SOLUTION CHARACTERISTICS OF QUADRATIC POWER FLOW PROBLEMS
Y. V. Makarov A.M. Kontorovich
University of Sydney Tel Aviv, Israel
Australia
KEYWORDS
ow prob-
Load
ow analysis, numerical techniques.
ow
ABSTRACT
A number of facts about quadratic power
ow problems f (x) = y + g (x) = 0, x 2 Rnx,
ow solutions, Tamura et al used a
y 2 Rny and applied Newton-Raphson meth-
ow equations and the NR
ods with optimal multipliers are presented. The
main results are about solution structure, singu-
lar points and Newton-Raphson solutions. Com-
D. J. Hill I. A. Hiskens
University of Sydney University of Newcastle
Australia Australia
Due to its nonlinearity, the load
lem may have a number of distinct solutions.
Studies of the multiple solutions of the load
problem play a role in determining proximity to
voltage collapse [9, 13]. In order to obtain mul-
tiple load
set of quadratic load
optimal multiplier method [11]. Iba et al used
Tamura's approach and some newly discovered
convergence peculiarities of the NR method to
ments and discussions are given. Although we
address here to the power
ow problems, there It is observed from experimental results [12]
are many areas where presented results may be
eectively used. Actually they are valid for any
problem described by an algebraic system of
quadratic equations.
INTRODUCTION
The Newton-Raphson (NR) method and its
nd a pair of closest multiple solutions [12].
that if a point x comes close to a line connecting
a couple of distinct solutions, a further NR iter-
ative process in rectangular form goes along this
line. The next observation in [12] is that, in the
vicinity of a singular point, the NR method with
the optimal multiplier gives a trajectory which
tends to the straight line connecting a pair of
various modications are the most popular nu- closely located but distinct solutions. These fea-
merical techniques used in load
ow problems - tures are eectively used in [12] to locate multi-
see for instance [1]-[5]. ple load
ow solutions. The authors asked for a
There are two main forms used for the load theoretical background of these experimentally

ow equations: the polar and rectangular forms. discovered properties. The present paper makes
Both of them have some advantages. The polar a number of proofs of such properties and ex-
form provides signicant reduction of computa-
ow problem,
tions. For instance, the method, which uses P-
Q decomposition of the load
ow problem [3], is optimal multiplier technique. The main results
widely used on practice. The rectangular form
of load
ow equations can be eectively used as
well - see [6]-[12]. The most important feature
of that form is that the power mismatch func-
tion can be exactly expressed using linear and
second order terms of the Taylor series.
It is well known that the NR method has good
quadratic convergence if the initial estimates are
close to a solution point. However, if they are
far from a solution or the load
plains some properties of the load
the NR method in rectangular coordinates, and
establish the following properties:
 A variation of x along a straight line through
a pair of distinct solutions of the problem f (x) =
0 results in variation of the mismatch vector
f (x) along a straight line in Rny.
 There is a singular point in the middle of a
straight line connecting a pair of distinct solu-
tions x1; x2 in Rnx [9, 10, 14, and others].
 A vector co-linear to a straight line connect-
ow problem is ing a pair of distinct solutions in Rnx nullies the
an ill-conditioned one, convergence of the NR Jacobian matrix J (x) = @f=@x at the centre
method may be slow or not at all. To overcome point the line [9, 10, and others].
this problem, a number of numerical techniques  If x belongs to a straight line connecting a
were proposed - see [4]-[8]. The general idea pair of distinct solutions, the NR iterative pro-
behind all of them is to apply corrections to each cess goes along that line.
step of the methods in such a way that iterative  The maximal number of solutions on any
processes do not oscillate or diverge. straight line in Rnx is two.
1
  Along a straight line through two distinct powers of loads and generators or xed voltages
solutions x1 ; x2, the problem can be reduced to and x 2 Rnx is the state, consisting of nodal volt-
a single scalar quadratic equation which locates ages. The vector function g (x) denes the sum
these solutions. of power
ows or currents into each bus from
 If a loading process y() in Rny reaches a sin- the rest of the network. If nodal voltages x are
gular point detJ (x) = 0, the corresponding tra- expressed in rectangular coordinates then f (x)
jectory of x( ) in Rnx tends to the right eigenvec-
tor nullifying J (x) at the singular point (except
in some special cases).
ow problem. We refer
 At any singular point, there are two merging
solutions (except in some special cases).
