Dynamic model for long.
term
expans 0n planning studies of
power transmission systems:the
Ortie model
J C Dodu and A Merlin
Direction des Etudes et Recherches, Electricit~ de France,
1 avenue du G~n6ral de Gaulle, 92141 Clamart, France
With regard to its complexity, the long-term expansion
planning problem o f a power transmission system cannot be
tackled without making some broad assumptions. In the
present study, it is assumed that the investment variables
are continuous variables and that the flow on the trans-
mission system complies with Kirchhoff's current law only.
Moreover, only the forced outage rates on thermal genera-
tion units are taken into account, whereas all other uncer-
tainties are ignored. The problem to be solved may be
defined in the following way: if the increase in demand
and the structure and site o f the generators are known,
the maximum transfer limits o f the network at each point
o f time o f the period studied can be determined so as to
minimize the investment, operation and reliability costs.
Using certain assumptions, the problem is solved by linear
programming techniques. The special structure o f the con-
straint matrix makes it possible to apply two methods for
solving large-scale problems: a column generation tech-
nique with maximal flow problems as subproblems, and a
partitioning technique o f the basis matrix.
I. I n t r o d u c t i o n
Taking into account the size of the problem and the present
state of computing facilities, the study of long-term expan-
sion planning of an electric power transmission system by
means of a mathematical model using operational research
methods* can be undertaken only at the cost of a highly
schematized representation of the network and by adopting
a certain number of fairly broad simplifying assumptions.
The model described adopts the following approximations:
• the variables representing the investments are continuous
variables
• the flow of energy through the network obeys Kirchhoff's
first law only
It is clear that such a model cannot claim to solve the long-
term expansion planning problem of a transmission network
Received: 9 July 1980
* References 1-13 present various possible approaches to the
problem of long-term expansion planning of a transmission network
2 0142-0615/81/010002-15 $02.00 © 1981 IPC Business Press
in all its complexity. Its aims are threefold:
to bring out the main axes of development of the future
network by determining, for each axis, the overall
investment to be made
to study how the structure and design of the network
can be varied as a function of basic parameters such as
the development of demand or the localization of
thermal units
to obtain results that can serve as a starting point for a
more detailed study in which the network is described
less schematically (using a larger number of nodes and
lines and introducing Kirchhoff's second law) and the
nature of the investment made is more explicit (the
number of elements in parallel, the cross-section of con-
ductors, the voltage level, etc); this study would be
undertaken with the aid of probabilistic models as
described in References 14-18.
One of the main difficulties of long-term expansion planning
lies in allowing for the uncertainties that affect the
generation-consumption-transmission system. In the
present paper, only unavailability of thermal units will be
taken into account, all other uncertainties being disregarded.
The model will thus be able to evaluate simultaneously:
the transmission needs representing the investment
required, in the absence of uncertainties, for carrying
the power from generation nodes to consumption
nodes
• the additional interconnections necessary for meeting
the uncertainties of thermal generation
The study period will consist of a finite number of time
intervals, each one representing a year or a period of several
years. To simplify the problem, it should be assumed, how-
ever, that the study period is divided into years, the state
of the network being defined by the value of the transfer
linfits of the links at the end of each year.
Electrical Power & Energy Systems
Furthermore, consumption will be given in the form of the optimal expansion planning of the network amounts to
annual load-duration curves, each load-duration curve solving a linear program that has:
having several consumption levels corresponding to different
tariff rates (peak hours, loaded hours, off-peak hours). 200 variables representing the transmission capacities of
the network links at different moments of the period
The problem can be expressed more precisely as follows: if studied
the development of demand and the structure and locality
of generation facilities are known, determine the transfer • 60 000 variables representing the flows through the links
limits of the network links at different moments of the of the network
study period such that the total cost, at present values, of
investment, operation and failure is minimized. • 30 000 equality constraints expressing Kirchhoff's first
law
The criterion adopted for evaluating failure will be the
mathematical expectation of annual unsupplied energy • 120 000 inequality constraints expressing the bounding
caused by lack of transmission capacity in the network, of the flows, in absolute value, by the link capacities
the uncertainties involved influencing the availability of
thermal generation facilities. To estimate this quantity, the • 200 inequality constraints expressing the increase in the
average of annual unsupplied energy will be taken on a set size of equipment over the study period
of situations o f unavailability o f thermal units, after a
preliminary random sampling o f these situations. This
average will be inserted in the economic function after
Numerical tests were carried out on an IBM 370/168. The
having been valorized at the unit cost of the failure.
computer time required to determine the optimal expansion
plan over 5 years of a network with 20 nodes and 38 links
Further, it is assumed that the equipment increases in size
was 11 rain 33 s, considering 100 situations of unavailability
over the study period and that no equipment is disrated.
of thermal units and 3 consumption levels on the annual
load-duration curve. In this case, account was taken of the
The problem can be regarded as one of optimal control on
network existing at the moment the study began. When the
a discrete time basis with linear constraints (see Section
existing network is null, the machine time is 24 min 48 s.
V.4). In point of fact, what is involved is the study, as a
function of time, of the expansion planning of a physical
The model also makes it possible to carry out 'static'
system (the electric power network) defined at each
studies, i.e. those that allow determination of the optimal
moment by a vector of state variables (the transfer limits of
design of the network for a given year. In this case, the size
the network links) and subjected to the action of governing
of the network can reach 50 nodes and 100 links. Section
variables (the transmission capacities put into service each
VIII gives some numerical results for this type of study.
year).
The present paper is an expanded version of that in
The application of optimal control theory raises a difficulty
Reference 33.
because of the nondifferentiable nature of the function to
be minimized. It can, be shown, however, that the solution
of the problem is reduced to an equivalent linear program.
II. Notation
The special structure of the constraint matrix makes it
Vectors are represented by lower case letters, except for
possible to apply two methods used for solving very large
i,/', k, l, m, n and a few others which denote integers. The
problems.
symbol x will represent either a row vector or a column
vector and the scalar product of two vectors x and y will be
The first is a column generation method 19"31. This is a
denoted by xy. Given a vector x E R n, a component of x,
decomposition procedure by means of which it is possible
Vk E N = {1, 2 , . . . , n} will be denoted by xk, and the
to solve a linear program without having to form all the
vector of components {xkl Vk @ K C N} by XK.
columns of the constraint matrix. Only the columns needed
for applying the simplex method to the problem posed are
Matrices will be represented by upper case letters. Given a
constructed. Each column is generated during the course of
matrix A, I is the set of row indices, J is the set of column
the algorithm by solving an optimization subproblem. Here,
indices and
the subproblem is maximal flow.
A~ is an element of A, i E I and/' C J
The secofld is the generalized upper bounding method 32,
which is, in fact, a partitioning method applied to the basis A i is a row of A, i ~ I
matrix.
AL is the matrix with rows {A~IV~ E L C I}
In order to outline the size of the problem involved,
consider the development over 5 years of a system having 20 Ai is a column of A , / E J
nodes and 40 links. Let us assume that the number of un-
availability events drawn at random to estimate the mathe- AK is the matrix with columns {Ak IVk E K C J}
matical expectation of annual failure is 100 and that the
number of levels of the annual load-duration curve is AK is-the matrix with elements {A~I V~ E L C I, Vk E K C J}
three (for each year of the period studied). Within the
framework of the hypotheses adopted, determination of A' is the transpose of A

