IEEE Transactions on Power Systems, Vol. 13, No.

4, November 1998

1211

AN INTERIOR-POINT
METHODFOR NONLINEAROPTIMAL
POWER
FLOW
USINGVOLTAGE
RECTANGULAR
COORDINATES
GERALD0 LEITE TORRES
VICTOR HUGO QUINTANA

gltorres@kingcong.uwaterloo.ca
quintana@kingcong.uwaterloo.ca

Department of Electrical and Computer Engineering, University of Waterloo, Waterloo, ON, CANADA.

Departamento de Engenharia Elbtrica e Sistemas de PotSncia, Universidade Federal de Pernambuco,

Recife, PE, BRAZIL.

ABSTRACT:The paper describes the solution of an optimal

power flow (OPF) problem in rectangular form by an interior-

point method (IPM) for nonlinear programming. Some OPF

variants when formulated in rectangular form have quadratic
objective and quadratic constraints. Such quadratic features
allow for ease of matrix setup, and inexpensive incorporation
of higher-order information in a predictor-corrector procedure
that generally improves IPM performance. The mathematical
development of the IPM in the paper is based on a general
nonlinear programming problem. Issues in implementation to
solve the rectangular OPF are discussed. Computational tests
apply the IPM to both the rectangular and polar OPF versions.
Test results show that both algorithms perform extremely well.

KEYWORDS:Optimal Power Flow, Nonlinear Programming,

Interior-Point Method.

1. INTRODUCTION
The optimal power pow (OPF) problem is a large scale
nonconvex nonlinear programming (NLP) problem, that
is complicated in realistic applications by the presence of
a large number of discrete variables. Given its importance
in power systems planning and operation activities, O P F
has been a subject of intensive study [1,2]. Quadratic
programming (QP) and linear programming (LP) based
solution procedures benefit from efficient interior-point
methods (IPMs) for Q P and LP. Electric networks are
nowadays operating heavily loaded, hence planning and
operation tools now must address strong nonlinearities,
in system behavior. Approximation-based optimization
techniques will be less attractive t o cope with stressed
operation conditions. However, efficiently solving OPFs
in a nonlinear manner is a very complex issue. Several
conditions under which a n O P F algorithm may fail t o
converge are studied in [3].
In [4] the Newtons method (for unconstrained optimization) is combined with a Lagrange multiplier method
PE-OIO-PWRS-0-12-1997 A paper recommended and approved by
the IEEE Power System Analysis, Computing and Economics
Committee of the IEEE Power Engineering Society for publication in the!
IEEE Transactions on Power Systems. Manuscript submitted January
16, 1997; made available for printing December 12, 1997.

(for optimization with equalities) and penalty functions

(for handling inequalities) t o solve large scale OPFs in
a nonlinear manner. Well designed data structure and
efficient use of sparsity techniques made such an algorithm
very attractive and successful at the time. The major
difficulty turned out t o be the efficient identification of
binding inequalities, an issue later studied in [5]. In the
last few years, many applications of IPMs t o solve Large
power system optimization problems started t o appew in
the power-engineering literature. Problems already solved
include state estimation [6], several O P F variants [7-91,
including power flow unsolvability [lo], t o name a few.
A common feature of the works reported in [6-101 is
that large scale NLP problems have been efficiently solved
by IPMs for NLP derived from the logarithmic bagprier
function approach. The logarithmic barrier approach was
introduced by Hrisch in 1955, and developed as a tool for
NLP in 1968 by Fiacco and McCormick [ll]. Though
it was devised for solving general NLP problems, it was
in the LP field that its superb computational efficiency
(see [12]) was first demonstrated and broadly accepted
by the research community. Megiddo in [13] suggested
the application of the logarithmic barrier method to the
primal and dual L P problems simultaneously, known as
the primal-dual logarithmic barrier IPM in the category
of path-following methods. These variants incorporating
Mehrotras predictor-corrector steps [14] are, at present,
accepted as the most computationally effective IPMs.
In this paper a n O P F problem is solved in a nonlinear
manner via a primal-dual IPM for NLP. The key feature
of this OPF formulation is that its objective function and
constraints, as the result of using voltages in rectangular
coordinates, are quadratic [15,16]. Desirable properties of
a quadratic function are: (a) its Hessian is constanl,, (b)
its Taylor expansion terminates at the second-order term
without truncation error, and (c) the higher-order term
is easily evaluated. Such quadratic features allow for ewe
of matrix setup and inexpensive incorporation of higherorder information in a predictor-corrector procedure that
reduces the number of IPM iterations t o convergence.
The paper is organized as follows. Section 2 formulates
an OPF problem in redangular form. Section 3 presents a
comprehensive derivation of the IPM from a general NLP
problem. The predictor-corrector method is described in
Section 4. Some issues in implementation are addressed

