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Abstract—This paper presents an optimal power flow (OPF) Liew and Strbac [4] proposed a linear programming (LP)
solution based on maximizing distributed generator (DG) real based OPF to enhance the DG capacity. The benefits of active
power output with a restraint on network losses for radial and network controls such as generation curtailment, reactive
meshed distribution networks. The multi-objective nonlinear
power absorption and coordinated OLTC control was also
OPF problem with weighting terms for DG real power output
and loss is linearized and solved by pure primal-dual interior assessed for voltage regulation in distribution networks. In
point method. Besides explaining the basic algorithm, the paper [5], an OPF-based technique was used to maximize the DG
concentrates on the determination of initial points and effective capacity at specific locations in a network. This could assist
adjustment of barrier parameter to maintain accuracy and speed the DNOs to indicate the best locations for DG developments.
of convergence. The performance of the method is evaluated on Previously published work by Vovos et al. [6] demonstrated
two representative U.K distribution networks: a 12-bus rural
the ability to connect larger generators to the distribution
upland meshed network where wind is prevalent and an 18-bus
semi-urban radial feeder with two fossil fuel DGs. The results network while minimizing voltage variations and violations.
confirm that the developed OPF algorithm has the potential for This was successfully achieved through a capacity evaluation
network operation and implementation in an autonomous active technique incorporating OPF.
network management system due to its ability to optimize All the above publications introduced tools for off-line
different types of distribution network. analysis which are mainly used for planning stage. A concept
known as Autonomous Active Network Management System
Index Terms—Active management, centralized voltage
control, DG real power output maximization, Interior point
(AuRA-NMS) [7] could tackle the distribution network issues
method, multi-objective, network loss minimization, optimal in real time as well as providing the infrastructure and
power flow, successive linear programming. technology for full integration of DGs to the distribution
network. AuRA-NMS aims to provide generic solutions for
I. INTRODUCTION variety of networks in terms of voltage control and power
D ISTRIBUTION network operators in U.K. are obligated flow management. Therefore, the development of an accurate
by government incentives to accommodate more and and speed efficient OPF as an on-line tool for the application
more generation capacity from renewable resources in order of active network management system in distribution network
to meet the increasing demand. Most of the potential onshore becomes a research challenge.
renewable resources, especially wind, across the UK is in This paper presents a multi-objective OPF which includes
rural areas. Often, only the distribution network is easily both loss minimization and DG real power output
accessible for connection. Connection of large amounts of DG maximization in the objective function. The OPF incorporates
raises a number of economical and technical issues because a direct Pure Primal Dual Interior Point method as the
the distribution networks were originally designed for uni- solution methodology. The method of solving a linear
directional transfer of power from transmission level to load programming problem by the Interior Point method was
customers. initially introduced by Karmarkar [8] in 1984. The main two
The technical concerns of Distribution Network Operators advantages of Interior Point method are convergence in
(DNOs) over the connection of DG to their networks are well polynomial time and the ability to provide scaling to handle
documented [1-3] and primarily include power flow the problem of ill conditioning [8]. The aim of this paper is to
management, loss increase and voltage management demonstrate the convergence accuracy of the OPF algorithm
problems. These technical issues are currently limiting or when applied across two main types of distribution network.
even stopping the connection of more DGs to certain parts of A general barrier parameter formulation is used for three
forms of objective function, DG real power output
This work was supported in part by the UK’s Engineering and Physical maximization, loss minimization and a combination of both.
Science Research Council (research grant number EP/E003583/1), The developed algorithm has the potential for on-line
ScottishPower Energy Networks, EDF Energy and ABB under the AuRA-NMS optimization and implementation in an AuRA-NMS
partnership (http://www.aura-nms.co.uk/).
A. R. Ahmadi and T.C. Green are with department of Electrical & Electronic controller.
Engineering, Imperial College London, London, England, SW7 2BT (e-mail:
ali.ahmadi06@imperial.ac.uk).
