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Ian A. Hiskens
Abstract
The paper considers the problem of nding saddle node bifurcation points which are closest (in a local sense) to the power
system operating point. This optimization problem leads to
a set of equations which describe such critical points. Not all
solutions of this set of equations are critical points. The paper
therefore explores the nature and characteristics of solutions.
A two stage algorithm is proposed for solving the critical point
problem. The rst stage is simply to nd a point on the singular surface, i.e., the surface of saddle node bifurcation points,
which lies is a specied direction. The second stage uses a
continuation method to move from that initial point to the
desired critical point. Singularity of the critical point problem
can have a signicant in
uence on the robustness of the continuation method. The paper investigates singularity conditions.
The proposed algorithm is tested on an eight bus power system
example.
Keywords: stability margin calculation, power
ow singularities, continuation methods
1 Introduction
(1)
where y0 2 Rn is the vector of specied independent parameters such as active and reactiven powers of loads and
generators or xed voltages, x 2 R is the state, consisting of nodal voltages. The vector function f(x) denes
the sum of power
ows or currents into each bus from the
rest of the network. If nodal voltages x are expressed in
rectangular coordinates then f(x) is a quadratic function
of x.
1
loading [19, 21, 22, 23, 24, 26, 27]. In addition, the critical vector (y0 ? y) denes the optimal way of controlling
the power system to maximise security. Its largest components indicate parameters which contribute most to the
security conditions [17, 20, 22, 26].
In this paper we address the issue of robustly nding the
minimum distance to . This question has been investigated before [19, 21, 22, 23, 24, 26, 27]. We are proposing
a continuation approach to nding the points on which
are closest (in a local sense) to the operating point. We
call these points critical points. Singularities of the problem which aect such methods are investigated.
The paper is organised as follows. Section 2 establishes
the mathematical description of critical points. Properties
of the solutions of the critical point problem are discussed
in Section 3. Singularities of that problem are considered
in Section 4. Section 5 proposes an algorithm for nding
the critical points. An eight bus example is considered
in Section 6. An numerical technique which is useful for
the critical point algorithm of Section 5 is outlined in Appendix B.
y20 + f2 (x) = 0
(14)
where `ext' denotes extrema of the cost function (13).
The optimization is subject to nonlinear constraints (14).
From (10)-(12) it can be seen that the cost function (13)
denes the square of the distance between the points y1
and y10 , with both points belonging to the constraint hyperplane y2 = y20 = const, see Figure 1.
If we dene the Lagrange function
l(x; ) = ky10 + f1 (x)k2 + 2[y20 + f2 (x)]t (15)
then the constrained optimization problem (13),(14) can
be formulated as an unconstrained problem
ext
l(x; )
(16)
x;
When considering the minimum distance from an operating point to , and optimal control strategies for increasing that distance, it is necessary to take account of
the fact that parameters may have dierent dimensions,
e.g., bus powers and nodal voltages. It may also be necessary to weight parameters of the same type dierently. For
example a small but critical load may need to be weighted
dierently to a large, but not so critical load. Further,
some parameters are xed. An example in this case would
be bus powers at nodes which have no generators or load
connected.
Therefore, to make the parameters compatible, `normalising' coecients can be used [19, 22, for example]. The
distance function would then be redened as
d(y) = k[y ? y0 ]k
(5)
where is a diagonal matrix of weight coecients, with
diagonal elements
i = 1=yib
(6)
Each yib is a `normalising' factor for the i-th parameter.
The distance (5) can be used as an aperiodic stability (or
security) index [16, 19]. By comparing the distance d(y)
with a specied safe value of the stability index Is , it is
possible to decide whether the current operating state is
dangerous or not.
It should be noted that the yb in (6) should be constants,
and not dependent on the operating point values y0 . It
was shown in [20] that diculties arise when yb = y0 , due
to the resulting nonlinear dependence of d(y) on y0 .
y1
y
y 2 = const
y0
y2
y 02
y1 ? y10 = y1 ? s + f1 (x) = ?s
(26)
y2 = const
det J(x)= 0
P1 = 0.5
-s -s
V 1= 1
1 = var
j1
yo2
y2
P2 = -0.5
V 2= 1
2 = var
j1
yo
j1
V 3= 1
3= 0
@ [J t (x)s ]
(30)
D(s ) = @x
is eectively a Hessian matrix of the Lagrangian cost function (15).