 For any two points x1 6= x2 and the Jacobian
matrix detJ (x1 ) 6= 0, the number and location of
singularities of the quadratic problem f (x) = 0
is a quadratic function of x.
The results given here are motivated by, but
not limited to the power
to the general form (1) throughout.
The optimal multiplier technique [6, 7, 8] uses
the following iterative step.
xi+1 = xi ; iJ ;1 (xi)f (xi) (2)
on the straight line through x1 ; x2 is dened by where i is a number of iteration, J (x) is the Ja-
real eigenvalues of the matrix J ;1 (x1)J (x2 ). cobian matrix of f (x) calculated at the point x.
 The derivative of the function (; x) = The algorithm is the usual NR one with addition
kf (x + 
x)k2, where
x is the NR correction of the optimal multiplier i , which is chosen for
vector, with respect to the optimal multiplier 
is equal to minus twice the function value [6].
 An optimal multiplier , corresponding to a
minimum of the function (; x), always exists
in the range [0,2] [6, 12].
 A scalar product of the NR correction vector

x and gradient of the function (; x) is equal
to minus twice the value of this function [6].
 The function (; x) taken along a straight
line through a pair of distinct solutions x1; x2
has a maximum in the middle of the line.
 Zero gradients of the function (; x) cor-
respond to either solutions of the problem or
points where f (x) is an orthogonal vector to the
singular surface detJ (x) = 0.
 The gradient of the function (; x) in the
centre of a straight line connecting a pair of dis-
tinct solutions is an orthogonal vector to this
line.
ow problems was
Some of the results are already known - see
references above. They are reported to assem-
ble them with new results presented in the pa-
per. New more clearer explanations are given
to them. Some earlier versions of new results
ow problems, their
presented here are given in [6, 15, 16].
1. OPTIMAL MULTIPLIER TECHNIQUE
A load
ow problem consists of the solution through a pair of distinct solutions of the prob-
of nonlinear equations of the general form
f (x) = y + g(x) = 0 (1)
xed xi and
xi as a solution of the problem
min

(i) = min

kf (xi + i
xi)k2 (3)
i i
where
xi = xi+1 ; xi is calculated for xi+1 in
(2) when i = 1. The multiplier i can be found
as a solution of the equation
0 = 0 (4)
i
where 0 denotes @=@i. If rectangular coor-
dinates are used and f (x) has quadratic nonlin-
i
earity, the function 0 is a scalar cubic func-
tion of i , and solutions of (4) can be easily
i
found. Practical implementations of the opti-
mal multiplier technique show that it provides
reliable convergence for a great number of cases
[6]-[8]. An optimal multiplier technique for solu-
tion of ill - conditioned load
proposed in [6]-[8].
2. QUADRATIC POWER FLOW STUDIES
This section deals with some basic proper-
ties of the quadratic power
solutions, singularities, and applied NR method.
Property 1. For quadratic mismatch functions
f (x), a variation of x along a straight line
lem f (x) = 0 results in variation of the mis-
match vector f (x) along a straight line in Rny.
Proof. Let x be a point on the straight line
connecting two distinct solutions x1, x2 :
where y 2 Rny is the vector of specied inde-
pendent parameters such as active and reactive x = x1 + (x2 ; x1) = x1 + 
x21 (5)
where  is a parameter, and
x21 = x2 ; x1 . f (x2 ) = f (x1)+ J (x1 )
x21 +0:5W (
x21) (13)
For quadratic mismatch functions, It is clear that W (;
x) = W (
x). From (12)
f (x)=f (x1)+J (x1)
x21+0:52W (
x21) (6) and (13),
f (x2) = f (x1) + J (x1 )
x21 + 0:5W (
x21) (7) [J (x1 ) + J (x2 )]
x21 = 0 (14)
where 0:5W (
x21) is the quadratic term of the For a quadratic function f (x), the Jacobian
Taylor series expansion (7). At points x1 , x2 , matrix contains elements which are linear func-
we have f (x1 ) = f (x2) = 0. So, from (7), tions of x. So, it can be represented as
0:5W (
x21) = ;J (x1 )
x21 (8)
J (x) =
X A x + J (0)
n
i i (15)
Using (8), the equation (6) transforms to i=1

f (x1 + 
x21 ) = (1 ; )J (x1 )
x21 =   (9) where Ai , J (0) are (n  n) constant matrices of
Jacobian coecients, xi 2 x. Using (15), the
where  = (1 ; ),  = J (x1 )
x21. Thus the equality (14) can be rewritten as
mismatch function f (x1 + 
x21) varies along
the straight line   in Rny. 2 2J (x0 )
x21 = 0 (16)
Comments. This fact was mentioned in [9].
