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IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 28, NO.

4, NOVEMBER 2013 4607


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.
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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.