JMEE7311

Power Systems Operation and

Management
lecture 7

Optimal Power Flow

Dr. Nassim Iqteit

6-4-2019

Daniel Kirschen
1
 Economic dispatch

• Objective: minimize the cost of generation

• Constraints
L
• Equality constraint: load generation balance A B C

• Inequality constraints: upper and lower limits on generating

units output

B C
Limitations of economic dispatch
• Generating units and loads are not all connected to the Network
same bus
A D
• The economic dispatch may result in unacceptable
flows or voltages in the network

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Example of network limitation

B Maximum flow on each line: 100MW

A
CA LA CB LB

50 $/MWh 100$/MWh
PA PB
PAMAX PBMAX

Acceptable ED solution The solution of this (trivial) economic dispatch is:

100 MW 0 MW
300 MW B
A

The flows on the lines are below the limit

LA = 100 MW 100 MW LB = 200MW The economic dispatch solution is acceptable
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Unacceptable ED solution The solution of the economic dispatch is:
200 MW 0 MW
500 MW
B
A

The resulting flows exceed their limit

LA = 100 MW 200 MW LB = 400MW The economic dispatch solution is not acceptable

Modified ED solution
100 MW 200 MW In this simple case, the solution of the economic dispatch
300 MW B can be modified easily to produce acceptable flows.
A
This could be done mathematically by adding the following
inequality constraint:
LA = 100 MW 100 MW LB = 400MW
However, adding inequality constraints for each problem
is not practical in more complex situations
We need a more general approach
4
Optimal Power Flow (OPF) - Overview
• Optimization problem
• Classical objective function
• Minimize the cost of generation
• Equality constraints
• Power balance at each node - power flow equations
• Inequality constraints
• Network operating limits (line flows, voltages)
• Limits on control variables

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Mathematical formulation of the OPF
Decision variables (control variables)
• Active power output of the generating units
• Voltage at the generating units
• Position of the transformer taps
• Position of the phase shifter (quad booster) taps
• Status of the switched capacitors and reactors
High voltage DC transmission (HVDC) and
• Control of power electronics (HVDC, FACTS) flexible AC transmission system (FACTS),
• Amount of load disconnected
Vector of control variables:

 State variables
– Describe the response of the system to changes in the control variables
– Magnitude of voltage at each bus
• Except generator busses, which are control variables
– Angle of voltage at each bus
• Except slack bus
 Vector of state variables:
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 Parameters
- Known characteristics of the system
- Assumed constant
• Network topology
• Network parameters (R, X, B, flow and voltage limits)
• Generator cost functions
• Generator limits
• …
 Vector of parameters:
• Classical objective function:
 Minimize total generating cost:

• Many other objective functions are possible:

 Minimize changes in controls:

 Minimize system losses
…
• Equality constraints:
• Power balance at each node - power flow equations
N

i
G
P − Pi = L
∑V V [G
j =1
i j ij cos(δ i − δ j ) + Bij sin(δ i − δ j )]
N i = 1,...N
G
Q −Q =
i
L
i ∑V V [G
j =1
i j ij sin(δ i − δ j ) − Bij cos(δ i − δ j )]

• Compact expression:
• Inequality constraints:
• Limits on the control variables:

• Operating limits on flows:

• Operating limits on voltages

• Compact expression: 9
Compact form of the OPF problem
OPF Challenges
 Size of the problem
• 1000’s of lines, hundreds of controls
• Which inequality constraints are binding?
 Problem is non-linear
 Problem is non-convex
 Some of the variables are discrete
Subject to: • Position of transformer and phase shifter taps
• Status of switched capacitors or reactors
Solving the OPF using gradient methods
• Build the Lagrangian function

• The gradient of the Lagrangian indicates the direction of steepest ascent:

• Move in the opposite direction to the point with the largest gradient
• Repeat until

Problems with gradient methods

• Slow convergence
• Objective function and constraints must be differentiable
• Difficulties in handling inequality constraints
• Binding inequality constraints change as the solution progresses
• Difficult to enforce the complementary slackness conditions
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Solving the OPF using interior point method
• Best technique when a full AC solution is needed
• Handle inequality constraints using barrier functions
• Start from a point in the “interior” of the solution space
• Efficient solution engines are available
Linearizing the OPF problem
• Use the power of linear programming
• Objective function
- Use linear or piecewise linear cost functions
• Equality constraints
- Use dc power flow instead of ac power flow
• Inequality constraints
N N
(δ i − δ j )
- dc power flow provides linear relations between injections Pi = ∑ B (δ ij i − δ j ) or Pi = ∑ xij
(control variables) and MW line flows j =1 j =1
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Sequential LP OPF
• Consequence of linear approximation
– The solution may be somewhat sub-optimal
– The constraints may not be respected exactly
• Need to iterate the solution of the linearized problem
• Algorithm:
1. Linearize the problem around an operating point
2. Find the solution to this linearized optimization
3. Perform a full ac power flow at that solution to find the new
operating point
4. Repeat

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Advantages and disadvantages
• Advantages of LPOPF method
– Convergence of linear optimization is guaranteed
– Fast
– Reliable optimization engines are available
– Used to calculate nodal prices in electricity markets
• Disadvantages
– Need to iterate the linearization
– “Reactive power” aspects (VAr flows, voltages) are much harder to
linearize than the “active power aspects” (MW flows)

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Example of LPOPF
 Solving the full non-linear OPF problem by hand is too difficult, even for small systems
 We will solve linearized 3-bus examples by hand
CA
Example
A B

10 $/MWh
PA
1 2
PAMAX=390MW

CB
3
450 MW
Economic dispatch:
20$/MWh
PA = PAmax = 390 MW PB
PB = 60 MW 15
PBMAX= 150 MW
Flows resulting from the economic dispatch

390MW 60MW
A B

Fmax = 200MW

1 2
Fmax = 260MW Fmax = 200MW

3
450 MW

Assume that all the lines have the same reactance

Do these injection result in acceptable flows?

