, 2014; date of current
version February 17, 2015. Paper no. TPWRS-01624-2013.
The authors are with the College of Electrical Engineering, Hangzhou
310027, China (e-mail: yechenjing@zju.edu.cn; Huangmx@zju.edu.cn).
Digital Object Identifier 10.1109/TPWRS.2014.2339352
I. INTRODUCTION
0885-8950 2014 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
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Mathematically, TSCOPF is commonly modeled as a complicated nonlinear programming (NLP) problem including
massive constraints of differential algebraic equations. The two
main approaches to study TSCOPF are simulation based on
numerical discretization [3] and constraint transformation [4].
Recently, various methods have also been proposed, including
trajectory sensitivity method [5], semi-infinite programming
[6], transient energy function method [7], implicit enumeration method [8], and single-machine equivalent method [9].
Among these approaches, a combination of the numerical
discretization with the interior point method (IPM) has been
considered as a mainstream. One important extension of IPM
is the so-called reduced-space IPM (RIPM) [10]. RIPM has
shown a great improvement for solving numerical-discretization-based TSCOPF problem. However, dimensionality curse
still exists for data-intensive TSCOPF. And IPM naturally
relies on convexity to obtain the global optimum. However,
TSCOPF in realistic modern power system is generally indeed
non-convex, so researchers are forced to adopt a set of hypothesis and simplifications, otherwise they may suffer a lot
from unsolvability or non-convergence problems or get local
optimum. To overcome this problem, intelligence algorithms
(IA) such as differential evolution algorithm (DE) [11] and
particle swarm optimization (PSO) [12] were introduced to
enhance robustness. The competition between IA and IPM is
one of the most active factors in TSCOPF research and is also
one of the main lines of this paper.
Though, great progress around TSCOPF has been reported
in the existing literatures mentioned above, the mathematical
models are always limited to single-objective optimization
[3][12]. Specifically, fuel cost is modeled as the sole objective
function, transient stability and voltage or branch load flow are
formulated as constraints. However, it must be noted that certain differences do exist between transient stability and static
security constraint. Static security constraints are rigid and
must be always respected during the power system operation;
while, contingencies are not bound to happen, sometimes, to
obtain a lower fuel or operation cost, some dispatch centers
allow generators to operate under a certain degree of instability
in a certain period of time. Therefore, modeling stability as an
inequality constraint is not in accordance with the fact that OPF
is a tradeoff procedure among the three factors of cost, security
and stability; while, until recently, relevant multi-objective
optimization research is inadequate and not systematic, hence
multi-objective modification of traditional TSCOPF problem is
of significant theoretical and practical value. The first motivation of this paper is to adopt Pareto optimal ideology to redefine
TSCOPF problem and propose a multi-objective OPF (MOPF)
model considering transient stability. Inspired by the satisfactory application results of DE and PSO in solving TSCOPF
[11], [12], the Non-dominated Sorting Genetic Algorithm II
(NSGA-II) is introduced to solve the proposed multi-objective
optimization problem, which has been demonstrated to be effective in research areas such as optimal distributed generation
(DG) allocation [13] and transmission expansion planning [14].
NSGA-II provides a set of Pareto optimal solutions for decision
makes to select. This is the most important and significant
advantage of the proposed method. In order to select unbiased
optimal solution more scientifically, a weight method based on
fuzzy membership variance is also recommended.
YE AND HUANG: MULTI-OBJECTIVE OPTIMAL POWER FLOW CONSIDERING TRANSIENT STABILITY BASED ON PARALLEL NSGA-II
859
(9)
(4)
where
. Now, constraint (3) of limited
time and infinite dimension is completely converted into finite
dimensional algebraic constraint:
. And TSCOPF is
modeled as a conventional nonlinear programming problem as
follows:
(5.1)
(5.2)
(5.3)
(5.4)
Penalty operator
860
processors.
