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IMPROVED SEQUENTIAL QUADRATIC PROGRAMMING APPROACH FOR OPTIMAL

DISTRIBUTION GENERATION SIZING IN DISTRIBUTION NETWORKS


M. F. AlHajri1, M. R. AlRashidi1, M. E. El-Hawary2
1

Electrical Engineering Technology Department, College of Technological Studies, Paaet, Kuwait


2
Electrical Engineering Department, Dalhousie University, NS, Canada

ABSTRACT
Integrating Distribution Generation sources (DGs) into an
electric power system has an overall positive impact on the
system. This impact can be enhanced via optimal DG
placement and sizing. In this paper the location issue is
investigated through an All Possible Combinations (APC)
search approach of the distribution network. The DG
rating, on the other hand, is formulated as a nonlinear
optimization problem subject to highly nonlinear equality
and inequality constraints. Sizing the DG optimally is
performed using a conventional Sequential Quadratic
Programming (SQP) method and a Fast SQP (FSQP)
method. The FSQP is an improved version of the
conventional SQP method that incorporates the Fast and
Flexible Radial Power Flow (FFRPF) routine, which was
developed by the authors in an earlier paper, to satisfy the
power flow requirements. The results of this hybrid method
are compared with those obtained using the conventional
SQP technique, and the comparison results favor the
proposed technique. This approach is designed to handle
optimal single and multiple DG sizing.
A 33-bus
distribution network is used to investigate the performance
of the proposed approach.
Index Terms Distributed Generation, DG sizing,
Nonlinear
Optimization,
Sequential
Quadratic
Programming, Radial Distribution System.
1. INTRODUCTION
Electric power system networks are composed typically of
four major subsystems: generation, transmission,
distribution, and utilizations. Distribution System (DS)
links the generated power to the end user, and usually
encompass distribution feeders configured radially and
exclusively fed by a utility substation.
Distribution
networks are well-known for their low X/R ratio and
significant voltage drop that could cause substantial power
losses along the feeders. It is estimated that as much as
13% of the total power generation is lost in the distribution
networks [1]. Of the total electric power system real power
losses, approximately 70% are associated with the
distribution level [2;3]. In an effort towards manifesting the
seriousness of such losses, Azim et al. reported that 23% of
the total generated power in the Republic of India is lost in
the form of losses in transmission and distribution [4].

978-1-4244-5377-1/10/$26.00 2010 IEEE

Incorporating Distribution Generation sources (DGs)


within the distribution level have an overall positive impact
towards reducing the losses as well as improving the
network voltage profiles. Due to advances in small
generation technologies, electric utilities have begun to
change their electric infrastructure and have started adapting
on-site, multiple, small, and dispersed DGs. In order to
maximize the benefits obtained by integrating DGs within
the distribution system, careful attention has to be paid to
their placement, as well as to the appropriate amount of
power that is injected by the utilized DGs.
DG involves small-scale generation sources scattered
within the distribution system level at/near the load center,
i.e. close to where the most energy is consumed [5]. The
DG generate electricity locally, and in a cogeneration case
heat can also be generated and may be utilized in
applications such as industrial process heating or space
heating. Recent studies suggest that DG will play a vital
role in the electric power system. An EPRI study predicts
that by the year 2010, 25% of the newly installed generation
systems will be DG [6], and a similar study by the Natural
Gas Foundation projects that the share of DG in new
generation will be 30% [7].
Optimal integration of single and multiple DG units in
the distribution network is thoroughly investigated from a
planning perspective in this paper. The DG Sizing problem
is handled via conventional Sequential Quadratic
Programming (SQP) method and a developed improved
version of the SQP called Fast SQP (FSQP) method, where
the results of the former method are used to validate and to
be compared with those of the latter.
2. PROBLEM FORMULATION OVERVIEW
There are two main aspects to the optimal DG integration
problem; the first is the optimal DG placement, while the
second is the optimal DG sizing. The criterion to be
optimized in the process of choosing the optimal bus and
size is minimizing the distribution network real power
losses. The search for appropriate placement of the DG to
be installed is performed via the All Possible Combinations
(APC) search technique. Theoretically, the APC method of
choosing n-buses at a time out of NB-bus distribution
system with irrelevant orders is computed as follows:

