1

New Formulations of the Optimal Power

Flow Problem
Prof. Daniel Kirschen
The University of Manchester
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3
Outline
A bit of background
The power flow problem
The optimal power flow problem (OPF)
The security-constrained OPF (SCOPF)
The worst-case problem
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What is a power system?
Generators
Loads
Power
Transmission Network
2010 D. Kirschen and The University of Manchester 5
What is running a power system about?
Greed
Minimum cost
Maximum profit

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2010 D. Kirschen and The University of Manchester 6
What is running a power system about?
Fear
Avoid outages and blackouts

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2010 D. Kirschen and The University of Manchester 7
What is running a power system about?
Green
Accommodate renewables
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Balancing conflicting aspirations
Cost Reliability
Environmental impact
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The Power Flow Problem
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State variables
Voltage at every node (a.k.a. bus) of the
network
Because we are dealing with ac, voltages are
represented by phasors, i.e. complex numbers
in polar representation:
Voltage magnitude at each bus:
Voltage angle at each bus:

V
k
u
k
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Other variables
Active and reactive power consumed at each
bus:
a.k.a. the load at each bus

Active and reactive power produced by
renewable generators:

Assumed known in deterministic problems
In practice, they are stochastic variables
P
k
W
,Q
k
W
P
k
L
,Q
k
L
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What is reactive power?
Active power
Reactive power
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G

P
k
G
,Q
k
G

P
k
L
,Q
k
L
P
k
,Q
k
Injections
W
P
k
W
,Q
k
W
Bus k
P
k
= P
k
G
+ P
k
W
P
k
L
Q
k
= Q
k
G
+Q
k
W
Q
k
L
There is usually only one P and Q component at each bus
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P
k
,Q
k
Injections
Bus k
Two of these four variables are specified at each bus:

Load bus:
Generator bus:
Reference bus:
V
k
Zu
k
P
k
,Q
k
P
k
,V
k
V
k
,u
k
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P
k
,Q
k
Line flows
Bus k
The line flows depend on the bus voltage magnitude
and angle as well as the network parameters
(real and imaginary part of the network admittance matrix)
V
k
Zu
k
To bus i To bus j

P
ki
,Q
ki

P
kj
,Q
kj
G
ki
, B
ki
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Power flow equations
P
k
= V
k
V
i
[G
ki
cosu
ki
+ B
ki
sinu
ki
]
i=1
N

Q
k
= V
k
V
i
[G
ki
sinu
ki
B
ki
cosu
ki
]
i=1
N

with: u
ki
=u
k
u
i
, N : number of nodes in the network
P
k
,Q
k
Bus k
V
k
Zu
k
To bus i To bus j

P
ki
,Q
ki

P
kj
,Q
kj
Write active and reactive power balance at each bus:
k =1,L N
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The power flow problem
P
k
= V
k
V
i
[G
ki
cosu
ki
+ B
ki
sinu
ki
]
i=1
N

Q
k
= V
k
V
i
[G
ki
sinu
ki
B
ki
cosu
ki
]
i=1
N

Given the injections and the generator voltages,

Solve the power flow equations to find the voltage
magnitude and angle at each bus and hence the
flow in each branch
k =1,L N
Typical values of N:
GB transmission network: N~1,500
Continental European network (UCTE): N~13,000
However, the equations are highly sparse!
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Applications of the power flow problem
Check the state of the network
for an actual or postulated set of injections
for an actual or postulated network configuration

Are all the line flows within limits?
Are all the voltage magnitudes within limits?
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Linear approximation
P
k
= V
k
V
i
[G
ki
cosu
ki
+ B
ki
sinu
ki
]
i=1
N

Q
k
= V
k
V
i
[G
ki
sinu
ki
B
ki
cosu
ki
]
i=1
N

P
k
= B
ki
u
ki
i=1
N

Ignores reactive power

Assumes that all voltage magnitudes are nominal
Useful when concerned with line flows only
2010 D. Kirschen and The University of Manchester 20
The Optimal Power Flow Problem
(OPF)
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Control variables
Control variables which have a cost:
Active power production of thermal generating units:

Control variables that do not have a cost:
Magnitude of voltage at the generating units:
Tap ratio of the transformers:
P
i
G
V
i
G
t
ij
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Possible objective functions
Minimise the cost of producing power with
conventional generating units:


Minimise deviations of the control variables from
a given operating point (e.g. the outcome of a
market):



min C
i
(P
i
G
)
i=1
g

min c
i
+
AP
i
G+
c
i

AP
i
G
( )
i=1
g

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Equality constraints
Power balance at each node bus, i.e. power flow
equations
P
k
= V
k
V
i
[G
ki
cosu
ki
+ B
ki
sinu
ki
]
i=1
N

Q
k
= V
k
V
i
[G
ki
sinu
ki
B
ki
cosu
ki
]
i=1
N

k =1,L N
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Inequality constraints
Upper limit on the power flowing though every
branch of the network
Upper and lower limit on the voltage at every
node of the network
Upper and lower limits on the control variables
Active and reactive power output of the generators
Voltage settings of the generators
Position of the transformer taps and other control
devices
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Formulation of the OPF problem

min
u
0
f
0
x
0
, u
0
( )
g x
0
, u
0
( )
= 0
h x
0
, u
0
( )
s 0

x
0

u
0
: vector of dependent (or state) variables
: vector of independent (or control) variables
Nothing extraordinary, except that we are dealing
with a fairly large (but sparse) non-linear problem.
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The Security Constrained
Optimal Power Flow Problem
(SCOPF)
2010 D. Kirschen and The University of Manchester 27
Bad things happen
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Sudden changes in the system
A line is disconnected because of an insulation
failure or a lightning strike
A generator is disconnected because of a
mechanical problem
A transformer blows up