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Calculating the flows using superposition
Because we assume a linear model, superposition is applicable

390 MW 60 MW

1 2

3
450 MW

390 MW 60 MW

1 2 1 2

3 3
390 MW
60 MW
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390 MW 60 MW
FA FB FD FC
1 2 1 2

3 3
390 MW 60 MW

FA = 2 x FB because the path 1-2-3 has twice the

reactance of the path 1-3 FC = 2 x FD because the path 2-1-3 has twice the
reactance of the path 2-3
FA + FB = 390 MW
FC + FD = 60 MW
FA = 260 MW
FB = 130 MW FC = 40 MW
FD = 20 MW
390 MW 60 MW
260 MW 130 MW 20 MW 40 MW
1 2 1 2

3 3
390 MW 60 MW

390 MW 60 MW
110 MW
280 MW
170 MW
1 2
Fmax = 260 MW
3
450 MW

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Correcting unacceptable flows

390 MW 60 MW

1 280 MW
2

Must reduce flow F1-3 by 20 MW 3

450 MW

• Must use a combination of reducing the injection at bus 1 and increasing

the injection at bus 2 to keep the load/generation balance
• Decreasing the injection at 1 by 3 MW reduces F1-3 by 2 MW
• Increasing the injection at 2 by 3 MW increases F1-3 by 1 MW
• A combination of a 3 MW decrease at 1 and 3 MW increase at 2
decreases F1-3 by 1 MW
• To achieve a 20 MW reduction in F1-3 we need to shift 60 MW of
injection from bus 1 to bus 2
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Check the solution using superposition
330 MW 120 MW

110 MW 40 MW
220 MW 80 MW
1 2 1 2

3 3
330 MW 120 MW

330 MW 120 MW
70 MW
260 MW 190 MW
1 2
Fmax = 260 MW
3
450 MW

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Comments
• The OPF solution is more expensive than the ED solution
• CED = 10 x 390 + 20 x 60 = $5,100
• COPF = 10 x 330 + 20 x 120 = $5,700
• The difference is the cost of security
• Csecurity = COPF - CED = $600
• The constraint on the line flow is satisfied exactly
• Reducing the flow below the limit would cost more
• We have used an “ad hoc” method to solve this problem
• In practice, there are systematic techniques for calculating the sensitivities of
line flows to injections
• These techniques are used to generate constraint equations that are added to
the optimization problem

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Security Constrained OPF (SCOPF)
• Conventional OPF only guarantees that the operating constraints are satisfied
under normal operating conditions

All lines in service
• This does not guarantee security

Must consider N-1 contingencies
Example: base case solution of OPF Example: contingency case

120MW 330MW 120MW

330MW A 0 MW B
A 70 MW B

1 2 1 2

260 190 330 120

MW MW MW MW
3 3
450 MW 450 MW
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Formulation of the Security Constrained OPF

Power flow equations

Subject to:
for the base case

Operating limits for

the base case

Power flow equations

for contingency k
∀k
Operating limits
for contingency k

Subscript 0 indicates value of variables in the base case

Subscript k indicates value of variables for contingency k
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Preventive security formulation

subject to:

This formulation implements preventive security because the control variables are not
allowed to change after the contingency has occurred:
uk = u0 ∀k

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Corrective security formulation

subject to:

u k − u0 ≤ ∆u max
• This formulation implements corrective security because the control variables are allowed to change
after the contingency has occurred.
• The last equation limits the changes that can take place to what can be achieved in a reasonable amount
of time.
• The objective function considers only the value of the control
variables in the base case.

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Size of the SCOPF problem
• Example - European transmission network:
• 13,000 busses =13,000 voltage constraints
• 20,000 branches = 20,000 flow constraints
• N-1 security = 20,000 contingencies
• In theory, we must consider
20,000 x (13,000 + 20,000) = 660 million inequality constraints…
• However:
• Not all contingencies create limit violations
• Some contingencies have only a local effect

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Limitations of N-1 criterion
• Not all contingencies have the same probability

Long lines vs. short lines

Good weather vs. bad weather
• Not all contingencies have the same consequences

Local undervoltage vs. edge of stability limit
• N-2 conditions are not always “not credible”

Non-independent events
• Does not ensure a consistent level of risk

Risk = probability x consequences

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Probabilistic security analysis

• Goal: operate the system at a given risk level

• Challenges

Probabilities of non-independent events
• “Electrical” failures compounded by IT failures

Estimating the consequences
• What portion of the system would be blacked out?

What preventive measures should be taken?
• Vast number of possibilities

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Thank you