Power Flow Calculation by Combination of

Newton-Raphson Method and Newtons Method in

Optimization.
Andrey Pazderin, Sergey Yuferev
URAL STATE TECHNICAL UNIVERSITY - UPI
E-mail: pav@daes.ustu.ru, usv@daes.ustu.ru
Abstract--In this paper, the application of the Newtons
method in optimization for power flow calculation is considered.
Convergence conditions of the suggested method using an
example of a three-machine system are investigated. It is shown,
that the method allows to calculate non-existent state points and
automatically pulls them onto the boundary of power flow
existence domain. A combined method which is composed of
Newton-Raphson method and Newtons method in optimization
is presented in the paper.
Index TermsNewton method, Hessian matrix, convergence
of numerical methods, steady state stability.

I.

INTRODUCTION

The solution of the power flow problem is the basis on

which other problems of managing the operation and
development of electrical power systems (EPS) are solved.
The complexity of the problem of power flow calculation is
attributed to nonlinearity of steady-state equations system and
its high dimensionality, which involves iterative methods.
The basic problem of the power flow calculation is that of the
solution feasibility and iterative process convergence [1].
The desire to find a solution which would be on the
boundary of the existence domain when the given nodal
capacities are outside the existence domain of the solution,
and it is required to pull the state point back onto the
feasibility boundary, motivates to develop methods and
algorithms for power flow calculation, providing reliable
convergence to the solution.
The algorithm for the power flow calculation based on the
Newton's method in optimization allows to find a solution for
the situation when initial data are outside the existence
domain and to pull the operation point onto the feasibility
boundary by an optimal path. Also it is possible to estimate a
static stability margin by utilizing Newton's method in
optimization.
As the algorithm based on the Newtons method in
optimization has considerable computational cost and power
control cannot be realized in all nodes, the algorithm based on
the combination of the Newton-Raphson methods and the
Newtons method in optimization is offered to be utilized for
calculating speed, enhancing the power flow calculation.
II. THEORETICAL BACKGROUND
A. Steady-state equations
The system of steady-state equations, in general, can be

978-1-4244-4649-0/09/$25.00 2009 IEEE

expressed as follows:

(1)

W W ( X, Y ) = 0

where W is the vector of parameters given for power flow

calculation. In power flow calculation, real and reactive
powers are set in each bus except for the slack bus. In
generation buses, the modulus of voltage can be fixed.
W(X,Y) is the nonlinear vector function of steady-state
equations. Variables Y define the quasi-constant parameters
associated with an equivalent circuit of an electrical network.
X is a required state vector, it defines steady state of EPS.
The dimension of the state vector coincides with the number
of nonlinear equations of the system (1). There are various
known forms of notation of the steady-state equations.
Normally, they are nodal-voltage equations in the form of
power balance or in the form of current balance. Complex
quantities in these equations can be presented in polar or
rectangular coordinates, which leads to a sufficiently large
variety forms of the steady-state equations notation. There are
variable methods of a nonlinear system of steady-state
equations solution. They are united by the incremental vector
of independent variables X being searched and the condition
of convergence being assessed at each iteration.
B. The Newton's method in optimization
Another way of solving the problem of power flow
calculation is related to defining a zero minimum of objective
function of squares sum of discrepancies of steady-state
equations:

F = W W ( X, Y )

( 2)

W W ( X, Y )

The function minimum (2) is reached at the point where

derivatives on all required variables are equal to zero:
dF dX = 2 dW dX W W ( X, Y )

( 3)

It is necessary to solve a nonlinear set of equations (3) to

find the solution for the problem. Calculating the power flow,
which is made by the system of the linear equations with a
Hessian matrix at each iteration, is referred to as the Newton's
method in optimization [4]:

1693

G X = dF dX

( 4)

The Hessian matrix contains two items:

G = ( dW dX )

( dW dX ) d2 W

dX2 W W ( X, Y ) ( 5 )

During the power flow calculation, the determinant of

Hessian matrix is positive around zero and negative value of a
determinant of Jacobian J = dW dX . This allows to find the
state point during the power flow calculation, when initial
point has been outside of the existence domain.
The convergence domain of the solution of the Newton's
optimization method is limited by a positive value of the
Hessian matrix determinant. The iterative process even for a
solvable operating point can converge to an incorrect solution
if initial approximation has been outside convergence
domain. This allows to estimate a static stability margin of
the state and to find the most perilous path of its weighting.

Fig. 2 Domain of Existence for a Solution

III. INVESTIGATIONS ON THE TEST SCHEME

Convergence of the Newton's method in optimization with
a full Hessian matrix has been investigated. Calculations were
made based on program MathCAD for a network comprising
three buses the parameters of which are presented in Figure 1.
Dependant variables were angles of vectors of bus voltage 1
and 2 X={2, 2}, independent variables were capacities in
nodes 1 and 2, and absolute values of voltages of nodes 1, 2
and 3 were fixed.