II. DIRECT INTERIOR POINT ALGORITHM FOR OPF The formation of Lagrangian equation and the calculation
Previously published papers [9-14] have addressed the process for the optimization of objective function using
formulation of primal-dual interior point method, but still Interior Point method are given below:
more research is needed to improve the performance of the r r
min C ( x , u ) (10)
method and development of an efficient algorithm to directly r r
solve large-scale nonlinear power systems. f (x,u ) = 0 (11)
r r r r
A. Problem formulation h(x,u ) + sh = h +
(12)
In this section, the detailed formulation of the primal-dual r r
r r +
interior point method for application of power system is s h + s sh = h − h− (13)
given. The new functions to be minimized are the weighted
total real power loss in the lines plus the negatively weighted The inequality constraints are transformed into equality
total real power generation. Section III will discuss, in details, constraints (12) and (13) by the addition of two slack
the accurate calculation of barrier parameter as well as a new variables sh and ssh. The non-negativity conditions are handled
approach for modeling the swing bus in the main optimization by the addition of a “logarithmic barrier function”, therefore
routine. the new objective function would become:
r r
r r
∑ ∑
minC ( x, u ) = α in=bus1 njbus
r r
=i +1 Lij ( x , u ) + β
nbus
∑
i =2 PGi (1)
∑
C μ = C ( x , u ) − μ im ln(s hi ) − μ im ln(s shi ) (14) ∑
Subject to:
The use of ln (Logarithmic on base e) ensures that the slack
∑ P (V ,θ , T ) = 0
n bus
PGi − PLi − ij (2) variables are always positive as the Logarithm of a negative
j =1 number is not defined. Where μ is called the “barrier
j≠i
parameter” which is a positive number forced to zero as the
∑ Q (V ,θ , T ) = 0
n bus
algorithm converges to the optimum [15]. Therefore the
Q Gi − Q Li + Q ci − ij (3)
j =1
Lagrangian equation would be a summation of the new
j ≠i objective function and the constraints:
r r r r r
S ij ≤ S ijmax (4) Lμ = C ( x , u ) − μ ∑ im ln( s hi ) − μ ∑ im ln( s shi ) − λT f ( x, u )
r r r r r r r r r r
V i min ≤ V i ≤ V i max (5) − λTh (h + − s h − h( x , u )) − λTsh (h + − h − − s h − s sh ) (15)
PGimin ≤ PGi ≤ PGimax (6) Matrices and vectors could be distinguished from scalars with
Q min
Gi ≤ Q Gi ≤ Q max
Gi (7) the use of an arrow. Also, vectors with superscript T
(indicating transposed) are rows and without are columns.
Q min
ci ≤ Q ci ≤ Q max
ci (8) The solution to the Lagrangian function (15) would be the
t min
≤ t k ≤ t kmax partial derivatives of it with respect to all the variables. This is
k (9) called the first order Karush Kuhn Tucker (KKT) optimality
Where: condition:
Lij Real power loss in branch ij ∂Lμ r r r r T r r T
∂C( x, u) ⎡ ∂f ( x, u) ⎤ r ⎡ ∂h( x, u ) ⎤ r
PGi , QGi Active & reactive power generation of DG at node i r = r −⎢ r ⎥ λ +⎢ r ⎥ λh = 0 (16)
∂x ∂x ⎣ ∂x ⎦ ⎣ ∂x ⎦
PLi , QLi Active & reactive load at node i r r r r T r r T
∂Lμ ∂C( x, u) ⎡ ∂f ( x, u) ⎤ r ⎡ ∂h( x, u ) ⎤ r
r = r −⎢ r ⎥ λ +⎢ r ⎥ λh = 0 (17)
Pij , Qij Active & reactive power flow from node i to node j ∂u ∂u ⎣ ∂u ⎦ ⎣ ∂u ⎦
The non-linear equations (16)-(22) are linearized around Lij = Sij + S ji = ( Pij + Pji ) + j (Qij + Q ji ) =
r r r
successive operating points ( xr0 , ur0 , λ 0 , λ h , λ sh , srh , srsh ) ⎡ t i2Vi 2 − tiViV j ∠(δ i − δ j + φi ) + V j2 − tiViV j ∠ − (δ i − δ j + φi ) ⎤
0 0 0 0
⎢ ⎥ (31)
using Taylor series approximation and then the Interior Point ⎢
⎣ Rij − jX ij ⎥
⎦
method is applied to solve this linear problem. Each of the [ ]
ℜe[ Lij ] = ℜe[ Sij + S ji ] = ti2Vi 2 + V j2 − 2tiViV j cos(δ i − δ j + φi ) (Gij ) (32)
seven variables presented in equations (16)-(22) could be
expressed in linear form and hence the following single matrix
[ ]
Im[ Lij ] = Im[ Sij + S ji ] = ti2Vi 2 + V j2 − 2tiViV j cos(δ i − δ j + φi ) ( Bij ) (33)
equation is obtained:
III. ALGORITHM IMPLEMENTATION
r r r r r r r r
⎡ 0 0 − Fx′° T
H x′° T
0 0 0 ⎤ ⎡ Δx ⎤ ⎡− C ′x + Fx′ λo − H ′x λ h
T T
⎤
⎢ r
− Fu′°T
r
H u′°T
⎥⎢ r ⎥ ⎢ r
°
r° r r ° r° ⎥ A. Initialization
⎢ 0 0 0 0 0 ⎥ ⎢ Δur ⎥ ⎢− Cu′°r + Fu′°r λ° − Hru′° λ h°
T T
r ⎥
⎢ 0
⎢
0 0 I I μ h S h−°2 0
r ⎥⎢ r ⎥
⎥ ⎢ Δλ ⎥ ⎢ − λ − λ + μS −1 e
⎢
h°
r sh° r h°
⎥
⎥
The system equations were represented in per unit. The
⎢ 0 0 0 0 I 0 μS sh− 2° ⎥ ⎢ Δλh ⎥ = − λ + μS sh−1° e state variables consisting of bus voltages and angles were set
r r r ⎢
r r shr° r r
⎥ (23)
⎢H ′ H u′° 0 0 0 I 0 ⎥ ⎢Δλsh ⎥ ⎢
− h( x ° , u o ) − s h° + h + ⎥
⎢ x° ⎥⎢ r ⎥ ⎢ r r r r ⎥ to 1p.u. and 0deg. respectively. Other network parameters
⎢ 0 0 0 0 0 I I ⎥ ⎢ Δs h ⎥ ⎢ − s h − s sh − h + h
− +
⎥
⎢r
F′
r
Fu′° 0 0 0 0
r
0 ⎥⎦ ⎢⎣ Δs sh ⎥⎦ ⎢
° °
⎥ with upper and lower bounds were set to a mid-point as
⎣ x° ⎣ − f ( x ° , u ° ) ⎦
starting point. For Lagrangian multipliers, following the way
of Mehrotra [12] but considering our particular application,
The algorithm proceeds iteratively from an initial starting
we define
point through a sequence of points determined from equation
λ0=[1,…,1]T , λh0= 0 and λsh0=1.5 [1,…,1]T
(23) using successive linearization. The key steps are:
B. Barrier parameter formulation
Step 1: Initialization A single barrier parameter formulation is used for three
The choice of starting point must satisfy the forms of objective functions; DG capacity maximization, loss
non-negativity conditions. minimization and a combination of both. This formulation
Step 2: Solve the system of equations (23). produces accurate results for both radial and meshed
Step 3: Decrease the barrier parameter μ. distribution networks.
Step 4: Convergence test
If the convergence criterion is met, the optimal duality gap (34)
μ=
solution is therefore found, otherwise go to step 2. 2(1 + n + m)
Where n is the number of state variables and m is the number
of inequality constraints. Following Lustig [11], the value of μ
B. Expression for power flows and losses
was made proportional to the duality gap which is defined as
Consider a simple circuit shown in Fig.1, the expression the difference between the primal and dual objective
for branch real and reactive power flows can be written as: functions. Taking into account that the duality gap may not
Sij = [Vi I ij∗ ] always be positive due to the fact that the primal and dual
(24)
variables are unfeasible, the absolute value of the duality gap
⎡ tiVi ∠(−δi − φi ) − Vj ∠(−δ j ) ⎤
Pij = ℜe⎢tiVi ∠(δi + φi ) ⎥ (25) was substituted into equation (34).
⎢
⎣ Rij − jXij ⎦⎥ r r r r
duality gap = λT f ( x, u ) + λTh [h + − h( x, u )] + λTsh [h + − h − ] (35)
⎡ tiVi ∠(−δi − φi ) −Vj ∠(−δ j ) ⎤
Qij = Im⎢tiVi ∠(δi + φi ) ⎥ (26) The use of exponents in the denominator results in faster
⎢
⎣ Rij − jXij ⎦⎥
convergence, however this is prone to numerical instability.
Pij = ti2Vi 2Gij − tiViVj Gij cos(δi + φi − δ j ) + tiViVj Bij sin(δi + φi − δ j ) (27) The above formulation was tested on several different types
Qij = ti2Vi 2 Bij − tiViVj Bij cos(δi +φ i −δ j ) − tiViVj Gij sin(δi + φi − δ j ) (28) of distribution network and healthy convergence was
obtained.
node i node j
Vi ∠δ i : Vit∠φi + δ i Zij=Rij+jXij C. Swing bus formulation
Previously published work by Vovos et al. [16] modelled
Sij -Sji
the swing bus as a quadratic cost function. However, in our
Vi ∠δ i V j ∠δ j formulation, the swing bus is modelled as an energy
Fig. 1. Simple circuit of a network branch.
export/import in the “main optimization routine”. The
swing bus voltage and angle were excluded from the state
The loss expression would be the sum of the apparent powers variable vector and its powers, PGslack and QGslack were
at the two ends of the branch: modelled as a “control variable” with boundary limits. In
Lij = [Sij + S ji ] (29) this manner, the swing bus “simply” becomes responsible
∗ for transfer of power to/from external grid.
