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Factorized Load Flow

Antonio Gmez-Expsito, Fellow, IEEE, and Catalina Gmez-Quiles, Member, IEEE

AbstractThis paper extends to the load ow problem the fac-

torized solution methodology recently developed for equality-con-

strained state estimation. This is done by considering a redundant

set of initial conditions in order to transform the undetermined

system arising in the rst linear stage into an overdetermined one.

The second nonlinear stage proceeds exactly like in the state esti-

mation case. Experimental results are included showing that the

factorized load ow is more robust than the standard NR method,

while remaining computationally competitive.

Index TermsEquality constraints, factorized solution, load

ow, state estimation, weighted least squares (WLS).

I. INTRODUCTION

A

LTHOUGH rudimentary load ow (LF) solution proce-

dures were introduced late in the 1950s, it was not until

the seventies that efcient techniques, taking advantage of and

preserving the Jacobian sparsity, made the quadratically conver-

gent Newton-Raphson (NR) scheme fully competitive [1], [2].

Since then, a number of improvements (component mod-

eling, computational saving by parallel computation, solution

adjustments) and alternative solution techniques (constant

Jacobians, approximate DC solutions, second-order methods,

globally convergent schemes, etc.) have been proposed, of

which very few have found widespread use in industry. By

far, along with the basic NR algorithm in polar form, the most

successful implementation is the so-called fast decoupled load

ow [3]. The reader is referred to the excellent survey [4] or the

more recent compilation provided in [5, Ch. 3] for a detailed

account of the power ow problem and associated issues.

The state estimation (SE) notion for power systems was also

introduced early in the seventies [6], in an attempt to circum-

vent the limitations arising in primitive SCADAs fromthe direct

use of LF solvers for real-time network monitoring purposes. In

addition to power injections and bus voltages, state estimators

can readily use power ow measurements, relying on the avail-

able redundancy to reduce the uncertainty of the computed state

vector. Like in the LF case, the nonlinear weighted least squares

(WLS) original formulation has been the subject of extensive

research. This includes numerical improvements to the iterative

procedure based on the Normal equations (orthogonal factoriza-

tion, equality-constrained and augmented schemes), robustness

against bad data (normalized residual test, non-quadratic SE) or

the use of increasingly higher redundancy levels to detect and

Manuscript received January 10, 2013; revised April 15, 2013; accepted May

22, 2013. Date of publication June 13, 2013; date of current version October

17, 2013. This work was supported by the Spanish Ministry of Science and

Innovation, under grant ENE2010-18867. Paper no. TPWRS-00031-2013.

The authors are with the Department of Electrical Engineering, University of

Seville, Seville, Spain (e-mail: age@us.es; catalinagq@us.es).

Color versions of one or more of the gures in this paper are available online

at http://ieeexplore.ieee.org.

Digital Object Identier 10.1109/TPWRS.2013.2265298

correct topology and parameter errors. The reader is referred to

[7] and [8] for an overview of the SE problem (see also [9] for

a more detailed treatment of this topic).

As early noted by pioneers, the SE reduces to an LF solution

when there is no redundancy at all and the critical set of mea-

surements does not contain power ows. In this case, the mea-

surement Jacobian is nonsingular and there is no need to build

the gain matrix.

For the purposes of this paper, the equality-constrained SE

formulation, in which a subset of (real or virtual) measurements

has to be exactly enforced, is of most interest [10]. In this case,

there is also a straightforward, yet not so well known, relation-

ship between the equality-constrained SE and the LF, which is

fully exploited in this work.

Recently, a two-stage SE solution methodology has been pro-

posed [11], which is nding a number of applications in hierar-

chical state estimation. Of particular interest is the case when the

rst stage reduces to a linear WLS problem, since this leads to

a factorized formulation which shows better convergence rates

and has proved to be faster than the Gauss-Newton (GN) iter-

ative scheme, based on the Normal equations [12], [13]. Such

a factorized scheme can be easily extended to the equality-con-

strained case by simply augmenting the involved equation sys-

tems [14].