It is known [28, for example] that the solution point is
1. l = 0, (s 6= 0; = 0). The vector s lies on the cona
minimum
when the matrix J is positive denite, and a
0
straint hyperplane y2 = y2 = const, and the critical
point corresponds to a solution
of the unrestricted maximum when it is negative denite. If the Hessian matrix is indenite, the corresponding solution is a saddle.
optimization problem
All those cases can be encountered in this optimization
0 + f(x)k2
problem. To illustrate this, we consider the following simext
k
y
(28)
x
ple 3-bus power system example.
(3 bus)
Hence the constraints have no in
uence on the solu- Example
Power
balance
equations for the system shown in Figtion.
ure 3 can be written as
2. l = 1, (s = 0; 6= 0). The vector s is orthogoP1 + sin(2 ? 1 ) ? sin 1 = 0
(31)
nal to the constraint hyperplane. This means that
P
2 + sin(1 ? 2 ) ? sin 2 = 0
the constraint hyperplane is tangent to the singular
margin y at the critical point. It will be shown in The values P , P are considered as free parameters y
1 2
1
Section 4.2 that the corresponding point is a singu- in (8). The voltage
magnitudes V1 = 1pu and V2 = 1pu
lar point of (21). Traditional numerical techniques
encounter diculties at such points in the same way are taken as xed parameters y20 in (9). The optimization
that power
ow techniques exhibit poor convergence problem (13) therefore transforms to
near singular points. The constraints are particularly
signicant in this case.
(32)
ext [(P1 ? 0:5)2 + (P2 + 0:5)2]
1 ;2
3. 0 < l < 1, (s 6= 0; 6= 0). The corresponding nonFigure 4 shows the plane of state variables 1 ; 2, and
trivial solution is aected by the constraints (14). Figure
plane of free parameters P1 ; P2, with paramThe value of l indicates the extent to which the con- eters V 5; the
1 V2 xed. Singular margins x for the system
straints in
uence the minimum distance from the op- (31) (dashed
lines) and contours of the cost function (32)
erating point to the singular margin. A small value
are plotted on the plane 1 ; 2 in Figure 4. Solutions of the
of l indicates modest in
uence of constraints.
optimization problem (32) are also shown. Points A1,A2
are minima. They correspond to trivial solutions of the
3.5 Minima, maxima and saddle points critical point problem (21). A1 is the `normal' operating
point. Points marked B and C are non-trivial solutions of
The Jacobian matrix J of (21),
(21), with B1 B5 being saddle points of (32), and C1 C3
maxima. All non-trivial solutions of (21) lie on the singu2 J1(x) ?I 0 3
lar margin x.
Note that the section of x which surrounds the op7
66 J (x) 0
0 75
(29) erating point A1, i.e., the oval that contains points
J = 4 2
B1,B2,C1,C2, is of primary interest. If parameters were varied continuously from their operating point values, then
D(s ) J1t(x) J2t (x)
a path, beginning from A1, would be mapped out on Figure 4. Such a path would rst intersect x at a point
on that oval. At points along the path up to that singular point, all real eigenvalues of the power
ow Jacobian
would be negative. At the singular point, an eigenvalue
would become zero. It the path crossed the oval transversally, then at points immediately outside the oval, one real
eigenvalue would be positive. Note that real eigenvalues
can only change sign at points on . The region contained
inside this primary section of x shall be called the security region. The primary section of x is therefore the
boundary of that region.
Figure 5 shows the sections of the singular margin y
plotted in the plane of free parameters P1; P2. The solution space L has three `layers', with each layer restricted
by a section of the singular margin. These layers re
ect
the non-uniqueness of solutions of the power
ow equations. Each layer eectively generates a pair of power
ow
solutions. For example, there are two layers at the point
A1. Consequently, there are four distinct solutions of the
power
ow problem (31). Only two of them, A1 and A2,
are shown in Figure 4.
All solutions of (32) except A2 are shown in Figure 5.