There is an interesting practical application: where x0 = (x1 + x2 )=2. As
x21 6= 0, the vector
nding multiple solutions of a quadratic prob-
x21 is the right eigenvector corresponding to a
lem f (x) = 0. Note (9) can be rewritten as zero eigenvalue of the Jacobian matrix. More-
over, for all x 6= 0 which are co-linear vectors
f (x1 +
x) + ( ; 1)J (x1 )
x = 0 (10) with respect to
x21, we get J (x0 )x = 0. 2
where x1 is a known solution;
x is an unknown
increment of state variables;  is unknown scalar
parameter. Except the trivial case
x = 0, the
last equation corresponds to a dierent solution
x2 = x1 + ;1
x; jj < 1;  6= 0
The system (10) has n equations and n + 1 un-
known variables, so it is necessary to add an
additional equation in (10), for instance,
rt
x ; 1 = 0 (11)
where r is a nonzero vector. By varying r and
substitution of newly discovered solutions in-
stead of x1 in (10), (11), it is possible to get
all solutions of a quadratic problem.
Property 2. For a quadratic problem f (x) =
0, there is a point of singularity in the centre
of a straight line connecting a pair of distinct
solutions in Rnx, and a vector co-linear to this
Comments. Both the rst and second parts
were proved in [9, 6, 14, and others]. The above
proof seems to be more simple and compact.
An interesting conclusion follows from Prop-
erties 1 and 2. Variations of x along a straight
line connecting a couple of distinct solutions are
actually motions of x along the right eigenvector
nullifying J (x) in the middle of the line.
Property 3. If any point x is on a straight
line connecting two distinct solutions of the
quadratic problem f (x) = 0, the NR iterative
process with initial point from x follows this line.
Proof. If any point xi is on the line connect-
ing two distinct solutions, it can be described
in the form (5). The middle point of
x21 is
x0 = 0:5(x1 + x2 ). The quadratic mismatch
function can be expressed as
f (xi) = f (x0) + J (x0 )(xi ; x0) + 0:5W (xi ; x0 )
(17)
line nullies the Jacobian matrix evaluated in To express the last term of (17) in terms of
the centre point. Jacobian matrices, we write
Proof. Let x1, x2 be two distinct solutions of a
quadratic problem f (x) = 0. A line connecting f (
x) = f (0) + J (0)
x + 0:5W (
x) (18)
these solutions can be dened as (5), and due to f (0) = f (
x) ; J (
x)
x + 0:5W (
x) (19)
quadratic nonlinearity,
By summing of the last two equalities,
f (x1) = f (x2) ; J (x2)
x21 + 0:5W (;
x21)
(12) W (
x) = [J (
x) ; J (0)]
x; and so
0:5W (xi ; x0) = 0:5[J (xi ; x0 ) ; J (0)](xi ; x0 )
On the other hand, taking into account
quadratic nonlinearity of f (x) and (15),
J (xi ; x0) = J (xi ) ; J (x0 ) + J (0)
Therefore, in (17), we have
0:5W (xi ; x0) = 0:5[J (xi) ; J (x0 )](xi ; x0 )
Noting (16), then J (x0 )(xi ; x0 ) = 0. From (17),
f (xi) = f (x0 ) + 0:5J (xi)(xi ; x0) (20)
For the NR method with initial point xi , we
have the following expression for the correction
So,
(; x) = kf (x) + J (x)
x + 0:52 W (
x)k2 =
= kf (x)k2 + kJ (x)
xk2 +
+k0:52 W (
x)k2 + 2f (x)J (x)
x+
t
+3 W (x)J (x)
x + 2 f (x)W (
x)
t t
The function (; x) equals zero if and only if
f (x + 
x) = 0. At a solution point x = x ,
f (x) = 0, and the function (27) is
(; x) = 0:254 kW (
x)k2 + 3 W (
x)J (x)
x
t
+2 kJ (x)
xk2 = (a2 + b + c)2
where a; b; c are the obvious functions of
x. For
vector
xi any xed direction
x = 6 0, (; x) equals zero
in the two following cases
f (xi) + J (xi )
xi = 0 (21) (a)  = 0;
(b) a2 + b + c = 0.