0885-8950/98/$10.00 0 1997 IEEE

1212

in Section 5. Test results in Section 6 show that IPM

performance is equally good for the rectangular and polar
O P F versions. Conclusions in Section 8 close the paper.

2.

h : R"+ RP includes the bus reactive-power and the

bus-voltage functional bound constraints

OPTIMALPOWER
FLOW
FORMULATION

(Complex) voltages in rectangular form are used in [17]

to explore the idea of an optimal multiplier that improves
the load flow convergence, in [18] for power system state
estimation studies, and in [19] for calculation of power
system low-voltage solutions. In this section, a variant of
the OPF problem, the transmission losses minimization
problem, is formulated in rectangular form.
Let Af be the set of all buses, Af the set of all buses but
the swing, the set of generator buses, 3 the set of buses
with fixed var sources, E the set of buses eligible for var
control, Nj the set of buses connected t o bus j, B the set
of branches in the system and 7 the set of transformers
with LTC. Let (Aflbe the size of set N,and so on. The
(complex) bus-voltages are defined in rectangular form as

iri f

where ei and fi are, respectively, the real and imaginary

components of Vi. Without loss of generality, bus-1 is
selected as the swing bus, providing the angular reference
with el = VI and fl = 0. It is shown in [16] that the bus
active- and reactive-power injections can be expressed as

Pi = Gi:(eie + fif) + B;:(fie - e i f ) ,

= Gi:( f i e - eif) - Bi: (eie f i f ) ,

V i E N*
V i E n/

PLOSS= eTGe + fTGf,

(3)

f(x)

g(x) = 0

hmin

%mi n

5 h(x)
5 hma"
,-.
5 Ix 5 P a " ,

(4)

where, for the active-power losses minimization problem

in rectangular form, (4)can be specified as follows:
x E R" includes the bus-voltage components e and f

but component

fi,

and the transformer tap settings t .

f : R" + R can be one of PLOSSin (3) or the activepower injection at the swing bus, as given by PI in (I).
g : Rnt Rm includes the bus active- and reactivepower balance constraints
Gi:(eie + fif) + Bi, ( f i e - e i f ) - Pipe, V i E fl (5)
G i : ( f i e- eif) - Bi:(eie
fif) - Qype,
V i E 3 (6)

(8)
(9)

V ~ JV
E

with t,he appropriate lower and upper bounds,

Branch flow limits can be handled in terms of the

branch active- and reactive-power flows, or the square
of the branch current magnitudes, which are quadratic
functions of the voltage components e and f (see [E]).

.Ix. : lR" -+ IRq

results in a sub-vector x^ of x with the

components of x that hare finite bounds. that is, 2 = t
with 2 m i n = t m i n and 2maxE tmax.

Except for the few terms involving the tap settings t,

implicit in the elements of G and B, all functions in the
activepower losses minimization problem are quadratic.
The minimization of readive-power losses. or of cost of
power generations with quadratic cost curves.

(2)

where Gi, is the i t h row of the bus conductance matrix

G E RINIXINIand
, B;: is the i t h row of bus susceptance
matrix B E RIKIXINI.
Notice that (1)-(3) are quadratic
functions of the voltage rectangular coordina,tes e and f.
A variety of O P F formulations can be derived from the
NLP problem model
s. t.

(7)

ViEE

(1)

and the activepower transmission losses as

min

e;+f.,

ViE G

V ~ E N

ei+jfi,

Qi

Gi:( f i e- eif) - Bi:( e i e + fif),

Gi:( f i e- e i f ) - Bi:(eie + fif),

are examples of OPF variants with quadratic objective

and constraints. Sumerical advantages that stem from
this form are: (a) the Taylor expansion of the quadratic
function f ( x ) = ?jx7Ax terminates at the second-order
term without truncation error,
f(xk + A ~ =) f ( x k )+ ( X ~ ) ~ A A
+ X;AX?'AAX, (IO)
(b) the Hessian of f(x) is constant (Hf(x) = A), and
(c) the higher-order term in (10) is easily evaluated as
f ( h x ) . The nonlinear OPF, whether in the rectangular
or polar form, is nonconvex because nonlinear equality
constraints and f or nonlinear functional bounds such as
h?'" 5 h,(x)5 ,Fax cannot form a convex region.