This paper is aimed at extending the factorized SE solution

methodology, developed so far, to the LF problem, which is

straightforward by adopting a unied vision that considers the

LF as a particular case of the equality-constrained SE.

The paper is organized as follows: Section II summarizes

the equality-constrained SE, which is formally related to the

LF problem in Section III. Then, Section IV reviews the re-

cently-introduced factorized SE models. This constitutes the

basis of the factorized LF models presented in Section V, which

are tested and compared to the NR method in Section VI.

II. EQUALITY-CONSTRAINED STATE ESTIMATION

For the sake of self-sufciency, the equality-constrained

WLS SE formulation is reviewed below (the reader is referred

to [9] and [10] for further details).

Exact quantities, such as zero injections, can be easily accom-

modated into the WLS estimation model by explicitly adding

the necessary constraints to the regular measurement equations:

(1)

(2)

where

state vector to be estimated, composed of bus

voltage magnitudes, , and phase angles, (size

, being the number of buses);

measurement vector;

0885-8950 2013 IEEE

4608 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 28, NO. 4, NOVEMBER 2013

vector of functions relating error-free measurements

with state variables;

vector of measurement errors, customarily assumed to

be and uncorrelated, with covariance matrix

;

vector of exactly known quantities ( for null

injections);

vector of functions relating with state variables.

The associated optimization problem consists of minimizing

the Lagrangian:

(3)

which leads to the repeated solution, until convergence, of the

following system:

(4)

where , is the vector of Lagrange multipliers

and represents the iteration index.

A simpler and more widespread scheme consists of con-

sidering exact quantities as pseudo-measurements with much

larger weights than those associated with regular measure-

ments, which leads to the following Normal equations, in

standard form:

(5)

or, carrying out the products

(6)

where is a sufciently small scalar.

There is a risk of unacceptable ill-conditioning if is too

small, but values in the order of , or even smaller, are well

tolerated by present computers, particularly if orthogonal de-

composition of the Jacobian [15], rather than Cholesky factor-

ization of the gain matrix, is adopted. For practical purposes, the

solutions provided by (4) and (6) are identical in most instances.

III. LOAD FLOW AS AN EQUALITY-CONSTRAINED

STATE ESTIMATION

If the number of equality constraints (2) equals (state vector

size), and the resulting Jacobian is of full rank, then the es-

timate is fully determined, irrespective of the number, values

and uncertainty of measurements in (1). Indeed, from the lower

equation in (4), or from (6) with , the standard Newton-

Raphson (NR) load ow iterative process is easily obtained

(7)

The above statement is trivial and well-known, except for

the following key observation: whereas in the conventional

NR-based iterative scheme (7) the only degree of freedom is

the starting point , in the equality-constrained WLS approach

(4) we can additionally choose arbitrary values for and . In

fact, no matter how many extra measurements or pseudomea-

surements we include in , the solution will remain the same,

so long as .

For practical purposes, adding the redundant set of pseu-

domeasurements (1) to the conventional LF model (2), is

useless, since the solution of (4) does not provide any computa-

tional advantage compared to the simpler system (7). However,

as explained in the sequel, this pretty simple idea can be applied

to the factorized SE model recently proposed in [12], [13],

yielding a new family of LF solution procedures which can be

advantageous over the conventional NR method.

Note that the values of , which do not have to be actual

measurements in the SE sense, could even change on the y

during the iterative process, without any consequence for the

computed solution (provided convergence is nally achieved).

This idea is the basis of the new iterative scheme specically

developed for the LF problem in this paper (Section V-B).

IV. FACTORIZED STATE ESTIMATION

For the sake of completeness, both the unconstrained and

equality-constrained factorized WLS SE models introduced re-

spectively in [13] and [14] will be reviewed here.

A. Unconstrained Factorized Model

In this approach, the following state vectors are involved:

State vector . Unlike in the conventional formulation,

voltage magnitudes are replaced for convenience in the

factorized model by their log counterparts:

(8)

where .