(A2 coincides with A1, so is not marked.) This gure also
shows vectors from the operating point A1 to the solutions
of (21). Each of these vectors is normal to the singular
margin y 2. The vectors A1-B1, A1-B2, A1-C1, and
A1-C2 are particularly signicant as they show the distances and direction from A1 to the critical points on the
boundary of the security region. Figure 4 shows clearly
that B1,B2 are saddle points of the optimization problem
(32). From Figure 5, we see that they satisfy (7) locally.
On the other hand, C1,C2 are local maxima of (32). They
are also points that locally satisfy maxy2y d(y).
B4
C3
2
B3
Delta 2, rad
B2
C1
A1
C2
-1
A2
-2
B1
B5
-3
-3
-2
-1
0
Delta 1, rad
Depending on initial guesses of variables, and the solution technique, any of the points identied in Figures 4 or
5 could be obtained as a solution of (21). As seen in the
example though, only some of those points are of interest
to us. Thus, the problem is to nd saddle points on the
boundary of the security region. This problem is quite
dierent to usual optimization problems where minima or
maxima are desired. Appropriate techniques are discussed
in Section 5.
2
C1
Comment
1.5
0.5
P2
B5
B2
B3
0
C3
-0.5
A1
B4
-1
-1.5
-2
-2
-1.5
-1
-0.5
0
P1
@
dij = @x
j
C2
B1
0.5
1.5
"X
n
@fk s = @
k
@xi
k=1 @xi
"X
n
@fk s = d
ji
k
k=1 @xj
2 The apparent absence of orthogonality of the vectors with respect to the singular margin in Figure 5 is caused by a dierence in
the horizontal and vertical scales of the gure.
B
d[f1 (x)]
f 1 (x)
-s
-s-ds
y0
ds
C=const
0
B4
T6
C3
T5
T2
B3
Delta 2, rad
B2
C1
A1
T1
The rst stage of the critical point algorithm must produce a good estimate of state variables x; s; in the vicinity of the critical point. To achieve this, it is necessary to
have some idea of the direction in parameter space from
the operating point to the desired critical point. In practice this requirement does not restrict the usefulness of
the method, as power system operators and planners will
usually have a good idea of the way in which parameters
of their system, such as loads, vary. Let the estimated
loading direction be y1 . Recall y2 = y20 .
The initial estimate of the critical point can be taken
as the point on the solution boundary in the direction
y1 from the operating point. That point is given by
y1 + y10 + f1 (x) = 0
(58)
0
y2 + f2 (x) = 0
(59)
t
J (x)s = 0
(60)
t
s s = 1
(61)
where is the loading parameter in the specied direction y1 , and ky1k = 1. An alternative formulation of
(60),(61) uses the right eigenvector to achieve the singularity condition, rather than the left eigenvector s . Many
techniques have been proposed for solving this problem,
for example [2, 3, 4, 5, 6, 7]. In some cases direct methods
have been used, whilst others have applied continuation
methods [8, 9] to obtain the solution.
The numerical solution technique outlined in Appendix B can be used to obtain the desired point on . Using
that technique, the equations (58),(59) are solved for
varying from zero to some large value l , where l is chosen to ensure that no solutions exists for the parameter
value l y1 + y10 . The characteristics of the method ensure that it follows the line y1 , approaching (but not
quite reaching) the point where that line intersects . The
values of x; given by this loading technique are then used
as initial estimates of variables for solving (58)-(61). An
estimate of s is also required. It is given by ?y1 . This
procedure gives fast and reliable convergence.
T4
C2
-1
T8
T3
B1
T10
A2
-2
T7
B5
T9
-3
-3
-2
-1
0
Delta 1, rad
2
C1
T2
1.5
1
T1
0.5
T9
P2
B5
B3
B2
0
T10
C3
T7
-0.5
T5
A1
B4
T6
T8
-1
T4
-1.5
B1
T3
-2
-2
-1.5
-1
-0.5
0
P1
0.5
C2
1.5
y20 + f2(x) = 0
(63)
t
J (x)s = 0
(64)
The initial point x ; ; s is a solution of (62)-(64) when
= 1. But when = 0, the problem is exactly that of
(21). So the critical point is a solution when = 0. Therefore, as is varied from 1 to 0, the solution of (62)-(64) is
distorted from the initial point given by stage one, to the
critical point. Notice that because of (64), all points along
that path lie on . Also, (63) ensures that the path lies
on the y2 = y20 hyperplane. In solving this continuation
problem, it is helpful to scale s so that ksk = at the
initial point p = 0. This scaled s will still satisfy (64).