NB !
(1)
n !( NB  n)!
Though this process is tedious and lengthy, it is utilized
here as an attempt to find the global optimal placement for
single and multiple DG units which are consequently to be
size-optimized and installed. That is, the DG size will be
optimized in every single combination using both
deterministic methods, i.e. SQP and FSQP. The APC
simulations are also used in the comparison between the two
aforementioned deterministic methods in terms of their
corresponding CPU convergence times.
NB Cn

3. DG SIZING PROBLEM ARCHITECTURE


Optimization can be defined as the process of minimizing
(or maximizing) an objective function while satisfying
certain independent equality and inequality constraints.
Optimal DG sizing problem is formulated as a highly
nonlinear constrained optimization problem represented by
a nonlinear objective function that is subject to nonlinear
equality and inequality constraints, as well as to boundary
restrictions imposed by the system planner. The DG sizing
optimization problem can be written in vector notation as:
Minimize
f RPL ( x)
n
x\

subject to

h ( x) 0
g ( x) d 0

(2)

x d x d x
where f RPL (x) is the objective function that represents the
DS real power losses; h(x) and g(x) are the imposed
equality and inequality constraints, respectively; and x is the
vector of unknown variables. The objective function
variables vector x encompasses dependent (state) and
independent (control) variables. The DS complex voltage
magnitudes and angles are examples of the former type of
variables, while the DG (or multiple DGs) real and reactive
output power, as well as the DGs power factor are
variables of the latter type. The detailed formulation of the
DG optimization problem is presented in the following
sections.

3.1 Objective Function


The objective function to be minimized in the DG sizing
problem is the distribution network active power losses and
is expressed in as:
NB
NB

f RPL Pi G  Pi L  ViV j Yij cos G i  G j  J ij (3)


i 1
j 1

where
fRPL : is the real power losses of NB-bus distribution
system,
Pi G : generated power delivered to DS bus i

Pi L

: load power supplied by DS bus i,

Yij

J ij
Vi

Gi

: magnitude of the ijth element of admittance bus


matrix Y,
: phase angle of Yij Yij J ij ,
: magnitude of DS bus i complex voltage,
: phase angle of Vi Vi G i ,

3.2 Equality Constraints


The equality constraints are the nonlinear power flow
equations which state that all the real and reactive powers at
any DS bus must be conserved. That is, the sum of all
complex powers entering a bus should be zero, as:
'Pi 0
i 2,3,! , NB
(4)
'Qi 0
i 2,3,! , NB
(5)
where
'Pi : real power mismatch at bus i,
'Qi : reactive power mismatch at bus i,
3.3 Inequality Constraints
There are two sets of inequality constraints to be satisfied.
The first set is boundary constraints imposed on the system
and they consist of the DS bus voltage magnitudes and
angles, and the DG power factor. Such restrictions are
expressed mathematically as shown in Eqs (6)-(8)


V d Vi d V
(6)

G  d Gi d G 
pf


DG

d pf DG d pf

(7)

DG

(8)

where
: maximum permissible value,
x
: minimum permissible value,
x
: DG operating power factor.
pf DG
Limiting the DG size so as not to exceed the power
supplied by the substation and restricting the power flow in
feeders to ensure that they do not approach their thermal
limits are another set of inequalities imposed on the
distribution system.
Such nonlinear constraints are
expressed mathematically as:
nDG

S
i 1

^S

ij

d KSS / S

(9)

S ji ` d Sijmax

(10)

G
DGi

where
SGDG : DG generated apparent power,
S S / S : main DS substation apparent power,
K : scalar related to the allowable DG size,
S ijmax : apparent power maximum rating for distribution

section ij,
Sij : apparent power flow transmitted from bus i to bus j.

