Paper accepted for presentation at PPT 2001 2001 IEEE Porto Power Tech Conference IOth-13Ih September,Porto, Portugal

ANew Solution to the Optimal Power Flow Problem

EdmCa C. Baptista, Edmarcio A. Belati and Geraldo R.M. da Costa Member. ZEEE

Abstract-A new approach to solving the Optimal Power Flow problem is described, making use of some recent findings, especially in the area of primal-dual methods for complex programming. In this approach, equality constraints are handled by Newtons method inequality constraints for voltage and transformer taps by the logarithmic barrier method and the other inequality constraints by the augmented Lagrangian method. Numerical test results are presented, showing the effective performance of this algorithm. Index Terms-Interior-point methods, optimization methods, optimal power flow, nonlinear programming.

The paper is organized as follows: First, the OPF problem is explained. The new approach is then discussed. Implementation of this approach is described. The results of the comparative tests on two systems (30 and 57) are reported. Finally, some concluding comments are made.
PROBLEM 11.OPTIMAL POWER FLOW

I. INTRODUCTION The Optimal Power Flow (OPF) is nonconvex static nonlinear programming problem, was proposed by Carpentier in the early 60s based on the economic dispatch problem [l]. His major contribution is in placing economic dispatch on a f i r m mathematical basis. Since then, many papers have been written in the attempt to solve it. Recently, the performance of Interior Point algorithms has been motivating your application in the resolution of the OPF problem. In [2]-[4] a primal-dual logarithmic barrier algorithm is applied directly to a nonlinear OPF problem and the Karush-Kuhn-Tucker (KKT) conditions are solved by Newtons method. A crucial step in the algorithm is the choice of the barrier parameter. Up to the present there is no single robust, reliable and fast approach that hlfills the requirements of the EMS. It is evident that all these solutions have followed close behind advances in numerical optimization. In this paper, we consider the application of logarithmic barrier approach to voltage magnitude and tap-changing transformer variables. The other constraints are treat by augmented Lagrangian method [5]. The interest in this approach is that verified that when the voltage magnitude and tap-changing transformer variables violate your limits the otimization process can be not effective.

The optimal power flow problem can be expressed as follows: Minimize f ( x ) subject to g j ( x ) = 0 i = 1,2,....,m<n (1) h j ( x ) 5 0 j = 1,2,....,r
SxSxmM

where: x E R is the vector of state variables; f(x) is real power loss in transmission; g(x) = 0 is the set of power flow equations; h(x) 1 0 is the set of limits on state variables and power system functional constraints. The state variable vector, x , represents the voltage magnitude, phase angles, LTCs taps and phase shifters control angles. The objective function,f ( x ) , can assume different forms, for example, the active power losses in transmission, the active power cost of dispatchable generators. The equality constraints, g ( x ) = 0 , represent the power flow equations. The inequality constraints, h ( x ) I 0 , represent the functional constraints of the power flow, i.e., limits of active and reactive power flows in the transmission lines and transformers, limits of reactive power injections for reactive control buses and active power injection for the slack bus. This is a typical nonlinear and nonconvex problem. 111. THE LOGARITHMIC BARRIER-AUGMENTED LAGRANGIAN FUNCTION The logarithrmc barrier-augmented Lagrangian function of problem (1) is obtained then as: Minimize f(x) subject to gi(x) = 0, i = 1, ... , m, hj(x) + z j = 0,j = 1, ... , r x + s u = xma x-sl=F j = 1, ... , r zj 2 0 , su> 0

This work was supported in part by FAPESP - FundaqHo de Amparo A Pesquisa do Estado de S I 0 Paulo. Edmea C. Baptista is with Departamento de Matemitica, UNESP-Bauru, Brazil (e-mail: Baptista@email.fc.unesp.br) Edmarcio A. Belati is with Departamento de Engenharia EICtrica, EESCUSP, Brazil (e-mail: belati@sel.eesc.sc.usp.br) Geraldo R. M. da Costa is with Departamento de Engenharia Ektrica, EESC-USP, Brazil (e-mail: geraldo@sel.eesc.sc.usp.br)

