The Flow of Power

Steven Low

Simons Institute: Real-time Decision Making Bookcamp

Power Systems, Berkeley, January 2018
Bootcamp: Power systems
The flow of power (S Low)
 Basic concepts and models
 Power flow and optimization

The flow of information (S Meyn)

 Distributed control architectures

The flow of money (K Poolla)

 Market structures and services

from steady state to dynamics

from engineering to economics
R. Karp’s instruction
“... the level should be sufficiently elementary
that an expert on the topic will be bored.”
The flow of power I
Basic concepts and models
Why smart grid? (15 mins)

Three-phase AC transmission: 3 key ideas (30 mins)

 Phasor representation
 Balanced operation
 Per-phase analysis

Device models (30 mins)

 Transmission line
 Transformer
 Generator
The flow of power II
Power flow and optimization
Network models (10mins)
 Admittance matrix
 Power flow models

Optimal power flow problems (35mins)

 Formulation and example
 Convex relaxations
 Real-time OPF
Why smart grid?
 Watershed moment
Energy network will undergo similar architectural
transformation that phone network went through
in the last two decades to become the world’s
largest and most complex IoT

deregulation
IoT
Tesla: multi-phase AC started

1888 both started as natural monopolies 1980-90s

both provided a single commodity
both grew rapidly through two WWs
1876 1980-90s

Bell: telephone deregulation

started

convergence
1969: DARPAnet to Internet
Watershed moment

Industries will be restructured

AT&T, MCI, McCaw Cellular, Qualcom
Google, Facebook, Twitter, Amazon, eBay, Netflix

Infrastructure will be reshaped

Centralized intelligence, vertically optimized
Distributed intelligence, layered architecture
Watershed moment

(April 20, 2017)

What will drive power network transformation ?

Watershed moment

(April 20, 2017)

What will drive power network transformation ?

Electricity gen & transportation

Source:
USEPA

They consume the most energy

 Consume 2/3 of all energy in US (2014)
They emit the most greenhouse gases
 Emit >1/2 of all greenhouse gases in US (2014)
To drastically reduce greenhouse gases
 Generate electricity from renewable sources
 Electrify transportation
 World energy stats (2011)
Consumption 519 quad BTU

petroleum 34%

coal 29%
gas 23%
renewable (elec) 8%
nuclear 5%

Consumption 519 (quad BTU) per capita (mil BTU)

top 5 China 20% 78
countries
US 19% 313
Russia 6% 209
India 5% 20
Japan 4% 164
total 54%
Source: EIA
 World energy stats (2011)
Consumption 519 quad BTU

petroleum 34%

coal 29%
gas 23%
renewable (elec) 8%
nuclear 5%

Consumption 519 (quad BTU) CO2 emission

top 5 China 20% 27%
countries
US 19% 17%
Russia 6% 5%
India 5% 5%
Japan 4% 4%
total 54% 58%
Source: EIA
 US greenhouse gas emission 2014

Electricity generation
and transportation are
top-two GHG emitters
(56% total)

… and they consume

the most energy
(66% total)

Total (2014) = 6,870 Million Metric Tons of CO2 equivalent

ource: USEPA, https://www3.epa.gov/climatechange/ghgemissions/sources/transportation.html

 US energy flow 2014

quadrillion BTU

Source: EIA Monthly Energy Review March 2015

US electricity flow 2014
quadrillion Btu

Conversion loss:
63%
Fossil : 65% Plant use: 2%
T&D losses: 2.4%

Nuclear: 21% Gross gen:

37% End use:
Renewable: 13% 33%

US total energy use: 98.3 quads

For electricity gen: 39% Source: EIA March 2015
Monthly Energy Review
 US dirty supply
2 trillion kWh
coal

gas
1
nuclear

hydro
oil wind

solar

coal
all fossils
billion kWh

gas
nuclear

hydro

Source:
US EIA
 US renewable generations
750 billion kWh
nuclear
500
hydro
250
wind solar

12%

10% hydro

8%

6%

4%

wind
2%
solar
0%
4 5 6 7 8 9 0 1 2 3 4
-0 -0 -0 -0 -0 -0 -1 -1 -1 -1 -1
ct ct ct ct ct ct ct ct ct ct ct
Source: US EIA O O O O O O O O O O O
US wind capacity