Intermediate vector :

(9)

where and, for each branch connecting buses

and , the following pair of variables is adopted:

(10)

(11)

Vector then comprises variables ( being the

number of branches).

Intermediate vector , composed also of variables

(12)

where

When those vectors are introduced, the conventional non-

linear measurement model (1) can be decomposed into two

linear models:

(13)

(14)

GMEZ-EXPSITO AND GMEZ-QUILES: FACTORIZED LOAD FLOW 4609

which become coupled through a trivial nonlinear transform

(change of variables)

(15)

The nonlinear function , as well as the constant matrices

and , are easily obtained fromthe above denitions (see [13]

for the details). Of particular interest is the

Jacobian of , composed of diagonal scalars plus ,

2 2 diagonal blocks, as follows:

(16)

(17)

the inverse of which are

(18)

(19)

Therefore, unlike the Jacobian of the conventional nonlinear

model, obtaining involves virtually no computations.

For the sake of compactness, the two-stage solution proce-

dure in the unconstrained case will not be detailed herein, since

it is a particular case of the equality-constrained version de-

scribed next (simply remove equality constraints).

B. Equality-Constrained Factorized Model

In the factorized formulation the nonlinear constraints (2)

become also linear in terms of the auxiliary vector . There-

fore, adopting the same notation as in the unconstrained case

above, the nonlinear equality-constrained model (1)(2) can be

rewritten as

(20)

(21)

(22)

where the only nonlinear term is .

The best estimate of the pair is provided by solving the

following equality-constrained optimization problem:

(23)

which reduces to the sequential solution of two WLS simpler

problems, as follows:

Step 1) Obtain a preliminary estimate by solving the

augmented system

(24)

where . The symmetric coefcient matrix is

termed the augmented gain matrix (in the sequel, the subindex

a will be used to denote augmented matrices).

Step 2.1: Use the estimate provided by Step 1 to ini-

tialize by solving the following augmented system:

(25)

where

Step 2.2: Starting with , repeatedly solve the following

system until is sufciently small:

(26)

where and the Jacobian is computed at

.

In summary, this formulation proceeds by rst computing

from the linear system (24) and then iterating with (26) until

necessary to obtain . With high redundancy levels and rather

accurate measurements, it was found that the estimate pro-

vided by (25) can be sufciently accurate in practice.

It is worth stressing again that both and are triv-

ially obtained, which is the main advantage of the factorized

formulation (the nonlinear functions arising in the con-

ventional formulation cannot be inverted in this fashion).

Both the unconstrained and equality-constrained factorized

solution schemes have proved to be computationally more ef-

cient than their GN-based counterparts. Lower solution times

stem from both lower costs per iteration and reduced iteration

count. Owing to the improved estimate provided by the rst

WLS linear problem, the second WLS stage provides satisfac-

tory solutions typically in just one or at most two iterations. By

contrast, the conventional nonlinear formulation has to resort to

the at start in absence of previous information.

V. FACTORIZED LOAD FLOW FORMULATIONS

With the above notation, the factorized load ow model con-

sists of nding the pair simultaneously satisfying the fol-

lowing two equations:

(27)

(28)

which reduce to the standard model when is eliminated:

(29)

In accordance with the state vector introduced above, which

comprises for convenience all bus voltage magnitudes in log

form, the vector of specied quantities must also contain all

PV-bus voltage magnitudes:

4610 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 28, NO. 4, NOVEMBER 2013

Even though PV-bus voltage magnitudes can be removed from

both and , like in the standard NR-based polar formula-

tion, retaining those quantities will be very helpful in the fac-

torized formulation to deal with PV-bus reactive power limits

(see Section V-D).

As shown in Section III, the load ow can be regarded as a

critically-constrained state estimation, to which arbitrary pseu-

domeasurements of the form(20) can be added without affecting

the estimate, which becomes in fact the load ow solution.

While this is useless in the compact LF formulation, in the fac-

torized model those pseudomeasurements are helpful, in com-

bination with the underdetermined system (27), to render the

intermediate vector fully observable, which is a requirement

of the two-step procedure reviewed in the previous section.

