IEEE Transactions on Power Delivery, Vol. PWRD-2, No.
1, January 1987
NORMAL S'TATE OrTIMAL LOAD) ALLOCATION
K. Aoki, Member, IEEE T.
Faculty of Eniginieerinig
Uniiversity of Hiroshima
lligaslii Iliroshliina, Japan
Abstract - This paper addresses a subproblem
related to distribution automation. It outlines an
algorithm and presents computer results for minimiz-
ing the losses in a loop distribution system based
on the remote operation of sectionalizing switches
on feeders interconnecting different substations.
The minimization is carried out subject to the volt-
age-drop, line-capacity and substation-capacity con-
straints. Computational experience with a system
of realistic size indicates that the procedure pro-
posed here is valid and effective in practical opera-
tions.
INTRODUCTION
Loop distribution systems in cities are closely
interconnected for fear that faults may lead to out-
ages. In normal operation, they are divided into
subsystems of the radial type by opening switches,
which facilitates the detection of a fault point.
Hence each load point is fed power by exactly
one substation transformer. Moreover they have
many switches installed to localize outage areas,
many of them tend to be replaced by automatic
remote-controllable switches for the purpose of
the distribution automation.
The purpose of this paper is to determine the
power supply area of each substation, or the status
(open/closed) of each switch so that the sum of power
losses of distribution lines is minimized in normal
operation.
After giving deterministic demand values
on lines, this optimization is carried out subject
to the voltage-drop, line-capacity and substation-
transformer-capacity constraints.
Here we apply mathematical programming to this
problem and develop an efficient algorithm.
There
have been many papers published in the distribution
system planning literature which concern applications
of mathematical programming [e.g. 1-61. However, as
f;r as we referred to a literature reference system,
thiere was no papers in the context of this problem.
In fact, lharnd calculations have been conventional
methods for this problem in electric utilities
in our country.
Our approach divides distribution lines
segments according to the differences of the
distributions and line constants. Generally, loads
of segments are not measured accurately. The voltage
drops and differences of phase angles on lines are
small. So we use a constant current model in this
paper. The distribution of the load on each segment
is assumed to be uniform (possibly concentrated).
86 WM 151-5 A paper recommended and approved
by the IEEE Transmission and Distribution Committee
of the IEEE Power Engineering Society for presenta-
tion at the IEEE/PES 1986 Winter Meeting, New York,
New York, February 2 7, 1986. Manuscript submit-
ted August 31, 1984; made available for printing
November 26, 1985.
0885-8977/87/0100-0147$01 .00O
147
IN DISTRIBUTION SYSTEtIS
Ichliimeori M. Katnezasli, MeflIber, IEEE
Aichi InisLitute of TecLnology
Toyota, Japan
Tnis problem should be formulated as a discrete
optimization problem. Since there are in practice
many sectionalizing switches to be selected, this
problem is a large scale discrete one. So it is
difficult to find even a feasible solution by hand
calculations if we consider the voltage-drop and
line-capacity constraints.
Employing the well knowr
discrete optimization method, Branch and Bound
method, for this problem, computational efforts will
be inpractically enormous. In this paper,
therefore, exploiting the fact that there exist
not a few switches , we approximate the variables
identifying the locations of normally open switches
as continuous ones. After solving continuous appro-
ximate problem, we determine the locations of open
switches by rounding the continuous solutions to the
nearest actual automatic remote-controllable switches.
Selecting the line sections containing normally
open switches and then restricting the locdtion of
each normally open switch within a certain segment
leads to a subproblem, convex nonlinear
program.
Its objective is convex quadratic, and its constraints
re both linear and convex quadratic. The variables
represent the locations of normally open switches
restricted within segments. The subproblem can be
solved efficiently by an appropriate algorithm. Based
on a solution to the subproblem, we change
a line
section and/or a segment containing each normlly open
switch for another line section and/or segment if
necessary. We repeat the above procedure until we
cannot reduce the total power losses in the feeders.
An experimental computer program that executes
this procedure has been run on a distribution system
of realistic size. Each subproblem has been solved
by the famous program MINOS/AUGMENTED (version 4.0)
for a general nonlinear progrmming problems [8,9
MINOS is used for solving optimal power flows in power
systems. It takes a total of 16.34 seconds of CPU
time on the HITAC M-200H to solve this problem. More-
over we have solved each subproblem by a recursive
quadratic programmiine mlieLthod oL LaO Newtor, type tlO).
Exploiting the special feature of the subproblem
yields better time (see (A20) in Appendix 3 for the
into Hessian). Specifically, it takes a total of 12.80
load seconds of CPU time. We have obtained around a 5'
loss reduction over the current figure, which
indicates the validity and effectiveness of the
procedure proposed here.
FORMULATION
Distribution Network
Let G=(B,N,A) denote a distribution network,
where B is the set of substation transformers, N
is the set of branching points, and A is the set of
lines connecting elements in B or N. We refer to
an element in A as an arc. Each arc is divided into
several segments. We construct IBI trees by cutting
off certain arcs, see Fig. 1, where |B| is the num-
ber of elements of the set B. Each cutting-off point
corresponds to a normally open switch. In the sequel,
this point is referred to as a section point.
1986 IEEE
 *
148
Tnie distribution systems in Japanese urban areas
are designed in the way as Case 1. Our optimization
algorithm described later is applicable to any
case shown in Fig. 3.

