1808 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 27, NO.

4, NOVEMBER 2012

An Optimal Power Flow Algorithm to Achieve

Robust Operation Considering Load and Renewable
Generation Uncertainties
Han Yu, Member, IEEE, and W. D. Rosehart, Senior Member, IEEE

Abstract—Consideration of uncertain injections in optimal in the modeling and problem solving. Compared with determin-
power flow (OPF) calculation is increasingly important because istic OPF, the computational burden of P-OPF and fuzzy OPF
more renewable generators, whose outputs are variable and methods are heavier. In the above works, the uncertain factors
intermittent, are connected into modern power systems. Since
it is often difficult to predict the variations of both load and considered are limited to load forecast uncertainty.
renewable generator output accurately, this paper proposes an Currently, power system operators and researchers have rec-
OPF algorithm to make optimized results not only have a high ognized that it is important to consider uncertainties in power
probability to achieve minimized generation cost, but also robust system optimization to make the controlling strategy robust to
to the uncertain operating states. In this paper, the objective of the the uncertain variations. In many research works, the uncertain-
OPF is to minimize the generation cost of the scenario which has
the largest probability to appear in the future. In order to make
ties of load and renewable energy are represented by selected
the OPF result be able to accommodate other possible scenarios, scenarios, which achieved by various scenario reduction tech-
the OPF constraints are modified. Considering the probabilistic niques. Based on the well-known backward and forward sce-
distributions of both load and renewable energy output, the nario reduction method [10], [11], a series of specific scenario
modified constraints are derived from Taguchi’s orthogonal array reduction technique is applied in stochastic unit commitment
testing and probabilistic power flow calculation. The effectiveness
[12], power market trading [13]–[16]. Other methods, such as
of the proposed OPF method is demonstrated by the cases up to
the system with 2736 buses. particle swarm optimization [17] and interval linear program-
ming [18] are also employed in scenario reduction. The worst-
Index Terms—Optimal power flow, probabilistic power flow, ro- case selection [19] also can be regarded as a scenario reduc-
bust, Taguchi’s orthogonal array testing, uncertainties. tion method. Apart from the power injection uncertainties, the
contingency of the power system devices can be recognized as
another kind of uncertainty. In order to achieve a controlling
I. INTRODUCTION strategy which adapt to the contingency cases, security con-
strained OPF (SCOPF) is developed as an important extension

O PTIMAL power flow (OPF) is a powerful analyzing tool

in power system economic operation [1], [2]. The objec-
tive of OPF is to achieve a minimized power generation cost
of OPF since Alsac and Stott published their work [20] in the
1970s. In recent years, SCOPF algorithm with various empha-
sizes have been proposed, which include contingency filtering
with consideration of some specific power system constraints. technique [21], [22], SCOPF with consideration of FACTS de-
However, due to the existence of uncertain factors in power sys- vices [23], and tradeoff between SCOPF and real-time operation
tems, such as load variation and intermittent output of renew- [24], etc. Specifically, some researchers propose to achieve ro-
able energy, the results of the traditional deterministic OPF are bust operation in other promising prospectives, such as risk-lim-
not ensured to be the optimal control strategy for future power iting dispatch [25] and day-ahead planning [26].
system operating conditions. Therefore, considering uncertain- In this paper, considered uncertainties are focused on the load
ties in the OPF formulation is of importance. and the output of the renewable generators. In power systems,
The most common way of considering uncertain factors in the output of the non-renewable generation is controllable,
OPF is probabilistic optimal power flow (P-OPF) [3]. In P-OPF, while the load and the output of the renewable generation is
both the considered uncertain factors and the final results are often uncontrollable. Based on the theory of robust design, the
modeled as probabilistic distributions. The computing methods controllable parameters can be adjusted to make the system
of P-OPF include Monte Carlo simulation [4], cumulant method robust to the uncertain variations [27], so that it is inferred that
[5], [6], point estimate [7], first-order second-moment [8], etc. the controllable non-renewable generations can be employed
Apart from P-OPF, another way of considering uncertain fac- to make the power system robust to the uncertainties of load
tors in OPF is fuzzy OPF [9], in which fuzzy logic is employed and renewable energies. Therefore, this paper presents an OPF
method that aims to achieve an optimal generation schedule
which is not only cost-saving but also makes the power system
Manuscript received May 12, 2011; revised October 06, 2011 and February robust to the uncertain operating conditions caused by load and
01, 2012; accepted March 30, 2012. Date of publication May 15, 2012; date of renewable energy. This method is different from some former
current version October 17, 2012. Paper no. TPWRS-00438-2011.
The authors are with the University of Calgary, Calgary, AB T2N 1N4,
works that incorporate the models of the uncertain factors into
Canada (e-mail: [email protected]; [email protected]). OPF formulation directly, as this paper proposes a determin-
Digital Object Identifier 10.1109/TPWRS.2012.2194517 istic equivalent OPF formulation to consider the uncertainties.