The factorized load owproblemreduces therefore to solving

the constrained WLS problem (23), to be compared with the so-

lution of the more compact conventional system (7). The fol-

lowing remarks are in order:

The number and choice of pseudomeasurements in

(20) should guarantee that, when used in combination with

(21), is observable. The simplest choice for , assuring

not only observability of but also certain redundancy, is

, where is a set of assumed values for , in which

case reduces to the identity matrix.

Also, the values of are theoretically irrelevant. In prac-

tice, however, the more accurate they are the better estima-

tions are provided by the rst WLS problem arising in the

factorized approach.

For the same reason, the weighting matrix , reecting in

the SE case the relative accuracy of components, can be

arbitrarily chosen in the LF case. The default choice in this

work will be .

In what follows, the two-stage WLS solution approach

reviewed above, initially devised for the SE problem, will be

adapted to the simpler LF case.

A. Equality-Constrained Formulation

The two-step scheme described in Section IV-B is of direct

application to the LF case simply by assuming that represents

a set of equally-uncertain initial conditions, rather than actual

measurements or pseudomeasurements. The simplest choice is

and , leading to

For the sake of clarity, the two steps arising in this simplied

case will be repeated herein:

Step 1: Obtain a preliminary estimate by solving the

augmented system

(30)

which, in turn, can be easily solved in two stages as follows:

Step 1.1: Compute from

Step 1.2: Obtain

In this particular case the estimate can be interpreted as the

vector that, satisfying the network bus constraints (27), mini-

mizes the Euclidean distance to . In other words, the WLS

problem arising in Step 1 reduces to a constrained least-distance

problem.

Step 2.1: Use the estimate provided by Step 1 to

initialize by solving (25). In this case, with , the

weighting matrix reduces to

(31)

where can be shown to be a diagonal matrix.

Step 2.2: Starting with , repeatedly solve (26) until

is sufciently small.

In the LF case the iterative process is customarily stopped

when rather than is sufciently small. Since

has to be computed anyway to solve (26), the mismatch vector

is readily obtained as a byproduct during the

iterative process. Note however that the choice of the stopping

criterion may affect the number of iterations.

B. Sequential Iterative Scheme

The factorized solution scheme described above is directly

adapted from the SE problem, in which vector represents ac-

tual measurements with given uncertainty. As this information

remains constant throughout the solution process it makes no

sense to repeat Step 1. In the factorized load ow case, however,

vector is a vector of pseudomeasurements ( ) intended

to render observable. The more accurate is the more appro-

priate is to start iterating in Step 2.

Based on this observation, an alternative iterative scheme is

possible in the LF case by updating the values of in Step 1

after each iteration of Step 2. In this scheme, steps 1 and 2 are

sequentially performed until convergence, as follows:

Step 1: Obtain by solving the augmented system (30).

Step 2.1: Obtain by solving (25).

Step 2.2: Update . If is small

enough, then stop. Otherwise go back to Step 1.

From the computational point of view, it is worth noting that

successive runs of Step 1 are very fast, provided the solution

adjustments discussed in Section V-D do not modify the co-

efcients of the gain matrix. In such cases, Step 1 reduces to

updating the right-hand side vector in (30), followed by for-

ward/backward elimination (this is called warm start, to be

distinguished from the initial cold start).

C. Formulations With Two Weight Scales

The preceding formulations can be advantageously replaced

in practice by unconstrained ones if pseudomeasurements

(20) are considered several orders of magnitude less accurate

than equality constraints (21). As discussed below, these for-

mulations are very well tailored to easily incorporate reactive

power limits in PV buses, provided includes, in addition to

, an estimation of the injected reactive power for each PV

GMEZ-EXPSITO AND GMEZ-QUILES: FACTORIZED LOAD FLOW 4611

bus. For this reason, the general relationship , rather

than , will be used in this section, with .