Let G contain n section points (for example,

n is 5 in Fig. 1). Then we can express a current
on everey line, a load allocation to every substation
transformer, and a voltage drop at every section point
in terms of xi, ... I xn .
(a) Graph G. (b) Two trees rooted
at nodes b and b2.

Open switch type loop distribution system. When expressing loads on feeders mathematically,
we have a constant P, Q model, expressing the load
Fig. 1. values at load points in terms of A.C. load flows,
and a constant current model, expressing the load
Fe-eder values at load points in terms of D.C. load flows,
and so on. Since voltage drops and phase angle
Our problem is to determine the locations of differences on feeders are small, we use a constant
section points. It involves the selection of arcs current model.
containing section points and their locations on the To illustrate our constant current model,
arcs. Since an arc comprises several segments (num- consider the arc (Ut,V) shown in Fig. 2. The arc (U,V)
bered consecutively), the location of a section point comprises four segments S1,.5., . Let the load
on an arc is represented in terms of both the segment in segment S. denote d. (A) and le t the
number and the length from one end of the segment. concentrated load d (A) be between segments S
0 ~~~~~~~~~~~~~3
For simpLicity, the location of a section point on and S4. If a section point is in segment S2, the
current profile is shown as in Fig. 4. There point
a segment is expressed in terms of relative lengths.
Let x denote the length, O< x< 1, see Fig. 2. U is the origin and arc (U,V) is the y-axis. Since
the distributions of loads in segments are uniform
or concentrated, the current profile is a piece-wise
linear function of y.

p I
!do
currenc on arc (U,V)

51 5~~2 53 SL
0~~~(U,V) with 4 seaments
Fig. 2. Arc ~~O2'
Si,
1' S SS3 an
and S 4.
Section point P is at relative distance x
from one end of S 2.
In a real system, the relations be-cween segments
and switches(section points) are classified into
three cases as shown in Fig. 3.
case 1. Automatic remote-controllable switches are
installed only at segment ends.
case 2. More than one automatic remote-controllable
is installed in a segment.
case 3. The number of segments is more than that of
switches.
case 1
k C 2 i< 3 - - -*- 4 s
4 "

O - x x -x {F- XH3- x X-- ---UA

Fig. 4. Current profile on arc (U,V).

case 2
For the three-phase, three-wire system, the volt-
r sI -s2 *
S3 I- S4 age difference between points U and P is
O-Xcas-e
3_ - ---- x A
,/3{R 121
(
I
d cosO 1 d cose x)
2
+
2
- X ( - 1 sine 1 + d 2
1 2
d sine 2 x)
case 3 1 - X sin9 ) d x2} (1)
1I' SI I <- s2 y s3
4- '
2 2~
(Rcn2 2 2 2

