Analysis of ill-conditioned power-flow problems using voltage stability methodology ‘Yang, LC.Pda Silva, W.Xu and ¥.Zhang Abstract: IlLconditioned power-flow problems have been widely investigated and reported in the literature. A typical approach develops enhanced solution algorithms when a power-flow case i Found divergent with the conventional Newton method. It is Known that a genuine il-condiioned problem is caused by the presence of a lange condition number in the power-low Jacobian matrix. Sinoe a large condition number is associated with small singular values or eigenvalues of a matt and the vollage collapse is also related to small eigenvalues, it is therefore postulated. that an ill conditioned power-flow problem is actualy a voltage collapse problem. The objective ofthis paper is {o investigate the relationship between overflow illconditioning and voltage instability. The findings conficm that power-low ill-conditioning only occurs at the voltage collapse point. As a result, developing improved algorithms ¢o solve the problem is an unprofitable strateny. The well known voltae stability assessment techniques such as the PY curve method are sullicient for the problem. This conclusion is supported with case studies on five widely known illeondiioned power- flow problems and rigorous mathematical analysis. 1. Introduction ‘Much effort has been made, even in recent years, to find efficient methods for solving the power flows of so-called itteonditioned power systems [1-7]. Typical researeh strat ‘egy of these works can be summarised as follows: the diver= gence of a power-flow problem using conventional Newton, ‘method is observed; the system is then labelled as il-condi= tioned; and new solution algorithms are deseloped to solve the problem. These works seklom investigate the real cause ofthe divergence. There is no explanation as to whether the divergence is just a computational problem or a physical, limitation of the power sytem involved There isa strict definition for il-conéitioned problems in mathematics [8]. A matric is considered to be ilkeondi- tioned if it has a suliciently large condition number. For power flow problems, the matrix of concem is the Jacobian rmutrix. Since a large condition number is generally associ- ated with small singular values or eigenvalues of a matrix and the voltage collapse is also related to small eigenvalues, [P], we therefore postulate that an ilkconditioned power. flow problem could actually be a voltage collapse problem, The objective of this paper i to determine the validity of this postuation. This paper therefore adopts a completely different approach to assess the ilLconditioned of divergent power- low problems. It applies the PH-curve technigue to deter- ‘mine whether solutions actually exist for some of the well. pblcised ill-conditioned power low problems [I-S. The distances between the solutions and the PV-curve nose EE a JEE Prong erin 9. 201004 DOE 1002104 Pee fist eh May 20 ain ee fr 28h Jay 2101 The utr ew th Dart of hea nl Computer Enna, Unity Altera, Eoton, Alea, Cad points are also determined. ‘The behaviours of singular values and condition numbers are monitored along the PY= eure trajectories. The results confirm that the so-called il conditioned power-flow problems are either related 10 the nonexistence of a powerflow solution oF caused by operat ing the sytem at the voltage collapse point. In ther words, iBenuine powerflow ilL-conditioning only happens at the ‘PV-curve nose point. This conclusion is also proved mathe= ‘matically. The implications of this finding are twofold First, voluge stability asessment techniques should be used to analyse the iltconditioned power-low problems. ‘These techniques can reveal a lol more information. Secondly, it is unprofitable to research new agorthms dedicated 10 solve illeonditioned power-flow problems, since the problems are esentaly voltage collapse prob: lems 2. Defining il-conditioned power-flow Mathematical theory defines illeonditioned: mates as those that have suficntly large condition numbers). For power system analysis, the matrix of concern i the power flow Jacobian matrix J. Aevording to {8}, the condition number of Js defined as CondtI) = Ii 1FM*| o Where I" represents matrix noem. If 2norm is used, the condition number can be caleulated using the following equation (] Cond) = omax(DlominD) (2) here gg tM Gy represent the maximum and minimum Singular "Values oF the Jacobian matrix J, respectively gn. 2 sugpests that thee are two possible causes iading tora lage conttion number. One 8 very Tage Sy ard the other is a very small jy, Since the Jacobian’ matrix eniries are comparable with those of the network admit tance mati, itis reasonable fo assume that Gu cannot bevery lage. The probability for day to cause a large cond tion number is therefore small. On the oller hand, exten- ‘ive voltage stability research results show that jy, (Or one of the Jacobian eigenvalues) can be very small or 2er0 at the voltage collapse point [9]. One ean therefore postulate that the only cause fora large condition number to occur WOuld be oy going to zer0 at the PY-curve nose point Thus the ilonditioned powerslow problem could be mere voltage stability problem, caused by operating the ss tem al its maximum loading level. To verify this postula- tion, we use the PY-curve method 10 asses five widely pubiicised il-eonditioned power-flow