0885-8950/$31.00 © 2012 IEEE

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 YU AND ROSEHART: OPTIMAL POWER FLOW ALGORITHM TO ACHIEVE ROBUST OPERATION 1809

The OPF is modeled based on the most likely scenario, in where is the array of is the array of is a matrix
which the uncertain factors are assigned to the values which whose non-diagonal elements are , and diagonal
have the largest probability to appear in the random factors’ elements are . In (5), the row and column
probabilistic distributions. Next, for the purpose of making the of the slack bus are deleted. Equation (5) can be further trans-
OPF solution able to satisfy the operating constraints of other formed into
possible operating scenarios, the constraints in the traditional
OPF formulation are modified with robust constraints, which (6)
are deduced from probabilistic power flow (P-PF) formulation
and Taguchi’s orthogonal array testing (TOAT) [28]. Equation (4) is also written to be into matrix form as follows:
TOAT is a method to select a minimum number of testing sce-
narios with good statistical information in the uncertain space. It (7)
has been proven that TOAT is able to select optimal representa-
tive testing scenarios from the possible combinations in additive where is the array of and is the coefficient matrix.
and quadratic models [29]. Compared with Monte Carlo simu- Finally, the relation between the branch power flow and nodal
lation, the number of testing scenarios of TOAT are much less, injected power is obtained by substituting (6) to (7):
therefore, the computational burden is alleviated. Additionally,
achieving scenarios with TOAT is much more simple than above (8)
scenario reduction methods. In the power system field, TOAT
has been successfully applied in transmission network expan- Equations (6) and (8) are deterministic power flow formula-
sion planning [30]. tions. These equations are changed into P-PF equations if
This paper adopts DC OPF to show the method. The re- and , which are arrays of deterministic variables, are re-
mainder of this paper is organized as follows: The theoretical placed with arrays of random variables and , where
basis, which includes the probabilistic DC power flow calcu- is a superscript to denote random variables. Thus the P-PF (9)
lation, the traditional OPF formulation, and TOAT method are is achieved from (8). Using the mathematical convolution tech-
given in Section II. In Section III, the proposed robust OPF nique, the distributions of the active power can be calculated
method is explained. Next, in Section IV, three examples are [32]:
studied to prove the effectiveness of the proposed method. The
conclusions are given in the last section. (9)
II. THEORETICAL BASIS

A. Probabilistic DC Power Flow Calculation [31] B. Traditional DC OPF Formulation

Power flow calculation studies the steady operating states of For a power system with renewable energy generations, the
the power system. The DC power flow is a linear model that is traditional DC OPF formulation for a specified operating sce-
approximated from AC active power flow formulations (1) and nario is as follows.
(2):

(1)
(10a)
(2)

where is the active power injected to bus (except the slack (10b)
bus); and is the voltage magnitude of bus and , respec- (10c)
tively; is the number of nodes in the system; and are
the conductance and susceptance values between node and , (10d)
respectively; is the voltage angle difference between bus
(10e)
and . Assume that the resistance is zero, ,
and , (1) and (2) can be simplified to be (3) and (4)
where is the number of non-renewable generators; , ,
respectively:
and are the cost coefficients of the th non-renewable gen-
erator’s power output ; , , and are the arrays
(3) of non-renewable generation power outputs, load values, and
renewable generation power outputs, respectively; is the
(4) angle of the slack bus; is the capacity of line ; and
are the arrays of the minimum and maximum constraints for
where is the reactance between node and . Equation (5) , respectively. The objective of this formulation is to mini-
is achieved by writing (3) into matrix form: mize the total non-renewable generation cost of the system. The
equality constraint (10b) is the nodal active power injections;
(5) the inequality constraint (10d) refers to the power flow limits.
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 1810 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 27, NO. 4, NOVEMBER 2012