0 X x K
x -x--- [
- xQ-O where
re sistance
R.
xcs reactance
Fig. 3. Segments and Switches on Arc cos 9 power factor
A : automatic remote-controllable switch
x : manual switch S. : the i-th segment
1~ defined for segment S.
 149
Similarly the voltage difference betveen points P Segment Location
and V is given by
,/3{R 4(
2
d cose + d cosa + d cose (1-x) + d )
4 4 3 3 2 2
Fig. 4 , we use a variable yi defined on
As in
0 arc i instead of x. defined on a segment of the
X( 2 d sine + d sin0 + d sine (1-x) + d arc i. Then the objective (representing the sum of
4 2T 4 4 3 3 2 2 0 losses) is piecewise quadratic in yT=(y I...,
+ R ( 1 d cosO( For simplicity, we give each concentrated
Load Yn)Y
323 3 + d 2 cose 2 (1-x)) arc and consider it to be uniformly
a dummy
distributed load
- X3( - d sine on the dummy arc. Let F(y) denote the objective.
3 3 3 + d 2 sine 2 (1-x))
2T Then the following property is obtained.
+
2
1
(R cose - X sine )d (1-x)
2 2 2
(2) ~~~~~~~~~2
2 2
Note that both functions are quadratic in
Property 1. Let the i-th section point be in arc i.
x. The Then the piecewise (strictly convex) quadratic func-
sum of losses in arc (U,V) is per wire (see Appendix tion F(y) is continuous and strictly unimodal [7]
1) with respect to the vector y, see Fig. 5.
Proof. See Appendix 2.
r2d 2{(b-x) + 12
Let Ni denote the number of a segment contain-
2 1 2 ing the i-th section point. Let x* solve the
+ I r.(I. - d.I + - d (3) problem (SP) to optimality. Then Property I implies
i=1,3,4 the following. When x'.=1 (x'=O), we should replace
Ni by N.+1 (N.-I) if possible.
whe re 1 1 1

1 1 2X
F(Y)
I2 = d3 + d2(l-x) (4)
I3 = d4 + d3 + d2(1-x) + d

Suboroblem

If we continue the similar calculations over all. arcs,

the desired expressions are obtained. When xi is
restricted within a certain segment of arc i, weI have
the following mathematical program: 0 1 522 5 3 5 L 555 y
minimize 2p-1 x T Qx + q T x() (5) Fig. 5. Strictly unimodal function F(y).
subject to Ax < b, (6)
Arc Location
c x2
11 Since the distribution network is devided into
+ Dx < d (7) trees,
we have exactly two substation
b. and b. " say (these two may be thetransformers,
reachable trom the i-th section point P. . Weone),
same
2 use
a variable zi identifying the location of P. along
the path between b. and b. The objective (the
sum of losses), denoted
1
quadratic in zT = (z1I*
by 0(z), is also piecewise
2 2
+ Ex < e, (8) Zn).
c x
n n Property 2. The funct ion H(z ) is strictly unimodal
with respect to a sir
< x < 1 ngle variable Zi. It may be
0 (9 ) uncontinuous at some z.-values 1

where xT (x1,..*, for all xn),

i, and Q c. > branching points. corresponding to

is an n by n positive-definite matrix. Equation

0
Proof. See Appendix 2.
(5) represents the sum of power losses in lines. E-
quation (6) represents the line-capacity and the Let q. denote the number of segments in arc
i. Let x' solve (SP) to
transformer-capacity constraints. Equations (7) and ity of H(z) is established optimalitly. The unimodal-
(8) represent the voltage-drop constraints. with respect to a single
variable. Hence we move at most one
section point
SOLUTION METHOD
to another arc after solving one (SP):
When x=l and
then N.=qi
The above program (SP) is convex, so it can be moving the Ii-th sectioln point itP. is topreferable
,

solved efficiently by an appropriate algorithm. In

adjacent to arc, arc i" say, where arc i" lies the arc
between
arc i and transformer
the program (SP), the location of every section point
when moved to bY" if the objective value
is restricted not only within an arc but also within i" strictly decreases and the
a segment of the arc. Our original problem, however,
constraints are all satisfied.
allows that location to be on any arc if radial Similarly, when x'=O and N.=O, we can move
structure is not destroyed. Hence the optimal
P. to another adjacent arc
i
i'.
The selection of the section
I

solution for (SP) is not necessarily optimal for the

is done, based on th decreased valuepoint
to be moved
original main problem, denoted by (MP). of the objective
function, i.e., the maximum decreased value.
150
Algorithm DIST Feasible Initial Solution
In this paper we are interested in operations.
Step 0. Initialize N. for all 1 < i < n. Set F Hence the current locations of normally open switches
give an initial solution to the next operation. The
1