The two steps of the equality-constrained formulation

(Section V-A) can then be restated like in the unconstrained

case of Section IV-A, as follows:

Step 1: Obtain by solving

(32)

where the gain matrix is in this case

(33)

A more compact expression is obtained if all products are car-

ried out

(34)

Step 2.1: Initialize by solving

(35)

where

Step 2.2: Starting with , repeatedly solve the following

system until convergence:

(36)

where the matrix is evaluated at

On the other hand, the sequential iterative scheme of

Section V-B can be replaced by the following procedure, in

which Lagrange multipliers are not explicitly computed:

Step 1: Obtain by solving (34).

Step 2.1: Obtain by solving (35).

Step 2.2: Update . If is small

enough, then stop. Otherwise go back to Step 1, with .

D. Handling Reactive Power Limits in PV Buses

Any load ow procedure should consider in practice a

number of adjustments so that the solution obtained takes into

account the action of control variables and associated limits

(see [5, Section 3.7], for a thorough discussion on this issue).

Providing a detailed account of how any conceivable solution

adjustment can be handled by the factorized formulation pre-

sented in this work is clearly beyond a single paper. However,

the most basic one, namely the enforcement of reactive power

limits in PV buses, will be discussed herein, for which only the

sequential solution approach of Section V-B will be considered.

As explained above, the state vector comprises all bus

voltage magnitudes while the vector of specied quantities

contains all PV-bus voltages. Keeping this in mind, let us

assume that after the th execution of Step 2 the net reactive

power injection at PV bus exceeds one of its limits

. Then, the next time Step 1 is performed the specied

logarithmic voltage magnitude is replaced in vector by

. The opposite is just done when the resulting PQ bus

must be reverted to the PV type. Therefore, reactive power

limits are checked after Step 2 but enforced in Step 1. Notice

that, even though the size of matrix remains constant after a

bus-type switching, its nonzero pattern changes when the row

corresponding to is replaced by that of (or vice versa).

The factorized version based on two weight scales

(Section V-C) offers a simpler strategy to accommodate

reactive power limits, allowing the structure of matrices

and to remain constant throughout the iterative process,

as follows: assume that, in addition to the trivial components

( ), we also include in vector an estimate of for

each PV bus (initially, in absence of a better value, ,

but this is updated after each execution of Step 2). This way,

the combined measurement vector in (34), composed of

both subvectors and , contains all injected powers P&Q

(except for the slack bus) as well as all voltage magnitudes, and

changing the bus type (from PV to PQ, or vice versa) reduces to

exchanging the corresponding element of by the appropriate

element of . This can be easily done, without modifying the

structure of matrices and , by properly modifying just two

coefcients of the weighting matrix . More specically, a

component of is converted into a component of by adding

to the respective diagonal of , whereas a must be

simultaneously added to the component of being shifted to .

In summary, the new matrix has the form

VI. TEST RESULTS

In this section test results corresponding to the following net-

works are reported and discussed:

IEEE 14-, 118- and 298-bus benchmark systems.

30- and 85-bus radial systems, introduced, respectively, in

[16] and [17]. Those systems have been regarded in the

literature as ill-conditioned, owing to large R/X ratios and

very short and long sections connected to the same node.

Large Polish systems (over 2000 buses) corresponding to

peak loading conditions, profusely used for benchmarking

purposes since they became available in Matpower release

[18].

In addition to the conventional NR method in polar form, the

proposed factorized schemes are coded in Matlab, taking full

advantage of available sparse matrix capabilities.

The following acronyms will be used hereinafter for the

tested algorithms:

1LkNL: Single execution of Step 1 (linear) followed by

iterations of Step 2 (nonlinear), as required until full con-

vergence (Section V-A). This iterative scheme is directly

4612 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 28, NO. 4, NOVEMBER 2013

TABLE I

NUMBER OF ITERATIONS FOR BASE CASES

adapted from the SE factorized solution proposed else-

where.

kLkNL: Concatenated execution of Steps 1 and 2 ( itera-

tions) until full convergence (Section V-B). This is the new

iterative scheme specically developed for the LF problem

in this work.