3.

LOGARITHMIC
BARRIER
IPM

FOR

NLP

Though logarithmic barrier IPM's were originally dereloped t o solve general NLP problems, research on IPM's
for large scale NLP has lately been motivated mainly by
the great performance of IPM's for LP, an area that has
received much attention and enjoyed incredible progress.
The IPM described here is of the same class of algorithms
as in [7-91. Though the IPM derivation is quite general,
implementation issues discussed in Section 5 are mostly
related t o the solution of O P F in rectangular form.

1213

The first step in the IPM derivation is t o transform all

inequality constraints in the NLP problem model (4) into
equalities by adding non-negative slack vectors, si 2 0, as
min

s. t.

f(x)

g(4 = 0

-sl - s2 - h m i n + h

-h(x)
-sg

0
0
- 0
= 0
2 0.

m a

-s2+hmaX

- s4 - a m i n

(11)

+p a

-1x-s4+2m=
(sl,sZ,S3,s4)

s . t.

(1

j(x>- ~ ' C ( I ~ S ~ ~ -+p Ik C

~ (Sl n~s 3~j +) ~ n s 4 j )
j= 1
j=1
g(x> = 0
-sl - s2 +p a x
0
-h(x) - s 2 + h m a x
= 0
-s3 - s4 - p i n + p a x - 0
-1x-s4+jimax
= 0,

(12)

where p' > 0 is a barrier parameter that is monotonically

decreased to zero as iterations progress. The sequence of
parameters {/.A'}E~
generates a sequence of subproblems
given by (12) and, under regularity assumptions (see [ll]),
as pk -1 o the sequence { x ( p k ) } g oof solutions of (12)
approaches x*,a local minimizer of (11). The Lagrangian
function L , of the equality constrained problem (12) is
P

L , =f(x) - pk

(lnslj

+ 1ns2,) - p'

j=1

(lnssj

-ps;2
0
O p S , 2
0
0 p
0
0
0
0
0
0

I
0
0
- 0

I
I
0
0

0
0
1
O p S , 2 I
I
I
0
0
I
0
O
0
0
O
0
0
0
0
O
0
0
0

0
0
s ; Z o

0
0
0
I
0
0
0
0

I
I
0
O
0
0
0
0

0
I
0
0
0
0
0
0

P O J ;
0

0
0

a
0
0

P
0
Jh

where y E Rm,z1 E R', z2 E Rp,z3 E Rg and z4 E Etq

are vectors of Lagrange multipliers, called dual variables.
A local minimizer of (12) is expressed in terms of a stationary point of L,, which must satisfy the Karush-Kuhn-.
Tucker (KKT) first-order necessary conditions

L, =
VZ,L, =

V,,L, =
V,J,
=
VqL, =

0
0

V 2 , -5;
-J,

(23)

where
m

$Hgj (x')

V i L , = H ~ ( x ' )j=1

xZjHhi (x').
j=1

The Newton direction can be obtained by solving (23)

directly or, as shown in [15], by solving the reduced system

= V ~ ( X-) J , ( x ) ~ Y J ~ ( x ) +
~ zP~z=~
0 (13)
- / . A ' S ~ ~ U +=Z0~ (14)
=
=
=

0
0
0
0
0
0

j=1

v,

Even though the KKT system (13)-(22) is nonlinear, its

solution is usually approximated by a single iteration of
Newton's method (the Newton direction is only a means
to follow the path of minimizers parameterized by PI'").
Applying Newton's method t o solve equations (13)-(22)'
the following symmetric indefinite system is obtained:

+ 1nslj)

- yTg(x) - zT( - S I - s z - hmin+ hmax)

- zF( - h(x) - ~2 + h")
- z; (- s3 - s4 - p i n + ,ax)
- 2T (- Ix - s4 - p a x )