= co

initial solution may be feasible or near feasible

Step 1. Solve the corresponaing subproblem (SP). even if infeasible since the loads do not change so
Let x* denote the optimal solution and let rapidly.
F* denote the minimum value of its objective If the initial solution is infeasible, we can
function. easily construct a feasible initial solution to (MP).
Add negatives of artificial variables, -t. , on the
Step 2. If F, then stop.
F* = Otherwise, set i-th left-hand side of equations (6), (7)' and (8).
F = Select a section point to be moved.
F*. Minimize the sum of all t. 's. Consider this problem
If such a section point exists, then revise as (SP). Then Algorithm DIST can find a feasible
Q, D, E, q, c, d and e in (SP) and initial solution to (MP).
return to Step 1. Otherwise, go to Step
3. Notes
Step 3. Replace N. by N. - 1 if x*- 0 and
N. > 0, b.hy + 1 if '.-1 and Algorithm DIST terminates after solving a finite
N < q . Return to Step 1. number of subproblems (SP). This follows from
Properties 1 and 2.
Algorithm DIST can be illustrated using a simple Algorithm DIST can move normally open switches
example as follows: to any arc if the distribution network is divided
into trees. There are, however, some physical
0 Initialize No1 ,i= ,2 and F= 0.(see Fig. 6). restrictions. Such a problem can be solved similarly.
1: Build the corresponding (SP) and solve it. Let us
consider the case that x4=1 and O< x'<1. where xi COMIPUTATIONNAL RESULTS
and xi are represent the optimal solution for the
first (SP).
To evaluate the effectiveness of Algorithm DIST
2: If the objective value does not decrease,F* = F, developed here, anexperimental computer program was
tien go to 3. 12.
Otherwise, N1 =N, +1=4, Nt= run on a real distribution system shown in Fig. 8.
Set F = F*. Return to 1. The total length of lines is 71.6 km. There are 6
3: Round x. to the nearest automatic controllable substation transformers, 2& normally open switches.
switches.1 (see Fig. 7). The number of arcs is 59 while the total number of
segments is 122. The rated line voltage is 6.6 kV.
arc 1 - - -arc 3-

s1 s2 s3 s4 55 s
I s2 s3

3~~~~~
_30
s2
arc 2
N2 2 s1*

Fig. 6. S.: i-th segment B: branching point

1
A,C,D : substation .: initial location

N2 3
N;=3 ,4=
3N4
gr sl>s2>4gC s3 s, s5 #

41=l.O xi-0.8
arc 1

Fig. 8 . A real distribution system. The numbers

102, 201, 202, 203, 301 and 302 denote the
sj X,,*~
x'0. S 2 s3 six substation transformers.
numbered consecutively on them.
The arcs are

x 2=0. 1 x=0.3
arc 2 Each subproblem (SP) is solved by (i) MINOS/AUG-
MENTED (version 4.0) and (ii) a recursive quadratic
programming method. The total number of iterations
Fig. 7. *: optimal solutions of the (SP) (i.e., the total number of subproblems to be solved)
*: optimal locations of open switches It takes a total of (i) 16.34
is 5, see Fig. 9.
The optimal locations of normally open switches are at seconds and (ii) 12.80 seconds of central processing
thte right-end of the 4-th segment on the arc 1 and at time on the HITAC M-200H to solve (MP) by the above
This requires about (i)
the left-end of the 2-nd segment on the arc 2, if two methods, respectively.
these locations are feasible. The optimal locations 258 kilobytes and (ii) 263 kilobytes of storage for
were obtained after solving the second (SP). two methods (i) and (ii), respectively.
 151

kW ACKNOWLEDGMENT
192
The authors thank the Shikoku Electric Power Co.
190 for providing the data used in testing the proposed
algorithm. Also the authors thank Mitsuhiro Hamano
188 for helping them.