Wind capacity (2016):

82,183 MW
Hydro capacity (2015):
78,956 MW

US wind generation capacity

exceeded hydro capacity in 2016
US solar capacity

Federal
incentives
extended
to 2023

US solar industry snapshot

 US installed solar capacity by mid 2015: ~23 GW
 784K homes and businesses
 Q2 2015 solar installation: 1.4 GW
 Utility: 729 MW
 Residential: 473 MW (70% growth yr-on-yr)
 H1 2015: a new solar installation / 2 mins Source: SEIA 2015
(Solar Energy Industries Association)
Power the world by solar
Uncertainty

High Levels of Wind and Solar PV Will

Present an Operating Challenge!

Source: Rosa Yang, EPRI

Voltage violations are quite frequent

Source: Leon Roose, University of Hawaii

Development & demo of smart grid inverters for high-penetration PV applications
 “Energiewende”

Source: Leon Roose, University of Hawaii

Development & demo of smart grid inverters for high-penetration PV applications
Today’s grid

Few large generators

 ~10K bulk generators (>90% capacity), actively controlled
Many dump loads
 131M customers, 3,100 utilities, ~billion passive loads
Control paradigm: schedule supply to match demand
 Centralized, human-in-the-loop, worst case, deterministic
Future grid

Wind and solar farms are not dispatchable

 Many small distributed generations
Network of distributed energy resources (DERs)
 EVs, smart buildings/appliances/inverters, wind turbines, storage
Control paradigm: match demand to volatile supply
 Distributed, real-time feedback, risk limiting, robust
Risk: active DERs introduce rapid random Opportunity: active DERs enables realtime
fluctuations in supply, demand, power quality dynamic network-wide feedback control,
increasing risk of blackouts improving robustness, security, efficiency

Caltech research: distributed control of networked DERs

• Foundational theory, practical algorithms, concrete

applications
• Integrate engineering and economics
• Active collaboration with industry
Recap
Global energy demand will continue to grow
There is more renewable energy than the world
ever needs
 Someone will figure out how to capture and store it

There will be connected intelligence everywhere

 Cost of computing, storage, communication and
manufacturing will continue to drop
 Power system will transform into the largest
and most complex Internet of Things
 Generation, transmission, distribution, consumption,
storage
Recap
To develop technologies that will enable and guide
the historic transformation of our power system
 Materials, devices, systems, theory, algorithms
 Control, optimization, stochastics, data, economics
Motivation: Optimal power flow
gen cost, power loss

power flow equation

line flow

injection limits

line limits

voltage limits

• describes network topology and impedances

• is net power injection (generation) at node j
The flow of power I
Basic concepts and models
Why smart grid? (15 mins)

Three-phase AC transmission: 3 key ideas (30 mins)

 Phasor representation
 Balanced operation
 Per-phase analysis

Device models (30 mins)

 Transmission line
 Transformer
 Generator
Visualizing the grid
Transmission lines: 190K miles
Distribution lines: 73K miles
(2002) [Sascha von Meier]
Today’s grid

Few large generators

 ~10K bulk generators (>90% capacity), actively controlled
Many dump loads
 131M customers, 3,100 utilities, ~billion passive loads
Control paradigm: schedule supply to match demand
 Centralized, human-in-the-loop, worst case, deterministic
[Sascha von Meier]
[Sascha von Meier] service drop
transmission
line

transmission
substation [Sascha von Meier]
distribution
substation

[Sascha von Meier]

 transformer &
[Sascha von Meier] distribution line
[Sascha von Meier] service drop
Mathematical model
Quantities of interest
 Voltage, current, power, energy
 All are sinusoidal functions of time

Voltage

nominal frequency
US: 60 Hz
EU: 50 Hz
 Steady state: frequencies at all points are nominal
 Reasonable model at timescale of minute and up
Mathematical model
Quantities of interest
 Voltage, current, power, energy
 All are sinusoidal functions of time

Voltage

nominal frequency
North/Central Americas: 60 Hz
Most other major countries: 50 Hz