Fig.3 - Boundary of existence domain

Fig. 1 The Test scheme

In Figure 2, the boundary of existence domain for a

solution of the steady-state is presented in angular coordinates
1-2. This boundary conforms to a positive value of the
Jacobian determinant:

det ( J ) > 0

( 6)

As a result of the power flow calculation based on the

Newton method in optimization, the angle values have been
received, these values corresponding to the given capacities
in Fig.2 (generation is positive and loading is negative).

978-1-4244-4649-0/09/$25.00 2009 IEEE

For the state points which are inside the existence domain,
the objective function (2) has been reduced to zero. For the
state points which are on the boundary of the existence
domain, objective function (2) has not been reduced to zero
and the calculated values of capacities differed from the given
capacities.
In Fig.3, the boundary of the existence domain is presented
in coordinates of capacities P1-P2. State points occurring on
the boundary of the existence domain (6) have been set by the
capacities which were outside the existence domain. As a
result of power flow calculation by minimization (2) based on
the Newton's method in optimization, the iterative process
converges to the nearest boundary point. It is due to the fact
that surfaces of the equal level of objective function (2) in
coordinates of nodal capacities are proper circles (for threemachine system) having the centre on the point defined by
given values of nodal capacities W . The graphic
interpretation of surfaces of the equal level of objective
function for operating point state with 13000 MW loading

1694

bus 1 and 15000 MW generating bus 2 is presented in Fig.3.

Hessian matrix is remarkable in its being not singular on
the boundary of existence domain. The determinant of a
Hessian matrix (5) is positive around zero and a negative
value of the Jacobian matrix determinant. This fact allows the
power flow to be calculated even for the unstable points
which are outside existence domain. The iterative process
based on the system of the linear equations (4) solution has
converged to the critical stability point within 3-5 iteration.
Naturally, the iterative process based on Newton-Raphson
method is divergent for such unsolvable operating points.
The convergence domain of the method under
consideration has been investigated. What is meant is that not
all unsolvable operating points will be pulled onto the
boundary of existence domain. A certain threshold having
been exceeded the iterative process has begun to converge to
the imaginary solution with angles exceeding 360 .
It is necessary to note that to receive a critical stability
operating point in case when initial nodal capacities are set
outside the boundary of the existence domain, there is no
necessity to make any additional terms as the iterative process
converges naturally to the nearest boundary point.
Pulling the operation point onto feasibility boundary is not
always possible by the shortest and optimal path. There are a
number of constraints, such as impossibility of load
(consumption) increase at buses, constraints of generation
shedding/gaining at stations. Load following capability of
generator units is various, consequently for faster pulling the
operation point onto the feasibility boundary it is necessary to
carry out this pulling probably by longer, but faster path.
The algorithm provides possibility of path correction of
pulling. It is carried out by using of the weighting
coefficients, which define degree of participation of each
node in total control action. For this purpose diagonal matrix
A of the weighting coefficients for each node is included into
the objective function (2):
F = W-W ( X,Y )

A W-W ( X,Y )

(7)

All diagonal elements of the weighting coefficient matrix

A should be greater-than zero:
ai ,i > 0.
When initial approximation lies into the feasibility
domain, coefficients are not influence on the computational
process and on the result.
In the figure 4 different paths of the pulling the same
operation point onto feasibility boundary depending on the
weighting coefficients are presented. Paths are presented for
two different operating points.
In tables I and II effect of weighting coefficients on the
output computation is presented. In tables I and II k1 and k2
are weighting coefficient for buses 1 and 2, respectively.

978-1-4244-4649-0/09/$25.00 2009 IEEE

TABLE I
WEIGHTING COEFFICIENT EFFECT ON OUTPUT COMPUTATION FOR INITIAL
SET CAPACITIES P1= -13000 MW AND P2= 15000 MW
Coefficients
a1=1; a2=1;
a1=5; a2=1;
a1=0.005; a2=1;

P1, MW
-7800
-8600
-5770

P2, MW
9410
8080
10140

1, deg
-45
-69
-1

2, deg
55
25
93

TABLE II
WEIGHTING COEFFICIENT EFFECT ON OUTPUT COMPUTATION FOR INITIAL
SET CAPACITIES P1= -8000 MW AND P2= -5000 MW
Coefficients
a1=1; a2=1;
a1=0.01; a2=1;
a1=1; a2=0.35;