This problem has a form which is naturally suited to
the numerical solution technique outlined in Appendix B,
see (75). That technique has the following features:
For an appropriate choice of the maximum deviation
g dened in (88), and the corresponding step sizes
i, the technique will follow the
linear path through
parameter space given by ( y1 + s ).
The method always gives a solution if there
are no
points of singularity along the line ( y1 + s ).
If a singular point does occur on that line, successive iterations will approach, but never quite reach,
that point. The step size i decreases to a very small
value. The method does not diverge, but is blocked
from proceeding further along the path. It is possible
that in some cases the singular point could be stepped
over, and the solution process continued. Further exploration of these ideas is required.
Computational time of this method is of the same
order as the Newton-Raphson method. The increase
in cost of each iteration is oset by the reduction in
the number of iterations [32].
This solution method was used for the example given in
Section 6.
An alternative approach to moving from the point given
by stage one to the critical point makes use of the equations
y1(1 ? p) ? ps + y10 + f1 (x) = 0
(65)
0
y2 + f2 (x) = 0
(66)
J t (x)s = 0
(67)
When p = 0, the initial point x ; ; s satises (65)-(67).
But p = 1 corresponds to the critical point problem. So in
this case, by varying p from 0 to 1, the solution of (65)-(67)
is distorted from the stage one point to the desired critical
point. Because of (66),(67), this path again traverses the
intersection of the y2 = y20 hyperplane and . As with the
previous case, it is helpful to scale s such that ksk = at
the initial point p = 0. Many numerical techniques exist
for solving this continuation problem [7, 8, 9]. Further
investigations of the characteristics of this approach are
required.
A
dP
s
Ps
f 1 (x)
y 1 +f1 (x)
0
y
y 01
(68)
(69)
During the solution process, is varied from 1 to 0.
Stage one of the critical point algorithm provides a point We see from (69) that the component of motion in the Ps
on the intersection of and the y2 = y20 hyperplane. Stage plane is in the (locally) optimal direction. (Note though
two seeks to minimize the distance ky1 ? y10 k, where y1 2 that there may be a component of motion normal to Ps.)
9
Table 3
Complex bus voltages at the operating point
5
G
G1
L5
3
L3
L7
G6
1
2
3
4
5
6
7
8
Table 1
Bus parameters for the 8-bus system
Generation, voltage
Active
power
MW
32.0
600.0
-
1
2
3
4
5
6
7
8
Fixed
voltage
kV
220.0
220.0
220.0
-
Node
p
Voltage
kV
1
3
5
7
167.10-j30.71
202.51+j48.54
188.92+j37.88
169.10-j29.41
2
4
6
8
218.13+j28.63
206.19+j76.72
220.00+j0.00
187.75+j8.60
Bus
p
Bus
no.
p
Voltage
kV
Table 4
The closest singular points (critical points
Node
p
Load
Active
power
MW
16.0
64.0
256.0
1020.0
-
Reactive
power
Mvar
10.0
40.0
160.0
640.0
-
6 An 8 bus example
Impedance
Zpq ; Ohm
Buses
p-q
Impedance
Zpq ; Ohm
1-7
2-8
3-8
5-8
7-8
5.41+j20.8
13.9+j53.4
18.4+j70.8
10.9+j69.9
4.35+j27.0
2-3
3-4
4-5
6-7
15.85+j61
6.09+j23.4
3.38+j21.6
2.03+j10.0
Vector
y ? y0
MW
Mvar
or kV2
-48.5
0.0
0.0
0.0
0.0
0.0
199.8
0.0
210.4
0.0
0.0
0.0
0.0
0.0
0.0
0.0
Eigenvector
MW
Mvar
or kV2
48.5
94.1
-238.5
-1.3
-217.7
8.2
-199.8
-0.8
-210.4
11.8
-1263.0
0.0
32.3
90.3
-188.0
109.6
Voltage
kV
Re/Im
81.6
-74.4
219.1
20.4
199.3
45.5
206.0
77.2
184.5
37.9
220.0
0.0
133.9
-42.7
171.0
1.0
Vector
y ? y0
MW
Mvar
or kV2
-297.8
0.0
0.0
0.0
0.0
0.0
25.3
0.0
22.5
0.0
0.0
0.0
0.0
0.0
0.0
0.0
Eigenvector
MW
Mvar
or kV2
297.8
232.0
-23.9
-0.5
-23.5
9.1
-25.3
-0.5
-22.5
12.5
-1826.3
0.0
64.6
115.8
-3.6
53.1
Table 3. Due to the lack of reactive power in the system, voltage magnitudes at buses 1, 7, and 8 are very low
(0.77pu, 0.78pu, and 0.85pu respectively).