V, L,
VS,L,
VS,L,
VS,L,
VSJ,

Solving f o r the N e w t o n Directions

3.1

The non-negativity conditions si 2 0 in (11) are handled

by incorporating them into logarithmic barrier terms, as
min

h(x); $31, S 2 , S3 and S4 are diagonal matrices defined

by the components of S I , s2, s3 and s4, respectively; and
u stands for vectors of ones, of appropriate dimension.
Equations (18)-(22) with (SI, s2, s3, s 4 ) 2 0 ensure pramal
feasibizity; (13) along with (zl, (z1+zz), z3, (z3 +z4)) 2 0
ensure dual feasibility; while (14)-(17) are perturbations
(p' # 0) of the complementarity conditions (pk = 0).

+ + =0
+ ~3 0

-/.A'S,'U ~1
-/.A'S,~U

~2

-/PSL1u + ~3 + ~4 = 0
-g(X) = 0

-SI - ~2

- h"'" + hmax= 0

-h(x) - ~2

+ hmax= 0

-sa - s4*- x
Amin
-1x - s4 +

=0
=0

(15)
(16:)
(17')
(18)
(19)
(20)
(21)
(22)

where Vf(x) E R" is the gradient of f(x);Jg(x) E RmX"'

is the Jacobian of g(x);J ~ ( x E
) Rpx"is the Jacobian ctf

for Ax and Ay first, and then computing

As2 = -J~(x')Ax
As1 = -As2

Az, = -pk(S!)-2As1
AZZ= --~'(S~)-'AS:!- Az,
A

As4

-1Ax
AS^ = -As4
=

Az3 = -p'(Sk)-2A~3

Az4

- / A ' ( S ~ ) - ~ ASA
~ z~,

1214

where

+ pkJh(~k))'((St)-2+ (S:)-')Jh(xk)
+p k P ( ( s y+ ( S y ) ?
(26)
r = vf(xk)- J , ( X ~ ) ~ Y+~J ~ ( x ~+FZ:.
) ~ z ~

(14)-(17), suggests that p k could be reduced based on a

predicted decrease of the complementarity gap, as

J, =V$L,

The evaluation of VBL, and J, involves a combination of

the objective function Hessian H ~ ( xand
) the constraint
Hessians Hgj(x) and H h j (x); these Hessians, except for a
few entries, are constant in the OPF problem considered.
3.2

Updating the Variables

The new primal and dual variables are computed from

xk+' = x k + ctk AX
sf+'

= sf

yk+l

= k

+ akAsi,

for i = 1 , 2 , 3 , 4

(27)

y +cvkAy

z:+' = zf

+ akAzi,

where 8k is the expected, but not necessarily realized,

cut in complementarity gap. The parameter pk E ( 0 , l )
is called the centering parameter and is interpreted as
follows. If Pk = 1, the KKT system (13)-(22) define a
centering direction, a Newton step toward a point at the
barrier trajectory. At the other extreme, Pk = 0 gives the
pure Newton step, sometimes known as the afine-scaling
direction. To trade off between the twin goals of reducing
p k and improving centrality, pk is dynamically chosen as
Bk = max{0.95Pk-', O.l}, with 8' = 0.2.

3.5

The IPM iterations are considered terminated whenever

for i = 1 , 2 , 3 , 4

.;

where the scalar ab E (0, I] is the step length parameter.

3.3

Convergence Criteria

Computing the Step Length

1."

3."

5
5
5

4".

The maximum step length cvk in the Newton direction is

determined by

Pk I

1
1

or

IlAXllaJ 5
llg(x"Ila3
L
u$

e1

cp
EX

1
2

is satisfied, where

d k = f ( x ) - yTg(x) - z;(gmax

a' = min {yayaX,yaFax, I.o}.

(28)

The scalar y E ( 0 , l ) is a safety factor t o ensure that the

next point will satisfy the strict positivity conditions; a
typical value is y = 0.99995.

3.4

Reducing the Barrier Parameter

Although the duality properties of convex programming

cannot be fully extended to general NLP, it is natural to
ask whether successful schemes used for reducing p k in
LP or convex QP could be extended t o NLP. This has
been done in [7,8], and similar approach is used here.
The residual of the complementarity conditions, called the
complementarity g a p , at the current iterate is
pk = ( Z kI ) T S kI
(z," z,")'.,"
(z,")'s,"
(z," Z,")'S,".

