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A Computational Comparison of two Different Approaches

to Solve the Multi-Area Optimal Power Flow Problem
J. A. Aguado* V. H. Quintana Department of Electrical and Computer Engeneering University of Waterloo Waterloo, Ont ., Canada
March 20, 1998
Abstract. In the increasingly competitive electric industry there's a need to carry out an optimal managment of the interconnected systems. This paper deals with a computational comparison of two different approaches to solve a Multi-area Optimal Power Flow (MOPF) problem. The first approach considers all the interconnected sub-systems as a single system; the optimal operating strategy that is obtained is for the whole system and the sub-systems are operated in a centralized fashion; a one step interior-point algorithm is employed in this approach. The second approach is based in decomposition techniques that lead to an iterative algorithm; this approach is computationally more expensive than the former but enable the independent operation of each interconnected sub-system while the global optimum is also achived. In this approach, the MOPF problem is solved by a combined LagrangianRelaxation/Interior-Point (LR/IP) method. In both cases, an AC network model is used, and the problem in the framework of Sequential Linear Programming (SLP).
however, the number of flops and CPU time requirements are higher that in the global-single system approach. The independent-systems approach i s based on decompositions techniques such as Augmented Lagrangian [2], or Lagrangian Relaxation [3]. In this paper, the independent-systems MOPF problem is solved by a combined Lagrangian-Relaxation/Interior-Point algorithm. This paper is organized as follow. Section I1 discusses the mathematical formulation of an MOPF problem, defining variables and limits, and also presents a centralized formulation of the problem. A LagrangianRelaxation/Interior-Point algorithm to solve the decentralized problem is presented in Section 1 1 1 . Besides discussing the computational efficiency of each approach, Section IV provides a performance comparison in a small system. Conclusions are sumarized in Section V. References close the paper.

A. J. Conejo E.T.S. de Ingenieros Industriales Universidad de Castilla-La Mancha Ciudad Real, Spain.

Problem Formulation

Introduction

An Optimal Power Flow (OPF) problem determines the optimal steady-state operation of a power system that minimizes a chosen objective function and satisfies certain physical and operating constraints. This problem is a typical nonlinear programming problem. The Multi-area Optimal Power Flow (MOPF) problem arises when the operation of several interconnected systems is involved. One way to solve this problem is to assume the interconnected systems as a global-single system, and a single OPF is solved by, say, an InteriorPoint (IP) algorithm [l]. On the other hand, several approaches have been proposed to solve the MOPF problem so that each interconnected system is independently operated and still a global optimum is achived. In this type of solution,
*Visiting Scholar at the University of Waterloo

In this paper we solve a nonlinear programming problem - the OPF problem - by a sucessive linear aproxis considered in this paper is the mation. The OPF that i Multi-area OPF problem. In its formulation we assume that there exists a bus at each tie-line that interconnect different areas (see Fig. (4); for a detailed discussion, see [3]). The MOPF problem can be mathematically formulated as follows:

min subject to

where 0-7803-4314X/98/$10.00 01998 IEEE

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f ( x ) : is a scalar function that models the global operating cost ; Z(x) : is a vector with the load flow equations a t buses in the tie-lines ; g ( x ) : is a vector with the load flow equations at the rest of the buses;
h ( z ) : is a vector with the operating limits on the system, with lower bound hmin, and upper bound
hmax

.
7

this model is limited to a small region around a given operating point. Therefore, an iterative procedure is s well required to update the system operating point a as the linear model used in the problem formulation. Once the problem (2) is linearized, an efficient onestep Interior-Point algortihm can be implemented to solve the problem [l]. In the next secction we present a decompositon approach in which a Lagrangian Relaxation and an Interior Point algorithms are combined to solve problem (5).

x : is a vector of the unkown variables with lower and upper limits xmln and xmaz, respectively.
It should be noted that all voltages magnitudes and all voltages angles, except for the swing bus, are modeled as bounded variables. Assuming that a current point ~k satisfies load-fiow equations g ( x k ) a d I(.k), the linearized problem wn be written in the following form: min subject to

The Lagrangian Relaxation Interior Point Approach

The Lagrangian Relaxation technique Permits the decomposition of the OPF multi-area problem into several one-area OPF problems. Once the original problem is decomposed, an infeasible primal-dual interior-point algorithm is used to solve each independent problem.

VF(zk)Ax J ! ( X ~ ) A= Xo J g ( z k ) A z= 0 Ahmin 5 J h ( x k ) A x 5 Ahma Axmtn < - A x 5 Axmax

3 . 1

Lagrangian Relaxation Algorithm

t2)

Since in problem (5) all variables are continuous, the objective function is strictly convex and the constraints are linear, it can be solved the dual problem of ( 5 ) instead of solving the primal problem directly. The dual problem of (5) can be written as

where J g ( z k ) , J l ( x k ) and J h ( z k ) are the Jacobians (at the kth iteration) of the vector functions g ( x ) , Z(z) and h ( x ) , respectively; and Ahmin - hmin - h ( x k ) , Ah = h - h ( x k ) , A x m i n - xmin xk, &ax = %ax - x k * (3)

Maximizex
where the dual function is
q(X)

q(A)

(5)

z Minimize, [VfT + XTJl]x - ATbl

subject to A x = b
X l O

(6)

It is worth noting that Jl is a matrix that models equations in which variables from different systems are involved. Using some algebra, the problem can be formulated

and X is a vector with the dual variables associated with

matrix J,.