A. Convergence Rates for Base Cases

The most important check relates to the convergence rate,

since any new proposal should compete with the well-known

quadratic convergence rate of the NR method. Table I gathers

the required number of iterations for two convergence thresh-

olds (0.001 and 0.00001). As can be seen, both factorized

schemes converge in the same or fewer iterations than those

needed by the NR method, the differences being more notice-

able for more exigent thresholds. It should be noted that, in

1LkNL method iterations of Step 2 are preceded by a single

execution of Step 1, while in kLkNL scheme iterations of

both steps are concatenated. This is surely the reason why

kLkNL performs better than 1LkNL.

The whole iteration numbers in Table I may give the reader

the impression that the convergence rate of factorized schemes

is very close to that of the NR, which is not actually the case.

This is more clearly seen in Fig. 1, where the maximum mis-

match vector component is shown for the 298-bus system. Note

for instance that, after three iterations, the largest power mis-

match for kLkNL scheme is nearly four orders of magnitude

smaller than that of the conventional NR method. This more ro-

bust behavior is characteristic of both factorized schemes, par-

ticularly kLkNL, for all test cases.

It is also worth noting that the two radial systems, that were

deemed as ill-conditioned in the old times of single-precision

arithmetic, are solved without any problem by all methods with

todays processors and mathematical packages.

B. Convergence Rates for Limit Cases

In addition to the base cases reported in Table I, more stressful

scenarios are tested in order to conrm the enhanced behavior

of the factorized schemes in such cases. For this purpose, all

specied powers (i.e., active and reactive power at load buses

and active power at generation buses) are multiplied by the max-

imum scalar for which the NR method converges from at start,

Fig. 1. Convergence prole for 298-bus base (convergence threshold 0.00001).

TABLE II

NUMBER OF ITERATIONS FOR LIMIT LOAD CASES

when reactive power limits are ignored. For each test system,

this value is obtained, up to two decimal digits, through a trial-

and-error procedure. The results are collected in Table II. For

instance, for the 298-bus network, this factor is 1.32 (1.33 gives

rise to divergence).

In those scenarios, 1LkNL typically saves an iteration

whereas kLkNL tends to save two. Fig. 2 is the counterpart of

Fig. 1 for this experiment, where it is clearly seen that even

though the convergence rate slows down for all methods, the

factorized schemes achieve better performance.

One more experiment is performed with the 118-bus system,

by converting all PV buses (except the slack bus) into equiva-

lent PQ buses, with computed from the base-case solution.

In this case, both 1LkNL and kLkNL take 4 iterations (i.e., just

one more than in the base case) whereas the conventional NR

method behaves erratically and fails to converge from at start

in 35 iterations (the specied limit), as shown in Fig. 3. When

voltage magnitudes at PV buses are initialized to their specied

value, convergence is not achieved either. However, if the re-

sults obtained after the rst iteration by any of the factorized

schemes are used to initialize the NR process, then it converges

in three iterations. This proves that the NR method is more sen-

sitive to the starting point than factorized methods, probably

GMEZ-EXPSITO AND GMEZ-QUILES: FACTORIZED LOAD FLOW 4613

Fig. 2. Convergence prole for the modied 298-bus case with bus powers

multiplied by 1.32.

Fig. 3. Convergence prole for the modied 118-bus case with PV buses con-

verted to PQ buses.

owing to the fact that the latter use a redundant set of initial

values, including branch variables.

C. Reactive Power Limits Enforcement

Next, the inuence of many PV buses simultaneously

reaching their reactive power limits is assessed. For this pur-

pose, the 118-bus system is well tailored, as nearly one half

of its buses are voltage regulated ones. Different scenarios are

created by replacing the original reactive power limits with

symmetrical limits given by , for

decreasing values of . This way, as approaches zero

all PV buses tend to PQ buses with , eventually leading

to infeasible cases. Table III shows the iterations required by

both the NR method and the kLkNL factorized scheme, for

in the interval 0.80.4 (for no limits are reached

whereas leads to an infeasible case), as well as the

number of PV buses which are switched to PQ buses in each

scenario. As can be seen, the convergence of the NR method is

TABLE III

NUMBER OF ITERATIONS WITH REACTIVE POWER LIMITS (118-BUS CASE)

TABLE IV

RUN TIMES (ms) FOR BASE CASES

TABLE V

RUN TIMES (ms) FOR LIMIT LOAD CASES

TABLE VI

RUN TIMES (ms) WITH REACTIVE POWER LIMITS (118-BUS CASE)

more affected by the bus switching logic, particularly for very

exigent convergence thresholds.