V o l 3 No 1 January 1981 3
III. Preliminary definitions
The network studied will be represented by a connected
graph G, the nodes of which are denoted by oi, Vj c S = di (t,I) 3__
{0, 1,2 . . . . . n, (n + 1)}. oo and an+l are the source and the
.} d,(,,z)
~. 1
sink of G respectively (see Figure 1). dl(t'J) . . . . . I

The arcs of G will be denoted by bti, Vi E T. The notation g

t~ I
di(t,Y] . . . . --t
(p, q) will be used to represent a directed arc leading from
Op to Oq. An undirected arc, the end nodes of which are op
and Oq, will be denoted either by (p, q) or (q, p). The
graph G contains:

• directed source arcs (0, i), Vi E N = {1, 2 . . . . . n}

• directed sink arcs (i, n + 1), Vi E N

Duration
• other arcs ")'2, V£ E M = {1, 2 . . . . . m}, undirected
Figure 2 L o a d - d u r a t i o n curve f o r y e a r t

The arcs "),~represent the transmission lines and are o f the

form (p, q) with p E N, q C N, p 4: q. The source arcs The capacity of a cut will have the value"
symbolize the generation facilities, while the sink arcs
represent the demand. Thus: E
i~s2 (X)
zi

T=MUPUQ
111.3 Arc-cut incidence matrix
where P is the subset of the source arc indices and Q is the Let {Fk I Vk E K} be the set of cuts of graph G and let C be
subset o f the sink arc indices. the arc-cut incidence matrix of graph G. The elements of
this matrix are:
IlL 1 Cut o f G
Let H C S be a subset of indices. The set of indices of the C{=lif£EFktv£ET and VkEK
arcs/a i having as end nodes op and Oq is denoted by 0 if not 1
~2(H) C T s u c h that:

l ~ ~ H and q E H i f l ~ i is a directed arc leading from ap IV. Problem data

to Oq
H and q E H or' p E H and q q~ H, if/a i is an un- IV.1 Consumption data
directed arc At each node of the network oi (i = 1, 2 . . . . . n) and for each
year t of the period studied (t = 1, 2 . . . . , r), the consump-
Any set ~ ( X ) such that: tion is given in the form of an annual load-duration curve
having several consumption levels di(t, j) (j = 1, 2 . . . . . n).
{0}~X and {n+I}EX The duration of the levels is denoted by £(j) (/' = 1,2 . . . . ,7 0.
] = 1 will be the index of the peak level (see Figure 2).
is called a cut o f graph G.
IV.2 Generation data
X is then of the form: At each node of the network and for each year of the period
studied, the characteristics o f the thermal generation units
X=YU{n+I} withYCN are given. Each unit is defined by its m a x i m u m power, its
availability rate and its generation cost.
The graph G thus has 2 n cuts.
For each year t of the period studied (t = 1, 2 , . . . , r), a
111.2 Capacity o f a cut certain number of situations of unavailability of thermal
Let us denote by z i >~ 0 the capacity of an arc/1i, V i E T. units are envisaged that are indexed r E S(t) with IS(t) l = v.
Each situation is defined by the list of units declared to be
unavailable at that time. In order to decide which units are
available or not, samples are drawn according to the rate of
unavailability of each o f the units*. Thus it is possible to
determine the quantities:
pi(t,], r) (i = 1, 2 . . . . . n; t = 1, 2 . . . . . ~-;
\ ~ - \ . . . . /- ----..11 ' ] = 1, 2 . . . . . 7r; Vr e S(t))

* To create a situation o f u n a v a i l a b i l i t y , each unit is assigned a

number at random that can assume a value u n i f o r m l y distributed
between 0 and 1. According to w h e t h e r the number is above or
Figure ] Graph (3; arcs 7~, V£ E M denoted by heavier below the failure rate of the unit, the latter is declared available or
lines unavailable