+ +

The sequence { p k } g o must converge to zero, and the

relationship between p k and pk,implicit in the conditions

X^min)

- zqT(2jmax- 2)

- zT(hmax- hmin)
- zF(hmax- h ( x ) )

where ew = IOv8, eZ = lop4, 1 =

and 2 = 1 0 - 2 ~ 1
are typical values. If criteria vf 5 1, ut 5 1 and ut 5 E I
are satisfied, then primal feasibility, scaled dual feasibility and complementarity conditions are satisfied, which
means that iterate k is a KKT point of accuracy 1. When
numerical problems prevent verifying this, the algorithm
stops as soon as feasibility of the equality constraints is
achieved along with very small fractional change in the
objective value and negligible changes in the variables.

4.

PREDICTOR-CORRECTOR
PROCEDURE

Mehrotra [14] developed a predictor-corrector procedure

which greatly improves the computational performance
of primal-dual IPM's. Rather than applying Newton's
method to (13)-(22) t o obtain correction terms to the

1215

current estimate, the new point, say, wk+l = wk

is substituted into (13)-(22) directly, t o obtain
0
0
[Do'DzO
O D
0
O
0
1
0
0
1
0
I O
0
0
0
0

0
0
0
1
0
0
0
0
0
I
I
0
3 0 1 0 0 0
0
D 4 1
I O 0
0
1
0
0
0
0
0
1
0
0
0
0
I
0
0
0
0
0
0
O O O O O J h
0
0
0 JE V;L,
0 0
0
0
0
-Jg
n

+ Aw,

and then an estirnate pafffor pk+' is obtained as

0
0
0

This chooses pa' t o be small when the affine direction

produces a large decrease in complementarity and chooses
pafft o be large otherwise. The actual new steps are chosen
as the solution t o (30) with the right-hand side vector

0
0
0
0
0
-Ji
0

Z,), D3 = ST1Z3
where D1 = ST'Z1, D2 = S,'(Zl
and D4 = SZ'(Z3 2 4 ) ; and Z1, Z Z , Z3, Zq, AS,, ASS,
AS3 and AS4 are diagonal matrices defined by the vectors
z1, z2, z3, zq, Asl, As2, As3 and Asq, respectively.
The major difference between Newton systems (30) and
(23) is that the right-hand side vector of (30) cannot
be determined beforehand because of the nonlinear delta
terms. To solve (30), Mehrotra suggests first dropping the
p and delta t e r m s in the right-hand side vector and then
solving for the (pure Newton) afine-scaling direction

The additional effort in the predictor-corrector method

is in the extra linear system solution t o compute the affine
direction, and the extra ratio test used t o compute paff,
since the predictor and corrector steps are based on the
same matrix factorization. What is usually gained is reduction in iterations and solution time. The higher-order
terms h(Ax) and g(Ax), which differ this procedure from
that in [7] t o solve the polar OPF, are computed only for
the case when h(x) and g(x) are quadratic. Otherwise, it
would be too expensive t o compute these terms.

5.

COMPUTATIONAL
IMPLEMENTATION

An outline of the OPF solution procedure is as follows:

A@
Asp
Asp

-z1
-81

-23
X

AzF
AziE
A$'
A Z
Axsff
AJI"ff

- 22

STEP 0: Run any load flow program and obtain the bus

- z4

STEP 1: Set k

voltage rectangular coordinates.

-83

I= 0, define bo and choose a starting point

that satisfy the strict positivity conditions.

-s3 - s4 - p*
+ Em""

-1x - s4 3-imax
-sl - s2- h"" + hmax
- s z h"""
~ -h(x)
~
Jg(x)2y - J ~ ( X ) ~-ZFZ z
-Vf(x)
dx)

STEP 2: Form the Newton system at the current point

and solve for the Newton direction.

using the same system matrix in (30). These directions

are then used in two distinct ways: (a) t o approximate
the delta t e r m s in the right-hand side of (30), and (b) t o
dynamically estimate the barrier parameter p.
To estimate p , the standard ratio test (28) is performed
to determine the step that would actually be taken if the
affine direction given by (31) were used. An estimate OF
the complementarity gap is computed from

paff = (zf + aaffAz:ff)T(sf+ aaffAsyff)

+ (z: + zi + aaff(AzYff+ A@))'(s,"

+ aaffAsiff)

+ (zt + aaffAzgff)T(~$
+ aaffAsgff)
+ (z$ + zt + aaff(Azgff+ A Z ; " ) ) ~ ( S+~aaffAsifffi

STEP 3: Compute the step length a' in the Newton direction and update primal and dual variables.