186

184

182

180 REFERENCES

178 [1] D. L. Wall, G. L. Thompson and J. F. Northcote-

Green, "An Optimal Model for Planning Radial Dis-
0 1 2 3 4 5 tribution Networks," IEEE Transactions on PAS,
vol. PAS-98, pp. 1061-1065, 1979.
iteration numbers
Fig. 9. The objective function versus
[2] T. H. Fawzi, K. F. Ali and S. M. El-Sobki, "Rout-
interation
number. ing Optimization of Primary Rural Distribution
Feeders," IEEE Transactions on PAS, vol. PAS-101,
pp. 1129-1133, 1982.
Initially the arcs 1 through 24 containg the
normally open switches. After optimization, normally [3] D. M. Crawford and S. B. Holt, Jr., "A Mathemati-
open switches on arcs 11, 18 and 24 have moved to cal Optimization Technique for Locating and Siz-
arcs 43, 35 and 45, respectively.
ing Distribution Substations, and- Deriving Their
Tlez current t-tai loss value pe*- vite is 191.94 Optimal Service Areas," IEEE Transactions on PAS,
kW and the value becomes 179.00 kW after optimization, vol. PAS-94, pp. 230-235, 1975.
which is a 6.74% reduction over the current figure.
If we round the optimal soLution to the nerest switch [4] G. L. Thompson and D. L. Wall, "A Branch and
locations, then the total loss value is 181.87 kW, Bound Model for Choosing Optimal Substation Loca-
a K.25% reduction. Since the optimal solution for tions," IEEE Transactions on PAS, vol. PAS-100,
the continuously approximated subproblem is not pp. 2683-2688, 1981.
necessarily optimal for the original discrete
main problem, we have tested the effectiveness of [5] E. Masud, "An Interactive Procedure for Sizing
Algorithm DIST for various load conditions (for peak, and Timing Distribution Substaitons Using Opti-
middle and off-peak load ). mizaton Techniques," IEEE Transactions on PAS,
pp. 1281-1286, 1974.

Table 1. The Loss Reduction

[6] D. I. Sun, D. R. Farris, D. J. Cote, R. R.
Shoults and M. S. Chen, "Optimal Distribution
peak middle off-peak Substation and Primary Feeder Planning via the
CONTINUOUS 6.45% 6.74% 6.79% Fixed Charge Network Formulation," IEEE Trans-
actions on PAS, vol. PAS-101, pp. 602-609, 1982.
ROUNDED 5.68% 5.25% 6.35%
[7] J. M. Ortega and W. C. Rheinboldt, Iterative So-
lution of Nonlinear Equations in Several Vari-
In Table 1, "CONTINUOUS" shows the loss reduction ables, Academic Press, New York, 1970.
over the current figure, obtained by continuous
optimal solution. "ROUNDED" shows the results by
[8j B . A. Murtagh and M. A. Saunders, "A Projected
rounding the solution to the nearest automatic remote- Lagrangian Algorithm and its Implementation for
controllable switches. From Table 1, we can
Sparse Nonlinear Constraints," Math. Prog. Study,
recognize that an increase of loss by round is not
vol. 16, pp. 84-117, 1982.
very much. Triese results suggest the validity and
effectiveness of our proposed method.
[9] B. A. Murtagh and M. A. Saunders, "MINOS/AUGMENT-
ED User's Manual," SOL 80-14, Stanford Universi-
ty, 1980.
CONCLUSIONS
(10] P. E. Gill, W. Murray and M. H. Wright, Practical
Most of distribution systems at cities in Japan Optimization, Academic Press, New York, 1981.
are larger-scale and more closely interconnected than
[11] B. A. Murtagh and M. A. Saunders, "Large-Scale
tie system used here. Since there are many switches
Linearly Constrainted Optimization," Math. Prog.,
to be selected as normally open ones, a large
vol. 14, pp. 41-72, 1978.
scale discrete optimization problem must be solved.
However it is very difficult to find even a feasible
solution satisfying many physical restrictions
[12] B. A. Murtagh and M. A. Saunders, "MINOS: A
Large-Scale Nonlinear Programming System User's
by conventional hand calculations. Our algorithm
can be routinely applied to such large scale systems.
Guide," SOL 77-9, Stanford University, 1977.
152