4 Electrical P o w e r & E n e r g y Systems

Pi(t,], r) denotes the maximum output that can be delivered
by the available generation units located at node oi, in year
t, and that operate for the duration of level ], when a situa-
tion of unavailability r arises. Pi(t,], r), is calculated as
follows.
A year t and a level ] of the annual load--duration curve
corresponding to all the nodes are considered and a situa-
tion of unavailability r is assumed. The available units are
operated in merit order until the sum total of their maxi-
mum outputs reaches or exceeds the consumption level
co(t,/)= ~ di(t,])
i=1
Once this consumption level is attained, the remaining units
will not be used for the duration o f level/'. Thus, a list is
obtained of the units that operate for the duration of each
of the levels, for each year of the period studied and in
each case of unavailability. By locating the nodes to which
these units belong, the quantities pi(t, j, r) are deduced.
When the total maximum output of all available units is less
than the demand, there is a shortage in generation; all the
units available are then used.
IV.3 Network data
The topology of the network is fixed. The list of nodes
oi (i -- 1, 2 . . . . . n), and the list of links 7~ (£ = 1, 2 . . . . . m)
that can be equipped or reinforced are known.
Moreover, the transmission capacities of the network links
are given at the start of the study:
x~(O) (£ = 1, 2 . . . . . m)
and the maximum size of these links is:
SQ (£ = 1,2, . . . , m )
V. Mathematical formulation
V.1 Problem unknowns
The expansion planning of the network over a period of r
years is studied. The moments (t - 1) and t are the beginning
and the end of the year t (t = 1, 2 . . . . , r) respectively:
Year 1 Year t
I I I I
0 I (t- 1) t (r-
The problem consists in determining the transmission
capacities of the network links at the various moments of
the study period. The transmission capacity of the link 3'~
at the moment t (£ = 1, 2, . . . , m; t = 1, 2 . . . . . r) will be
denoted by x~(t). These variables have to meet the in-
equality constraints:
x(t) ~> x(t - 1) (t = 1, 2 . . . . . r)
x(r) < x
The inequality constraints (1) express the increase in the
size of the equipment during the entire period studied (it is
Vol 3 No 1 January 1981
assumed that there is no disrating of equipment). The in-
equalities (2) mean that the space reserved for rights of way
is limited because of constraints of a technical or environ-
mental nature.
V.2 Function to be minimized
The economic function to be minimized is the sum of the
present discounted values of the investment, operation and
failure costs.
V2.1 Investment costs The present discounted value of the
investment cost is expressed by:
T
c(t- 1)Ix(t)- x(t- 1)]
t=l
where x(t) is a vector of components {x~(t)[ £ = 1, 2 . . . . , m},
c(t) is a vector of components {c~(t)l £ = 1, 2 . . . . , m}, and
x(t) - x(t - 1) represents the quantity of equipment
commissioned in the year t. c~(t) will have the value:
c~ wQ(r - t)
(1 + p)t (1 + p)r
where c~ is the unit cost of investment for the link 7~, P is
the discount rate, and w~(r - t) is the user price of the
link 3'~, corresponding to equipment of age (r - t).
The user value of the network at the end of the study
period is deducted in order to take into account the fact
that the various reinforcement strategies do not all lead
to the same final network. Those for which the user value
of the network at the end of the period is highest should
therefore be favoured.
In the case of a constant annual cost in assets, the user
price of the link 3'~, corresponding to equipment of an age
0 and a service life O, is given by the conventional formula:
(1 + p)® -- (1 + p)e
wQ(O) = c~
(1 + p)O _ 1
assuming the value of the equipment to be null at the end
of its life (see, for example, Reference 34).
V.2.2 Failure costs The failure taken account.of in the
economic function is that caused by inadequate trans-
mission facilities.
Year r
I I The criterion chosen to assess such a failure is the mathe-
1) r matical expectation of unsupplied annual energy caused
by lack of transmission capacity in the network, the un-
certainties involved influencing the availability of thermal
units.
Let us consider a year t and a level j of the annual load-
duration curve and assume a situation of unavailability r.
Let ~(t,/', r) be the maximal flow passing through the
graph G from Oo to On+l when the capacity of each of the
(1) arcs lak(Vk E T) is given the value:
(2) Ix~(t) if the arc/ak is an arc 3'~ (£ E M )
ak(t,/, r) = IPi(t,] , r) if the arc/~k is a source arc (0, i) (i E N )
[di(t,]) if the arc/ak is a sink arc (i, n + 1 ) ( i E N )
5
To this maximal flow corresponds the shortage:
6(t,/, r) : co(t,/) - &(t,/, r)
The shortage caused by inadequate generation facilities is
denoted by g°(t,j, r):
rl
g°(t,/, r ) = Max[0, co(t,/) ~ pi(t,f, r)]
i=1
By definition, the shortage resulting from inadequate
transmission facilities is the difference 8(t,f, r) -8°(t,], r).
On level 1, this lack of power is assumed to lead to load-
shedding, whereas at the other levels, it entails additional
operating costs (see Section V.2.3). The energy not supplied
because of network inadequacy will thus be recorded in
accounts only at the peak level. The annual value of such
energy will thus be, for the year t and with unavailability r:
Q(1)[g(t, l, r) - 6°(t, 1, r)l
The mathematical expectation of this quantity can be
estimated by averaging:
1 1
-E £(1)[8(t, l , r ) - g ° ( t , 1,r)]
v r~S(t)
This average is valorized at unit cost, )L of the unsupplied
energy. The failure cost is thus:
X
-E ~(1)[8(t, 1, r ) - g°(t, 1,r)]
u r~S(t)
The discounted present value of failure costs is inserted in
the economic function:
1 X
~' (1 + p)t u ,~'s(t) f~(1)[g(t' l'r)-g°(t'
t=l
V2.3 Operating costs Allowance is made in the economic
function for the mathematical expectation of additional
annual operating costs caused by lack of transmission
capacities in the network.
Chiefly during off-peak hours, it may not be possible,
because of network inadequacy, to transmit all the output
of some generation units. To compensate for this, the
power delivered by some thermal units, for which the
generation costs are higher, must be increased. The result is
an added operating cost that can be defined as the differ-
ence between the actual operating cost, taking account of
the network, and the operating cost that would be obtained
if the line capacities had an infinite value.
This additional operating cost will be recorded only at the
index levels/~> 2, since, at the peak level, we have assumed
that the lack of transmission capacities on the network
resulted in load-shedding. Further, it is assumed that the
generation shortage 8°(t,/, r) is null for/~> 2 and whatever
t and r may be.
Classification of the units in order of increasing cost (see
6 Electrical Power& EnergySystems
Section IV.2) made it possible to define the list of available
units operating at each level of the load-duration curve for
(3) year t and in each situation of unavailability r. ~l(t,/, r)
denotes the mean, weighted by the maximal power outputs,
of the generation cost of units not operating for the dura-
tion of level/; and/3°(t,L r) denotes the mean, weighted by
the maximal power outputs, of the generation cost of units
operating for the duration of level j.
A level with index f ~> 2 is considered where 6(t, j, r) is the
failure defined by equation (3). This failure is due to the
fact that the transmission capacity of certain links is in-
sufficient for delivering the entire production of units that
are in operation. It could be eliminated if some of the units
not in operation were used. Further, if the link capacities
were infinite in value, the undelivered power, 6(t,/, r),
could be supplied if some of the units in operation were
called upon. For a first approximation, the value of the
additional operating cost at level / can therefore be taken as
£(/)[(31(t,/, r) -- [3°(t,£ r)] 8(t,j, r)
The mathematical expectation of this quantity can be
estimated by taking the average:
- ~, £(/)[[31(t,/,r)-[3°(t,/,r)]8(t,j,r)
v r~S(t)
The discounted present value of additional operating costs
is inserted in the economic function:
t~'(1
=1 +p)t i=2 ;r ~-S(t) Q(/) [~1 ( t , / , r) -/3°(t,/, r)] 8(t,/, r)
Since the units have been listed in order of increasing cost:
~l(t,j, r)>-~°(t,£ r)
The formulation of the problem, as described later, does not
1,r)] permit the insertion of a more exact expression for the
additional operating cost in the economic function. For
this, it would be necessary to have recourse to supple-
mentary variables representing outputs of the generation
units.
V.3 Full expression of economic function
The expression to be minimized is:
Z c(t- 1)[x(t)- x(t- 1)] + Z Z Z k(t,j,r)6(t,j,r)
t=l t = l /=1 r~-S(t)
where
if/= 1
u(1 + p)t
x(t, i, r) =
[13'(t,/,r) [3°(t,j,r)] £(j)
if/~> 2
v(1 + p)t
and where 8(t,/, r) is the shortage defined by equation (3).
The generation shortage has not been included in the
economic function since this one has a given value. Further-
more, there is no need to take into account the term designating an optimal solution of the LP1 by:
k(t, j, r) 8(t, ], r) such that k(t, j, r) = 0. In what follows, it
can be assumed that k(t, j, r) > 0, whatever t, j, r may be. {~(t) (t = 1, 2, . . . , r); &(t,j, r)(t = 1, 2 . . . . ,7;
] = 1, 2 . . . . , n; Vr C S(t))} (6)

If, for a special value of the indices t,], r, such as t°,j °, r°:
V.4 Complete formulation of problem
According to the Ford-Fulkerson theorem 3s, ~(t, L r) is the &(t°, j °, r °) < a *( t°, j °, r °)
minimal capacity of a cut of graph G, when the capacity of = Min {~(t °) C ~ + ap(t°,j °, r °) C~ + aQ(t°,] °, r °) C~}
each arc pe(Vk ~ T) is given the value: k~K

a feasible solution of the LPI would be obtained by replac-

[ x~(t) if the arc Pk is an arc 7~ (£ E M )
ae(t,j,r) = Pi(t,], r) if the arc/a k is a source arc (0, i) (i C N )
di(t,j ) if the arc Pk is a sink arc (i, n + 1) (i E N )
Therefore:
ing &(t°, jo, r o) by a*(t °, jo, r o) in equation (6). This solution
would be better, in the strict meaning of the term, than
equation (6) since we have assumed X(t°,j °, r °) > 0. Conse-
quently, equation (6) could not be an optimal solution.