C. Taguchi’s Orthogonal Array Testing (TOAT) TABLE I

GENERATE SCENARIOS FOR SYSTEM BASED
Given a system that is depicted by ON ORTHOGONAL ARRAY

, where , are
controllable factors and are uncontrollable
uncertain factors. For the purpose of making robust (less
sensitive) to the random variations of , controllable
factors are optimized. In this process, the uncertain
variations of are represented by a series of
scenarios. Since it is impractical to consider all the possible
scenarios, only some representative scenarios are selected to and denote the two selected levels of .
guide the optimization.
For each uncertain variable , a total of
in are ignored [35]. In the following paper,
representative levels are selected. Hence, the full operating
for simplification, is used to represent the OA
states of would be combinations, which is still
whose number of columns is equal to the number of
computationally expensive when is large. In order to further
random factors in the problem.
reduce the number of testing, TOAT is employed to determine
After selecting an appropriate OA based on the above two cri-
the scenarios.
teria, the scenarios correspond to the rows of the selected OA.
In TOAT, scenarios are decided by orthogonal arrays (OAs).
For system , determined by , a total of scenarios
An OA is a matrix that represented by , where and
are formed, and is much smaller than [33]. For ex-
are the number of rows and columns, respectively, and is
ample, assume that there are three uncontrollable random vari-
the number of the matrix element levels. As an example, an OA
ables and in system , and two levels are selected in
is shown as follows:
each random variable for testing. Determined by the number of
variables and the number of variable levels, OA is se-
lected to form the testing scenarios. The way of forming four
testing scenarios according to is shown in Table I. In this
case, a total of four testing scenarios are formed, which is less
than the number of full combinations . Therefore, the number
For a given problem , the appropriate OA is determined from of testing is minimized.
OA libraries [33], [34] according to the following two consid- The following features of an OA ensure that TOAT achieves
erations. representative testing scenarios which are uniformly distributed
1) The appropriate OA level number : When forming over the uncertain operating space [35], [36].
scenarios according to the selected OA, the number 1) In each OA column, every level occurs times. For
of element levels indicates the representa- example, in , 1 and 2 occur
tive levels of random factors. Taguchi suggests that times.
employing OAs with different levels to make an appro- 2) In any two columns, the level combinations appear the
priate coverage of the random space, i.e., determining same number of times. In , “1 1”, “1 2”, “2 1”,
the number of the testing levels of each random factor and “2 2” occur once in any two columns.
according to the feature of [27]. If uncertain factor
has a linear effect on , then should have
III. OPF ALGORITHM TO ACHIEVE ROBUST
two testing levels. If is symmetrically distributed,
OPERATION CONSIDERING LOAD AND RENEWABLE
and should be
GENERATION UNCERTAINTIES
chosen, where and are the functions
to calculate the mean and standard deviation of , In the proposed OPF, the traditional non-renewable genera-
respectively. If has a quadratic effect on , then tions are regarded as controllable factors in the power system,
should have three testing levels. If is symmetrically and the loads and renewable generations are considered to be
distributed, then , and uncontrollable. Determined by the uncertainties of load and re-
should be chosen. newable energy output, the future operating states are uncertain.
2) The number of OA columns : When forming the sce- In these large number of possible operating scenarios, the sce-
narios according to OA, the uncertain variables corre- nario with the largest probability to appear in the future is high
spond to the OA columns. If there is not an existing OA significant. Therefore, the objective of the proposed OPF is de-
in the OA libraries whose number of columns signed as minimizing the generation cost of the scenario which
exactly equal to the number of random variables in the has the largest probability to appear in the future. In order to
problem, an OA whose number of columns avoid the power flow becoming infeasible if other possible sce-
is greater than the number of random variables narios happen, TOAT and the probabilistic power flow formula-
should be chosen. Then, a new OA is formed for TOAT tion are employed to derive the modified OPF constraints. In this
by ignoring the redundant columns in be- study, the loads and renewable energies are modeled to be inde-
cause the resulting array is still an OA if some columns pendent; and the loads are modeled to be normally distributed
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 YU AND ROSEHART: OPTIMAL POWER FLOW ALGORITHM TO ACHIEVE ROBUST OPERATION 1811