The aim of the example was to determine the closest
points on the power
ow solution boundary (the critical
points), if the real power injections at buses 1, 4, and
5 were free parameters, i.e., allowed to vary from their
operating point values. Two critical points were obtained
using the algorithm of Section 5. Details of these points
are given in Table 4. The length of the vector y ? y0
is 294.1MW for the rst critical point, and 299.7MW for
the second critical point. In both cases the angle between
y ? y0 (columns 3, 6 in Table 4) and s, which is formed
from the elements of the left eigenvector s (columns 4, 7
in Table 4) that correspond to free parameters, is equal to
180deg.
In obtaining these solutions, a number of dierent loading directions y1 were used in the rst stage of the critical point algorithm. These loading directions are given
in Table 5 (columns 2 to 4). The loading directions gave
dierent points on the solution boundary . Each of these
points was used as the starting point for the second stage
of the critical point algorithm. Table 5 (columns 5, 6)
shows convergence results for the second stage when the
solution technique of Appendix B was used. Column 6 indicates which critical point was converged to, or whether
a singular point (s.p.) was encountered. Figure 11 shows
trajectories of the second stage solution process. Each
trajectory starts from the point on obtained from stage
one for the dierent loading directions. The labels of these
starting points correspond to the loading directions given
in Table 5.
The following observations were made about the stage
two solution process:
Buses
p-q
Voltage
kV
Re/Im
126.7
-27.9
123.3
182.2
50.3
181.7
2.9
219.9
24.4
173.7
220.0
0.0
133.0
-19.2
95.3
91.2
10
Table 5
Initial directions and convergence of the method
Convergence results
Experiment
P1
MW
P4
MW
P5
MW
Number of
iterations
Solution
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
300.0
0.0
0.0
-300.0
0.0
0.0
300.0
300.0
0.0
300.0
300.0
0.0
-300.0
-300.0
0.0
300.0
-300.0
300.0
300.0
300.0
-300.0
-300.0
-300.0
-48.5
-297.8
0.0
300.0
0.0
0.0
-300.0
0.0
300.0
0.0
300.0
-300.0
0.0
300.0
300.0
0.0
-300.0
300.0
300.0
-300.0
300.0
-300.0
300.0
-300.0
-300.0
199.8
25.3
0.0
0.0
300.0
0.0
0.0
-300.0
0.0
300.0
300.0
0.0
-300.0
-300.0
0.0
300.0
300.0
300.0
300.0
300.0
-300.0
-300.0
-300.0
300.0
-300.0
210.4
22.5
24
4
4
4
7
6
4
7
8
6
4
22
5
4
10
0
0
I
I
I
II
s.p.
s.p.
I
I
I
s.p.
s.p.
s.p.
II
II
s.p.
I
I
I
s.p.
s.p.
II
II
II
I
II
700
650
600
Distance, MW
550
500
450
Singular points
400
350
Solution II
300
Solution I
250
200
1
6
Iterations
10
11
14
22
13
21
500
17
9
P5
7 Conclusions
2
16
II
7
12
23
18
-500
20
11
10
-400
600
400
-200
200
200
-200
400
-400
600
800
-600
-800
P4
P1
11
[13] V.A. Venikov, V.A. Stroev, V.I. Idelchik, et. al., \On denition
of electrical system steady-state aperiodic stability limits using the load
ow equation Jacobian", Izvestia Akademii Nauk
SSSR, Energetika i transport, No. 1, 1973, pp. 46-53 (in Russian).