0-7803-7139-9/01/$10.00 02001 IEEE

sl> 0
where: zj : slack variable related to inequality constraints, hj(x); su and sl: slack variables related to inequality constraints,x Problem (2) can be modified to incorporate the strictly positive variables into the objective function, the former via the logarithrmc barrier function After modification, the problem becomes: Minimize f(x) - ( In suk
k=l

Substituting (7) into (4) we obtain the logarithmic barrieraugmented Lagrangian function:

i:In sl, )
k=l

k=1
m
n

k=l

subject to: gi(x) = 0, i = I , ... , m, hj(x) + zj = 0, j = 1, ... , r x + SU = xmax x - s l = Xm'n zj 2 0, j = 1, ... , r

i=I

k=l

(3)

i;~(x);i-c~(x),
'=I

i f h j ( x ) 2 -U2.

The logarithmic barrier-augmented Lagrangian function associated with problem (3) is:
n
k=l

U' - 2c _,tf h j ( x ) I -J C

n
k=l

The process involves the determination of values for

x,s,A,and K , such that the conditions of optimality are

La(x,s, / z , ~ , ~ , z ) = f ~ ) - s ( C ~ n + su C kl n s i k ) +

satisfied. Thus:

+ -I- c Z ' (hj(x)+zj)'

2
j=1

cAigi(x)+
i=l

V, La(x,s, A,n,p) = O La(x, s, 1, n,p ) = 0

The minimum of La with respect to the slack variable, zj,, is calculated from the following stationary conditions:

'V, f (x)'

+ AtJ ( x ) + (m*)'I + (d)'I +

ifh,(X)>-- pui
c
C

( p j +ch,(x))V,h,(x)',
j=l

0, i f h j ( x ) < -P A.
--6
Suk

=o

-=O,

aLa

az

j = I ,..., r .

(5)

+nuk = 0, k = 1,..., n

Theses conditions are satisfied by

z . - max O , - l -

J -

1 t' J
h .(x)
J

,j= 1, .. ., r.

dk= 0, k = I , ..., n 'lk g i ( x ) = 0,i= 1,...,m XfSU-xmax = o X-sl-xm'n =o

A s zj 20,we have:

where: J(x) = V , g ( x ) and Z is the identity matrix.

This system of equations was solved using the Newton method in which Ax, As, AA, and A n were calculated. Thus, the equations' (10) can be represented as:
W.Ad = -b

wher

VLLa
0

0
S(Su)
0

0
0

J(x)'

W=

0 J(x)

I I with

0 I
0

S(S1) 0
0

0 0 0 0
0

I
0

O
0

0 -I
0
0

where the scalar step size, q,and Q ,are chosen to preserve the nonnegativity conditions. It is not always possible to take a full Newton step, so a~ (OJ] is damping factor not only to improve the convergence but also to keep the nonnegative variables strictly positive instead of just nonnegative. The maximum step length a in the Newton direction is determined by:

0
0

-I

is an empirical value which, according to where ~ 0 . 9 9 9 5 Wright [ 6 ] , can be derived from the formula 1 - 1 / 9 & , where m is the number of constraints in the problem.

Ad'=(Ax, Asu,AsI,A/z, A m , A n l ) ;
and

A . Updating the Multipliers and Penalty Factors

The gradient of the augmented Lagrangian at the minimum point x* is:

V xf ( x ) ' + A ' J ( x ) + ( n u ) ' I + ( n l ) ' I +

b=

-- 6
su L

+nu,, k = l ,..., n
ni,, k = I , ...,n
The terms [ ] can be seen as the Lagrange multipliers that satisfy the optimality condition of the problem (l), [7]. Therefore, a good approximation to the unknown ,U is :

6
SI,

Using the search directions obtained from (1 l), the vectors of the variables, x, su and SI and of the Lagrange multipliers, A, m and ni are updated, as follows:

$1

I
0,

+ c k h j ( x k + l ) ,if

h j ( x k i l ) 2 -& k
Ck

,j = l , ..., r

if

hj(xk+') 5 --

, U ;
Ck

The penalty parameter v and barrier parameter 6 may also be adjusted during the process.
Ck+l

= pck

(17)

IV. TEST RESULTS

Tests were done to verify the efficiency of the proposed approach. The algorithm was implemented in FORTRAN, using double precision arithmetic on a 500 MHZ microprocessor, in the Power Systems Optimization Laboratory of EESC, USP. The cases studied were the minimization of active power losses in transmission in the IEEE 30-bus and IEEE 57-bus systems.

where:

p>l

and p >O.