[37]. The power output variation ranges of the intermittent re- where , , and are the submatrices of formed by
newable energies are between zero and the capacity. The details the columns that corresponding to the non-zero elements in ,
of the proposed OPF are presented in this section. , and ; , , and are the number of the transmission
lines, the number of loads, and the number of renewable gener-
A. Probabilistic OPF Constraints Considering Load and ation, respectively; is the expansion form of
Renewable Generation Uncertainties ; is the array of nonzero elements in ;
In order to analyze the relation between the distribution of and is the array of nonzero elements in .
the outputs and the inputs which include controllable generation According to (15), the constraint of the th line
output, for each bus, the injected power sources are modeled as is as (16):
follows:

(11)

Substituting (11) to (9), the equation for power flow distribu-

tions (12) is achieved: (16)

(12) in which , , and

are the th row elements in , , and , respectively. The
For power system operation safety, it must be ensured that no steps of transforming the probabilistic constraints (16) into de-
overload happens in the transmission branches, i.e., the power terministic constraints with TOAT are as follows.
flow distribution should within the capacity limits of the trans- 1) Aggregation of the deterministic and normal distributed
mission lines as (13): variables in (16).
Reducing the number of random variables is helpful
(13) to alleviate the computational burden because more
random variables generally lead to more testing sce-
Substituting (12) to (13), the probabilistic constraints for the narios in TOAT. Here, the normal distributed random
controllable generations are achieved as follows: variables and deterministic variables in (16) are aggre-
gated using the following rules [38]: a) If a random
(14) variable is normally distributed with mean and
variance , a linear transform is still
Since both the loads and renewable energy outputs are uncer- a normal distribution with mean and variance
tain variables, the above constraints are probabilistic. In order . b) If is also a normal uncertain variable
to simplify these constraints, in the following section, (14) is with mean and variance , a linear aggregation of
transformed into deterministic constraints by P-PF calculation is also a normal distribution with
and TOAT. mean and variance . Therefore,
a linear combination of the transmission line capacity
B. Transform Probabilistic Constraints (14) to Deterministic
and load distributions in (16) can be calculated. Given
Constraints by TOAT
In (14), , , and are sparse arrays whose lengths are (17)
. The elements in , , and are zeros if there are
and
no non-renewable generation, load, and renewable generation
connected to the corresponding buses, respectively. By deleting (18)
the zero elements in , , and , inequation (14) can be
written into (15): then the resulted and are also normal distri-
butions, even if the load distributions are not identical.
After this step, inequation (16) is transformed into (19)
.. .. ..
. . .
(19)

This transformation effectively shifts the random vari-

.. able from the loads to a representation of the power
.
flow on transmission lines associated with the loads. The
number of new random variables is equal to 1, instead
of the number of transmission lines because (19) models
.. .. (15) only a single transmission line for a particular value of
..
. . . . Therefore, the random variables in (16) are
reduced to random variables in (19). Since this
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 1812 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 27, NO. 4, NOVEMBER 2012

step is a strict mathematical process, there is no differ- After this step, the probabilistic constraint (19) are
ence between employing (16) and (19) in the followed changed into deterministic constraints (21), shown
OPF solving. In the followed testing scenario selecting at the bottom of the page, in which ,
process, each transmission line is considered effectively and are the values
separately with respect to flow limits and load/genera-
tion scenarios. In addition to the mathematical equiva- of , , and , respectively in
lency this is what allows for the process utilized in this the th testing scenario determined by TOAT.
section. 3) Determine the final deterministic upper and lower limits.
2) Select the representative testing scenarios of (19) by Inequation (21) can be simplified as follows. Since the
TOAT. upper limits are less than
In (19), every random variable has a linear effect on a series of data, it is equivalent to
this inequation. Therefore, based on the statements in less than the minimum one. Similarly, the
Section II-C, two representative values are selected to lower limits of are equiva-
indicate each random variable. Accordingly, two-level lent to more than the maximum value of the constraints.
OAs are employed to guide TOAT. For normal dis- Therefore, inequation (21) is simplified to (22)
tributed and , and
are adopted as representative values, where indicates
or . Since the outputs of the renewable energy
are always varied between zero and the capacity , ..
.
, zero and capacity values are adopted
as representative values of the renewable generation
outputs. Then the scenarios are generated according to
the following steps.
i) Choose a two-level OA which fulfills
from OA libraries. (22)
..
ii) The representative values for random variables in .
(19) are assigned as follows:

(20a) Let
(20b)
(20c)
(20d) ..
.
(20e)
(23)
(20f) and

In the lower limit of (19), random variables

and are made corresponding to the
first columns in . Similarly, in
..
the upper limit of (19), random variables and .
are made corresponding to the first
columns in . As indicated in (24)
Table I, the representative values assigned by (20a) then inequation (22) is transformed into (25):
to (20f) are substituted into to generate
testing scenarios. (25)

(21)

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 YU AND ROSEHART: OPTIMAL POWER FLOW ALGORITHM TO ACHIEVE ROBUST OPERATION 1813

Considering all the lines of , inequation (25) TABLE II

can be rewritten into the following matrix form: COMPARISON OF THE NUMBER OF CONSTRAINTS AND THE NUMBER OF
CONSIDERED SCENARIOS BETWEEN TRADITIONAL AND ROBUST OPF

(26)

where and are the arrays of and

, respectively. Inequations (25) and (26) are deter-
ministic constraints. That is to say, after the above three steps,
the probabilistic constraints (16) is approximated into deter-
TNoC denotes total number of the constraints, and NoCS denotes the
ministic constraints (25), i.e., (14) and (15) are approximated number of the considered scenarios.
to (26).
It should be pointed out that in Step (2.b), the method of
to the steps in Section III-B, it can be inferred that the solution
forming testing scenarios from an OA is not single but multiple
space of (27d) is the common solution spaces of (10d) for dif-
because “1” and “2” in an OA column may, respectively, signify
ferent scenarios. Therefore, the solution space of robust OPF
the low and high representative values of a random variable, or
(27) is the common solution space of the series of traditional
vice versa, i.e., each variable has two corresponding ways to get
OPF (10) based on different scenarios with
testing scenarios. For random variables in OPF problem,
and . The robust OPF (27) is feasible if the
the number of corresponding methods to get testing scenarios is
solution space is not empty. However, if the probabilistic con-
.
straints (14) is restrictive, i.e., the considered variation ranges of
For very large power systems, if there is no available OA
uncertain variables are large, it is possible that the scenarios gen-
table, Monte Carlo simulation can be employed to simulate the
erated from (14) make the above-mentioned traditional OPFs’
possible scenarios. Then the probabilistic constraints (14) can
common solution space empty, i.e., the robust OPF (27) is in-
be transformed to deterministic constraints (26) accordingly.
feasible. This implies that there is no rescheduling that can be
C. Robust OPF Formulation used to find a feasible solution in this operating mode. It is im-
portant to understand if the variation causing the infeasible solu-
The proposed robust OPF formulation is shown in (27): tion is realistic, in which case this implies that the transmission
system is not adequate for the uncertain variations. However, if
the infeasible solution is due to unrealistic models of variations,
(27a) which may be caused by long-term forecasts, then utilization of
more appropriate forecasts is required. One approach to regain
a feasible solution to (27) is to reduce the variation considered,
(27b) and the drawback to this approach is the robustness of the solu-
tion will be reduced. If some variations are reduced, it is impor-
(27c) tant to ensure such reductions are based on an understanding of
(27d) the system and reasonable models of the uncertainty. When in-
(27e) feasible cases are encountered, then these particular cases need
to be studied from both an operational perspective, as in this
where is the array of load values with the largest paper, but also a planning perspective to ensure the system is
probability, and is the array of the renewable energy reinforced for potentially realistic operating conditions.
outputs with the largest probability. For normal distributed
loads, the values of the largest probability are the mean values. D. Confirmatory Experiment
The accurate values should be achieved from a After robust OPF formulation (27) is solved, the proposed
forecast. For intermittent renewable energies, if accurate prob- OPF results are tested to verify feasibility with uncertain loads
abilistic models are unavailable, the intermediate values of the and renewable energy outputs. In this confirmatory experiment,
power output variation ranges can be adopted as . the non-renewable generator’s output is assigned to be the opti-
The above OPF model is a deterministic OPF formulation mized results; meanwhile, a series of deterministic testing sce-
which can be solved easily. In this paper, interior point method narios are generated by Monte Carlo simulation based on the
is adopted [39]. distributions of load and renewable energy. For each scenario,
For the purpose of comparisons, the number of the constraints a deterministic power flow calculation is performed. If no over-
and the considered scenarios of both traditional and robust OPF load happens, the testing scenario is defined as feasible, other-
is shown in Table II. It can be observed that the problem sizes wise, it is defined to be infeasible. The feasibility of the opti-
of the two OPF formulations are similar, but more scenarios are mized schedules is defined as follows:
considered in the robust OPF.
If and in the traditional OPF formulation (10) are as- (28)
signed to be and , respectively, the only
difference between the traditional OPF (10) and the robust OPF where is the total number of testing, and is the number of
(27) is the power flow constraints (10d) and (27d). According the feasible scenarios.
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 1814 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 27, NO. 4, NOVEMBER 2012