~t(t,], r) = Min {x(t) Ck + ap(t,/,r) C~, + aQ(t,], r) C~} VI. Method of solution
The revised simplex method is applied to the dual LP2:
keg (4)
T /r
The problem to be solved can be expressed as follows: Max y, ~ y~ f(t,/, r) y(t, j, r) + x(0) v(0) - £v(7)
t=l i=l rES(t)
T T /t
Min T. c(t - 1)Ix(t) - x(t - 1)1 + T. T. T~ x(t,j,r) subject to the constraints:
t=l t=l ]=1 r~S(t)

× [co(t,j) - 6(t,j, r] y(t,/', r) >~ 0 ( t = 1,2 . . . . . T; / = 1, 2 , . . . , 7 r ; Vr E S(t))

subject to the constraints: v(t)/> 0 (t = 0, l, 2 . . . . . r)

ff
x(t)/> x(t - 1) (t = 1, 2 . . . . . 7-)
E E CMy(t,], r) + v(t -- 1) -- v(t) = c(t -- 1) -- e(t)
x(t) < x i : l r~S(O (t = 1, 2 . . . . , T)
and where a(t,/, r) is defined by equation (4).
This problem is equivalent to the linear program LPI: yg(t,f,r)= X(t, Lr)
k~K
(t = 1 , 2 . . . . . r; ] = 1 , 2 . . . . . n; VrCS(t))
where y(t, L r) is a vector of components yk(t, ], r) (Vk E K),
MinY'c(t-1)[x(t)-x(t-1)]+~, E Z k(t,],r)
t=l t=li=lrES(t) v(t) is a vector of components vQ(t) (V£ E M) and where
c(r) = 0. The structure of the constraint matrix is indicated
x [ ~ ( t , ] ) - a(t,], r)] in Figure 3 where r = 2, rr = 2, v = 3.

subject to the constraints: Two difficulties arise during the solution of the LP2 by the
simplex method. The first is the search for the column to
C~x(t) - c~(t,/, r) e ~> f(t, j, r) enter the basis matrix. Because of the size of the problem,
(t=1,2,...,7; /=l,2,...,n; VrES(t))} it is not possible to apply the conventional procedure used
in the ordinary simplex method which consists in enumerat-
x(t)~>x(t-1) ( t : l , 2 . . . . . 7) ing all the columns of the constraint matrix in order to
select the one whose relative cost factor has the greatest
x(t) < positive value. The special nature of the matrix C (an arc-
cut incidence matrix) allows this procedure to be replaced
where f(t,], r) is defined by: by the solution of an optimization subproblem which, in
the special case of the LP2, is a maximal flow problem.
f(t,], r) = -- C'eap(t,], r) - C'QaQ(t,], r) (5) This technique is described in Appendix 1. The second
problem is the storage of the inverse of the basis matrix.
and where e is a vector of components ek = 1(Vk E K). Its size makes it necessary to apply a partitioning method
of the basis matrix. This method, which is simply the
To show the equivalence of the initial problem and of the generalized upper bounding method, is described in
LP1, it will suffice to show that, at the optimum of the LP1, Reference 32.
and whatever t,], r may be:

&(t, ], r) = Min {~(t) C~/+ ap(t, ], r) C~ + aQ (t, ], r) C~} VII. Main results
kEK The results of the model are of two types.

V o l 3 N o 1 J a n u a r y 1981 7
 Level I Level 2 Level I Level 2

l
Yeor I P cM o I-ol i c{t-I) -c(t)¥t
Yeor2 i c. I c. I c. IoM I c. I c. I° 1-°
I
s(t) . I I I

S(I) - ' ~!"----'

I,,_--__1
._1_
_ ,I [ I
I
X(t,j,r)Y(t,j,r)
S(2) =
I I 111.... I[i . .... ql, - I
+ /
S(2) = i i-- - 7*~1
I i I

I f (t,j, r) V (t,j,r) I,,o,I o I

Figure 3 C o n s t r a i n t m a t r i x o f L P 2 ; U is m x m i d e n t i t y m a t r i x , dimension of CM ism x 2 n

The first type are the overall results that indicate for each
year of the period studied:
• the total volume of investment required expressed in
MW-km
• the transmission capacities of the network links in MW
needs for 1987, 1990 and 1994 to meet consumption
targets of 400, 500 and 600 TWh respectively. The existing
network was the one chosen for 1980. Table 1 shows the
computer time required.
When the existing network is null, study of the year 1994
requires 35 min of computer time with v = 100 and n = 3.

• the value of the annual unsupplied energy and of the VIII.2 Dynamic studies
annual additional operating cost In this case, the maximal size of the network is 20 nodes
and 40 links and the period covered is 5 years (or 5 periods
The second type are the marginal results, indicating for of several years). The maximal number of unavailability
each year of the period studied: events is 100 if the load-duration curve has three levels and
500 if the load--duration curve has one level.
• the user price of each network node
The system studied is the French EHV network at 400 kV,
• the extent of variation in the optimal value of the schematized with 20 nodes and 38 links. The period studied
economic function whenthere is an increase of one unit covers 5 years: 1981 to 1985. The existing network is the
in: one chosen for 1980. The computer time required is:

i. the installed thermal generation at a network node • llmin33swithv=lOOand~r=3

ii. the power demand at a network node
* 27 min 27 s with v = 500 and n = 1
Regarding result i, a distinction is made between peak
generation facilities (i.e. generation facilities used during When the existing network is null, the computer time is
the hours o f the year that have the heaviest load) and basic 24 min 48 s with v = 100 and n = 3.
facilities (facilities in permanent use). Result ii is given for
each level of the load-duration curve.
IX. Utilization example
The methodology used at present at Electricit~ de France in
VIII. Numerical experiments long-term planning studies of EHV power transmission
The calculation was performed on an IBM 370/168. The
model was used for static studies (i.e. determination of an
optimal network for a given year) and for carrying out Table 1 C o m p u t e r time required for n e t w o r k evaluation
dynamic studies (i.e. determination of the optimal expan-
sion plan of a network over a period of several years). Max. no. of Load-
unavail- duration
VIII. 1 Static studies (r = I)
Network ability curve
The maximal size of the network in this model is 50 nodes no. Year events, v levels, zr Time
and 100 links. The maximal number of unavailability events
1 1987 100 3 4 rain 45 s
is 100 if the load-duration curve has three levels, and 500
2 1990 100 3 5 min 47 s
if the load-duration curve has one level.
3 1994 100 3 7min 15s
4 1987 500 1 14min 18s
The system studied is the French EHV network at 400 kV,
5 1990 500 1 19min 30s
schematized with 45 nodes and 87 links. The model made it
6 1994 500 1 24 min 54 s
possible to evaluate the transmission and intercormection