V F x subject to J ~ = x bl Ax = b 220
min

(4)

A dual maximization algorithm is better suited to this particular problem because it can exploit the separation structure of the dual objective. It is neccesary to implement an iterative algorithm to update the multipliers As. A subgradient-based dual maximization algorithm has been implemented [SI,
A(+1) = A() + p C 4

Ji
I1 JI I1

where z vector includes the slacks variables and A is a matrix with the system restrictions. The linear formulation presented above is only an approximation to the original problem; the validity of

(7)

Given a A(), the problem (7) can be decomposed into N subproblems, where N is the number of the different areas interconnected (for the sake of clarity, the

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subindex N i is not included in the term ):

[Vp + X()TJi]

The LR algorithm works is as follows: Step 1: Initidizate de dual vector A() Step 2: Solve each independent subproblem ; Step 3: Update the dual vector A(); Step 4: If JIX(+l) - X()II 2.
I54
1

3 4 Nwdm01 SLP-OPF

5 E,

stop; else go back step

Figure 1: Evolution of the Operatrion Cost in the SLP algorithm

3.2

The Interior Point Algorithm

This subsection-deals with the solution of the problem (9). It is solved through an infeasible primal-dual interior-point algorithm. The dual problem of (9) can be formulated as

(12) can be obtained by applying a one-step Newtons Method. Starting with any initial point that satisfies x > 0, z > 0 and p > 0, equations (12) are solved. After updating variables, a new problem of is solved with a reduced value of p.

Simulations and Discussions

where z is the dual slack vector. Eliminating the above nonnegativity constraints by incorporating them in a logarithmic barrier term that is appended to the objective function, the Lagrangian for (10) is defined as

where the barrier parameter p > 0 is decreased to zero as the algorithm iterations progress. An optimal solution of (10) is expressed in terms of a stationary point of the Lagrange function. Therefore, an optimal solution must satisfy the KKT first-order necessary conditions

where X = diug(x1,...,xn), 2 = diag(z1, ...,2 , ) and e = (1,1, ...,1). An aproximate solution to equations

We have tested the two approaches presented above, using a small system (ll-bus system) . To obtain the numerical results, a prototype has been coded in MATLAB [9]. the evolution of the objective function through the iterations of the SLP algortihm is shown in Fig. (1). The same cost evolution is obtained using both approaches; however,the number of flops and CPU time requierements are substantially differents. Notice that, once the problem (2) is linearized, the One-step IP approach solves a problem that has a matrix restriction with the structure shown in figure (2). On the other hand, once the problem (2) is linearized, the LR-IP approach decompose the original problem into smaller systems, one for each interconnected area (2 areas in this case). Thus, smaller systems are solved; however, these are solved more times. In our tests, for the small systems, the number of iterations of the Lagrangian-Relaxation loop ranges from 7 to 12. In this case, the structure of the matrix restriction of one of the interconnected systems is shown in Fig. (3). The number of flops requiered by the LR-IP approach is more than 10 times the ones requiered by the one-step IP approach.

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Conclusions

10

20

30

40

50

80

70

Figure 2: Structure of the restriction matrix of the whole system

...e
5

.. . . . . . . . ..,, . . . . . . . . } ..... .
..

We have presented a computational comparison between two approaches that solve the Mult-area Optimal Power-Flow (MOPF) problem. At the time of writting this paper, the implementation served the purpose of testing the overall performance of the "Lagrangian-Relaxation" algorithm under two new features: an AC model for the network and the combination of the LR technique with an Interior-Point algorithm to solve each independent-area subproblem. Results derived from tests, using small systems, show that the "one-step IP" approach requieres less number of flops to obtain the solution (that is, less execution time); however, the "LR-IP" approach, although requires more CPU time, seems to be an appropiate solution to solve the MOPF problem where a decentralized implementation is requiered. Preparations for testing large scale power systems are under way and distributed implementation of the "LRIP" approach is a task for future work.

. e . . .

-..

e . . .

e .

e . .e..

..... . .. .

References
[l] Yan X and Quintana V. Improving an interiorPoint Algorithm for Security-Constrained economic Dispatch. IEEE Trans. on Power Systems, Vol. 12, NO. 2, August 1997, pp. 803-810.

3 5
0 5 1 0 1 5

..
2 0 2 5 3 0 3 5

.
*
4 0

[2] B. Kim, R. Baldick. Coarse-grained distributed optimal power flow. IEEE Trans. on Power Systems, Vol. 12, No. 2, pp. 932-939, May 1997. [3] Conejo A., Aguado J. Multiarea Coordinated Decentralized DC Optimal Power Flow. Accepted IEEE Trans. on Power Systems.
[4] B. Sttot,O. Alsac, and A.J. Monticelli,

Figure 3: Structure of the restriction matrix of one of the interconected system

Security analisys and Optimization. Proceedzngs of the IEEE, 75 (1987),pp. 1623-1644.

[5] I. J. Lustig, R.E. Marsten and D.F. Shanno. Interior Points for Linear Programming: Computational State of the Art. ORSA J. on Computing G, 1994, pp. 1-14. [6] R.J. Vanderbei. Interior Points Methods: Algorithms and Formulations ORSA J. on Computing 6, V O 6 ~, NO 1, 1994, pp. 32-34. [7] D. Bertsekaa. Nonlinear programming. Athhenea Scientific, Belmont, Mass, 1995

AREA 1
Figure 4 11 Bus System

AREA2

[8] B.T. Polyak. Introduction to Optimization. Optimization Softtware Inc. New York, 1987. [9] The Math Works Inc; Natick, Massachusetts MATLAB 1993.