TABLE III TABLE IV

GENERATOR PARAMETERS OF IEEE 14-BUS SYSTEM TRANSMISSION LINE CAPACITIES OF IEEE 14-BUS SYSTEM

E. Comments on Employing TOAT in AC OPF

Theoretically, TOAT is applicable for both linear and non-
linear problems. However, there are some difficulties in dealing
with nonlinear large-scale AC OPF: different from DC model, TABLE V
the uncertain active and reactive power injections of the load TEST RESULTS OF IEEE 14-BUS SYSTEM
demands in nonlinear AC model cannot be aggregated as the
way in Section III-B. For large-scale AC OPF with large number
of random variables, if TOAT is employed for generating sce-
narios, according to Section II-C, a large size orthogonal array
will lead to large number of proxy constraints. Those constraints
cannot be aggregated and will cause heavy computational cost
in an AC OPF.

IV. EXAMPLE STUDIES to bus-2 and bus-3, respectively, and the capacity of each wind
farm is 40 MW.
The proposed robust OPF formulation is tested using the In the robust OPF calculation, the 11 uncertain loads are ag-
IEEE 14-bus, IEEE 118-bus, and a 2736-bus system. In these gregated to be one uncertain variable according to (17) and (18).
three systems, the mean of the load distribution are assumed to Adding the two renewable generations, the number of uncertain
be the values of the base case, and the load standard deviations variables to be dealt with TOAT in this system is three. There-
are assumed to be 5% of the mean. The renewable energy is fore, a two-level OA is selected to generate the testing
assumed to be wind power. The distribution of wind speed is scenarios. Then the robust constraints (27d) are determined ac-
modeled as Weibull, and the scale parameter and shape param- cording to these testing scenarios.
eter are assigned to be 11.0086 and 1.9622 m/s, respectively. As discussed in Section III-B, there are corresponding
The cut-in speed , cut-out speed , and rated wind speeds ways to generate the testing scenarios according to . In
of wind power generators are assigned to be 4, 25, and order to check the efficiency of the proposed algorithm, all the
13.61 m/s [40]. After the wind speeds are simulated, the wind corresponding ways are tested and both the minimum and
power output is calculated as follows: maximum costs and degrees of robust are given in Table V.
Additionally, for the purpose of comparisons, a traditional de-
terministic OPF is also calculated, in which wind power outputs
otherwise and load values are assigned to the same values as the robust
(29) OPF, i.e., wind power capacities and the mean values of the dis-
where is the wind power rated capacity. In this paper, tribution, respectively. The cost and degree of feasibility of tra-
the number of the testing scenarios of Monte Carlo simulation ditional deterministic OPF are also shown in Table V.
is . Under the above assumptions, the values of
are the wind farm capacity values. B. IEEE 118-Bus System
The programs are developed with Matlab R2009a on an iMac The network data of the IEEE 118-bus system can be found
computer with Intel Core i7 processor and 8 GB RAM. The in [41]. The OPF data are same as OPF settings of IEEE 118-bus
proposed robust OPF program is developed based on DC OPF system in Matpower [39]. Also the transmission line capaci-
program in MATPOWER [39]. ties are assigned as Table VI. Five wind farms are connected
to bus-16, bus-37, bus-48, bus-75, and bus-83 separately. Also
A. IEEE 14-Bus System
the capacity of each wind farm is 200 MW.
The IEEE 14-bus system consists of 14 buses, 5 generations, After the load is aggregated to one random variable according
and 20 lines. The network data of this system can be found in to (17) and (18), the number of random variables to be treated
[41]. The generation power output limit and cost curve data are with TOAT is reduced to . Therefore, a two level
shown in Table III. The transmission line capacities are assigned OA is selected to generate the operating scenarios as
as Table IV. It is assumed that two wind farms are connected follows:
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 YU AND ROSEHART: OPTIMAL POWER FLOW ALGORITHM TO ACHIEVE ROBUST OPERATION 1815