problems (1-5). ‘When a system cannot be solved with conventional powerflow programs, no clues are available to determine the cause of divergence and the condition numbers since there are no solved resuls, The PY-curve technique, how ‘ever, can reveal a fot of usefil information, PV curves can always be computed for a system by scaling down system, Joad and generation, and by using a continuation method {lO}. As shown in Fig. I, there are three possible senarios, for power-flow divergence: ‘Type I: A solution point exists and it is mot close to the PV-curve nose point. A Newion method should have no problem to solve such a case in theory. Whether the prob lem isil-conditioned or not can be easily chocked using the ‘condition number at the solution point. ‘Type 2 There is a possible solution point bur it is very close to the PY-curve nose point. The Newton method is known to have difficulties to solve such a case. I the condi: ‘ion umber is indeed very large for such a case, the prob lem can be classified a illeconditioned ‘Type 3 A solution point does not exist In other words the loading level of the ease has gone beyond the system cap bility. Such eases have nothing to do with the ilkeondition ing of the Jacobian matress. ‘pe 204 i Paste a fow aise se fom PY cre In addition to providing the ‘locations’ of solution points, the PY-curve method allows one 10 assess the ‘behaviour of the Jacobian matrix condition number and singular values around the solution points. Such informs tion is useful to reveal the causes of powerfow divergence and to determine if case is indeed ilkconditioned. The following Section presents detailed studies on five cases using the PY-curve methodology 3 Case studies (Case studies are performed on five classical ‘il-conditioned power-flow cases [I-5]-A conventional Newton method is frst used to solve the eases. Ifa case is divergent, its PV ceurve is then computed, and the singulae values and condi= tion numbers of the Jacobian matrix are monitored. The PY curve was obtained by increasing all ative and reactive Joakls of the sysiem proportionally in steps. The generation was also scaled up accordingly, The voltage of a randomly selected load bus was then ploted with respect to the loud Jevel increase. In this paper, the load level (cas) is expressed in the form of Toading factors’. A loading factor isthe ratio ofthe actual system Toad level fo the base ese level, A loading factor of | therefore represents the original ‘oF base case. A loading factor greater than | indicates an increased system load level, Detailed results for each case are presented as follows 3.1 11-bus system This ease is reported as ilLeondltioned [3] since it was found divergent with the Newton method. The authors attbuted the divergence to low X/R ratios and negative line reactances. A modified Newton method was proposed. Our test results confirm that the ease cannot converge using the conventional Newton method. However, the PV ‘curve results, shown in Fig. 2a, reveal that the base case loading level is 99.8% of the maximum load-abilty of the system. It means that the case is very else to having no feasible solution. We classify it as type 2. Fig. 2b shows the behaviour of the condition number, and the maximum’ ‘minimum singular values while the system loading. is ‘O70 Ore 080 bas 090 ORS 100405 "oan car Fig.2,_ Crass of eb en Soa as ad eo SRS eoincreased. It is ckar that the maximum singular value remains ata finite value forthe entire curve, while the mini- ‘mum singular value goes to zero at the nose point. It is conly near the nose point that the condition number becomes very lange. Therefore the case genuine ill conclitoned case 3.2 30-bus system ‘This case isa radial distribution sytem, The case is consid- ered as ill conditioned [I] since it does not converge afer $0 iterations with the Newton method. Our results show that the case is convergent after thre iterations with the New- ton method. The maximum system load-abilty is 2.024 times ofthe base case loading level, indicating a large mar- gin from the base case to the nose point. Fig. 3 shows the ‘PV curve and condition number results, No large condition ‘number is observed atthe solution point. This case is there- fore not illconditioned and can be clasified as type I. The vergence problems found in I] might be related to other ‘numerical problems such as an inadequate starting point for iterations. Fig. 3 also confirms that a large condition ‘number only exists near the voltage collapse point Fig2_Ceecis of SE Saale 33. 13-bus system ‘This system consists of three transformers, three generators and three condensers. I is described in [3] thatthe Newtoa, ‘method filed to converge because ofthe two series capac- tors and the postion of the slack generstor. After analysing the system, we found errors in the input data of the refer- cence. The authors usd off-nominal tap setings of 0.05, 0.1 (O41 for the three transformers. When the tap setings are changed to 105, Hl, Lil, the Newton power flow con: ‘erged afler four iterations, The incorrect tap setings are Found as the only cause of divergence for this system. PV ‘eurve and condition number for this system are shown in Fig. 4. The nose point occurs at 68 times ofthe base case loading level The condition sumber for the solution point 18 495.3. This ia type I ease and its not lbconditioned. gE aire eee Fig. 4 Oem tu yon 3.4 