3.4 DG Modeling
Different models were proposed in the literature to represent
the DG in the distribution networks. The most common
representations for conventional generating units used are
the PVcontrolled bus and the PQbus models. A DG
could be modeled as a PV bus if it is capable of generating
enough reactive power to sustain the specified voltage
magnitude at the designated bus. The PQmodel is widely
used in representing the DG penetration into an existing
distribution grid [12-15].
4. THE CONVENTIONAL SQP
The following conventional SQP deterministic optimization
method material presented in this section is based on
references [18-26].
The SQP method deals with the constrained
minimization problem by solving a Quadratic Programming
(QP) subproblem in each major iteration to obtain a new
search direction vector, d. The search direction obtained
along with an appropriate step size scalar, , constitutes the
next approximated solution point that would be utilized in
starting another major SQP iteration. The new feasible
k 1
solution estimate point, x , is related to the old solution
k
point, x , through the following relationship:
x k 1 x k  'x k
(11)
k 1
k
k
x x  D k d
where k is the iteration index. For x to be accepted as a
feasible point that would start a new SQP iteration, the
objective function evaluated at the new point must be less
than that evaluated at the preceding one.
The SQP algorithm has two stages; the first is finding
the search direction via the QP subproblem, and the second
is the step size (or length) determination via a onedimensional search method. The latter is beyond the scope
of this paper.
4.1 Search Direction Determination by Solving the QP
Subproblem
In the QP subproblem, a quadratic real-valued objective
function is minimized, subject to linear equality and
inequality constraints. The QP subproblem at iteration k is
formulated by using the second-order Taylors expansion in
approximating the SQP objective function, and the firstorder Taylors expansion in linearizing the SQP equality
k
and inequality constraints at a regular point, x . The QP
subproblem is formulated as:
k 1

Minimize
n
x\

subject to

1
k
k
k
f RPL (x )  f RPL (x )t d  d t H d
2
k
k
k
h (d) : h(x )  h t ( x )d

 k

g (d ) : g ( x )  g ( x ) d d 0
t

xl d x d xu

where

(12)

f RPL (x )
k

d
H

k
h

h(x )
k

k
g

g (x )
k

: gradient of the objective function at point


x k ,
: (n1) search direction vector
: (nn) hessian symmetric matrix at point
x k ,
: first-order taylors expansion of the equality
k
constraints at point x ,
: (nm) jacobian matrix of the equality
k
constraints at point x ,
: first-order taylors expansion of the
k
inequality constraints at point x ,
: (np) jacobian matrix of the inequality
k
constraints at point x .

4.1.1 Satisfying Karush-Khun-Tuker Conditions


SQP methodology solves the nonlinear constrained problem
by satisfying both the Karush-Khun-Tuker (KKT) necessary
and sufficient conditions. The SQP method applies the
Lagrange multipliers method to the general constrained
optimization problem expressed in Eq. (2) by first defining
the problem Lagrange function at a given approximate
solution point, x k ; then by applying KKT first-order
optimality conditions to the Lagrange function; and finally
by applying Newtons method to the Lagrange function
gradient to solve for the unknown variables.
The Lagrange function would be written as follows:
$ (x,  , ) f RPL (x)   t h(x)  t g(x)
(13)
where  and  are equality and inequality Lagrange
multiplier column vectors, while h and g are the vector
representations of the nonlinear constraints.
The KKT first-order necessary conditions state that the
Lagrange function gradients at the optimal solution are
equal to zero, and by solving the necessary condition set of
equations the stationary points are obtained. The KKT
sufficient condition assures that the stationary points are
minimum points if the Hessian of the Lagrange function is
positive definite, that is dt Hd ! 0 for nonzero d. The KKT
first-order-necessary conditions are:
(14)
x $ x,  ,  x f RPL (x)  h   g  0
h( x)
t

(15)

 g ( x) 0
(16)
t0
(17)
The SQP algorithm deals with inequality constraints by
implementing the active set strategy. When solving for the
search direction, only active, -active and violated
inequality constraints are considered in that major iteration.
Inactive, active, -active and violated inequality constraints
are expressed as follows:
g i ( x)  0
i
(18)
g i ( x) 0
i
(19)
if gi (x) d 0, but gi (x)  H t 0
i
(20)

gi ( x) ! 0
i
(21)
where  is a predefined small tolerance number and  is the
active set. By using the active set principle, only the
equality constraints and those inequality constraints that are
not inactive, i.e. Eqs. (19)(21), will be included in the
active set. By considering all the active set constraints, the
Lagrange function can be rewritten as:

f RPL (x )   t h(x )  t g  (x ) (22)


where g  is the vector of the active inequality constraints at
iteration k. KKT first-order optimal necessary conditions
imply that the lagrange function gradient with respect to
decision vector x and lagrange multipliers  and  are equal
to zero, as illustrated in Eq. (23).