From (9),
f (xi ) = (1 ; )J (x1 )
x21; and so (22)
J (x1)
x21 = ;1(1 ; );1 f (xi);  6= 0; 1 (23)
At the point  = 0:5 we have xi = x0, and it
follows from (22) and (23) that
f (x0) = 0:25;1(1 ; );1 f (xi) (24)
By substitution of (24) into (20), it follows
f (xi )= 0:25;1 (1 ; );1f (xi )+0:5J (xi)(xi ; x0 )
(25)
Multiplying (25) by J ;1 (xi ) and taking into ac-
count (21),

xi = ;2(1 ; )[4(1 ; ) ; 1];1(xi ; x0 ) (26)
The rst case gives us the original solution
point x = x . The second case corresponds to
solutions x 6= x on the straight line directed
by
x. However, as it is clear from (27), the
function (27) can not be negative. Thus a2 +
b + c  0; and in the case (b) it is possible to
have only one additional solution except x , but
not two or more. So, on the line we get one root
x = x , and we can have only one additional
root corresponding to the condition (b). 2
Property 5. For a straight line connecting two
solutions in Rnx, the system of quadratic equa-
tions can be reduced to a single scalar quadratic
equation which locates these solutions.
Proof. Let x1 , x2 be unknown distinct solu-
tions of a quadratic problem f (x) = 0. Suppose
we have a point x and direction
x which de-
The equation (26) shows that the NR correct-
ing vector
xi belongs to the straight line di-
rected by the vector (xi ; x0), i.e. the iterative
process goes along the line connecting x1 , x2 . 2
Comments. This fact was experimentally
ne a line connecting the pair of solutions. The
mismatch function calculated along this line is
F () = f (x + 
x ) (28)
where  is a scalar parameter. Let us take any
discovered in [12], where again the authors asked
for some theoretical proof of the phenomena.
Property 4. The maximum number of solu-
tions of a quadratic equation f (x) = 0 on each
straight line in the state space Rnx is two.
Proof. Let us take the function
(; x) = f t(x + 
x)f (x + 
x) (27)
For a quadratic mismatch function f (x),
f (x + 
x) = f (x) + J (x)
x + 0:52W (
x)
xed value  =  and dene a constant
 = F ( ) 6= 0 (29)
Having (28) and (29), consider the equation
tF () = 0 (30)
It follows from Property 1 that  and F () are
co-linear vectors, and (30) is true only if F () =
0. Using (29) and the Taylor series expansion
F () = f (x) + J (x )
x + 0:52W (
x)
we get the scalar quadratic equation and W (
x) = W (;
x): So, for a small incre-
ment
 at the point x0 , we have two incre-
a2 + b + c = 0 (31) ments of x of opposite signs directed along r.