Appendix 1 Appendix 2
Here we describe how to construct (3). Let: arc Here we give a proof of Property 1 and that of
(U,V) have unit length, resistance r., demand d. Property 2. Before that, we prove the following.
and the current profile shown in Fig. Al. Then ,'i'e1 I

loss in arc (U,V) is expressed by Property 3. The piece-wise quadratic function F(y)
is continuous and strictly unimodal with respect to
1 2 a single variable y..
r.(I-d.) + d.t} dt
Proof. Consider arc (U,V) consisting of n segments.
i i2 I 1 1 2
rnt d.1 I + -d.)
3 (Al) of d and ri denote the demand and the resistance
Let segment
IL i, respectively. Assume a section point
P exist on segment S , see Fig. A3. The the sum
of losses in arc (U,V) is expressed by
I
L(x p ) = i=1 [r.(d
p-1 x
_ p p
+ E P.
j=t+l d j.)2
2
r .d
I d. P1
3Ii]
(d
j=i+l d.)d.r.
- + x + +
p p i IL

+ r
p p
d2{ (x p - 21 )2 + I}
12 ( A3)

:h
t
+ Int l
[r {d (1-x ) + E =p+l k
U V r d2
+ {d (1-x ) + E t-1 d }d rt +
t
]
Fig. Al. Current profile.

Next consider the case in which the arc (U,V)

have a section point P with length x between U
and P. Then we have the current prof i le shown in x
Fig. A2. Hence the loss in this arc (U,V) is p

s1 S

p
Fig. A3. Arc (U,V).
Let x denote the stationary point of L(x ), i.e .,
P P
d.x
dL(x )
p =
0. (A4)
dx
d.I (1 - x) p
Then we have

C(p) - A(p ) (A5)

p
or
0 x 1
(A6)
U P V 1- 2d R
p
Fig. A2. Current profile. where

i=1
n
i
r
0
r.(d.x -
1 1
d.t)2
1
dt + l r.(-d.x + d.t) 2 dt
X 1 L
A(p) d Pi=l (2 E P d.1 )
j=i+l d.j (A7)
= r + 1
r.
=r.d.((x 1 2 +1 } (A2) p p 1
+
- ii -
2 12
From (Al) and (A2) we have (3).
B(p) =P+ ld k
= t t +lrt (2
=P+lt +1 + d ) (A8)
t

and

C(p) = B(p) + 2d R. (A9 )

 153
Lemma 1. The relation O<x < 1 implies B(p) c A(p)
C(p) where
x = 0 if and only if A(p) = C(p),
p

x = 1
if and only if A(p) = B(p). A
Proof. This follows from (A5) and (A6).

From (A7), we obtain

Lemma 2. A(p+l) - A(p) = d 1(2EP1=1
p+1 i
r. +
i r p+l
Corollary 3. A(p) is increasing in p.
From (A8), we obtain

Lemma 4. B(p-l) - B(p) = d (2n 1 r + r

p c=p+l t p

Corollary 5. B(p) is decreasing in p.

Here we illustrate the relations among A(p), B(p)
and C(p) in Fig. A4. Moreover, from (A7), (A8) and
(A9) we get the following:
Lemma 6. B(p-l) - A(p-l) = C(p) - A(p).
B
Proposition 7. Let y = p - 1 + xp where p is an
integer. Define L(y) = L(xp ) for p-1 < y < p.
Then the piecewise quadratic function L(y) defined
over the interval [O, n] is strictly unimodal. t~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Proof. We establish the proof only for the case
0 < xp < 1. Lemma 1 implies
P-I p P+1 P 2
B(p) < A(p) < C(p).
Fig. A4. The relations among A(p), B(p) and C(p).
(Ai0)
Assume to the contrary that Xu < 1 for some u
< p 1. It follows from Lemma 1 that
- Consider the network G shown in Fig. A5 where
each arc has exactly one
segment and nodes B1, B2,B B
B(u) < A(u). (All) denote the 3 substation transformers. Points P
and R denote the section points. Assume Q
R are fixed. Point P is at length x and
On the other hand, we have from node
2. Give a dummy arc A (resp. B) to the demand
B(u) A(u) > B(p-l) A(p-l) (from Corollaries circle A (resp. B) in Fig. A5. Then the loss within
- -
tion of x func-
3 and 5) on the network G is equivalent to that
on the netgork GI shown in Fig. A6 except constant
= C(p) - A(p) (from Lemma 6) terms. Moreover the arcs of network G" can be re-
placed by one arc with 6 segments, see Fig. A7. Hence
> 0. (from (A10)) we can say that
F(y) with respect to one variable
y. is equivalent to L(y) in this sense, noticing
the first y is a vector and the second y is
This contradicts (All). Hence there is no stationary a
point over the segments 1 through p-l. scalar. Hence the conclusion follows.
Next assume to the contrary that xv > 0 for some
v > p+l. It follows from Lemma 1 that
1 2 P

