Optimizing Dynamic Power Flow

Anders Rantzer
Automatic Control LTH Lund Universty

Anders Rantzer

Optimizing Dynamic Power Flow

Combine with water power reservoirs in northern Sweden Use wind farms to stabilize network AEOLUS project: Distributed coordination of wind turbines
Anders Rantzer Optimizing Dynamic Power Flow

Outline

Problem Statements Positive Quadratic Programming Optimizing Static Power Flow Dynamic Positive Programming Optimizing Dynamic Power Flow

Anders Rantzer

Optimizing Dynamic Power Flow

A Power Transmission Network

I1 V1 V4 I4

I3

V3

V2

I2

Y12 + Y14 I1 (s) I2 (s) Y21 I3 (s) = 0 Y41 I4 (s)

I (s)

Y12 0 Y14 V1 (s) Y21 + Y23 + Y24 Y23 Y24 V2 (s) V3 (s) Y32 Y32 0 V4 (s) Y42 0 Y41 + Y42
Y (s) V (s)

Potential differences drive currents (voltage*current = power) Price differences drive commodity ows (price*amount = value)
Anders Rantzer Optimizing Dynamic Power Flow

An Optimal Flow Problem for AC Power

I1 V1 V4 I4 Ik C Vk C I3 V3 V2 I2
k I k Vk

Minimize subject to I = Y V and

Re

V ) P P k Re ( Ik k k V ) Q Q k Im ( Ik k k

vk Vk vk
(Convex relaxation by Lavaei/Low inspired this talk.)
Anders Rantzer

for k = 1, . . . , 4

Optimizing Dynamic Power Flow

Problem I: Optimizing Static Power Flow

i1 v1 v4 i4 ik R vk R i3 v3 v2 i2

Minimize subject to i = Yv and

k i k vk

ikvk pk

(v k v j )2 c k j
vk v k v k

for all k, j

Notice: pk negative at loads, positive at generators. Motivation: 1) Real DC networks. 2) Approximation of AC. 3) Water tanks. 4) Supply chains
Anders Rantzer Optimizing Dynamic Power Flow

Further questions regarding Problem I

Are there distributed solution algorithms? Will market mechanisms nd the optimum? Optimize transition when demand changes! (Problem II)

Anders Rantzer

Optimizing Dynamic Power Flow

Problem II: Optimizing Dynamic Power Flow

i1 v1 v4 i4 i k (t) R vk (t) R i3 v3 v2 i2

Minimize subject to I (s) = Y (s) V (s) and

k 0 i k (t)vk (t)dt

ik (t)vk (t) pk vk (t) v j (t) 2 ck j vk vk (t) vk

for all k, j

Convexly solvable when off-diagonal elements of Y (s) have non-negative impulse response! (e.g. ramp dynamics)
Anders Rantzer Optimizing Dynamic Power Flow

Outline

Problem Statements Positive Quadratic Programming Optimizing Static Power Flow Dynamic Positive Programming Optimizing Dynamic Power Flow

Anders Rantzer

Optimizing Dynamic Power Flow

Positive Quadratic Programming

Given A0 , . . . , A K Rn n with nonnegative off-diagonal entries and b1 , . . . , b K R, the following equality holds: max
x T A0 x
n R+

= max subject to

trace( A0 X ) X 0 trace( Ak X ) bk k = 1, . . . , K

subject to x x T A k x bk k = 1, . . . , K Proof

x1

.. .

If X =

maximizes the right hand side, 2 xn x1 . then x = . . maximizes the left.

xn
Optimizing Dynamic Power Flow

[Kim/Kojima, 2003]
Anders Rantzer

Positive Quadratic Programming

Given A0 , . . . , A K Rn n with nonnegative off-diagonal entries and b1 , . . . , b K R, the following equality holds: max
x T A0 x
n R+

= max subject to

trace( A0 X ) X 0 trace( Ak X ) bk k = 1, . . . , K

subject to x x T A k x bk k = 1, . . . , K Proof

x1

.. .

If X =

maximizes the right hand side, 2 xn x1 . then x = . . maximizes the left.

xn
Optimizing Dynamic Power Flow

[Kim/Kojima, 2003]
Anders Rantzer

Outline

Problem Statements Positive Quadratic Programming Optimizing Static Power Flow Dynamic Positive Programming Optimizing Dynamic Power Flow

Anders Rantzer

Optimizing Dynamic Power Flow

An Optimal Flow Problem for DC Power

i1 v1 v4 i4

i3

v3

v2

i2

Minimize subject to i = Yv and

i3 v3 + i4 v4 i1 v1 p1 i2 v2 p2 vk vk vk

for k = 1, . . . , 4

Anders Rantzer

Optimizing Dynamic Power Flow

An Optimal Flow Problem for DC Power

i1 v1 v4 i4

i3

v3

v2

i2

Minimize subject to

( y32 v2 + y32 v3 )v3 + ( y41 v1 y42 v2 + y41 v4 + y42 v4 )v4 ( y12 v1 + y14 v1 y12 v2 y14 v4 )v1 p1 ( y21 v1 + y21 v2 + y23 v2 + y24 v2 y23 v3 y24 v4 )v2 p2
vk
2

vk

vk

Note: The problem is convex in v1 2 , . . . , v4 2 !