The ill conditioning usually associated with the penalty function approach can be controlled. The method treats the equality and inequality constraints in a unified manner, and avoids a search for binding constraints.

5.I 30-bus system

This test was accomplished with the following initial conditions: Vk = 1.0 pu (100 MVA base) and 0 k = 0.0 for k = 1,...,30, and 6 = 1.0 for i = 1,...,4. The Lagrange multipliers related to the equality and inequality constraints are, respectively, A = 0 ,p = 0 and n f 0. The initial penalties were defined as c = 1. All penalty increasing factors were defined as p = 1.2. The process converged in 4 iterations. The amount of reactive power generation was 144.30 MVAr, with a total active power loss of 17.57 M W . The initial barriers were defined as S= 0,0001. All barriers increasing factors were defined as p= 1 0 . The optimization process for this case is summarized in table 1.

B. Algorithm
The algorithm proposed to solve the problem is an iterative process consisting of the following steps:
i. Make starting estimates for d = ( x , s, A, a) and p x : can be the same as the initial values for a power flow A = p = 0 or any reasonable guess IT >O or 6 0 KKT conditions. ii. Evaluate b as a function of d iii. If KKT conditions are satisfied the problem is solved, otherwise iv. Update p (eq.16), c and 6 (eq.17) v. Evaluate the matrix W as a function of d vi. Solve the system W M = -b for M vii.Update d by M viii. Return to step ii

Iteration

lnw I M W

Active power

Mismatch

Mismatch
IDQ~ Max ( M V h )

IDP(

Max (Mw)

1 2 3 4

17.827 17.686 17.571 17.572

0.0207 0.0902 0.0143 0.0000

0.4706 0.4198 0.0189 0.0000

The initial values allocated to the variables x can be in the infeasible region of the problem or can be a power flow solution. In the evaluation of matrix W in step (v), the updated values of p and c must be used. For sufficiently large c, W is positive definite, thus a problem can be convexifed (at least locally). C, Implementation

TABLE I
OPTtMIZATION SUMMARY FOR 3o-BUS SYSTEM

5.2 57-bus system

Most of the work in the algorithm is in the solution of system (1 1). The Lagrangian matrix, W , that results from the linear approximation of the KKT conditions, has a structure that facilitates the application of sparsity of techniques. Thls matrix is sparse and symmetric. It needs to compute and store only half of LU factorization due to symmetry. The matrix structure is constant through iterations, the ordering and symbolic analysis are done only once to create a static data structure. Thus the numerical factorization is carried out efficiently at every iteration [8].

This test was accomplished with the following initial conditions: x = ( t , V ,e) unconverged network solution. The Lagrange multipliers for the equality and inequality constraints were, respectively, A = O ,p=O and n # O . The initial penalties were defined as c = 1.0. All penalty increasing factors were defined as p = 1.2. The process converged in 10 iterations to a specified tolerance 5 = The amount of reactive power generation was 363.60 MVAr, with a total active power loss of 27.55 MW. The load flow does not keep the voltage magnitude within desirable limits on the load buses, with a total of 378.80 MVAr of reactive power generation and 28.9 MW of active power losses. The initial barriers were defined as 6=0,0001. All barriers increasing factors were defined as p= 10 .The optimization process for this case is summarized in table 2

TABLE I1 OPTIMIZATION SUMMARY FOR 57-BUS SYSTEM Iteration Active power loss(MW) 29.012 28.393 28.047 27.662 27.602 27.571 27.558 27.553 27.551 27.550

[7] M.R. Hestenes, Multiplier and Gradient Methods, JOTA, vol. 4, pp.303-320, 1969. [SI K. Zollenkopf, Bi-Factorization-Basic Computational Algorithm and Programming Techniques, J.K. Reid ed.-Large Sparse Sets of Linear Equations, pp. 75-97, 1971.