where a = 0:5tW (
x ), b = tJ (x )
x , Therefore, the rst part of Property 6 has been
c = tf (x ). Equation (31) is to have a pair proved. 2
of distinct real roots 1 , 2 corresponding to Comments. The Property follows from [17,
x1; x2, and we can dene these solutions as page 217]. A similar fact was mentioned in
x1 = x + 1
x, x2 = x + 2
x . 2 [18]. The proof presented here was rst given
Property 6. For almost all cases, if any load-
in [19]. It explains the experimental fact ob-
ing process y ( ) ends at a singular point x0 of tained in [12]. It was observed that in vicinity
the problem y ( ) + g (x) = 0, where g (x) is a of a singular point the NR method with optimal
quadratic function of x and  is a scalar loading multiplier gives a trajectory which tends to the
parameter, there are two distinct solutions x1 , straight line connecting a pair of closely located
x2 merging at the singular point, and the tra- load
ow solutions x1, x2 . Actually, the loading
jectories x1( ), x2( ) tend to the right eigen- trajectory y ( ) in (32) can be represented as the
vector r corresponding to a zero eigenvalue of convergence trajectory of the NR method. If it
the Jacobian matrix J (x0). comes close to the singular margin, it tends to
Proof. Let a loading process with  variable
the right eigenvector r which nullies the Jaco-
and bian matrix in the middle point between closely
y() + g (x) = 0 (32) located solutions. Property 3 says that further
iterative process goes along the line directed by
end at a singular point x0 corresponding to  = the vector (x1; x2), and that line is co-linear to r.
0. At the singular point, dy = y0 (0)d = So, Properties 3 and 6 explain these phenomena.
Y0 d: The implicit function theorem gives Property 7. For any two points x1 6= x2 and
detJ (x1 ) 6= 0, the number and location of sin-
J (x0 )dx + dy = J (x0)dx + Y0d = 0 (33) gularities of the quadratic problem f (x) = 0 on
By multiplying (33) by st , where s is the left the straight line through x1 ; x2 is dened by real
eigenvector of J (x0 ) corresponding to a zero eigenvalues of the matrix J ;1 (x1)J (x2 ).
Proof. Let us dene the line through x1; x2 as
eigenvalue, we get (5). Using (15), it is easy to show that
stJ (x0 )dx + stY0d = st Y0d = 0 J [x1 + (x2 ; x1 )] = (1 ; )J (x1 )+ J (x2 ) (35)
For the general case of loading, st Y0 = 6 0; and, As x1 is a nonsingular point, for  6= 0, the
therefore, d = 0. This means that the loading
parameter  reaches its extremal value 0 at the h
expression (35) can be written as
J (x) = J (x1 ) J ;1 (x1)J (x2 ) ; ( ; 1);1I
i
singular point x0 . Alternatively, when st Y0 = 0,
the loading trajectory y ( ) tends to the tangent
hyper-plane to the singular margin (detJ (x) =
0) of the problem f (x) = 0 at the point x0 .
It follows from the fact that s is an orthogonal
vector with respect to the singular margin in Rny.
Using (33), we have
J (x0)dx = 0 (34)
So, the increment dx has the same direction as
the right eigenvector r of the Jacobian matrix
corresponding to its zero eigenvalue, and the last
part of Property 6 has been proved.
On the other hand, having (34),
where I is the identity matrix. So, all singular
points on the line (5) can be computed as real
eigenvalues of the matrix J ;1 (x1)J (x2 ). 2
3. OPTIMAL MULTIPLIERS
This section is devoted to some interesting
properties of so-called optimal multiplier func-
tion (; x) = kf (x + 
x)k2.
Property 8. The directional derivative of
(; x) = kf (x + 
x)k2, along the NR cor-
rection vector
x, with respect to the optimal
multiplier  at  = 0, equals twice the value of
the function evaluated at the same point.
Proof. Let us consider the function
;Y0
 = J (x0)
x + 12 W (
x)
;!
!0 1
2 W (
x) (; x) = f t (x + 
x)f (x + 
x)
where x is a given vector,
x is a NR correction 1. A point where detJ (x) = 0. It is clear that
vector evaluated at x, and  is the optimal mul- in this case the NR correction vector k
xk ! 1
tiplier. By dierentiating (; x) with respect
to , 0(; x) = 2
xtJ t (x + 
x)f (x + 
x);
and
0(0; x) = 2
xtJ t (x)f (x) = ;2(0; x) (36)
= 0; where
is an angle between the vec-
2 hypersurface (0; x) = const.