The system must keep going despite such events
N-1 security criterion
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Security-constrained OPF
How should the control variables be set to
minimise the cost of running the system while
ensuring that the operating constraints are
satisfied in both the normal and all the
contingency states?
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Formulation of the SCOPF problem

min
u
k
f
0
x
0
, u
0
( )
s.t. g
k
(x
k
, u
k
) = 0 k = 0,..., N
c
h
k
(x
k
, u
k
) s 0 k = 0,..., N
c
u
k
u
0
s Au
k
max
k =1,..., N
c

k = 0

k =1,..., N
c
: normal conditions
: contingency conditions

Au
k
max
: vector of maximum allowed adjustments after
contingency k has occured
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Preventive or corrective SCOPF

min
u
k
f
0
x
0
, u
0
( )
s.t. g
k
(x
k
, u
k
) = 0 k = 0,..., N
c
h
k
(x
k
, u
k
) s 0 k = 0,..., N
c
u
k
u
0
s Au
k
max
k =1,..., N
c
Preventive SCOPF: no corrective actions are considered

Au
k
max
= 0 u
k
= u
0
k =1,K N
c
Corrective SCOPF: some corrective actions are allowed

-k =1,K N
c
Au
k
max
= 0
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Size of the SCOPF problem
SCOPF is (N
c
+1) times larger than the OPF
Pan-European transmission system model contains
about 13,000 nodes, 20,000 branches and 2,000
generators
Based on N-1 criterion, we should consider the outage
of each branch and each generator as a contingency
However:
Not all contingencies are critical (but which ones?)
Most contingencies affect only a part of the network (but what
part of the network do we need to consider?)
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A few additional complications
Some of the control variables are discrete:
Transformer and phase shifter taps
Capacitor and reactor banks
Starting up of generating units
There is only time for a limited number of
corrective actions after a contingency
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The Worst-Case Problems
2010 D. Kirschen and The University of Manchester 35
Good things happen
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but there is no free lunch!
Wind generation and solar generation can only
be predicted with limited accuracy
When planning the operation of the system a
day ahead, some of the injections are thus
stochastic variables
Power system operators do not like probabilistic
approaches
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Formulation of the OPF with uncertainty

min c
T
p
0
-
p
0
M
( )
market-based generation
6 7 4 8 4
+ b
0
*T
c
0
+p
0
nd -
c
T
( )
additional generation
6 7 4 4 8 4 4
s.t. g
0
(x
0
, u
0
,p
0
,b
0
,p
0
nd
,s) = 0
h
0
(x
0
, u
0
,p
0
,b
0
,p
0
nd
,s) s 0
u
0
u
0
init
s Au
0
max
p
0
p
0
M
s Ap
0
max
p
min
nd
b
0
T
s p
0
nd
b
0
T
s p
max
nd
b
0
T
b
0
e 0,1
{ }
s
min
s s s s
max
Deviations in cost-free controls
Deviations in market generation
Deviations in extra generation
Decisions about extra generation
Vector of uncertainties
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Worst-case OPF bi-level formulation

max
s
c
T
p
0
-
p
0
M
( )
+ b
0
-T
c
0
+p
0
nd -
c
T
( )
s.t. s
min
s s s s
max
p
0
-
, u
0
-
,b
0
-
,p
0
nd -
( )
= arg min c
T
p
0
p
0
M
( )
+ b
0
T
c
0
+ p
0
nd
c
T
( )
s.t. g
0
(x
0
, u
0
,p
0
,b
0
,p
0
nd
,s) = 0
h
0
(x
0
, u
0
,p
0
,b
0
,p
0
nd
,s) s 0
u
0
u
0
init
s Au
0
max
p
0
p
0
M
s Ap
0
max
p
min
nd
b
0
T
s p
0
nd
b
0
T
s p
max
nd
b
0
T
b
0
e 0,1
{ }
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Worst-case SCOPF bi-level formulation

max
s
c
T
p
0
-
p
0
M
( )
+ b
0
-T
c
0
+p
0
nd -
c
T
( )
s.t. s
min
s s s s
max
p
0
-
,p
k
-
, u
0
-
, u
k
-
,b
0
-
,p
0
nd -
( )
= arg min c
T
p
0
p
0
M
( )
+ b
0
T
c
0
+ p
0
nd
c
T
( )
s.t. g
0
(x
0
, u
0
,p
0
,b
0
,p
0
nd
,s) = 0
h
0
(x
0
, u
0
,p
0
,b
0
,p
0
nd
,s) s 0
g
k
(x
k
, u
k
,p
k
,b
0
,p
0
nd
,s) = 0
h
k
(x
k
, u
k
,p
k
,b
0
,p
0
nd
,s) s 0
p
k
p
0
s Ap
k
max
u
k
u
0
s Au
k
max
p
min
nd
b
0
T
s p
0
nd
b
0
T
s p
max
nd
b
0
T
b
0
e 0,1
{ }