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Homework
5 is due now
Homework 6 is 2.38, 6.8, 6.23, 6.28; you should do it
before the exam but need not turn it in.
First exam is 10/9 in class; closed book, closed notes, one
note sheet and calculators allowed
Abbott power plant and substation field trip, Tuesday
10/14 starting at 12:30pm. Well meet at corner of Gregory
and Oak streets.
Be reading Chapter 6; exam covers up through Section
6.4; we do not explicitly cover 6.1.
Newton-Raphson Algorithm
The
(v)
, define
x ( v ) x - x ( v )
2. Represent f ( x ) by a Taylor series about f ( x )
(v)
df
(
x
) (v)
(v)
f ( x ) f ( x )
x
dx
2
1 d f (x
2 dx 2
(v)
(v) 2
df ( x )
(v)
x
f (x )
dx
( v 1)
(v)
(v)
5
Newton-Raphson Example
Use Newton-Raphson to solve f ( x) x 2 - 2 0
The equation we must iteratively solve is
x
(v )
(v )
( v 1)
( v 1)
(v)
df ( x )
(v)
f
(
x
)
dx
(v) 2
(( x ) - 2)
( v )
2x
x
(v)
(v)
(v)
1
(v ) 2
2 x (v ) (( x ) - 2)
6
( v 1)
(v)
1
(v) 2
((
x
) - 2)
2 x (v )
x(v )
1
1.5
f ( x(v) )
1
0.25
x ( v )
0.5
0.08333
1.41667
6.953 103
2.454 103
1.41422
6.024 106
7
Function is f(x) = x2 - 2 = 0.
Solutions are points where
f(x) intersects f(x) = 0 axis
At each
iteration the
N-R method
uses a linear
approximation
to determine
the next value
for x
8
Newton-Raphson Comments
When
close to the solution the error decreases quite quickly -method has quadratic convergence
f(x(v)) is known as the mismatch, which we would like to drive to
zero
Stopping criteria is when f(x(v)) <
Results are dependent upon the initial guess. What if we had
guessed x(0) = 0, or x (0) = -1?
A solutions region of attraction (ROA) is the set of initial guesses
that converge to the particular solution. The ROA is often hard to
determine
Multi-Variable Newton-Raphson
Next we generalize to the case where x is an ndimension vector, and f (x) is an n-dimension function
x1
x
2
x
M
x
n
f1 ( x)
f 2 ( x)
f n ( x)
f (x)
11
f1 (x)
f 2 (x)
f (x)
2
f (x )
x1
M
M
f ( x )
n
f (x)
n
x1
f1 (x)
L
x2
f 2 (x)
L
x2
O
O
f n (x)
L
x2
f1 (x)
xn
f 2 (x)
xn
M
f n (x)
xn
x1
x
2
M
x
n
Jacobian Matrix
The n by n matrix of partial derivatives is known
as the Jacobian matrix, J (x)
f1 (x)
x
1
f1 (x)
L
x2
f 2 (x)
J (x) x1
f (x)
n
x1
f 2 (x)
L
x2
O
O
f n (x)
L
x2
f1 (x)
xn
f 2 (x)
xn
M
f n (x)
xn
13
J ( x) f ( x)
x( v 1) x( v ) x( v )
x( v 1) x( v ) J (x( v ) ) 1 f (x( v ) )
Iterate until f (x(v ) )
14
Multi-Variable Example