Comments. The fact was proved in [6]. It was
also mentioned in [6] that (36) can be used as a
= 1:
measure of proximity of a correction vector
x
to the NR correction vector. This estimation
can be utilized in numerical algorithms which
< 1: This means that
x at the intermedi-
while (x) still has a nite value. This means
that
x becomes an orthogonal vector with
respect to ;grad[(0; x)]. So, we have that
cos
tors. The vector
x is a tangent vector to the
2. A point where ;grad[(0; x)] has the same
direction as
x. In this case cos
3. Intermediate points. As the right part
of (40) is always positive, we have that 0 <
cos
use simplied Jacobian matrices. ate points is directed inside the region restricted
Property 9. The optimal multiplier always ex- by the hypersurface (0; x) = const, and it min-
ists in the range [0,2]. imizes (0; x). But a question remains with the
Proof. It is clear from Property 8 that length of the vector
x. In the vicinity of the
0(0; x) = ;2f t(x)f (x) = ;2(0)  0 (37)
For a NR correction vector
x,
0(2; x) = 2
xtJ t(x + 2
x)f (x + 2
x) =
= 2
xt [J (x) + 2J (
x) ; 2J (0)]t
[f (x) + 2J (x)
x + 2W (
x)] =
= 2k ; f (x) + 2J (
x)
x ; 2J (0)
xk2  0
(38)
In (38), we take into account that for a quadratic
case J (x + 2
x) = J (x) + J (2
x) ; J (0) =
J (x)+2J (
x) ; 2J (0), and W (
x) = [J (
x) ;
J (0)]
x: By comparing of (37) and (38), we get
that (; x) has at least one extremum in the
range  2[0,2]. As 0(0; x)  0, the function
(; x) has a minimum in the range  2[0,2]. 2
Comments. Property 9 was proved in [6]. It
explains the observation about a characteristic
of the optimal multiplier given in [12].
Property 10. The scalar product of the NR
correction vector
x and the gradient of the
function (0; x) = kf (x)k2 is equal to minus
twice the value of the function.
Proof. The gradient of the function (0; x) =
kf (x)k2 = f t(x)f (x) is equal to
grad[(0; x)] = 2f t (x)J (x) (39)
Multiplying (39) by the NR correction vector

x gives
grad[(0; x)]
x= 2f (x)J (x)
x = ;2(0; x) 2
t
(40)
Comments. Property 10 gives a relationship be-
tween NR and gradient methods. To illustrate
this, let us consider the following cases.
singular margin it can be so big that nally the
function increases after the corresponding NR
iteration. Anyway, it is possible to restrict the
step length, and so provide decrease of the func-
tion on each NR iteration. This is an idea of the
optimal multiplier technique.
Property 11. The function (; x) = kf (x +

x)k2 calculated along a straight line connect-
ing a pair of distinct solutions of a quadratic
problem f (x) = 0 has a maximum in the middle
point of this line.
The gradient of  taken in the middle of a
straight line connecting a couple of distinct so-
lutions is an orthogonal vector to this line.
Proof. For the line of x connecting a pair
of distinct solutions x1 ; x2, the function is
(; x) = kf [x1 + (x2 ; x1)]k2: It has extremal
values if
0;x() = 0x x0 = 2f t(x)J (x)(x2 ; x1) = 0
(41)
Property 2 says that at the middle point x0 =
1 (x1 + x2 ) of the line (x1 ; x2), the following
2
equality is true J (x0 )(x2 ; x1) = 0. Thus,
0 (0:5) = 0 (42)
On the other hand, the function 0 () can be
expressed as the cubic function of :
0() = 4a43 + 3a32 + 2a2 + a1 (43)
and two solutions of (43), i.e.  = 0,  = 1,
correspond to global minima of (; x) at zero
value:
0(0; x) = 0 ; (0; x) = 0
0(1; x) = 0 ; (1; x) = 0
It follows from Property 4 that (; x) has only ACKNOWLEDGMENTS
two zero minima on the line. The third zero This work was sponsored in part by an
point (42) corresponds to a maximum of (; x). Australian Electricity Supply Industry Research
The rst part of Property 10 has been proved.
The second part follows directly from (41).