43-bus system This case represents a typical distribution system (1-3, 5. In [I] itis reported as “Specially i-eonditioned” and diver ont after $0 iterations of Newton method. Our studies confirm that the case is divergent. However, the PY-curve results shown in Fig. $ revel that the nose point occurs at ‘loading factor of 0.58. In other words, the base case load- ing level is about 42% higher than the maximums load-abil- ity of the system. There is no feasible solution to the problem. This case is not an illconditioned problem and should be classified as type 3. Results shown in Fi. 5 also ‘confirm the postulation that a very large condition number ‘occurs only atthe nose pointFi tossing evel losing cor Fig’8_ Cou e see ae 3.5 69-bus system ‘The system isa portion ofa distribution network, reported as Ibconditioned in [1], However, We found that the case ‘converged after 4 iterations with the Newton method. The PY curve in Fig. 62 shows that the nose point has the loading factor of 3.21 times the base ease loading. As it can be seen from Fig. 6, the condition number is not large at the solution point (loading factor = 1) and remains almost ‘constant till loading factor of three, However, it goes to infinity when approaching the nose point. 3.6 Summary ‘Table 1 summarises the results obtained for all cases According t0 the condition numbers shown in the Table, ‘Table 1: Case studies summary Mo Condon number Type lscing Test eration systems numbers point po 20988 Wa aa 1 zor 18x10 9x08 1 6a a5 sox10! 430us dvergont 308846 NA aa eons 4 1 aang saxt rex only the H-bus case is a genuine illconditioned case. The tse actually operates at the voltage collapse point. The Table also shows that che condition numbers are not large when the solution points are far away from the nose points The divergence of other eases, as reported inthe references, is due to problems other than large condition numbers, i ir a 8 are 3 8 testing reson Fig Chris sn S Sets oto unr = Shite 4 Mathematical analysis: All case study results have shown that the illeonditioning of a power-flow Jacobian matsix only occurs at the PV= curve nose point. In other word, an il-conditioned powe Flow problem is essentially a voltage instability problem. In this Section, mathematical analysis is performed to prove that this isa general conclusion. It is shown analytically that a very large condition number occurs only a the volt- age collapse point. A voltage collapse point is defined as the PV-curve nose point, whose Jacobian matrix has zero eigenvalue ‘According tothe voltage stability theory [], dy OF Zn becomes very small or zero only near, oF at the PY-curve nose point. If it can be shown remains a finite ‘number along the P-curve trajectory, one can easily con- ‘ude thatthe only condition leading to a very’ large condi- tion number will be chix approaching ero. The mathematical proof on the upper Bound of oa, is given below‘The singular value of Jacobian matrix o{4) can be ‘obtained by the following equation [S} VE(TTIV = dog Cage. 2s Fhin) (3) where V isan ontbogonal matsx. IF we define a = JY, there exists VTAV= diag Amory --+Ais---s2min) (A) Where Ay aes Ape ae the Ah, maximum and minimum eigenvalues of enatrie 4, respectively. Combining eqns. 3 and 4, we have Amas(A) = Anax(ITI) = Omac) (5) Note that AAJ") 20. According to the definition the eigen- value of @ max can be determined as follows: Aw; = die, (6) yyy + ayaa + yyy + anata + + eintn = Aves Faantn= Aare (3 (7) ag) # yates +++ anty = Ante Where represents the right eigenvector of A. Let [ol = ‘max x: the corresponding mth equation in eqn. 7 cam be expressed as n= tumlin= So njty (8) ‘Taking absolute value on both sides of a. 8 yields S anjtsl < lel SS Jomsl Pros ~ Qa jam iam oO) Since fl #0, the following condition wil ok! Pan = arm! $2 lems (10) Ego. 10 can aso be expressed as mm = D> [mj] S Am S D> lems] + omm (11) Sim iam Considering that dy ll 4.11 can be extended os Am $Y lamgl + lame! a2) ‘Asa rest the following upper bound is obined for Ay Am SS lamgl (13) ‘This equation applis to each 2, Assuming wm (Shi) fe12.n (4) ‘one can conelude thatthe largest eigenvalue is bounded by the following equation: Dmas SM (as) According to eqn. 5, the above condition can be stated as rngetI) SM (as) omar(J) < VM (a7) Since all elements in matics J and JJ have finite vas, fe. 17 has proven that has limited value compara: ble to the ents of the U'matrx. AS a result, the only possiblity for the condition number of the J matrix 10 become very large is at the point when Cpa approaches sro, namely, the voltage insatlity point. Tis conclson has aso been demonstrated by the numerial results of Section 3 5 Application of continuation power-flow Connon powselow method [10] has been conser fs the mos tne method to compute PY curves of a over system, A sgucant characters of the method is arate determina the P’curve ton near and below the nose oan I therfore appears thatthe methods Somvhat imine tothe l-condlonig ofthe tacgbian rari ooer ty noe pont. Ths possiblity bat Co Sattons Fist if the method can ined ale tbe condition number ofthe Jacobian matrix, the continuation power flow cou be considered a fundamental sluion fori coniitionsd poweriow protiams, Secoadly, 8 simple porch Tor texting poweriow itcondtonng could be > 0, the case is oversinessed and there is no feasible Solution. The 43-bus system is such an eximple. If Qy <= O, the case has a feasibe solution and isnot il-eonditioned ‘The power-flow divergence could be caused by, for exam ple, excessively high bus voltages. The 30-bas system is such an example, G0) IF the QV curve cannot be obtained or the QU-curve bottom cannot be determined, one ean sill conclude that the case is not an illeonditioned case, But one cannot determine if the powerflow divergence is due to excessive Toad or other factors. 