A(v) < C(v). (A12)

~ ~ ~ ~ ~ ~ ~ ~ ~ -1
x

On the other hand, we have from Corollaries 3 and 4

and Lemma 6 and A(ll)
A
A(v) - C(v) < 0.

This also contradicts (A12). Hence there is no sta-

tionary point over the segments p+l through n.
Hence L(y) is strictly unimodal for the
0 < x < 1.
case Fig. A5. Network G.
p
The proofs of this proposition for the case
x = O and xp = 1 parallel the proof for the above
case.

Proposition 7 implies that F(y) is strictly Properties 1 and 2 follow

unimodal with respect to y.. We illustrate this fact
easily from Property 3.
with a simple example.
154

1 2 P 3 3' 4 41
B1 ~~~~-O-O-
-- - ~-O---O-- B2
2
c1u
A B
B(u,v) = Q +
Fig. A6. Network G'" cnunj
B1 p + cv1
* B (A20)
x
cvi
n nj
<p >
L.

restricted Now we give the following recursive quadratic

programming method for (SP).
Fig. A7. Network G".

Algorithm RQP
Appendix 3
We consider the solution of (SP) by a recursive Step 0. Initialize x , u
and v . Set k = 0.
quadratic programming method [lo ]. Let us rewrite k .1k k
Step 1. Solve (QP) with x = x , u = u , v v
(SP) as Let y* solve (QP) and u*, v4, 1 < i < n
be the optimal Lagrange multipliers corre-
(SP) minimize f(x) sponding to (A16), (A17), respectively.
subject to gi(x) < 0, 1 < i < n
Step 2. Set xk± Xk + y*.
h.(x)
1
< 0, 1 < i < n
Step 3. If xk+1 is optimal for (SP),, then stop.
Otherwise revise uk+ 1 u*, vk+l = v*.
r.(x) < 0, 1 < i < m.
Return to Step 1 with k = k + 1.
where
1 T T Here we have used MINOS (version 3.4) [11, 12] in
f (x) = 2~ x Qx + q x (Al3) solving (QP).

2
c x
ilxl
1

F 1(x)]
1

+ Dx d (A14)
2
-

*
gLn (x)
Lgn(X)_
c x
n n

2
h (x) c x
1F + Ex - e, (Al5)
*x
h (x)
n
c
n n

r.(x), 1 < i < m represent linear constraints Ax < b

and 0 < x < 1.

We approximate around a point x by the follow-

ing quadratic program:

(QP) minimize Vf(x) Ty + 2 yTBy

y
subject to

(x)
+ vg (x) y < 0, l < i < n (Al6)

h.(x) + Vh.(x) y < 0, 1 < i < n (A17)

1 1

r( + Vr (x) Ty< 0, l < i < m (Al8)

1

where

B = V f(x) +
%i u vg2(x)
=
vV h (x) (A19)
i=l 1 1

for given constants ui, vi, 1 < i < n.

We can simplify (A19) using (A13), (A14) and (A15).