TABLE VI the low feasibilities imply that traditional deterministic OPF

TRANSMISSION LINE CAPACITIES OF IEEE 118-BUS SYSTEM cannot adapt to the uncertain operating conditions. This man-
ifests the significance of considering the uncertainties of both
load and renewable energy output in OPF problem.
In the proposed robust OPF, the uncertainties of the load and
renewable generations are discretized based on the probabilistic
distributions. By directly considering the uncertainties in the
TABLE VII
TEST RESULTS OF IEEE 118-BUS SYSTEM
OPF solution, the probability of actually encountering infeasi-
bility in operation would be reduced. Although the costs of ro-
bust OPF are higher than the cost of the deterministic OPF, it is
obvious that the high degree of feasibility makes the proposed
OPF more practical to guide the power system operation. It can
be summarized that the multiple scenarios in robust OPF have
a better coverage of the operating area than the single scenario
in traditional OPF, which guarantees the robustness; meanwhile
the expense of achieving the robustness of an OPF is that the
generation cost is increased.
Generally, in the traditional OPF calculation, in order to
TABLE VIII achieve the minimal generation cost, the lower the cost a
TEST RESULTS OF 2736-BUS SYSTEM generator has, the more output it is dispatched. However,
the generators with relatively low generation costs do not
always operate at their full capacity because of power flow
constraints. Therefore, it can be inferred that, in traditional
OPF, the generations are adjusted to a state that the power
flows on some transmission lines are as large as the capacity
values. As for the transmission system, the deterministic OPF
result can be regarded as an extreme operating state. If this
generation schedule obtained from deterministic OPF is ap-
plied in the cases that the load and renewable generations are
uncertain, the variations of the load and renewable energy
make the transmission system have a large probability to be
overload. In contrast, the variations of the load and renewable
generations are considered in the transmission constraints of
robust OPF, which means that some transmission capability
is reserved for the variations. So that compared with tradi-
tional OPF, the generation cost in robust OPF is increased
because generators are dispatched in a different way of the
traditional OPF.
For the IEEE 14-bus system, the computing time is too short
to compare. And the time consuming of IEEE 118-bus and
The robust constraints of the proposed OPF is determined ac- 2736-bus system is shown in Tables VII and VIII, respectively.
cording to these testing scenarios. The test results of both robust It can be seen that the computing time of robust OPF is longer
OPF and traditional deterministic OPF in which wind power than traditional OPF. This happens because of the different
outputs and load are assigned to the capacity values and mean sparsities of (10d) and (27d) when they are represented in ma-
values are shown in Table VII. trix form. Constraint (10d) has a very good sparsity while
in (27d) is a relatively full matrix. Therefore the computational
C. 2736-Bus System burden of robust OPF is heavier than the traditional one in
The Polish 2736-bus testing case is obtained from MAT- each iteration. Additionally, it was observed that the robust
POWER. Four wind farms are connected to bus-16, bus-157, OPF often needed more iterations than the traditional OPF to
bus-975, and bus-1675 separately. The capacity of each wind achieve convergence.
farm is 200 MW. OA is selected to generate the oper- It can also observed from the results that, in the process of
ating scenarios. The testing results are shown in Table VIII. generating testing scenarios, different corresponding ways re-
sults in different costs and feasibilities of the proposed OPF.
D. Results Analysis This happens because TOAT does not provide a full coverage
The simulation results in Tables V, VII, and VIII show that al- of the entire random operating space. Although this difference
though the traditional deterministic OPF achieves the minimum is unwelcome, it is an inevitable feature of scenario genera-
costs, for systems with large renewable generation capacities, tion techniques because the limited number of scenarios always

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 1816 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 27, NO. 4, NOVEMBER 2012

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