D. Solution Times

Both the polar-coordinates conventional NR and the pro-

posed factorized solution schemes have been coded in Matlab

(version R2008a) and run under Windows 7 on a 64-bit i5 Intel

Core laptop (2.27 GHz, 4 GB of RAM).

Tables IVVI provide execution times (in ms) for the sce-

narios considered in Tables IIII, respectively. Each value is

the average of 100 runs, as individual recorded times are some-

what affected by other computer activities. Note that, for the NR

method, solution times are of the same order as those obtained

with Matpower [18].

4614 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 28, NO. 4, NOVEMBER 2013

Even though solution times signicantly depend on the

computer platform and software environment (C, Java, Matlab,

Python, etc.), they can be useful to assess the relative compu-

tational cost if similar efforts are made to optimize the code

of the procedures involved in the comparison. In view of data

shown in Tables IVVI , it can be concluded that the factorized

schemes are also computationally competitive compared with

the NR method. For the two largest systems, speedups in the

range 1.671.85 are obtained with kLkNL scheme for the

base-case solutions. Higher speedups (up to 2.3) are achieved

in the limit load cases, owing to the additional iteration saving.

Considering that the factorized methods involve two steps,

the fact that lower solution times are obtained may be counter-

intuitive. In addition to the enhanced convergence rate (i.e., less

iterations), the following remarks can help explaining those re-

sults:

Unlike in the NR case, the coefcient matrices involved

in the factorized schemes are symmetric (and also positive

denite in the reduced formulation based on two weights).

Therefore, their symmetry can be fully exploited by using

Cholesky factorization (which deals only with upper tri-

angular matrices). In fact, when computing gain matrices

by carrying out matrix products of the form , al-

most half of the computational cost can be saved if this is

kept in mind.

In the factorized formulations, costly expressions in-

volving trigonometric functions do not appear. Except

for the trivial Jacobian of the nonlinear functions ,

all involved matrices are constant. Moreover, the rst

linear stage is computationally less expensive for repeated

solutions, in which only the right-hand side vector gets

modied (this applies to the kLkNL scheme).

VII. CONCLUSION

This paper extends the factorized solution notion, developed

elsewhere for WLS SE, to those cases in which the number of

equations exactly matches the number of unknowns, like in the

LF problem. This provides a new factorized scheme to solve

load ows as a sequence of two WLS problems (the rst one

linear and the second nonlinear), fully departing from the well-

known NR-based iterative approach.

Two iterative schemes are possible in this context, one of

them specically designed for the LF case, both of which can be

based in practice either on strictly-enforced equality constraints

or by means of two weight scales. The latter one is particularly

well suited to allow reactive power limits to be easily accom-

modated in the iterative process.

Several benchmark systems of different sizes have been

tested, both in base-case and modied stressful scenarios, in

order to assess the convergence pattern and robustness of the

proposed schemes. In all tested cases, the two-stage approach

reduces either the number of iterations (one or two iterations

are frequently saved), or the maximum mismatch vector

component after every iteration. A prototype implementation

shows that the proposed factorized LF is also computationally

competitive.

Future efforts will be devoted to investigating the possibility

of applying the factorized approach to other power system re-

lated problems.

REFERENCES

[1] W. F. Tinney and C. E. Hart, Power ow solution by Newtons

method, IEEE Trans. Power App. Syst., vol. PAS-86, no. 11, pp.

14491460, Nov. 1967.