8 E l e c t r i c a l P o w e r & E n e r g y Systems
systems at 225 and 400 kV is based on the elaboration of Table 3 Node generation and demand
directive schemes, called 'target networks', which are
technical and economic guides for short-term decision Mean available
investment studies. A target network is the probable thermal Imposed
image o f the EHV network at some point in the future (for Demand, generation, generation,
example, the year at which the French consumption will Node MW MW MW
reach 600 TWh). It is determined from the estimate o f
demand and location of generation facilities considered to AGNEAS71 329 2392 0
be the most likely at the time of the study. ALBERS71 2435 0 2708
ARGOES71 1028 1080 0
By verifying that the proposed reinforcements form a part AVELIS71 5657 2448 - 193
of the target networks, the planner is able to check the BAYETS71 2054 0 148
coherency and the future usefulness of short-term invest- BEZAUS71 790 1452 46
ment decisions. B.MONS71 1120 1477 627
CANTES71 1883 135 199
The elaboration method of a target network has three CHAN5S71 2388 405 10
essential phases: COLAYS71 333 2122 71
COR.PS71 4662 4839 28
1. determination of the optimal location of the power COUDOS71 2408 0 1160
generation facilities, knowing the global quantity (in MW) CPNIES71 1980 0 3063
of equipment to be installed and taking into account a CRENES71 1247 0 7
list of possible sites (with the aid of the Tassili modeP 6) DISTRS71 3358 4290 17
DOMLOS71 1917 675 207
2. determination of the global transmission and inter- DRONNS71 1015 151 25
connection needs on the principal axes of the network EGUZOS71 2013 0 762
GAUDIS71 1315 2592 114
3. elaboration of an actual network, that is, the precise GEN.PS71 2098 0 591
determination of the characteristics of the new trans- GRAFFS71 1507 2938 258
mission equipment: voltage level, cross-section of GRANZS71 939 405 3
conductors, etc. GROSNS71 1146 3243 3
LANDES71 1427 2678 4
The model described in the present paper (the Ortie model) LANNES71 970 0 564
is a computing tool used in phase 2. Its results form the MAMBES71 1075 0 47
basis of a more detailed study (the third phase), in which MARMAS71 420 0 0
the unavailabilities of transmission equipment and the net- MAZURS71 511 2122 511
work equations in the DC approximation are taken into MQIS71 3818 4022 66
account. MUHLBS71 1105 1604 -298
M.SEIS71 535 2122 0
In phase 3, the investment variables are integer variables, REALTS71 3663 3544 694
and the optimization is made with the aid of a probabilistic REVIGS71 487 2122 0
ROUGES71 3258 7568 250
ROYE $71 632 675 0
Table 2 Total generation and consumption of network RUEYRS71 721 0 1984
SSELOS71 663 270 14
Power, MW SSV.OS71 4246 8685 575
TABARS71 712 7332 0
Demand 106 092 TAMARS71 622 0 19
TAVELS71 2651 6970 - 1748
Mean available thermal generation VERFES71 2612 225 528
Nuclear 70 425 VERGES71 1992 2303 0
Classical thermal 15 650 VIELMS71 1248 0 61
Gas turbines 11 852 VIGY $71 3864 3629 60
VINCES71 1895 135 45
Total 97 927
VLEJUS71 20599 5906 116
VOGELS71 276 0 102
Hydraulic generation WARANS71 2457 5374 27
Lakes and sluices 5 985
Run of river 4 275
Pamped storage plants 5 405 model: the Mexico model 37. This model permits measure-
Total 15 665 ments of the economic interest of a reinforcement by calcu-
lating the mathematical expectation of the gains that it
achieves on the sum of both operating and undelivered
Imposed generation
Autogenerators 2 225 energy costs.
Foreign exchanges - 1 315
Uranium enrichment plant - 3 100 The results obtained with the Ortie model for the 600 TWh
year (1996, approximately) are presented below. The

Vol 3 No 1 January 1981 9

Table 4 Network and optimal capacities data

Transmission capacities Optimal

of existing network, Length of link, Investment unit capacities,
Initial end node Terminal end node MW km cost, kF/MW MW

AGNEAS71 DRONNS71 1400 75 44.250 1400

AGNEAS71 DOMLOS71 1400 115 67.850 1400
ALBERS71 SSV.OS71 700 90 53.100 700
ARGOES71 ROUGES71 0 125 73.750 566
ARGOES71 VLEJUS71 700 100 59.000 700
AVELIS71 MAZURS7 t 700 130 76.700 2352
AVELIS71 ROYE $71 1400 95 56.050 1400
AVELIS71 ARGOES71 700 90 53.100 700
BAYETS71 SSELOS71 0 75 44.250 649
BAYETS71 MARMAS71 1400 120 70.800 1400
BAYETS71 RUEYRS71 0 170 100.300 0
BAYETS71 SSV.OS71 1400 160 94.400 3362
BEZAUS71 VINCES71 0 60 35.400 2813
BEZAUS71 G RAFFS71 700 105 61.950 988
BEZAUS71 REVIGS71 700 80 47.200 924
BEZAUS71 VIGY $71 1400 40 23.600 1645
B.MONS71 CPNIES71 0 85 50.150 0
B.MON $71 BAYETS71 0 210 123.900 593
B.MON $71 TAVELS71 2800 70 41.300 2800
B.MONS71 SSV.OS71 2800 115 67.850 2800
CANTES71 LANNES71 0 80 47.200 75
CANTES71 MQIS $71 1400 110 64.900 1609
CHAN5S71 DISTRS71 1400 60 35.400 1418
COLAYS71 MQIS $71 0 120 70.800 2337
COR.PS71 DOMLOS71 1400 90 53.100 1400
COR.PS71 LAN DES71 1400 210 123.900 1400
COR.PS71 GRANZS71 0 150 88.500 475
COUDOS71 REALTS71 1400 60 35.400 1400
CPNIES71 COUDOS71 0 210 123.900 0
CPNIES71 SSV.OS71 700 80 47.200 1083
CRENES71 VLEJUS71 700 90 53.100 1025
CRENES71 VINCES71 0 155 91.450 0
CRENES71 M.SEIS71 0 30 17.700 373
DISTRS71 G RANZS71 1400 1O0 59.000 1400
DISTRS71 DRONN $71 0 210 123.900 0
DISTRS71 COR.PS71 1400 130 76.700 1400
DOMLOS71 LANDES71 0 190 112.100 395
DOMLOS71 DRONN $71 1400 140 82.600 1400
DRONN $71 VLEJUS71 0 150 88.500 388
EGUZOS71 MARMAS71 700 80 47.200 700
EGUZOS71 VERGES71 700 135 79.650 700
EGUZOS71 DISTRS71 0 150 88.500 454
GAUDIS71 VE R FES71 1400 95 56.050 3031
GEN.PS71 SSV .OS71 1400 50 29.500 3246
GEN.PS71 ALBERS71 700 65 38.350 700
GRAFFS71 MUHLBS71 700 80 47.200 700
GRAFFS71 VIGY $71 0 130 76.700 664
GROSNS71 SSV.OS71 700 110 64.900 2686
GROSNS71 VIELMS71 700 70 41.300 4563
MAMBES71 MUHLBS71 1400 65 38.350 1400
MAMBES71 GEN.PS71 700 155 91.450 1739
MARMAS71 TABARS71 1400 75 44.250 1400
MAZURS71 M.SEIS71 700 120 70.800 700
MAZURS71 VIGY $71 0 140 82.600 1045
MQIS $71 EGUZOS71 700 230 135.700 700
MQIS $71 GRANZS71 1400 110 64.900 1733
MUHLBS71 VOGELS71 1400 20 11.800 1574
M.SEIS71 V LEJ US71 1400 95 56.050 3049
M.SEIS71 VINCES71 1400 180 106.200 1400