STEP 4: If the new point satisfies convergence criteria,

stop. If not, set IC = k 1 and go t o STEP 5.
STEP 5: Compute the barrier parameter p k and go back

t o STlEP 2.

5.1 Starting P o i n t
Although the starting point needs only t o meet the strict
positivity conditions, the IPM performs better if some
initialization heuristic is used. The following heuristic has
been implemented:
0

Estimate xo as given by a load flow solution, or as a

flat start using the middle point between the upper
and lower limits for the bounded variables.

1216
0

The primal slack variables are next initialized as

s:; = min (max(O.l5h?, hi(xO)- h?), 0 . 8 5 h f ) ,

s o2; ha - 3 0 1;1
- i
s3Oj = min (max(0.155$
lj - - Axj - s:j.

where h a = ,$Fax- hFin and

0

i?yin),0.85i?F),

zf

zyin,

The dual variable yp is set t o -1 if associated with

(5), or set t o 0 if associated with (6).
The dual variables zy, zg, z: and 22 are given by
z; = p o ( s y u ,

2; = po(s;)-u,

z; = p O ( S ! y u - z:,

z
: = pO(S,o)-u- z;.

Fig. 1: Location of non-zeros computed to form V:L.

5.g Forming the Newton System

Each bus has three Hessians in the composition of BiL,.
One Hessian associated with constraint (5), another with
constraint (6), (7) or (8),and another with constraint (9).
Given the structure of these Hessians, V:L, is computed
by a single search of the non-zeros of G and B, as
0 for each j E {1,2,. . . , IN/}and all i E Nj > j , compute
V 2 L e j , e=
j 2(GjjXy - B j j X g +A;),

(32)

V:L,=i,ej= Gij(AY +A;)

- Bij(A4

+ A;),

(33)

V:Lfi,ej = Bij(X%- A);

+Gij(Ap - A:),

(34)

for each tap tij and all

E { e i , e j , fi,

fj, tij}, compute

where A; is the negative of the y(.) associated with bus j

in (5) (A: = 1); A4 is the negative of the g(.) associated
with bus j in (6), or the x 2 ( associated with bus j in
(7) or (8); and A3 is the ~2~~ associated with bus j in
(9). The mapping (y, z2) ++ (Ap, X q , A) from constraint
multipliers to bus multipliers reduces significantly the
number of logical operators for efficient implementation.
The Hessian VZL, is symmetric and highly sparse, with
a block sparsity pattern similar to that of the load flow
Jacobian. Marks Q, Q and 0 in Fig. 1 show the locations
of the elements computed by (32)-(34); total In/( 2 / 8 1
non-zeros, as in matrix B. Mark @ shows the locations of
the elements computed hy ( 3 5 ) ; come t o 517) non-zeros.
The polar version computes 2((N[ (231- IN1 1 - 1) extra
elements; marks 0,
8,0and @ show their locations. The
number of floating point operations (flops) to compute
V;L, is 5(NI lOlBl+ 9 6 I q in the rectangular form and
14(Nl 29181 61171 - 151N1I in the polar. In practice,
the variables ( Z Z , e , f , y) or ( Z Z , v, 0, y) are arranged in a
special way, (A:, Xf, A,: fi, ei) or (A:, A,: vi, d i ) , to form
5 x 5 or 4 x 4 blocks, similar t o the Newtons OPF [4],
allowing for efficient ordering and block factorization. The
number of blocks totals IN1 + IBI.

+
+

5.3 Solvzng the Linear System

The computational effort of each iteration of the IPM is
dominated by the solution of (23) or (24). Therefore, it is
vital to consider efficient methods for their solution. Direct methods usually consider the normal-equations form
or the aogmented-system form [20]. Since matrix J, in
(24) has non-diagonal sparsity pattern, the augmentedsystem form is the suitable form, in which the sparse
symmetric indefinite system is usually solved by a BunchParlett factorization [20]. The ordering/symbolic factorization phase attempts to choose a pivot ordering that
will lead to low fill-ins. When the actual factorization
is computed, interchanges that alter the predicted pivot
sequence may be required t o retain numerical stability.
Once a stable pivot order has been determined, it is reused
at subsequent iterations as long as it continues to give
satisfactory factorizations and solutions. Effectiveness of
inexact Kewton directions, as a result of early termination
of an iterative method, is under study using WATSIT-B
(Waterloo Sparse, Iterative Matrix Solver). WATSIT-B is
designed to take advantage of block structure in matrices.