$ (x,  , )

x $ x,  , 

 $ x,  , 

 $ x,  , 

(23)

The resultant nonlinear set of equations of the Lagrange


gradients is expanded and represented in compact and
vector notations as illustrated in Eqs. (24) and (25),
respectively.

x $ x,  , 

h( x)

g  ( x)

F x ,  , 
k

(24)

(25)

4.1.2 Newton-KKT Method


The Newton method is utilized in order to solve the KKT
first-order optimality condition equations in (24) or (25).
By using Taylors first-order expansion at assumed solution
point

x ,  ,
k

to be an estimate of

x ,  , ,
*

the

(26)

Newton-KKT method is developed as follow:

k
k
k
k
k
k
k
k
k
F x ,  ,   F t x ,  ,  'x , ' , '

The resultant Newton-KKT solution is expressed as:


2xx$ x,  ,  h(x) g  (x)

t
0
0
h ( x )
g t ( x )
0
0


d k

 k 1
k 1



f RPL (x)

 h( x)
g  ( x)

(27)

The new vector d k  k 1  k 1 obtained by solving the

Newton-KKT system, is the solution of the QP subproblem.


It gives the search direction and new values for the
Lagrange multipliers in order to be utilized in the next
iteration
5. FAST SEQUENTIAL QUADRATIC
PROGRAMMING (FSQP)
The nonlinear power flow equality constraints in the DG
sizing problem are a mixture of nonlinear terms and

trigonometric functions. When solving the DG sizing


problem via the conventional SQP, such equations are
linearized and augmented to the Lagrange function. Their
Jacobian matrix as well as their corresponding elements in
the Hessian matrix are evaluated and updated during each
major iteration in the SQP algorithm.
These
computationally expensive operations result in longer
execution times for the problem to converge.
In [27], the unique radial distribution structure was
exploited in developing a Fast and Flexible Radial Power
Flow (FFRPF) method to deal with a wide class of
distribution systems, e.g. radial, meshed, small, large,
balanced and unbalanced three-phase networks.
The
FFRPF solution method is employed in solving the power
flow equality constraints that govern the DG-integrated DS.
The developed distribution power flow method is
incorporated as an intermediate step within the SQP
algorithm and consequently eliminates the use of the
derivatives and their corresponding Jacobian matrix in
solving the power flow equations since it mainly relies on
basic circuit theorems, i.e. Ohms law and Kirchhoff voltage
and current laws. The cause-effect relationship between
installing one or more DGs in a DS and its corresponding
resultant complex bus voltage state variables is exploited in
developing a FSQP algorithm to solve for the optimal DG
size.
During the QP subproblem iterative process, the FFRPF
technique is employed to solve the DG-integrated DS power
flow to obtain its corresponding bus complex voltage
profiles. That is, in the kth iteration of the SQP method, the
QP subproblem starts with a new solution point, x(k), and
obtains the DG-integrated DS voltage profiles by utilizing
the FFRPF algorithm. The FFRPF solution, within the
current QP subproblem, is actually based on the DG size
and power factor proposed by current iterate of x(k). The DS
voltage profiles are then passed to the QP subproblem as a
set of simple homogeneous linear equality constraints along
with the imposed nonlinear inequality constraints in order to
determine a better search direction, d(k). The FSQP iteration
k equality constraints are simply the vector difference
between the current FFRPF bus voltage profiles obtained
and the FSQP estimated complex voltage values. The FSQP
equality constraints at the kth iteration are formulated as
follows:
k

h : > x @ 2 NBu1  > VFFRPF @ 2 NBu1


k

(28)

where VFFRPF is the voltage vector obtained by the FFRPF


technique.
It is worth mentioning that the equality
constraints introduced by the FFRPF to the QP subproblem
are linear functions, i.e. without any trigonometric or
nonlinear terms. These linear equality constraints will
contribute a (n m)-dimension matrix with a unity main
diagonal elements, U, that replaces h(x) in the QP
subproblem Newton-KKT system shown in Eq. (27); as
illustrated in Eq. (29). That is, in each QP subproblem

formulation, the time consuming Jacobian evaluation of the


nonlinear equality constraints is avoided and a constant real
matrix is utilized instead.
2xx$ x,  ,  U g  (x)