 Steady state: frequencies at all points are nominal

 Reasonable model at timescales of minute and up
 Dynamic models at sec-min timescale: S Meyn’s tutorial

this part of tutorial is all about steady state

Phasor representation
Quantities of interest
 Voltage, current, power, energy
 All are sinusoidal functions of time

Voltage

amplitude phase

voltage
phasor
Phasor representation
Quantities of interest
 Voltage, current, power, energy
 All are sinusoidal functions of time

Voltage

voltage
phasor
Phasor representation
Quantities of interest
 Voltage, current, power, energy
 All are sinusoidal functions of time

Voltage

voltage
phasor
Phasor representation
Voltage

Current
Linear circuit elements
Resistor R

Inductor L

Capacitor C

these are main circuit elements to model the grid

Linear circuit elements
Resistor R

Inductor L

Capacitor C

−1
𝑉 =( 𝑗 𝜔 𝐶 ) ∙𝐼
Linear circuit elements

time
domain

phasor
domain
Complex power
Quantities of interest
 Voltage, current, power, energy
 All are sinusoidal functions of time

Instantaneous power

average power
Complex power
Quantities of interest
 Voltage, current, power, energy
 All are sinusoidal functions of time

Instantaneous power

average power

Complex power real (active) power

reactive power
Phasor analysis
Steady state behavior described by algebraic
equations
 Instead of dynamic equations

Circuit analysis
 Voltages and currents are linear

Power flow analysis

 Power flow equations are nonlinear

We will describe device and network models, and analyze

them, in phasor domain
3-phase AC : 3 key ideas
 Phasor representation
 Balanced operation
 Per-phase analysis
3-phase AC system
3 single-phase system: single 3-phase system:
3-phase AC system
Y-configuration:

voltage source impedance load

Delta-configuration:
3-phase AC system
Y-configuration:

voltage source impedance load

Balanced 3p source
 Equal in magnitude, 120 deg difference in phase


Balanced 3p impedance load

 Identical impedances
3-phase AC system
Balanced 3p source
 Equal in magnitude, 120 deg difference in phase


Balanced 3p impedance load

 Identical impedances

voltage source impedance load

Delta-configuration:
 Balanced 3-phase system
transmission line

voltage impedance
source load

Balanced 3p operation
 Balanced 3p sources
 Balanced 3p loads
 Balanced (identical) transmission lines
 Advantages

1-phase

3-phase
 Advantages

1-phase

3-phase
 Advantages

1-phase

3-phase

Advantages of balanced 3p operation

 Instantaneous power is constant in t !
 Uses ~1/2 as much materials (wires) as three 1p system
 Incurs ~1/2 as much active power loss as three 1p system
3-phase AC : 3 key ideas
 Phasor representation
 Balanced operation
 Per-phase analysis
 Per-phase analysis: Wye

Important properties of balanced 3p system


 Per-phase analysis: Wye

Important properties of balanced 3p system


 All voltages and currents are 3-phase balanced
 Phases are decoupled, i.e., variables in each phase
depend only on quantities in that phase
Per-phase analysis: Wye
Properties:

 All voltages and currents
are 3-phased balanced
 Phases are decoupled

per-phase equivalent circuit

...
...
Delta-Wye transformation
Equivalent 3p sources: same external behavior
line-to-line voltages:
Delta-Wye transformation
Equivalent 3p sources: same external behavior
line-to-line voltages:
Delta-Wye transformation
Equivalent 3p sources: same external behavior
same terminal currents on same line-to-line voltages
 Per-phase analysis
transmission line

voltage impedance
source load

 Convert all Delta sources and loads into Wye

 Solve phase a circuit with all neutrals connected for desired variables
 Phase b / c variables: subtract / add 120deg to phase a variables
 If variables internal to Delta configurations are desired, solve them
from original circuit
 Per-phase analysis
transmission line

voltage impedance
source load

phase-a
circuit
 Per-phase analysis
transmission line

voltage impedance
source load

phase-a
circuit
Recap: basic concepts
3-phase AC transmission system
 Phasor representation
 Balanced operation
 Per-phase analysis

We will describe device and network models, and analyze

them, in phasor domain, using per-phase analysis
The flow of power I
Basic concepts and models
Why smart grid? (15 mins)

Three-phase AC transmission: 3 key ideas (30 mins)

 Phasor representation
 Balanced operation
 Per-phase analysis

Device models (30 mins)

 Transmission line
 Transformer
 Generator
Transmission line model
model of transmission line
series impedance

shunt
admittance

 Terminal behavior
 What do line parameters depend on ?
 What about a 3-phase line ?
 What are some implications ?
Transmission line model
Line inductance l
total flux linkages

Multiple conductors

self inductance mutual inductance

Transmission line model
Conditions
 Symmetric 3-phase line

Multiple conductors

“self-inductance”

The phases are decoupled !