[2] W. F. Tinney and J. W. Walker, Direct solutions of sparse network

equations by optimally ordered triangular factorization, Proc. IEEE,

vol. 55, no. 11, pp. 18011809, Nov. 1967.

[3] B. Stott and O. Alsac, Fast decoupled load ow, IEEE Trans. Power

App. Syst., vol. PAS-93, no. 3, pp. 859869, May 1974.

[4] B. Sttot, Review of load ow calculation methods, Proc. IEEE, vol.

62, no. 7, pp. 916929, Jul. 1974.

[5] Electric Energy Systems: Analysis and Operation, A. Gmez-Expsito,

A. Conejo, and C. Caizares, Eds. Boca Raton, FL, USA: CRC, 2008.

[6] F. C. Schweppe, J. Wildes, and D. B. Rom, Power system static state

estimation, part I, II, III, IEEE Trans. Power App. Syst., vol. PAS-89,

no. 1, pp. 120135, Jan. 1970.

[7] A. Monticelli, Electric power system state estimation, Proc. IEEE,

vol. 88, no. 2, pp. 262282, Feb. 2000.

[8] F. Wu, Power systemstate estimation: Asurvey, Elect. Power Energy

Syst., vol. 12, no. 2, pp. 8087, 1990.

[9] A. Abur and A. Gmez-Expsito, Power System State Estimation:

Theory and Implementation. New York, NY, USA: Marcel Dekker,

2004.

[10] F. Aschmoneit, N. Peterson, and E. Adrian, State estimation with

equality constraints, in Proc. 10th PICA Conf., Toronto, ON, Canada,

May 1977, pp. 427430.

[11] A. Gmez-Expsito, A. Abur, A. de la Villa Jan, and C. Gmez-

Quiles, A multilevel state estimation paradigm for smart grids, Proc.

IEEE, vol. 99, no. 6, pp. 952976, Jun. 2011.

[12] C. Gmez-Quiles, A. de la Villa Jan, and A. Gmez-Expsito, A fac-

torized approach to WLS state estimation, IEEE Trans. Power Syst.,

vol. 26, no. 3, pp. 17241732, Aug. 2011.

[13] A. Gmez-Expsito, C. Gomez-Quiles, and A. de la Villa Jan, Bi-

linear power system state estimation, IEEE Trans. Power Syst., vol.

27, no. 1, pp. 493501, Feb. 2012.

[14] C. Gomez-Quiles, A. de la Villa Jan, H. Gil, and A. Gmez-Expsito,

Equality-constrained bilinear state estimation, IEEE Trans. Power

Syst., vol. 28, no. 2, pp. 902910, May 2012.

[15] A. Simoes-Costa and V. H. Quintana, A robust numerical technique

for power system state estimation, IEEE Trans. Power App. Syst., vol.

PAS-100, no. 2, pp. 691698, Feb. 1981.

[16] R. G. Cespedes, New method for the analysis of distribution net-

works, IEEE Trans. Power Del., vol. 5, no. 1, pp. 391396, Jan. 1990.

[17] D. Das, D. P. Kothari, and A. Kalam, Simple and efcient method for

load ow solution of radial distribution networks, Int. J. Elect. Power

Energy Syst., vol. 17, no. 5, pp. 335346, Oct. 1995.

[18] [Online]. Available: http://www.pserc.cornell.edu/matpower/.

Antonio Gmez-Expsito (F05) received the electrical engineering and doctor

degrees from the University of Seville, Spain.

He is currently the Endesa Red Industrial Chair Professor at the University

of Seville. His primary areas of interest are optimal power system operation,

state estimation, digital signal processing and control of exible ac transmission

system devices.

Catalina Gmez-Quiles (M13) received the engineering degree from the Uni-

versity of Seville, Spain, in 2006 and the M.Eng. Degree from McGill Univer-

sity, Montreal, QC, Canada, in 2008, both in electrical engineering. In 2012 she

received the Ph.D. degree from the University of Seville.

Her research interests include mathematical and computer models for power

system analysis and risk assessment in competitive electricity markets.

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