6 Discussions This paper defines that an il-conditoned power-ow prob- Jem as the one whose Jacobian matrix has a large condition number. Amore fundamental definition of the problem could be that a small change in system parameters causes large change in the solution results. Tis definition i inde- pendent of the solution methods. Another related problem Isis it posible that there could exist ‘other types’ of genu- ine ilkconditioned power-flow problems which are some- what independent from system loading levels? Possible examples are cases that contain extreme variations in branch impedances due to the inclusion of SOUKV as well as IOKY lines in one model or that have large RIY ratios ‘These are very interesting sues. Unfortunately, we have Tailed to find a single genuine il-conditioned ease that is not related to operating the system at the nose point. This experience and the fogial reasoning following soem to indi cate that all genuine i-conditioned cases only occur near the maximum system load-abilty point. ‘The Jacobian matrix is actually a sensitivity: matrix, Although originated from the Newton method, the matrix has its own physical meaning and is independent of any Solution methods. Since it i & sensitivity matrix, it can be used to investigate and quantify the depzee of voltage sensi- tivity to system parameter variations. There are essentially ‘wo types of parameter variations to consider. One type is the variation of foad levels and voltage settings. The other is the variation of impedance values. The fstype varia- ‘don can be analysed dinelly using the Jacobian matrix as Fallows: Je = Ay en) ‘where Ji the Jacobian matrix. Ax and Ay are the voltags Variation and load variation, respectively. The second-type variation can be dealt with as fllows: Ar +Az=0 (22) where Az is the equivalent load variation caused by imped ance changes. It can be seen that both types of parameter Variations can be analysed using the J matex. One can therefore conclude thatthe more fundamental definition of the illconeitioning. problem is essentially identical to the Tncobian-matrix condition number based definition, ‘The later definition is also independent of the Newton method. Due to this reasoning, it becomes logically dificult to Jimagine ‘other types’ of tkconditioned cases. If such cases did exist, it-means that a large condition number would ‘occur before the system reaching the nose point. Acconding to the analysis of previous Sections, the conition number ‘would be even larger atthe nose point, The situation there- fore becomes an issue of how close to the nose point a case should be so that it can be characterised as ill-conditoned, From this perspective, it is possible that a case with 90% loading level could be considered as illeonditoned whileanother ease has to reach 98% loading level in order to ‘qualify forthe elasiication. The difference essentially ress, fn the slopes ofthe ther respective PV oF QV curves and is, a relative one. Our experience on voltage stability analysis, also supports this consideration: cases that indiscriminately include HV and LV branches can ofien experience “local voltage instability [11] The Jacobian matrix becomes singu- lar because ofa localised area getting over loaded. 7 Conclusions This paper has conducted comprehensive investigations on. the nature of il-eonditioned powersflow problems from the unique perspective of voltage stability assessment. It is demonstrated that a large pereentage of so-called illcondi- tioned problems have nothing to do with the il-condition- ing of the Jacobian matrices, If a ease is a genuine ik conditioned case, itis essentially 2 voliage collapse case The main contributions and conclusions of this work can be summarised as follows: + 1 reveals, forthe st time, tht an il-conditioned power- ow problem occurs only at the voltage collapse’ point, Where condition number of the Jacobian matrix becomes infinite. As a result, the wellesiablshed voltage stability assessment methods are the most effective tools to analyse iiLconditioned power-flow problems + Teas clarified many questions related to the elasical ill conditioned power-low cases. The findings suggest that it 's unprofitable to research new algorithms dedicated 0 solving illconditioned power low problems. The problems are essentially a voltage instability problem. The continua tion method, capable of providing much more information fon the causes of il-conditioning or power flow divergence, is commended for systems expereneing, convergence problems. 8 Acknowledgment ‘The authors acknowledge the srategic research grant sup= port from the Natural Seence and Engineering Council of ‘Canada for this projet. 9 References | EXPOSTTO,AG, and RAMOS ER: Rela poeow 19) 143) op. et- to 2 ELARINL MAEM: ‘Descplal ponesiow slaion mathod fr Welcondoped and isondioned power sto PEE Proc ‘Gor Trane Dei 1983. 9p 7-10 5 TRIPATHY,SC. PRASAD. GD. MALIK. 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