P1, MW
-4360
-1050
5800

P2, MW
-1680
-4920
0

1, deg
-92
-76
-99

2, deg
-80
-94
-71

Fig.4 - Paths of pulling the operation point onto the feasibility boundary

IV. COMBINATION OF METHODS

If to compare the Newtons method in optimization for
power flow calculation with Newton-Raphson using a
Jacobian matrix, the method computational costs on each
iteration will be several times greater as the property of
Hessian matrix being filled up by nonzero elements 2,5-3
times greater than with Jacobian one. Each row of Jacobian
matrix corresponding to any bus contains nonzero elements
corresponding to all incident buses of the scheme. Each row
of Hessian matrix contains nonzero elements in the matrix
corresponding not only to the neighboring buses, but also
their neighbors. However, it is possible to compensate this
disadvantage through the combination Newton-Raphson
method with Newtons method in optimization. It means that
the part of nodes can be calculated by conventional Newton
method, and the remaining buses will be computed by
Newtons method in optimization. The first group of passive
nodes consists of buses in which it is not possible to change
nodal capacity or it is not expedient. Hence, emergency
control actions are possible only in a small group of buses
supplying with telecontrol. Most of the nodes including
purely transit buses are passive. Active nodes are generating
buses in which operating actions are provided. Such approach
allows to fix nodal capacity for all passive buses of the
scheme which have been calculated by Newton-Raphson
method. In active buses which have been calculated by
Newtons method in optimization, deviations from set values

1695

of nodal capacity are possible. These deviations can be

considered as control action. The power flow calculation
algorithm based on combination Newton Raphson method
and Newtons method in optimization can be presented as
follows:
1. The linear equation system with Jacobian matrix is
generated for all buses of the scheme.
W pas W pas
X pas

X act

Wact
X pas

Wact
X act

X pas
X act

W pas
Wact

2. The solution process of the linear equation system with

Jacobian is started by utilizing the Gauss method for all
passive buses. Factorization of the linear equations system is
terminated when all passive buses are eliminated. Factorized
equations are kept.

Wact
X act

3. The nodal admittance matrix is generated from not

factorized the part of Jacobian matrix corresponding to active
buses. This admittance matrix contains parameters of the
equivalent network which contains only active buses.
Wact
X act

1. The power flow calculation of an electric network by

minimizing the square sum of discrepancies of nodal
capacities based on the Newton's method in optimization
materially increases the productivity of deriving a solution for
heavy in terms of conditions of stability states and the
unstable states outside the existence domain of the solution.
2. During the power flow calculation, the determinant of
Hessian matrix is positive around zero and negative value of
the Jacobian matrix determinant. The iterative process
naturally converges to the nearest marginal state point during
the power flow calculation, when the initial operating point
has been outside of the existence domain.
3. There is a possibility of control action correction for the
pulling operation point onto feasibility boundary by using
matrix of weighting coefficients.
4. Utilization of the combined method for power flow
calculation allows to use all advantages of Newtons method
in optimization and to provide high calculating speed.
5. In case when the setting nodal powers are outside the
existence domain, there are discrepancies in the active buses,
which can be considered as control actions for pulling the
state point onto the feasibility boundary. When the initial
state point is inside the existence domain, the iterative process
converges with zero discrepancies for both active and passive
buses.
REFERENCES

Yact

[1]

4. The linear equation system with Hessian matrix (4) is

generated for the obtained equivalent by Newtons method in
optimization.
5. The linear equation system with Hessian matrix is
calculated and changes of independent variables X act are

[2]
[3]
[4]

defined for active buses.

6. Factorized equations of passive buses are calculated,
and changes of independent variables X pas are defined for
passive buses.
X pas

7. The vector of independent variables is updated using the

changes of independent variables for all buses.
8. New nodal capacities in all buses of the network are
defined; constraints are checked; if it necessary, the list of
active buses will be corrected.
9. Convergence of the iterative process is checked. If
changes of variables are significant, it is necessary to return
to item 1.
Taking into account the number of active buses in the
network arent large, computational costs of such algorithm
slightly exceed computational costs of the Newton-Raphson
method.

978-1-4244-4649-0/09/$25.00 2009 IEEE

V. CONCLUSION

D. A. Arzamastsev, P. I. Bartolomej, A. M. Holjan, Automatic control

system and optimization of modes of electric power systems, Moscow:
Vysshaya Shkola, 1983.
V. I. Tarasov, Nonlinear minimization methods for calculating steady
states of electric power systems, Novosibirsk: Nauka, 2001, p. 214.
A. Z. Gamm, Statistical methods of power system state estimation,
Moscow: Nauka, 1976, p. 220.
V. M. Gornshtejn, B. P. Miroshnichenko, A.V. Ponomarev, Methods of
power system mode optimization, Moscow: Energiya, 1981, p. 336.

BIOGRAPHIES
Andrey V. Pazderin was born in
Ekaterinburg, Russia, on June 12, 1960. He
graduated from the Urals Polytechnic Institute,
Ekaterinburg, in 1982. He obtained PhD in 1987.
In 2005 the Doctoral degree was received by him.
From his graduation A.V. Pazderin has been
employed by Ural State Technical University as
Professor and head of the Power Engineering
department (from 2006).
His special fields of interest include power
system state estimation, energy meters verification, power loss calculation.

1696

Sergey V. Yuferev was born in Russia on

May 14, 1985. He received the M.Sc. degree at
Ural State Technical University, Ekaterinburg,
Russia, in 2008.
His research interests lie in the field of power
flow calculation, power system analysis and
steady-state stability.