U
0
0

g t ( x )
0
0


k
d

 k 1
k 1


f RPL ( x)

 h(x)
g  (x)

(29)

The FSQP is concluded once both necessary and


sufficient KKT conditions as well as other stopping criteria
are satisfied. Otherwise, the FSQP process continues by
performing a line search to find an appropriate step size, k,
that would cause a sufficient decrease in the utilized merit
function. Both k and d(k) are combined to predict the next
estimate of the solution point x(k+1).
In the next FSQP algorithm iteration, the new solution
point, x(k+1), includes an updated estimate of the DG size
and its corresponding power factor.
The equality
constraints in the new QP subproblem will be again solved
by the developed FFRPF technique based on the new DG
parameters presented by x(k+1), and on the new state
variables estimate as the new FFRPF flat start bus voltage
variables. In other words, the equality constraints function
formulation is dynamic; they are different in each iteration.
Each FSQP iteration has its updated version of the equality
constraints based on the new estimate of the DG parameters
in the solution vector obtained.
In [27], the FFRPF was proven to use less CPU time than
any other conventional and distribution power flow method,
since it is a matrix-based methodology and relies mainly on
basic circuit theorems. The FSQP is a hybridization of the
conventional SQP algorithm and the developed FFRPF
solution method. By solving the highly nonlinear equality
constraints via the developed radial distribution power flow
as a subroutine within the conventional SQP structure, the
reduction of CPU computational time was a plausible merit
and a noticeable advantage.
6. SIMULATION RESULTS AND DISCUSSION
Incorporating single and multiple DGs at the distribution
level is investigated using a 33-bus RDS. Using the APC
search process, optimal DG sizing is computed via SQP and
FSQP for all possible bus combinations and CPU
computation time was recorded for each case. The time
saved by the proposed FSQP method is computed as
follows:
Time Saved By FSQP

SQPtime  FSQPtime
u 100%
SQPtime

(30)

The tested system is a 12.66 kV 33-bus RDS configured


with one main feeder and three laterals with a total demand
of 3715 kW and 2300 kvar. The detailed system data is
provided in the appendix [28]. A single line diagram of the
33-bus system is shown in Fig.1.

Fig. 1 33-bus RDS

6.1 Loss Minimization by Locating Single DG


A single DG is to be installed at 33-bus RDS with
unspecified power factor by using the APC method. The
APC procedure was performed by installing a single DG at
every bus and the optimal DG size that minimized the real
power losses while satisfying both equality and inequality
constraints were presented.
The optimization variables in the deterministic methods
utilized, i.e. SQP and FSQP, are the RDS bus complex
voltages, the DG real power output and its corresponding
power factor. Table 1 shows the single DG unit optimal
size and location profiles as well as the CPU execution time
for the two deterministic solution methods. Both SQP and
FSQP procedures resulted in the same solutions and both
obtained the optimal DG size and its corresponding power
factor to be 1535.1 kW and 0.7936 respectively. However,
as shown in the same table, the FSQP algorithm used much
less time than that consumed by the SQP algorithm. Fig 2
shows the corresponding real power losses for placing an
optimal DG size at each of the test system buses. This
confirms that system losses may increase significantly with
the installation of DG at non-optimal locations. Placing the
DG at bus 30 yielded the least real power losses while
satisfying all the constraint requirements. If bus 30
happened to be unsuitable for hosting the proposed DG unit,
the same figure shows alternative bus locations with
comparable losses. Fig. 3 shows the relation between the
DG power factor and real power losses for each
corresponding optimal DG rating at bus 30.
By installing a single DG in the 33-bus RDS, the real
power losses are reduced from 210.998 kW to 71.5630 kW.
This is a 66.08% reduction in distribution network losses.
The -norm of the deviation of the system bus voltage
max
magnitudes from the nominal value, 'V f
i 1,2,!, NB

 Vi , was also reduced from 9.63% to 6.13%.

Table 1 Single DG Optimal Profile at the 33-bus RDS

to the single-DG case as manifested in Table 2. The FSQP


solution method converged to optimal DG size solutions in
less CPU time than that of the SQP procedure. It can be
concluded therefore that the FSQP algorithm is faster in
terms of CPU execution time, and more robust and efficient
than the conventional SQP.