Actually, (41) can be rewritten as
grad[(; x)](x2 ; x1) = 0 2
Comments. It should be pointed out that
Property 11 does not mean that (; x) has
an absolute maximum at x = x0 . To have
the absolute maximum, the function 0x =
2f t (x)J (x) has to be zero, and the quadratic
Board grant \Voltage Collapse Analysis and
Control". The authors wish to thank Professors
N. Barabanov (Russia), I. Dobson (USA), A.
Volberg (USA, France), V. Yakubovich (Russia)
for their interest, examination and consultations
regarding some aspects of the work. The authors
are expressing their gratitude to Mr. Bhudjanga
Chakrabarti, who made a big work with the
bibliography and put very valuable questions,
which actually initiated the present work.
form
xt00xx
x has to be negative denite. So,
Property 11 deals with the maximum of (; x)
References
dened along the line. In some cases, we can
have the absolute maximum or minimum of the
ow
function (; x) at some points of the singular
margin. They can be described with the help of
Property 11.
Property 12. A zero gradient of the function
ow
(0; x) corresponds to a solution of the problem
f (x) = 0, or to points where the function f (x) is
an orthogonal vector with respect to the singular
margin of the load
ow problem. [3] B. Stott and O. Alsac, "Fast decoupled
Proof. The function  can be represented as
ow", IEEE Trans. on Power App. and
(; x) = kf (x)k2 = kf (x) ; f (xi )k2 (44)
where xi , i = 1;


; m, is a solution of the prob-
lem f (x) = 0, m is the number of distinct solu-
tions. It is clear that (44) is the second power
of the distance from a solution point f (xi ) to a
point f (x) in Rny. The distance function (0; x)
has extrema if its gradient equals to zero:
grad[(0; x)] = 0x = 2f t(x)J (x) = 0 (45)
ow analysis", Acta Polytechnica, Prace
[1] L.A. Krumm, "Applications of the Newton-
Raphson method to a stationary load
computation in bulk power systems", Izves-
tia AN SSSR: Energetika i Transport, No.
1, 1966, pp. 3-12 (in Russian).
[2] W.F. Tinney and C.E. Hart, "Power
solution by Newton's method", IEEE Win-
ter Power Meeting, N.Y., No. 31, 1967, pp.
17-25.
load
Syst., Vol. PAS-93, No. 3, May-June 1974,
pp. 859-869.
[4] V.A. Matveev, "A method of numerical so-
lution of sets of nonlinear equations", Zhur-
nal Vychislitelnoi Matematiki i Matem-
aticheskoi Fiziki, Vol. 4, No. 6, 1964, pp.
983-994 (in Russian).
[5] A.M. Kontorovich, Y.V. Makarov and A.A.
Tarakanov, "Improved methods for load
There are two cases when (45) is satised.
(a) The function f (x) = 0, i.e. x = xi , where
xi is a solution point.
ow
(b) The Jacobian matrix J (x) is a singular
one, and f (x) is a left eigenvector corresponding
to a zero eigenvalue of the Jacobian matrix.
It is clear that in case (b) (due to (44) and
(45)) the vector f (x) corresponds to a local min-
ima or maxima of distance from a solution point
ow cal-
to the singular margin in Rny. 2
Comments. Equation (45) can play an impor-
C VUT v Praze, Vol. 5/III, 1983, pp 121-
125
[6] A.M. Kontorovich, "A method of load
and steady-state stability analysis for com-
plicated power systems with respect to fre-
quency variations", PhD Thesis, Leningrad
Polytechnic Institute, Leningrad, 1979 (in
Russian).
[7] S.Iwamoto and Y.Tamura, "A load
culation method for ill-conditioned power
systems", Proc. of the IEEE PES Sum-
tant role in denition of a shortest distance from mer Meeting, Vancouver, British Columbia,
a current load
ow point to the saddle node bi- Canada, July 1979.
furcation boundary margin [19]-[24].
 [8] S.Iwamoto and Y.Tamura, "A load
ow cal- Washington, April-May 1995, paper no.
culation method for ill-conditioned power
systems", IEEE Trans. on Power App. and [17]
Syst., Vol. PAS-100, No. 4, April 1981, pp.