5.4 Preventing Numerical Ill- Conditioning

Each binding constraint drives one of its slacks to zero,
which may cause numerical difficulties as p k -1 0. To
help preventing such difficulties, the bounds are perturbed
as h m i n

<u, h m a

tu,

j;min

<u and Pa
-t <u,

and the A terms in (28) are replaced by A - 5, where

( E [10-8,10-11] is an appropriate parameter. This ensure a lower bound ( to all slacks, preventing numerical
difficulties. A lower bound of, say, lop1(, is set t o puL.

6.

NUMERICALRESULTS

A prototype implementation of the OPF algorithm has

been developed in MATLAB and tested on the well known
IEEE Test Systems with 30, 57, 118 and 300 buses. The

1217

voltage limits are set as 3~5%off nominal values for load

buses and k2% off specified values for generator buses.
The tap limits are set as &lo% off nominal values. To test
algorithm robustness, solution difficulty is increased by
choosing small sets of buses eligible for shunt var control
and setting tight reactivepower limits for generator buses.
Table 1 displays the test set and dimensions of the
NLP problems. Each problem has been solved by four
OPF codes, which combine the rectangular and polar
OPF versions with the standard IPM of Section 3 ( R P D
and P P D ) and the predictor-corrector IPM of Section 4
( R P C and P P C ) . Table 2 lists the number of iterations
to convergence, the number of binding constraints, and
the percentages in power losses reductions. In all instances the algorithms performed extremely well, with the
number of iterations insensitive t o the dimension of the
problems, even as a large number of binding constraints
is present. The polar and rectangular O P F versions have
converged with the same number of iterations. Table 3
details the convergence for the largest problem. Fig. 2
shows the objective functions provided by the four codes.
Table 4 displays the number of flops t o compute V;L,,
the number of non-zeros in V:L,, and the number of nonzeros in J,, for the rectangular and polar versions. The
overhead incurred in MATLAB generally makes it slower
and hence CPU times are not compared. Though the
computation of V
?$, in polar form profits from terms,
in J, and Jh, it still requires nearly double the flops the
rectangular form does. The pitfall of the rectangular O F F
is the handling of voltage bounds as functional bounds
The implications can be easily examined in (26), looking
at the extent Jr(x) differs from VZL,. Observe that the
voltage bounds in polar form, as part of 2, simply affeci,
the diagonal of O:L,, while in rectangular form, as pari,
of J ~ ( x ) contribute
,
with new non-zeros t o J, whenever
two connected buses have neighbour buses in common.

Table 1: Problem set and dimension of NLP problem (4).

Size of Index Sets
Dimensions in (4)
Problem Set
NI I1G1 I IEl I IF1 I 1231 1171 n m I p 1 q
30 I 61 41 201 411 4
631 491 4 0 ) 4
IEEE30

7 5 45 80 15 128 101 69 15
1.541 121 5211861 91 244!169i1841 9
300 69 12 219 411 50 649 518 381 50