10 Electrical Power & Energy Systems

Table 4 Network and optimal capacities data - continued

Transmission capacities Optimal

of existing network, Length of link, Investment unit capacities,
Initial end node Terminal end node MW km cost, kF/MW MW

M.SEIS71 BEZAUS71 0 165 97.350 0

REVIGS71 CRENES71 700 80 47.200 1938
ROUGES71 VLEJUS71 2800 85 50.150 5919
ROUGES71 DRONNS71 1400 80 47.200 1400
ROYE $71 VLEJUS71 1400 95 56.050 1400
ROYE $71 M.SEIS71 0 150 88.500 189
ROYE $71 MAZURS71 0 130 76.700 521
RUEYRS71 MARMAS71 700 250 147.500 700
RUEYRS71 EGUZOS71 700 200 118.000 1497
RUEYRS71 MQIS $71 0 250 147.500 647
RUEYRS71 VERFES71 0 150 88.500 0
RUEYRS71 GAUDIS71 700 170 100.300 1193
RUEYRS71 SSV.OS71 0 230 135.700 0
SSELOS71 MARMAS71 0 70 41.300 154
SSELOS71 TABARS71 0 100 59.000 0
TABARS71 VLEJUS71 2800 80 47.200 7587
TABARS71 VERGES71 0 60 35.400 1025
TAMARS71 GAUDIS71 1400 95 56.050 1853
TAVELS71 RUEYRS71 0 170 100.300 387
TAVELS71 TAMARS71 1400 85 50.150 2461
TAVELS71 REALTS71 1400 80 47.200 3222
VERFES71 COLAYS71 0 105 61.950 715
VERFES71 LANNES71 0 115 67.850 481
VERGES71 VLEJUS71 1400 100 59.000 1400
VERGES71 CHAN 5 $71 1400 80 47.200 1582
VIELMS71 VELJUS71 700 180 106.200 3316
VIELMS71 CRENES71 700 120 70.800 700
VIELMS71 MAMBES71 0 140 82.600 214
VIELMS71 GEN.PS71 700 155 91.450 700
VIELMS71 SSELOS71 0 120 70.800 154
VINCES71 VOGELS71 1400 90 53.100 1400
WARAN $71 AVELIS71 2800 80 47.200 4874
WARAN $71 ARGOES71 0 110 64.900 544

transmission and interconnection needs have been deter- (x~(0))

mined to satisfy one single level of consumption corre-
sponding to the annual peak (rr = 1). The network studied • the length of each link
is the French transmission system at 400 kV represented by
a graph comprising 49 nodes and 92 links. The number of • the unit investment cost for each link (e~)
thermal unit unavailability situations is 500.
• the optimal transmission capacities determined by the
The generation and consumption data are summarized in Ortie model (2~(1))
Tables 2 and 3. Table 2 lists the total generation and con-
sumption. Table 3 gives for each node: On the other hand:

• the consumption 2~=+ oo (~= 1,2 . . . . . m)

• the mean available thermal generation (nuclear, classical (9 = 40 years

thermal and gas turbines)
p = 10%
• the imposed generation (hydraulic generation, foreign
exchanges, autogenerators) ~(1 ) = 200 h

Table 4 defines the network topology. It also gives: k = 6 kF/MWh

• the transmission capacities of the existing network links Figure 4 illustrates the results obtained using the Ortie model.

V o l 3 N o 1 J a n u a r y 1981 11
 Worn

Acjnea
o
I\ R

M.Sei
Londe ~1

0 Domlo
~-~~OMuhlb

••m
Verge
0

Mar.too~ OSseto
GrosnO

• o

ou(Jr
Lenne ~ '
Results obtained by Ortie model; boxed figures represent capacity in MW
Figure 4

6 Platts, J E, Sigley, R J and Carver, L L 'A method for

X, References
Knight, U G W 'The logical design of electrical networks
1
using linear programming methods' Proc. /nst. E/ectr.
Eng. Paper No 31-38S (December 1959)
Smith, H L and Miller, R L 'Transmission planning
program TPP-6' Report 63-380 Westinghouse Electric
Corp. (8 January 1964)
Kaltenbach, J, Peschon, J and Gehrig, E H 'A mathe-
matical optimisation technique for the expansion of
electric power transmission systems IEEE Trans. Power
Appar. & Syst. Vol PAS-89 (January 1970) pp 113-119
Henault, R H et al. 'Power system long-term planning
in the presence of uncertainty'/EEE Trans. Power
Appar. & Syst. Vol PAS-89 (January 1970) pp 156-164
Carver, L L 'Transmission network expansion using
linear programming' IEEE Trans. Power Appar. & Syst.
Vol PAS-89 (September/October 1970) pp 1688-1697
horizon-year transmission planning' Presented at IEEE
Power Eng. Soc. Winter Meeting (1972)
7 Fischl, R and Puntel, W R 'Computer-aided design of
electric power transmission networks' Paper No C 72-
168-8 presented at IEEE Winter Power Meeting New York
USA (January 1972)
8 Puntel, W R et al. 'An automated method for long
range planning of transmission networks' Proc. P/CA
Conf. (June 1973) pp 38-46
9 Dusonchet, Y P and EI-Abiad, A 'Transmission planning
using discrete dynamic optimizing' IEEE Trans. Power
Appar. & Syst. Vol PAS-92 (July/August 1973)
pp 1358-1371
10 Adams, R N and Laughton, M A 'Optimal planning of
power networks using mixed-integer programming.
Part 1: Static and time-phased network synthesis Proc.