YE AND HUANG: MULTI-OBJECTIVE OPTIMAL POWER FLOW CONSIDERING TRANSIENT STABILITY BASED ON PARALLEL NSGA-II
TABLE I
UPPER AND LOWER LIMITS OF CONTROL VARIABLES
(11)
Objective function values of the Pareto optimal solutions are
normalized to a real between 0 and 1 by (11).
In this paper, we quantify the quality of a Pareto optimal solution through its weighted sum of fuzzy memberships. A weight
assignment method based on the membership variance is introduced to reduce subjectivity:
(12)
In (12),
is the fuzzy membership
variance of the th objective function. The proposed weighting
method naturally respects the constraint:
and emphasizes the objective of a larger fluctuation of optimization results
more. Specifically, the larger the fuzzy membership variance of
, the larger the weight assigned to ; and vice versa.
The sum of weighted fuzzy memberships of each solution is
calculated and used as an unbiased optimal solution indicator:
(13)
861
862
Fig. 4. Location of the PNSGA-II (16) population after 100 iterations of evolution.
The proposed approach is implemented on a PC cluster containing 8 nodes all equipped with two Intel Xeon 2.33-GHz
quad-core CPUs and an 8-GB DDR3 memory and connected on
a Gigabit Ethernet network. So the maximum number of available parallel processors is 32, equal to the number of real CPU
cores of the clusters.
B. Pareto Optimal Solutions
Figs. 3 and 4 show the location of the population got by
PNSGA-II (16) after 50 and 100 generations of evolution, respectively. As can be seen, the population assembling effect has
been quite obvious with a non-dominated front appearing after
50 iterations of evolution. After 100 iterations, the locations of
the solutions tend to be identical; the entire population is located at a few aggregation points. To avoid randomness, we run
PNSGA-II (16) 10 times repeatedly. The locations of populations are roughly the same, indicating that the parallel algorithm
has a strong global optimization ability and significant convergence stability.
Fig. 5 shows the proportion of Pareto optimal solutions in the
population. With the increasing of iteration, the solutions tend
to be identical, but the proportion of non-dominated solutions in
the population increases gradually. After 100 iterations, inferior
solutions which are dominated by others have been eliminated
completely.
Table II shows the solution set consisted by 11 Pareto optimal
solutions after 100 generations of evolution. Determined by the
characteristics of the proposed model, the two objective functions of the problem are conflicting. To reduce the cost, the generators of lower cost coefficients are dispatched to output more
TABLE II
PARETO OPTIMAL SOLUTIONS OF PNSGA-II (16) AFTER 100 ITERATIONS
YE AND HUANG: MULTI-OBJECTIVE OPTIMAL POWER FLOW CONSIDERING TRANSIENT STABILITY BASED ON PARALLEL NSGA-II
Fig. 6. Relative rotor angle curves to COI under solution 2 and 11 after fault.
(a) Relative rotor angle curves undersolution 11 after fault B. (b) Relative rotor
angle curves undersolution 2 after fault B.
TABLE III
MOST TRANSIENT STABLE SOLUTIONS GOT
BY DIFFERENT METHODS ON IEEE-39 TEST SYSTEM
be seen, the proposed method is always able to get a result, while IPM suffers a lot from problems of non-convergence in large scale power systems.
b) Execution time. If the maximum iteration is 100, average
time of the proposed method on 16 processors is 12.1% of
DE-based TSCOPF, 7.86% of PSO-based TSCOPF, and
1.47 times of RIPM-based TSCOPF. Given in Table IV,
when 32 processors are used, average time of PNSGA-II
drops to 23.18 s and is only 1.22 times of IPM-based
TSCOPF. So compared with serial IA-based TSCOPF, the
proposed parallel method has an obvious decrease in time
and lags slightly behind serial IPM-based TSCOPF when
enough number of parallel processors is used.
c) The optimization ability of fuel cost and transient stability.
863
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TABLE IV
AVERAGE EXECUTION TIME WITH DIFFERENT NUMBER OF PROCESSORS
WHEN TWO FAULTS WERE CONSIDERED ON THREE IEEE TEST SYSTEMS
Fig. 10. Speedup factors with different numbers of processors on three IEEE
test systems.