Anders Rantzer Optimizing Dynamic Power Flow

An Optimal Flow Problem for DC Power

i1 v1 v4 i4

i3

v3

v2

i2

Minimize subject to

( y32 v2 + y32 v3 )v3 + ( y41 v1 y42 v2 + y41 v4 + y42 v4 )v4 ( y12 v1 + y14 v1 y12 v2 y14 v4 )v1 p1 ( y21 v1 + y21 v2 + y23 v2 + y24 v2 y23 v3 y24 v4 )v2 p2
vk
2

vk

vk

Note: The problem is convex in v1 2 , . . . , v4 2 !

Anders Rantzer Optimizing Dynamic Power Flow

Dual Positive Quadratic Programming

Given A0 , . . . , A K Rn n with nonnegative off-diagonal entries and b1 , . . . , b K R, the following equality holds: max
x T A0 x x A k x bk k = 1, . . . , K
T

= min

k k bk

n subject to x R+

subject to 1 , . . . , K 0
A0 +
k k Ak

Interpretation: In the power ow example, k is the price of power at node k.

Anders Rantzer

Optimizing Dynamic Power Flow

Dual Positive Quadratic Programming

Given A0 , . . . , A K Rn n with nonnegative off-diagonal entries and b1 , . . . , b K R, the following equality holds: max
x T A0 x x A k x bk k = 1, . . . , K
T

= min

k k bk

n subject to x R+

subject to 1 , . . . , K 0
A0 +
k k Ak

Interpretation: In the power ow example, k is the price of power at node k.

Anders Rantzer

Optimizing Dynamic Power Flow

Dual Positive Quadratic Programming

Given A0 , . . . , A K Rn n with nonnegative off-diagonal entries and b1 , . . . , b K R, the following equality holds: max
x T A0 x x A k x bk k = 1, . . . , K
T

= min

k k bk

n subject to x R+

subject to 1 , . . . , K 0
A0 +
k k Ak

Distributed solution: The agent at node k bying power over node j k compares prices at both ends and adjusts for power losses in the link.

Anders Rantzer

Optimizing Dynamic Power Flow

Outline

Problem Statements Positive Quadratic Programming Optimizing Static Power Flow Dynamic Positive Programming Optimizing Dynamic Power Flow

Anders Rantzer

Optimizing Dynamic Power Flow

Positive systems have nonnegative impulse response

If the matrices A, B , C and D have nonnegative coefcients except for the diagonal of A, then the system
dx = Ax + Bu dt y = Cx + Du

has non-negative impulse response. Example:

L di = Ri + v dt y=i

inductive transmission line

Anders Rantzer

Optimizing Dynamic Power Flow

Positive systems have nonnegative impulse response

If the matrices A, B , C and D have nonnegative coefcients except for the diagonal of A, then the system
dx = Ax + Bu dt y = Cx + Du

has non-negative impulse response. Example:

dv = v + u dt y=v

generator ramp dynamics

Anders Rantzer

Optimizing Dynamic Power Flow

Positive systems
Suppose the matrices A, B , C and D have nonnegative coefcients except for the diagonal of A:
dx = Ax + Bu dt y = Cx + Du

Properties: Stability veried by linear or diagonal Lyapunov functions. Maximal gain for zero frequency:
max C(i I A)1 B + D = D C A1 B

Anders Rantzer

Optimizing Dynamic Power Flow

Dynamic Positive Programming

Let A0 (s), . . . , A K (s) have off-diagonal entries with nonnegative impulse response and b1 , . . . , b K R. Then the following equality holds: max subject to

x(i ) A0 (i ) x(i )d x(i ) Ak (i ) x(i )d bk

n x H+ , k = 1, . . . , K

= max subject to

trace( A0 X )d trace( A k X )d

bk

X (i )

0, k = 1, . . . , K

n where H+ consists of all stable transfer functions with nonnegative impulse response.
Anders Rantzer Optimizing Dynamic Power Flow

Positive Quadratic Programming

Let A0 (s), . . . , A K (s) have off-diagonal entries with nonnegative impulse response and b1 , . . . , b K R. Then the following equality holds:
max subject to

x A0 xd

= bk

k = 1, . . . , K

n x H+ x A k xd

max subject to

trace( A0 X )d

0 trace( Ak X )d bk k = 1, . . . , K

Proof

If X =

x1

.. .

maximizes the right hand side, 2 xn x1 . then x = . . maximizes the left.

xn
Optimizing Dynamic Power Flow

Anders Rantzer

Outline

Problem Statements Positive Quadratic Programming Optimizing Static Power Flow Dynamic Positive Programming Optimizing Dynamic Power Flow

Anders Rantzer

Optimizing Dynamic Power Flow

Problem II: Optimizing Dynamic Power Flow

i1 v1 v4 i4 ik R vk R i3 v3 v2 i2

Minimize subject to I (s) = Y (s) V (s) and

k 0 i k (t)vk (t)dt

ik (t)vk (t) pk vk (t) v j (t) 2 ck j vk vk (t) vk

for all k, j

Convexly solvable when off-diagonal elements of Y (s) have non-negative impulse response! (Inductive loads)
Anders Rantzer Optimizing Dynamic Power Flow

Summary

Positive Quadratic Programming Optimizing Static Power Flow Dynamic Positive Programming Optimizing Dynamic Power Flow
Anders Rantzer Optimizing Dynamic Power Flow