Electrical Power & Energy Systems

12
 Inst. Electr. Eng. Vol 121 No 2 (February 1974)
pp 139-147
11 Lee, S Y, Hicks, K L and Hnyilicza, E 'Transmission
expansion by branch and bound integer programming
with optimal cost-capacity curves' IEEE Trans. Power
Appar. & Syst. Vol PAS-93 (September/October 1974)
pp 1390-1400
12 Albouy, Y e t al. 'An integrated planning method for
power systems. Part I, Part II & Part III Proc. PICA
Conf. (June 1975) pp 184-206
13 Sjelvgren, D Application of mathematical programming
to electric po wer system expansion planning De part-
ment of Electric Power Systems Engineering, The Royal
Institute of Technology, Stockholm (1976)
14 Auge, Jet al. 'Etude probabiliste d'une interconnexion
en r6seau de transport (ModUle Peru) Rapport CIGRE
32-16 (1970)
15 Auge, Jet al. 'Risques de d~faillance et planification
des r~seaux ~ tr~s haute tension' Rapport CIGRE 32-21
(1972)
16 Clade, Jet aL 'Etude sur la structure des r~seaux de
transport, d'interconnexion et de grande r~partition:
application aux r6seaux fran£ais' Rapport CIGRE 32-01
(1976)
17 Dodu, J C and Merlin, A 'Une application de la pro-
grammation lin~aire ~ I'etude des r~seaux electriques de
grande taille' EDF Bulletin de la Direction des Etudes
et Recherches S6rie C No 1 (1974) pp 29-56
18 Dodu, J C and Merlin, A 'Un module d'estimation des
co(its de gestion et de d~faillance pour la planification
des r~seaux de transport d'electricit~: le module Mexico'
CIGRE Comitd 32 Bruxelles (1975)
19 Lasdon, L S Optimization theory for large systems
Macmillan, USA (1970)
20 Ford, L R and Fulkerson, D R 'A suggested computa-
tion for maximal multicommodity network flows'
Manag. Sci. Vol 5 No 1 (October 1958) pp 97-101
21 Tomlin, J A 'Minimum cost multicommodity network
flows' Oper. Res. Vol 14 No 1 (January/February
1966) pp 45-51
22 Rao, M R and Zionts, S 'Allocation of transportation
units to alternative trips: a column generation scheme
with out-of-kilter subproblems' Oper. Res. Vol 16
No1 (January/February 1968) pp 52-63
23 Fox, B 'Finding minimal cost time ratio circuits' Oper.
Res. Vol 17 No 3 (May/June 1969) pp 546-551
24 Gilmore, P C and Gomory, R E 'A linear programming
approach to the cutting-stock problem' Oper. Res. Vol 9
No 6 (November/December 1961) pp 849-859
25 Gilmore, P C and Gomory, R E 'A linear programming
Vol 3No 1 January 1981
approach to the cutting-stock problem. Part I1' Oper.
Res. Vo111 No 6 (November/December 1963) pp 863-
888
26 Gilmore, P C and Gomory, R E 'Multistage cutting-stock
problems of two and more dimensions' Oper. Res. Vol 13
No 1 (January/February 1965) pp 94-120
27 Elmaghraby, S E 'A loading problem in process type
production' Oper. Res. Vol 16 No 5 (September/
October 1968) pp 902-914
28 Dantzig, G B and Wolfe, P 'Decomposition principle for
linear programs' Oper. Res. Vol 8 No 1 (January/
February 1960) pp 101-111
29 Gomory, R E and Hu, T C 'An application of general-
ized linear programming to network flows'J. Soc. Ind.
Appl. Math. Vol 10 No 2 (June 1962) pp 260-283
30 Dodu, J C 'ModUle d'optimisation ~ long terme d'un
r6seau de transport' Bulletin de la Direction des Etudes
et Recherches, Electricit~ de France S~rie C No 2
(1975) pp 43-56
31 Dodu, J C 'Optimisation d'un r~seau-de r~partition
d'6nergie ~lectrique' Bulletin de la Direction des Etudes
et Recherches, Electricitd de France S~rie C No 1
(1972) pp 51-64
32 Dantzig, G B and Van Slyke, R M 'Generalized upper
bounding techniques'J. Comput. & Syst. Sci. Vol 1
No 3 (October 1967) pp 213-226
33 Dodu, J C and Merlin, A 'A dynamic model for long-
term expansion planning studies of power transmission
systems: the Ortie model' Proc. PSCC Darmstadt
(21-25 August 1978) Vol 1 pp 110-121
34 Boiteux, M 'Valeur d'usage et charges d'immobilisation
des ouvrages de distribution' Note EDF Etudes
Economiques G~ndrales (30 December 1960)
35 Ford, L R and Fulkerson, D R Flows in networks
Princeton University Press, USA (1962) p 11
36 Dodu, J C and Marechal, P 'Un modble pour la d~ter-
ruination de la Iocalisation optimale des moyens de
production: le module Tassili' Note EDF Direction des
Etudes et Recherches, Service Etudes de R#seaux
(July 1980)
37 Dodu, J C and Merlin, A 'Recent improvements of the
Mexico model for probabilistic planning studies' Int. J.
Electr. Power& Energy Syst. Vol 1 No 1 (April 1979)
Appendix I: Search for column to enter basis
Before outlining the principle of determination of the vector
to enter the basis, the LP2 in the following linear program is
identified:
Max (fy + gv)
subject to the constraints:
Ay + Dv = h
y,v~>O
13
where y is a vector of components: optimal or not. To do this, one must calculate, following
the usual simplex rule:
Yk(t,j,r)(VkEK; t=l,2 .... ,r; j=l,2 . . . . . 7r;
Vr E S(t)) Max{~k(t,j,r)l t = 1, 2, . . . , r; j = 1,2 . . . . . 7r; Vr ES(t)}

and where v is a vector o f components: where

v~(t)(V£EM t = O , 1,2 . . . . . r) ¢(t,j, r) = Max {fk(t,j, r) - u(t) C~4 - ~(t,j, r)}

k~K

The basic feasible solution disposed of at the beginning of According to the relationship (5):
each iteration is denoted by (yO, vO), the basis matrix corre-
sponding to this solution is denoted by ~ and u is the fk(t,j, r) - u ( t ) C ~ - ~(t,j, r)
vector o f the simplex multipliers associated with the basis
5~ and related to the following equation = - u(t) C~4 - ae(t,L r) C~ - aQ(t,j, r) C~ - ~(t,j, r)
= - z(t, j, r) C k - ~(t, j, r)

2 Z
j=l r@S(t)
C M Y ( t , j , r) + v ( t - 1) - v ( t ) = c ( t -- 1) - c ( t ) where z(t,j, r) = [u(t), ap(t, j, r), aQ(t,j, r)] is a vector of
(t -- l, 2 . . . . . r) components:

~(t,j, r) (t = 1, 2, . . . , r ; j = 1, 2, . . . , 7r; Vr E S(t)) denotes uQ(t) if the arc #k is an arc

the simplex multipliers associated with the basis ,~ and
related to the equation:
Pi(t,L r) if the arc/1 k is a source arc
V k E T: zk(t,j,r ) =
(0,/) (i E N )
y k ( t , j , r ) = k(t,j,r)
k~K d i (t, j) if the arc/~k is a sink arc
(t = 1 , 2 . . . . . r; j = 1 , 2 . . . . . g; VrES(t))
(i,n + 1) ( i E N )
Let
(See Section V.2.2 for the definition o f ap(t,j, r) and
aa(t,j, r).)
u = [uO),u(2) . . . . . u(r)]
It follows that:
where, for t = 1, 2 . . . . . r, u(t) is a vector of components
u i(t) (Vi E M). The variables Yg(t, j, r) and vi(t) have, ~(t,j, r) = - ~(t, ], r) - z(t,], r) Cs(t'j'r)
respectively, as relative cost factors:
where:
fk(t,j, r) - u(t) C/~/- ¢(t,/, r)
(VkEK; t = 1,2 . . . . . 7-; j = 1,2 . . . . . rr; V r E S ( t ) ) z(t,j, r) C s(t'i'r) = Min z(t,/, r) C k
k~K
and :
Determining if(t, j, r) is thus the equivalent o f seeking a cut
x~(0) - u i ( 1 ) for t = 0 and Vi E M o f minimal capacity in the graph G, the capacities of the
arcs being zk(t,j, r) ( V k E T). According to the Ford-
u i ( t ) -- u i ( t + 1) for t = I, 2 . . . . . (7.-1) and V i E M Fulkerson theorem 34, this can be done by solving a maxi-
for t = ~- and Vi @ M mal flow problem. The vector C s(t'i,r) will thus be obtained.
Ui(T)--X i

The o p t i m u m o f the LP2 is attained if: Two cases can then arise (cf. Remark below):

First case
f k ( t , j , r ) - u(t) C~4 - ¢(t,j, r) <~0 (7)
(VkCK; t=l,2 ..... r;j=l,2 . . . . . 7r; V r E S ( t ) ) ~(t,/,r)=O ( t = l , 2 ..... r; j = l , 2 ..... n; V r E S ( t ) )

and:
The optimum of the LP2 is reached: u(t) (t = 1, 2 . . . . , r) is
x i ( O ) -- Ui(1)~<O (Vi C M ) the optimal solution o f the LP1.
U i ( t ) - - U i ( t + 1)~<0 (ViEM; t = 1, 2 . . . . . (7.- 1)) (8)
Second case
Ui(T)--xi~O (Vi @ M)
3 ( t , j , r ) : ~ ( t , / , r) > 0
It will be assumed that the conditions (8) are met. If not,
one of the columns of the matrix D, corresponding to a We can introduce in the basis the column o f matrix A
variable vi(t) of positive relative cost factor, is introduced associated with the variable Ys(t,j,r)(t, I, r) of relative cost
in the basis. This operation is then repeated until the relative factor ~(t,j, r) > O.
cost factor o f each o f the variables vi(t) is negative or null.
Remark
Assuming that the conditions (8) are met, conditions (7) It can be shown that, for any value of (t,j, r), one of the
remain to be checked in order to know whether (yO, vo) is variables Yk(t, L r) ( V k E K ) is necessarily basic (cf. Appen-

14 Electrical Power & Energy Systems

dix 2). Let q(t,L r) E K be the index of this variable. Since K~ K2 Kp Ko
its relative cost factor is null: L A (I) A (2) A ,p) A (0)
• II . . . . . . I .
-~(t,j, r) = z(t,j, r) Cq(t'j'r)
R I1.. I . 0
>~z(t,L r) C s(t']'r) = Min z(t,j, r) C k
k~K ~'" II . . . . . . I

It follows that d/(t,], r) >10.

I I F .... I' '1 ''°' I
Figure 5 Constraint matrix of LP3 and vector of economic
Restricted linear program function
Let X be the set of indices o f the columns o f A belonging
to the basis 5g, and Y the set o f indices o f the columns o f
A corresponding to the variables Ys(t,j,r)(t,L r) such that / R
~(t,L r) > O. Instead of introducing in the basis one o f the
columns AI(V] E Y), the restricted linear program can be C A
solved:

Max(fEYE + gv) (gLP)

\
subject to the constraints: \
N
AEyE + Dv = h \
\ R
~= D \
YE, V / > O
\
\
where we have let E = X U Y..~' will be the initial basis of \
the restricted linear program. The solution of this linear \
program will provide the new values o f the multipliers: \
\
u* = [u*(1), u*(2) . . . . . U*(T)]

and Figure 6 Structure of matrix o~where C is a matrix

indexed by L x / with I l l = IL 1, D is a matrix indexed by
~*(t,], r) (t = 1, 2 ..... r; / = 1, 2 ..... 7r; V r E S ( t ) ) R x / , A is a matrix indexed by L x R

These values meet the conditions (8). It is then possible to

pass on to a further stage o f calculation, i.e.
For the subsequent iterations, the standard formulae o f
change of basis will be used.
solve r x zr x u maximal flow problems, taking as capaci-
ties o f the arcs o f graph G, Vt = 1, 2 . . . . . T, W = 1, 2 . . . . . rr
and Vr E S(t):
A p p e n d i x 2: Basis matrix
The LP2 can be identified with the following linear program*
u~(t) if the arc/a k is an arc
7Q (1~E M ) P
Pi(t,], r) if the arc/Jk is a source arc Max ~ f(i) y(i) (LP3)
Vk E T:z~(t,j,r) =
(0, i) (i E N ) i=0

d i(t, ]) if the arc/Jk is a sink arc subject to the cons{raints:

(i,n + 1) ( i E N )
P
• solve, if need be, a new restricted linear program A(i) y(i) = a
i=0

Remark yk(i) = bi (i = 1, 2 . . . . . p)
It is not necessary to know the coefficients fi(Vi E E ) o f k~K i
the variables Yi(Vi E E)involved in the objective function
o f the restricted linear program. In fact, it is only necessary y(i)/> 0 (i = 0, 1, 2 . . . . . p)
to calculate the relative cost factors o f these variables at
each iteration o f the simplex method. Initially, the value o f where A(i) is a matrix indexed by L x K i
these costs is: f(i) and y(/) are vectors indexed by Ki
a is a vector indexed by L
0 i f y i is a basic variable b is a vector indexed by R = { 1, 2 . . . . . p}
V i ~ E " ff(t,], r) > 0 if it is a nonbasic variable
Y s( td, r)( t, I, r) *The notation used is s p e c i f i c t o A p p e n d i x 2

Vol 3 No 1 January 1981 15

The constraint matrix of the LP3 is represented in Figure 5. p
This linear program can also be written in the equivalent B(i) y(i) = h
form: i=0
(i) ~> 0 (i = 0, 1, 2 . . . . . p)
P
Max ~.. f(i) y(i) A basis ~ is a regular matrix formed by columns extracted
i=0 from the blocks B(i) q = 0, 1, 2 . . . . , p). In each block
B(/) (i 4: 0), there is at least one basic column. In fact, if,
in a basis ~ , there were no column of the block B(i) (i 4: 0),
the row of S~ indexed i E R would be null. A b a s i s ~ will
subject to the constraints: therefore have the structure shown in Figure 6.

16 Electrical Power & Energy Systems