x1
Solve for x = such that f ( x) 0 where
x 2
f1 (x) 2 x12 x22 8 0
f 2 (x) x12 x22 x1 x2 4 0
First symbolically determine the Jacobian
J (x) =
f1 (x)
x
1
f 2 (x)
x1
f1 (x)
x2
f 2 ( x)
x2
15
4 x1
J (x) =
2 x1 x2
Then
4 x1
x1
x 2 x x
2
1
2
Arbitrarily guess x
x
(1)
(0)
2 x2
x1 2 x2
2 x2
x1 2 x2
f 1 ( x)
f 2 (x)
1
1
1
1 4 2 5
1 3
1
3
2.1
1.3
16
x
5.50 0.50
1.45 1.2122
2.1
1.3
specified tolerance
f (x
(2)
0.1556
0.0900
18
19
Black lines are DC, blue lines are 765kV, red are 500 kV
Source: Midwest ISO MTEP08 Report
20
21
22
23
*
Vi I i
Vi
YikVk
Vi
k 1
k 1
* *
YikVk
ik @ i k
Recall e j cos j sin
24
k 1
k 1
Vi Vk
k 1
k 1
n
k 1
25
Vi
Vi
k 1
n
k 1
26
n
x
V 2
V
n
P2 (x) PG 2 PD 2
Q (x) QG 2 QD 2
2
(v)
x
x J (x
v
v 1
End While
( v ) 1
) f (x
(v)
28
f1 (x)
L
x2
f1 (x)
xn
f 2 (x)
J (x) x1
f (x)
n
x1
f 2 (x)
L
x2
f 2 (x)
xn
M
f n (x)
xn
O
O
f n (x)
L
x2
29
Vi
Vi
k 1
n
k 1
k i
fi ( x)
Vi V j (Gik sin ik Bik cos ik ) ( j i )
j
30
One
1.000 pu
Two
0 MW
0 MVR
2
x
V2
Ybus
1.000 pu
200 MW
100 MVR
j10 j10
j
10
j
10
31
k 1
n
k 1
J ( x)
Q 2 (x)
2
P2 (x)
V 2
Q 2 ( x)
V 2
10 V2 cos 2
10 V2 sin 2
10sin 2
10 cos 2 20 V2
33
(0)
0
1
Calculate
f(x
(0)
V2 (10sin 2 ) 2.0
2.0
1.0
10 0
(0)
J (x )
10
V
sin
10
cos
20
V
0
10
2
2
2
2
Solve x
(1)
0 10 0 2.0
1.0
1
0
10
0.2
0.9
34
(1)
0.212
2
0.279
0.9(10cos( 0.2)) 0.9 10 1.0
8.82 1.986
1.788 8.199
f(x )
J (x(1) )
x
(2)
f(x
(2)
0.2
0.9
8.82 1.986
0.212
1.788 8.199
0.279
0.0145
0.236
(3)
x
0.0190
0.8554
0.0000906
f(x )
0.0001175
(3)
Done!
0.233
0.8586
V2 0.8554 13.52
35
One
-200.0 MW
-100.0 MVR
Line Z = 0.1j
1.000 pu
200.0 MW
168.3 MVR
Two
36
(0)
0.25
Calculate
f(x
(0)
J (x
V2 (10sin 2 ) 2.0
(0)
0.875
2.5 0
10 V2 sin 2 10 cos 2 20 V2
0
37
0 2.5 0
2
Solve x
0 5
0.875
0.25
1.42
1.462
(2)
(2)
(3)
f (x )
x
x
0.534
0.2336
(1)
0.8
0.075
0.921
0.220
One
-200.0 MW
-100.0 MVR
Line Z = 0.1j
1.000 pu
200.0 MW
831.7 MVR
Two
PV Buses
Since
40
P2 (x) PG 2 PD 2
f (x) P3 (x) PG 3 PD3 0
Q2 (x) QD 2
Line Z = 0.1j
0.941 pu
One
170.0 MW
68.2 MVR
1.000 pu
Line Z = 0.1j
Three
Two
Line Z = 0.1j
-7.469 Deg
200 MW
100 MVR
1.000 pu
30 MW
63 MVR
41
Vi
Vi
k 1
n
k 1
42
10sin 2 4.0 V2
10 cos 2 20 V2 2.0 V2
43
(0)
0
1
Calculate
f(x
(0)
V2 (10sin 2 ) 2.0 V2
2
0
12
Solve x
(1)
0 10 4
12
1
0
2.0
1.0
2.0
1.0
0.1667
0.9167
44
One
-160.0 MW
-80.0 MVR
Line Z = 0.1j
1.000 pu
160.0 MW
120.0 MVR
Two
0.894 pu
-10.304 Deg
160 MW
80 MVR
45
Disadvantages
Newton-Raphson
analysis
47