Transmission line model
Line capacitance c
total charge / m

Multiple conductors

self inductance mutual inductance

Transmission line model
Conditions
 Symmetric 3-phase line

Multiple conductors

“self-capacitance”

The phases are decoupled !

Transmission line model
Line parameters (balanced 3p line)
 Phases are decoupled

 Line inductance and capacitance

 Line resistance r / conductance g depend on

wire material & size
Transmission line model
per-phase model of phase voltage:
Transmission line model
per-phase model of phase voltage:
Transmission line model
model of transmission line
series impedance

shunt
admittance
Transmission line model
Long line (l>150mi):

Long line (50<l<150mi):

Long line (l<50mi):

Transmission line model
High voltage min transmission line loss

Specified: required load power and voltage

Transmission line model
Recap

 Line characteristics depend on materials, size, and

geometry of 3-phase line
 Linear per-phase circuit model

 circuit model: series impedance + shunt admittance

The flow of power I
Basic concepts and models
Why smart grid? (15 mins)

Three-phase AC transmission: 3 key ideas (30 mins)

 Phasor representation
 Balanced operation
 Per-phase analysis

Device models (30 mins)

 Transmission line
 Transformer
 Generator
Transformer model
Single-phase ideal transformer n
Transformer model
Single-phase (non-ideal) transformer

can be easily measured

Transformer model
Single-phase (non-ideal) transformer
Transformer model
3-phase ideal transformer
Transformer model
3-phase ideal transformer

per-phase properties
Transformer model
3-phase ideal transformer

per-phase properties
Transformer model
3-phase ideal transformer

per-phase properties
Transformer model
3-phase ideal transformer

per-phase properties
Transformer model
Per-phase equivalent circuit
Transformer model
Recap

 Four configurations: YY, DD, DY, YD

 Linear per-phase circuit model
Generator model
 Putting everything together

3p generator
(terminal 3p transformer 3p transmission 3p transformer
voltage) (stepup) line (stepdown)
Putting everything together

single-phase equivalent circuit

The flow of power II
Power flow and optimization
Network models (10mins)
 Admittance matrix
 Power flow models

Optimal power flow problems (35mins)

 Formulation and example
 Convex relaxations
 Real-time OPF
Example circuit model
Network model

Each line modeled as model

• Series impedance
• Shunt admittance at each end
• They may not be equal
Network admittance matrix

Y : network graph + admittances

Network admittance matrix
The flow of power II
Power flow and optimization
Network models (10mins)
 Admittance matrix
 Power flow models

Optimal power flow problems (35mins)

 Formulation and example
 Convex relaxations
 Real-time OPF
 Bus injection model

i j k

admittance matrix:

graph G: undirected

Y specifies topology of G and

impedances z on lines
 Bus injection model

Kirchhoff law

power balance

admittance matrix:
 Bus injection model

Kirchhoff law

power balance

Eliminate I :
Bus injection model
Complex form:

Polar form:

Cartesian form:
Bus injection model
DC power flow

Assumptions:
• Lossless short line
• Small angle difference
• Fixed voltage magnitude
• Ignore reactive power
The flow of power II
Power flow and optimization
Network models (10mins)
 Admittance matrix
 Power flow models

Optimal power flow problems (35mins)

 Formulation and example
 Convex relaxations
 Real-time OPF
Optimal power flow (OPF)
OPF is solved routinely for
 network control & optimization decisions
 market operations & pricing
 at timescales of mins, hours, days, …