Single DG Profile
No. of Combinations

32

SQP Method CPU Time (sec)

FSQP Method CPU Time (sec)

C1

32

Single Run

3.5807

APC

92.5390

Single Run

0.6082

APC

21.067

Optimal Placement Bus

30

Optimal DG Size (kW)

1535.1

Optimal DG Power Factor

0.7936

Minimum Real Power Losses (kW)

71.5630

'V

(pu)

Table 2 Multiple DG Installations in the 33-bus RDS.


Double DGs
Profile

0.0613

No. of Combinations
Single
Run
SQP Method
CPU Time

APC

Real Power Losses (kW)

200

150

FSQP Method
CPU Time
100

Single
Run
APC

50

Optimal Placement Buses

32

C2

496

10.6770 sec

13

17

21

25

29

32

C3

4960

Optimal DG Power
Factors

160
150
Real Power Losses (kW)

Minimum Real Power


Losses (kW)

120

'V

110

(pu)

35960

55005.5760 sec

(61.9178 min)

(15 hrs, 16.758


min)

(4 days, 1 hr, 26 min)

1.2532 sec

2.0681 sec

2.5897 sec

3715.0653 sec

97.4705 hrs

608.3348 sec

12113.3642 sec

67509.755sec

(10.1389 min)

(3 hrs, 21.888 min)

(18 hrs, 45.180 min)

DG1 Bus= 14
DG2 Bus= 30

DG1 Bus= 14
DG2 Bus= 25
DG3 Bus= 30

DG1 P = 788.41
DG2 P = 1084.7

DG1 pf=0.9366,
DG2 pf=0.7815

DG1 P = 675.99
DG2 P = 353.73
DG3 P = 840.94
DG1 pf = 0.9218
DG2 pf = 0.9967
DG3 pf = 0.7051

140
130

C4

18.4498 sec

33-Bus RDS Bus No.

Fig. 2 Optimal real power losses for placement of optimal DG size


at all the 32 buses using APC method.

32

13.6669 sec

33

Optimal DG Size (kW)

Four DGs Profile

350893.908 sec

0
1

Three DGs Profile

DG1 Bus= 14
DG2 Bus= 25
DG3 Bus= 30
DG4 Bus= 32
DG1 P = 672.8343
DG2 P = 353.3723
DG3 P = 511.8179
DG4 P = 331.8699
DG1 pf = 0.9201
DG2 pf = 0.9968
DG3 pf = 0.6296
DG4 pf = 0.8426

31.1588

26.3305

24.7892

0.020675

0.020477

0.020474

100
90
80
70
60
0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

DG Pow er Factor at Bus 30

Fig. 3 Optimal real power losses vs. different DG power factors at


bus 30.

6.2 Loss Minimization by Locating Multiple DGs


Installing a single DG can enhance different aspects of the
RDS. However, multiple DGs installations can further
improve such aspects. The multiple DG optimal sizing
constrained problem is solved using both deterministic
methods, SQP and FSQP procedures. The DG placement is
carried out using the APC search method. The searching
process investigates the real power losses by placing a
combination of two, three and four DGs at a time in the
tested 33-bus RDS. Table 2 shows the optimal placement
and sizing results for the multiple DG cases.
The distribution network real power losses in all
multiple-DG cases were reduced even more when compared

7. CONCLUSION
Optimally placing and sizing single and multiple DGs at the
distribution level were considered and studied.
Comparisons between the installation of single and multiple
DGs performed and tested on 33-bus distribution networks.
It is confirmed that the real power losses depend highly on
both the DG location and its size. Integrating the DG
optimally in the network reduced real power losses of the
system to its optimum state, improved the voltage profiles
and released the substation capacity allowing for future
expansion planning. Multiple DG installations decreased
the losses more than that of a single DG installation.
However, the losses reduced by installing more than three
DG in the 33-bus RDS were comparable to those of the
double and triple DG installation cases respectively. This
paper shows that beyond a certain limit the decrease in
power loss is insignificant; furthermore, DG integration may
result in unnecessary additional cost and possible technical
difficulties. By hybridizing the conventional SQP algorithm
with the developed FFRPF solution method in developing

the FSQP solution method, the computation execution time


was reduced significantly.
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