Let B -
B(u,v). Then we have

Discussion
Stan S. H. Lee (Carolina Power & Light Co., Raleigh, NC): This discusser
wishes to point out erroneous equations used in the paper. The voltage
drop between points U and P in Fig. 4 should be a complex value, as
shown below.
Neglecting </3 for convenience sake, the voltage drop is:
{1/2d, (cos6i + j sinO,) + d2x (cosO2 + j sinO2)} (R, + j X,)
+ ½2 d2 x (cos02 + j sin62) x (R2 + j X2)
= {R, (2 d, cosOi + d2 cosO2 x) - X, (½/2 d sinG1 +d2 sinG2 x)
+ ½2 d2 x2 (R2 cosO2 - X2 sinO2]}
+ j {X, (½/2 d, cos6, + d2 cos02 x) + R, (½2 d, sin@, + d2 sinG2 x)
+ 1/2 d2 x2 (X2 cosO2 + R2 sinG2)} (A)
Comparing Eq. (A) with Eq. (1) in the paper, one can note that the
imaginary part of Eq. (A) is missing in Eq. (1). The same is true for
Eq. (2). I believe that the authors conveniently neglected the imaginary
part of Eq. (A) in order to avoid difficulties in representing complex
numbers in their mathematical programming formulation. In that light,
inequality constraints (7) and (8) do not correctly represent the voltage
drop constraints. One may, of course, state that physically the absolute
magnitude of the complex number of Eq. (A) should approximately repre-
sent the actual voltage drop. In that case, it is not an easy task to incor-
porate the voltage drop constraints in the quadratic program formula-
tion of Eqs. (5)-(9).
Manuscript received March 3, 1986.
K. Aoki, T. Ichimori, and M. Kanezashi: The authors greatly appreciate
Dr. Lee's thoughtful discussion comments. In case the system has the
following properties I)-4), Eqs. (5)-(9) should be more exactly formulated
as the problem (a).
1) Power factor(cosG) is small, and X/R ratio of a line is large.
2) Load on each segment can be accurately measured.
3) Load distribution can be correctly represented.
4) Many sectionalizing switches are installed.
Min. f(x) sub. to g(x) c0, 0 <x < 1 .... Problem (a) where f(x)
represents the loss function and g(x) represents the voltage drop, the line
and the transformer capacity constraints. If we incorporate the absolute
magnitude of Eq. (A) as the voltage drop constraints, the problem can
be formulated so that problem (a) is a nonlinear program with general
nonlinear constraints. The problem (a) can be solved by employing, for
155
example, MINOS/AUGMENT [9], no matter how complicated f(x) and
g(x) may be (see Ref.[*] and references, cited).
The most important point of this paper is as follows:
The load allocation problem is essentially a large scale discrete optimiza-
tion problem and its practical solution methods are not presently
available. We proposed an efficient solution method for the load alloca-
tion problem using the various solution methods of the approximated
continuous optimization problem.
As stated in the Introduction, the system described in this paper is
common in Japanese cities, and has the following properties:
(i)Many sectionalizing switches are installed to prevent the out-of-
service area from enlarging.
(ii) Load on each segment cannot be accurately measured, and load
distribution is approximated to be uniform.
(iii) Phase angle is small, X/R ratio of a line is small, and power factor of
load is nearly 1. Voltage drop is not large.
From the property (i), we can approximate the variable identifying
the locations of the switches by the real variable x, 0 < x c 1. However,
since x is 0 or 1, there exist the rounded errors. From the property (ii),
there exist the estimation errors of the load current and the approxima-
tion errors of the load distribution.
Taking these errors into consideration, it is not practical to exactly
represent the electrical characteristics of the system.
Therefore, we approximate the voltage drop as:
(RcosO - XsinO)I ..... (b)
for the system which has the property (iii).
Equation (b) represents (1) and (2), and corresponds to the real part
of Eq. (A). Therefore, Eqs. (1) and (2) in this paper are not erroneous
equations but the approximate equations often applied for the system
holding the property (iii). The formulation (5)-(9) is a well-defined and
practical one representing the Japanese urban distribution system holding
the properties (i)-(iii).
In conclusion, the formulation of this paper is a well-defined and prac-
tical one in respect to small computer memory size and computational
time, in the case of applying to the operation the distribution systems
having the properties (i)-(iii).
Reference
[*J K. Aoki and M. Kanezashi, "A Modified Newton Method for Op-
timal Power Flow Using Quadratic Approximated Power Flow," IEEE
Trans. Power App. Syst., vol. PAS-104, no. 8, August 1985, pp.
2119-2125.
Manuscript received March 25, 1986.