Non-convex and hard to solve

 Huge literature since 1962
 Common practice: DC power flow (LP)
 Also: Newton-Raphson, interior point, …
Optimal power flow
gen cost, power loss

power flow equation

line flow

injection limits

line limits

voltage limits

• describes network topology and impedances

• is net power injection (generation) at node j
Optimal power flow
gen cost, power loss

power flow equation

line flow

injection limits

line limits

voltage limits

nonconvex feasible set (nonconvex QCQP)

• not Hermitian (nor positive semidefinite)
• is positive semidefinite (and Hermitian)
Optimal power flow
OPF problem underlies numerous applications
• nonlinearity of power flow equations  nonconvexity

Ian Hiskens, Michigan

Dealing with nonconvexity

Linearization
 DC approximation
Convex relaxations
 Semidefinite relaxation (Lasserre hierarchy)
 QC relaxation (van Hentenryck)
 Strong SOCP (Sun)
Dealing with nonconvexity

Linearization
 DC approximation
Convex relaxations
 Semidefinite relaxation (Lasserre hierarchy)
 QC relaxation (van Hentenryck)
 Strong SOCP (Sun)
Realtime OPF
 Online algorithm, as opposed to offline
 Also tracks time-varying OPF
 Relaxations of AC OPF
dealing with nonconvexity

Bose (UIUC) Chandy Farivar (Google) Gan (FB) Lavaei (UCB) Li (Harvard)

many others at & outside Caltech …

Low, Convex relaxation of OPF, 2014

http://netlab.caltech.edu
Equivalent feasible sets

quadratic in V
linear in W
Equivalent problem:

convex in W
except this constraint
Solution strategy

If optimal solution satisfies easily checkable conditions,

then optimal solution of OPF can be recovered
Equivalent relaxations

Theorem
 Radial G: SOCP is equivalent to SDP ( )
 Mesh G: SOCP is strictly coarser than SDP

For radial networks: always solve SOCP !

Exact relaxation

For radial networks, sufficient conditions on

 power injections bounds, or
 voltage upper bounds, or
 phase angle bounds
Exact relaxation

For radial networks, sufficient conditions on

 power injections bounds, or
 voltage upper bounds, or
 phase angle bounds
Exact relaxation
QCQP

graph of QCQP

QCQP over tree

Exact relaxation
QCQP

Key condition

Theorem
SOCP relaxation is exact for
QCQP over tree Bose et al 2012, 2014
Sojoudi, Lavaei 2013
 Implication on OPF

Not both lower & upper bounds on real & reactive powers at both ends
of a line can be finite
 Example
Real Power Reactive Power

SOCP Y
SDP Y

power flow • Relaxation is exact if X and Y have same

solution X Pareto front
• SOCP is faster but coarser than SDP

Bose, Low, Teeraratkul, Hassibi TAC 2015

 Potential benefits

IEEE test SDP MATPOWER

systems cost cost

12.4% lower cost than solution from

[Louca, Seiler, Bitar 2013] nonlinear solver MATPOWER
Potential benefits
Case study on an SCE feeder
 Southern California
 1,400 residential houses, ~200 commercial buildings
 Controllable loads: EV, pool pumps, HVAC, PV inverters
 Formulated as an OPF problem, multiphase unbalanced radial
network

baseline optimized

peak load reduction: 8%

energy cost reduction: 4%
 Realtime AC OPF
for tracking

Gan (FB) Tang (Caltech) Dvijotham (DeepMind)

See also: Dall’Anese et al, Bernstein et al, Gan & L, JSAC 2016
Hug & Dorfler et al, Callaway et al Tang et al, TSG 2017
Motivations
Simplify OPF simulation/solution
 Solving static OPF with simulator in the loop
 Avoid modifying GridLab-D during ARPA-E GENI (2012-15)

Deal with nonconvexity

 Network computes power flow solutions in real time at
scale for free
 Exploit it for our optimization/control

Track optimal solution of time-varying OPF

 Uncertainty will continue to increase
 Real-time measurements increasingly become available on
seconds timescale
 Must, and can, close the loop in the future
Dealing with nonconvexity

Linearization
 DC approximation
Convex relaxations
 Semidefinite relaxation (Lasserre hierarchy)
 QC relaxation (van Hentenryck)
 Strong SOCP (Sun)
Realtime OPF
 Online algorithm, as opposed to offline
 Also tracks time-varying OPF
Literature
Static OPF:
 Gan and Low, JSAC 2016
 Dall’Anese, Dhople and Giannakis, TPS 2016
 Arnold et al, TPS 2016
 A. Hauswirth, et al, Allerton 2016