Mismatch (Mw)

l1

Mismatch (MVAr)

~~

~~

VII. BIOGRAPHIES

1 2 3 4 5 6 7 8 9
10

0.1646 0.3642 0.1218 0.0158 0.0023 0.0010 0.0004 0.0001 0.0000 0.0000

0.1865 0.0571 0.0421 0.0319 0.0246 0.0158 0.0081 0.0023 0.0012 0.0001

EdmCa C Baptista: Licentiate in Mathematics at the University of the State of SBo Paul0 (UNESP) at Bauru, SP, Brazil. Master in Applied and Computing Mathematics at the University of SBo Paul0 (USP) at SBo Carlos,
SP, Brazil. EdmCa is currently an assistance professor in the Department of Mathematics, UNESP (Bauru campus), and studying for a Doctorate in the Department of Electrical Engineering, USP (SBo Carlos campus). Her research interests are in linear and nonlinear optimization.

The results achieved in the tests show the viability of the use of the logarithmic barrier in association with the augmented Lagrangian function.
V.CONCLUSIONS

Edmarcio A. Belati received the electrical engineering degree from Faculdade de Engenharia de Lins and M.S. degree in the Department of Electrical Engineering-FEIS-UNESP.He is presently a Ph.D. student in the Department Electrical Engineering of SBo Carlos Engineering School of University of SBo Paulo. His research interests are power system operation and planning. Gerald0 R. M. da Costa received his B.S. and M.S. degrees in the Department of Electrical Engineering of SBo Carlos Engineering School of University of SHo Paul0 and Ph.D. degree at University of Campinas (UNICAMP). He is an associated professor of the Department Electrical Engineering of SBo Carlos Engineering School of University of SBo Paulo. His research interests are power system operation and planning.

Optimal Power Flow is a large-scale nonconvex nonlinear programming problem with nonlinear constraints. The paper presents a new approach to the solution of this problem. The logarithmic barrier-augmented Lagrangian function corresponding to the original problem is solved by the Newton method. The difficulty in identifylng the binding constraint set is removed by introduction of dual variables and quadratic penalty terms into the augmented Lagrangian. The application of logarithmic barrier approach to voltage magnitude and tapchanging transformer variables improved the performance of the approach. The method can start from infeasible points and verifj the increase of the penalty factors, thus avoiding the illconditioned Lagrangian matrix. The tests demonstrated the effectiveness of the proposed approach. The hardest task in this approach is to find the initial values of the barrier parameter for the voltage magnitude and tap-changing transformer variables.

VI.
[I]

REFERENCES

[2]

[3]

[4]

[5] [6]

J.L Carpentier, Contribution a 1Ctude du Dispatching Economique, Bull-Soc. Fr. Elec. Ser.B3, pp. 43 1-447, 1962. S . Granville, Optimal Reactive Dispatch through Interior Point Method, IEEE Transactions on Power Systems, vol. 9, no.1, pp.136146, Feb. 1994. Y.Wu, A.S.Debs, and R.E.Marsten, A direct nonlinear preditorcorrector primal-dual interior point algorithm for optimal power flow, IEEE Transactions on Power Systems, vol. 9, no.21, pp.876-883, May 1994 G.L.Torres and V.H.Quintana, An interior point method for nonlinear optimal power flow using voltage rectangular coordinates, IEEE Transactions on Power Systems, vol. 13, no.4, pp.1211-1218, Nov. 1998 G.R.M. da Costa, Optimal Reactive Dispatch through primal-dual method, IEEE Transactions on Power Systems, vol. 12, no.2, pp.669674, May 1997. M.H. Wright, Why a pure prinal newton bamer step may he infeasible?, SIAM Journal on Optimization, vol. 5 , no. 1, pp. 1-12, 1995.