1736-1743
[9] Y.Tamura, Y, K.Sakamoto and Y.Tayama, [18]
"Voltage instability proximity index (VIPI)
based on multiple load
ow solutions in ill- bility when generator reactive power limits
conditioned power systems", Proc. of the
27th Conference on Decision and Control,
Austin, Texas, December 1988.
[10] Y. Tamura, Y. Nakanishi and S. Iwamoto,
"On the multiple solution structure, sin- [19]
541.
S.N. Chow and J. Hale, "Methods of bi-
furcation theory", N.Y.: Springer-Verlag,
1982 (Section 6.2).
I. Dobson and L. Lu, "Voltage collapse pre-
cipitated by the immediate change in sta-
are encountered", IEEE Trans. on Circuits
and Systems- Fundamental Theory and Ap-
plications, Vol. 39, No. 9, September 1992,
pp. 762-766.
Y.V. Makarov and I.A. Hiskens, "A contin-
gular point and existence condition of the uation method approach to nding the clos-
multiple load
ow solutions", Proc. of the est saddle node bifurcation point", Proc.
IEEE PES Winter Meeting, New York, NSF/ECC Workshop on Bulk Power Sys-
February, 1980. tem Voltage Phenomena III, Davos, Swit-
[11] Y. Tamura, K. Iba and S. Iwamoto, "A zerland, published by ECC Inc., Fairfax,
method for nding multiple load-
ow so- Virginia, August 1994.
lutions for general power systems", Proc.
of the IEEE PES Winter Meeting, N.Y.,
February 1980.
[12] K. Iba, H. Suzuki, M. Egawa and T. Watan-
[20] A. M. Kontorovich, A.V. Krukov, Y. V.
Makarov, et al., "Computer methods of
steady-state stability indices computations
for bulk power systems", Irkutsk: Publish-
abe, "A method for nding a pair of mul-
tiple load
ow solutions in bulk power sys- (in Russian).
tems", Proc. of the IEEE Power Industry [21]
Computer Application Conference, Seattle,
Washington, May 1989.
[13] Y.Tamura, H.Mori and S.Iwamoto, "Re-
lationship between voltage instability and
multiple load
ow solutions in electric po- ECC/NSF workshop, Deep Creek Lake,
wer systems", IEEE Trans. on Power App.
and Syst., Vol. PAS-102, No. 5, May 1983.
[14] V.I. Idelchik and A.I. Lazebnik, "An an- [22]
alytical research of solution existence and
uniqueness of electrical power system load
ow equations", Izvestia AN SSSR: Ener- tems, Vol. 6, No. 1, February 1991, pp. 145-
getika i Transport, No. 2, 1972, pp. 18-24
(in Russian). [23]
[15] Y.V. Makarov and I.A. Hiskens, "Solution
characteristics of the quadratic power
ow networks", IEEE Trans. on Power App. and
problem", Technical Report No. EE9377
(revised), Department of Electrical and
Computer Engineering, University of New- [24]
castle, Australia, May 1994.
[16] Y.V. Makarov, I.A. Hiskens and D.J. Hill,
"Study of multisolution quadratic load
ow voltage collapse", IEEE Trans. on Power
problems and applied Newton-Raphson like
methods", Proc. IEEE International Sym-
posium on Circuits and Systems, Seattle,
ing House of the Irkutsk University, 1988
C.A. Ca~nizares and F.L. Alvarado, "Com-
putational experience with the point of col-
lapse method on very large AC/DC sys-
tems", Proc.: Bulk power system voltage
phenomena - voltage stability and security
MD; published by ECC Inc., Fairfax, Vir-
ginia, August 1991.
T. Van Cutsem, "A method to compute re-
active power margins with respect to volt-
age collapse", IEEE Trans. on Power Sys-
156.
J. Jarjis and F.D. Galiana, "Quantitative
analysis of steady state stability in power
Syst., Vol. PAS-100, No. 1, January 1981,
pp. 318-326
I. Dobson and L. Lu, "New methods for
computing a closest saddle node bifurca-
tions and worst case load power margin for
Systems, Vol. 8, No. 3, August 1993, pp.
905-913.