Time-varying OPF:
 Dall’Anese and Simonetto, TSG 2016
 Wang et al, TPS 2016
 Tang, Dvijotham and Low, TSG 2017
 Tang and Low, CDC 2017

Earlier relevant work on voltage control

 Survey: Molzahn et al, TSG 2017
OPF

power flow equations

operational constraints
controllable uncontrollable capacity limits
devices state
OPF

power flow equations

operational constraints
capacity limits
OPF

power flow equations

operational constraints
capacity limits
OPF: eliminate y

Theorem [Huang, Wu, Wang, & Zhao. TPS 2016]

For DistFlow model, controllable (feasible) region

is convex (despite nonlinearity of y(x))

OPF: add barrier or penalty

add barrier or penalty function

to remove operational constraints

f: nonconvex
Online (feedback) perspective

cyber
network

measurement,
control communication
x(t) y(t)

physical
network

• Explicitly exploits network as power flow solver

• Naturally tracks changing network conditions
Outline: realtime OPF
Motivation
Problem formulation
Static OPF [Gan & Low, JSAC 2016]
 1st order algorithm
 Optimality properties

Time-varying OPF [Tang, Dj, & Low, TSG 2017]

 2nd order algorithm
 Tracking performance
 Distributed implementation [Tang & Low, CDC 2017]
Static OPF

gradient projection algorithm:

active control

law of physics

[Gan & Low, JSAC 2016]

Local optimality
Under appropriate assumptions
 x(t) converges to set of local optima
 if #local optima is finite, x(t) converges
Global optimality

Theorem

If co{local optima} are in A then

 x(t) converges to the set of global optima
 x(t) itself converges a global optimum if
#local optima is finite
 Global optimality

Theorem

 If SOCP is exact over X, then assumption holds

Incidentally, this turns out to be the convergence condition in Arnold,et al, “Model-Free Optimal Control of
VAR Resources in Distribution Systems: An Extremum Seeking Approach,”
Suboptimality gap
any original
any local feasible pt
optimum slightly away
from X boundary

 Informally, a local minimum is almost as good

as any strictly interior feasible point
Simulations
Outline: realtime OPF
Motivation
Problem formulation
Static OPF [Gan & Low, JSAC 2016]

Dynamic OPF [Tang, Dj, & Low, TSG 2017]

 2nd order algorithm

 Tracking performance
 Distributed implementation [Tang & Low, CDC 2017]

See also: Dall’Anese and Simonetto, TSG 2016

Wang et al, TPS 2016
Tracking performance

IEEE 300 bus

realtime OPF algorithms can track time-varying OPF well

Tracking performance

IEEE 300 bus

realtime OPF algorithms can track time-varying OPF well

Drifting OPF

static
OPF

drifting
OPF
 Drifting OPF

Quasi-Newton algorithm:

active control

law of physics

[Tang, Dj & Low, 2017]

 Drifting OPF

Computing by solving convex QP:

e.g. approx Hessian

[Tang, Dj & Low, 2017]

Tracking performance

control error

Theorem

avg rate of drifting

 Tracking performance

Theorem

avg rate of drifting

• of optimal solution
• of feasible set
[Tang, Dj, & Low, TSG 2017]
 Tracking performance

Theorem

error in Hessian approx

[Tang, Dj, & Low, TSG 2017]

 Tracking performance

Theorem

“condition number”
of Hessian
[Tang, Dj, & Low, TSG 2017]
Implementation
Implement L-BFGS-B
 More scalable
 Handles (box) constraints X

Simulations
 IEEE 300 bus
Tracking performance

IEEE 300 bus

Tracking performance

IEEE 300 bus

Key message
Large network of DERs
 Real-time optimization at scale
 Computational challenge: power flow solution

Online optimization [feedback control]

 Network computes power flow solutions in real time
at scale for free
 Exploit it for our optimization/control
 Naturally adapts to evolving network conditions

Examples
 Slow timescale: OPF
 Fast timescale: frequency control