[14] V.A. Venikov, V.A. Stroev, V.I. Idelchik and V.I. Tarasov,
\Estimation of electrical power system steady-state stability",
IEEE Transactions on Power Apparatus and Systems, Vol.
PAS-94, May/June 1975, pp. 1034-1043.
[15] P.W. Sauer and M.A. Pai, \Power system steady-statestability
and the load
ow Jacobian", IEEE Transactions on Power
Systems, Vol. 5, No. 4, November 1990, pp. 1374-1383.
[16] V.A. Venikov, V.P. Vasin, V.A. Stroev and V.I. Idelchik, \Consideration of the steady-state stability constraints during load
ow computations for complicated electrical systems", Izvestia
Akademii Nauk SSSR, Energetika i transport, Vol. 2, 1973, pp.
51-56 (in Russian).
Acknowledgement
References
[1] M.A. Pai, Energy Function Analysis for Power System Stability, Kluwer Academic Publishers, Boston, 1989.
[2] A.M. Kontorovich and A.V. Krukov, Stability limit load
ows
of power systems (Fundamentals of the theory and computational methods), Publishing House of the Irkutsk University,
Irkutsk, 1985 (in Russian).
12
wi (z2 ? z1 ) =
2n X
2n @ 2
X
i
@zk @zl (z2;k ? z1;k )(z2;l ? z1;l ) (71)
k=1 l=1
As the elements of the Hessian matrices in (71) are constants, it is clear that
W (z2 ? z1 ) = W (z1 ? z2 )
So, from (70), we get
(72)
A Midpoint singularity of J
If voltages are expressed in rectangular form, then f1 (x)
and f2 (x) are quadratic functions of x. The Jacobians
J1 (x) and J2(x) are then linear functions of x. It follows
that the critical point function (x; s; ) described by (21)
is a quadratic function of x; s; .
Let z1 = (x1 ; s1; 1 ) and z2 = (x2 ; s2; 2 ) be solutions
of (21), with z1 6= z2 . Then the Taylor series expansion of
yields
(z2 ) = (z1 ) + J (z1 )(z2 ? z1 ) + 21 W (z2 ? z1 )
(z1 ) = (z2 ) + J (z2 )(z1 ? z2 ) + 21 W (z1 ? z2 )
(70)
where i is the iteration number and zk;i is the k-th correction vector. The correction coecient i in
uences
convergence reliability. This is discussed further in Section B.3. It can be easily shown that for K = 1, (82) corresponds to the Newton-Raphson method with an optimal
multiplier. If K > 1, then (82) becomes a generalization
of the Newton-Raphson method which takes into account
nonlinear terms of the Taylor series expansion. The linear
approximation of g(z) that is used in the Newton-Raphson
(78) method is replaced by an approximation that is nonlinear.
or
@g dz
(77)
@z d + g = 0
@g
If the Jacobian matrix @z
is nonsingular, we get the differential equation
dz = ? @g ?1 g
d
@z
The equation (78) denes motion of a solution of (75) as B.2 Computation of the correction vecthe parameter varies.
tors zk
A solution of (78) can be represented as the Taylor series
Expressions for correction vectors zk can be obtained
expansion [33]
by successive dierentiation of (77) with respect to . Fol0
1
lowing the ideas of [32], we set = ( 0 ? ) = 1 in (75)
1 1 dk z
X
and express g(z) as a Taylor series, so giving
z() = z 0 + k! B
@ dk =0 CA ( ? 0 )k (79)
k=1
(1 ? 0 )g = g(z)
z=z0
1
X
where = 0 , z = z 0 is a solution of (75). Substituting
= g(z 0 ) + Jg (z 0 )z + l!1 Wl (z;
| {z; z}) (83)
= ( 0 ? ) gives
l=2
l
1 k
X
k! zk
14
To provide reliable convergence of the method, it is necessary to use appropriate values of the correction coecients i in (82). The correct choice of i gives direct
motion in the space of parameters g. It was shown in
[32] that the deviation of the method from the direct line
( 0 ? )g can be evaluated by the norm
!
K k
z
(0 ? )g + g z0 + X
g
k
k=1 k!
(88)
15