lIEEE300
~~~~!kl
1;;

Table 2: Iterations, binding constraints, PLOSS

reduction.

IEEE57
IEEE118
IEEE-300
Table 3: Solution of IEEE 300-Bus System by R P C code.
IC

-+-i

1o

f bk)

U1

U3

d(w)

V2

U4

4.599E+00
-2.548E+OO
4.497E+00
3.147E-01

3.699E+00
2.382E+00
1.905E+00
1.2293+00

4.598E-01
1.554E+00
2.546E-01
9.300E-01

4.031E+OO
4.278E+OO
4.140E+00
4.27OE+OO
4.202E+00
4.2663+00
4.232E+00
4.265E+OO
4.244E+00
4.2633+00
4.262E+00

a*

P
Pn

an
8.620E+00
2.000E-03
4.781E+00 3.9893-01
9.984E-04 4.831E-01

3.947E-02 16.116E-02 13.724E-05 4.989E-01

1.143E-02)7.536E-03)1.433E-01~
4.231E-01
1.821E-02 3.231E-02 1.767E-06 5.370E-01
9.080E-03 3.696E-03 7.042E-02 4.346E-01
7.673E-03 1.587E-02 7.815E-06 5.775E-01
3.2163-03 1.843E-03 3.Sl6E-02 3.921E-01
3.2643-03 7.924E-03 3.512E-06 5.739E-01
1.584E-03 1.147E-03 2.19lE-02 2.867E-01
1.8233-03 4.946E-03 1.9693-06 4.408E-01
1.6033-03 6.1923-04 1.184E-02 3.478E-01
8.6603-04 2.676E-03 9.582E-07 5.296E-01

IEEE 300-Bus System - Rectangular version

420

10

12

14

16

IPM iterations
IEEE 300-Bus System - Polar version

IPM iterations

Fig. 2: Objective function of IEEE 300-Bus System.

Table 4: Number of non-zeros and flops.

Problem 1 ~ ~ O DV!L,,
S
I Non-zeros in VfL,, and J,
set
I Rect. I Polar I Rectannular I
Polar

Some of the fill ins caused by functional voltage bounds

co-occur with fill ins caused by reactive-power constraints.
Hence, functional voltage bounds have little effect on the
factorization cost, as evidenced in Table 4. Branch flow
constraints in rectangular and polar form are alike.

1218

7.

CONCLUSIONS

Tests performed under MATLAB confirm that IPM can

directly and efficiently solve nonlinear OPF problems, and
that computational performance is equally good in the
rectangular and polar variable spaces. Advantages of the
rectangular form explored in the paper are eaSe of matrix
setup and incorporation of higher-order information in a
predictor-corrector procedure. A disadvantage is the need
t o handle simple voltage bounds as functional bounds.
The research being carried out to further improve the IPM
performance considers different values of p for groups of
inequalities, and computation of cy and reduction of p
based on a suitable merit function to balance reduction
in infeasibility and in complementarity; this along with
more elaborate starting point choices can prevent nonnegative variables from becoming too close t o zero at an
early stage, a condition that degrades IPM performance.
An approach to handle discrete variables in the context
of IPM's for NLP is under consideration. The key idea is
to solve modified problems, yet continuous, derived from
(12) by appending the conditions s1;sz; = 0, for all i E X,
and s3;s4, = 0, for all i E X ,where H
' and X are index
sets of the discrete components hi(x) and Zi, respectively;
none new variable is appended. These conditions would
enforce a discrete solution, if one exists, by ensuring that
one of sli or sZi, for each i E 31,and one of s3; or sqi,
for each i E A', become zero. To deal with multiple step
discrete variables a Phase I/Phase I1 solution scheme is
advocated. In Phase I, multiple step discrete variables are
treated as continuous. Let xi be the Phase I solution. In
Phase 11, the limits are modified so that ,Fin is the largest
discrete value smaller than hi(x*), hmax is the smallest
discrete value larger than hi(x*),and so on. The approach
outlined is a sort of optimal rot".@
procedure, at best,
since discrete programs are inherently combinatorial.

ACKNOWLEDGMENTS
The authors would like to thank CAPES a n d UFPE in Brazil
and NSERC in Canada for their financial s u p p o r t . T h a n k s
also go to Dr. Claudio C G i z a r e s for providing the data files.

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v.

BIOGRAPHIES
V I C T O R QUIl\iT.&?rA: Received the Dipl. Ing. (1959), M.Sc. (1965)
and Ph.D. (1970) degrees in Electrical Engineering from the State
Technical University of Chile, the University of Wisconsin, Madison,
and the University of Toronto, Ontario, respectively. Since 1973 he
has been with the University of Waterloo, Department of Electrical
and Computer Eng., where he is a full professor. During 1990-1994
he served as a Dept. Associate Chairman for Graduate Studies.
G E R A L D 0 T O R R E S : Received the B.Eng. (1987) and M.Sc.
(1991) degrees in Electrical Engineering from the Universidade de
Pernambuco and the Universidade Federal de Pernambuco (UFPE)
in Brazil, respectively. Since 1992 he has been with UFPE, where
he is a lecturer. He is currently a Ph.D. student in the Department
of Electrical and Computer Eng., University of Waterloo, Canada.