(15)
Eq. 13. Apparently, solution 3 with the maximum
(0.83) is considered as the suggested solution.
This method succeeds in avoiding the blindness of
traditional decision method.
The proposed method provides decision-makers more options and a larger flexibility, in this way, one only need to do
re-selection instead of repeating the optimization procedure
when his preference changes.
To compare the optimization ability of different multi-objective optimization algorithms, we use PNSGA-II, MPSO (Multiobjective PSO) [34], SPEA-II (Improved Strength Pareto Evolutionary Algorithm) [35], and GSA (Gravitational Search Algorithm) [36] to optimize the above IEEE-39 case. The maximum iterations of the four algorithms are all 50. The results are
shown in Fig. 9. As can be seen, the four algorithms all get clear
Pareto fronts, but front got by PNSGA-II is relatively closer to
(16)
Figs. 10 and 11 present the satisfactory speedup factors and
efficiencies of the proposed method. The highest speedup factor
reaches 28.7 and the corresponding efficiency is 89.7%. So the
master-slave parallel modification of NSGA-II program structure is valid and necessary.
Shown in Fig. 10, with the growing number of processors,
the speedup factor increases but the increasing speed gradually
slows down and the efficiency always decreases. Parallelization
is conducive to take full advantage of computing ability and
benefits shortening execution time. However, the overhead for
communication system is unavoidable, when the number of processors increases, communication task accounts for a growing
share in the whole execution procedure, causing the dropping of
both
and increasing speed of
.
YE AND HUANG: MULTI-OBJECTIVE OPTIMAL POWER FLOW CONSIDERING TRANSIENT STABILITY BASED ON PARALLEL NSGA-II
865
Fig. 11. Efficiencies with different numbers of processors on three IEEE test
systems.
TABLE V
AVERAGE EXECUTION TIME WITH DIFFERENT NUMBERS
OF PROCESSORS WHEN DIFFERENT NUMBERS OF FAULTS
ARE CONSIDERED ON IEEE-39 TEST SYSTEM
Fig. 12. Speedup factors on IEEE-39 test systems with different numbers of
faults considered.
A multi-objective model is proposed in this paper as an effective quantitative analysis tool for OPF associated with cost, security and transient stability. A parallel NSGA-II is introduced
to search the Pareto optimal solutions, as well as a weighted
membership method for optimal solution selection. The proposed method has the following main features:
i) Providing a Pareto optimal solution set, rather than
a single strictly transient stable solution for decision-makers to select their ideal schemes according to
different preference. This is essentially different from
traditional TSCOPF and the proposed method is considered to be able to get a theoretically strictly transient
stable solution as well if enough iterations of evolution
are carried out.
ii) As an IA method, PNSGA-II is open-source, and much
easier to code and debug with a more significant robustness than IPM.
iii) Compared with serial IA-based TSCOPF, the proposed
parallel method has an obvious decrease in time and
lags slightly behind serial IPM-based TSCOPF when
enough number of parallel processors is used. Satisfactory speedup factors demonstrate the feasibility of
application the master-slave parallel algorithm to reduce
the optimization time and the acceleration is more effective in more data-intensive systems. It is a big push for
the proposed method to be applied in realistic large-scale
or multi-contingency power systems.
Following the idea of the proposed method in this paper,
many interesting topics are worth investigating in future research work:
i. Static power flow objective function
is reserved in
the proposed multi-objective OPF model, and NSGA-II
is naturally not sensitive to the number of objective functions, so more objective functions such as transmission
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Cheng-Jin Ye was born in Hangzhou, China, in
1987. He received the B.E. degree from the College
of Electrical Engineering, Zhejiang University,
Hangzhou, China, in 2010, where he is currently
pursuing the Ph.D. degree.
His research interests include power grid planning,
renewable energy generation technology, and power
system optimization.