⎡ t iVi ∠(δ i + φi ) − V j ∠(δ i ) ⎤
∴ Sij = Pij + jQij = tiVi ∠(δ i + φi )⎢ ⎥ (30)
⎢
⎣ Rij + jX ij ⎥⎦
4
C. Simulation results
The pure primal dual interior point algorithm has been
coded in MATLAB and run on an Intel Core 2 Quad,
2.83GHz processor with 3GB RAM. The investigation
examines the impact of the barrier parameter formulation and
the initial points on the performance of the algorithm when
applied to distribution networks with different types of
objective functions.
The optimization was applied to the meshed distribution
network with three different sets of weighting factors for α
and β. All the bus bars and branches had voltage boundary
limits and line flow constraints respectively. The optimization
Fig. 2. The 12-bus meshed distribution network. provides 13 control variables (subject to the given network)
which are the real and reactive powers of the slack bus and
The DG capacity limits are given in Table I. All loads are the DGs as well as the taps of the three transformers (±10%
assumed to be drawing constant complex power. tap range). The DGs are centrally dispatched and their voltage
control regimes are restricted by their statutory voltage limits.
TABLE I The results are given in table III, IV and V:
DISTRIBUTED GENERATION CAPABILITY LIMITS
Distributed TABLE III
Generation Min Limit Max Limit DISTRIBUTED GENERATION OUTPUT MAXIMIZATION
0 MW 58.5 MW α= 0 β=-1
DG1-Wind -20 MVAr 20 MVAr Distributed Generators
0 MW 45 MW DG1 DG2 DG3 DG4 Grid Loss
DG2- Hydro -10 MVAr 10 MVAr Import
0 MW 9.35 MW Re. Power 58.49 44.99 9.34 10.19 -89.12 2.88
DG3- Wind -1.51 MVAr 1.54 MVAr (MW)
0 MW 10.20 MW Im. Power 0.23 -2.61 -0.16 -0.20 24.13 N/A
DG4-Wind -3 MVAr 3 MVAr (MVAr)
5
TABLE IV the two DGs as well as one tap changer (±10% tap range).
NETWORK LOSS MINIMIZATION
The DGs were again centrally dispatched.
α= 1 β=0 Table VIII reports the iteration counts by the algorithm as
Distributed Generators well as the convergence time given in parentheses. The
DG1 DG2 DG3 DG4 Grid Import Loss iterations were terminated when the relative duality gap is less
Re. Power 10.87 5.02 4.09 6.79 4.41 0.18
(MW) than or equal to ε1=10-3 and the largest power mismatch (in
Im. Power -2.02 -1.07 0 0.24 9.83 N/A p.u.) is less than or equal to ε2=10-4. For the meshed network,
(MVAr) the algorithm converged in 26 iterations for DG real power
TABLE V
output maximization and loss minimization. The iteration
DUAL OBJECTIVE, MAXIMIZING DG OUTPUT WITH RESTRAINT ON LOSSES
counts increased by one iteration when a dual objective
α= 0 β=-1/31 function was used. For the radial feeder, the algorithm
Distributed Generators
DG1 DG2 DG3 DG4 Grid Import Loss
converged in 33 iterations for both sets of trials.
TABLE VIII
Re. Power 30.24 37.92 8.81 9.68 -54.42 1.23
NUMBER OF ITERATIONS
(MW)
Im. Power 2.70 1.79 0.24 0.95 5.78 N/A Tolerance ε1=10-3 ε2=10-4
(MVAr) DG output max Loss min Dual objective
Iteration- 26 (2.77sec.) 26 (2.78sec.) 27 (2.85sec.)
When α is set to zero and β set to -1, the loss minimization meshed net.
is ignored and it can be seen from Table III that the network is Iteration-radial 33 (5.27sec.) 33(5.28sec.) N/A
able to export 89.12MW to the external grid. This feeder
configuration of generation causes 2.88MW of real power Fig.4 shows the behavior of the barrier parameter when the
loss. However, if the losses are targeted but not generation algorithm was tested on the meshed network. The barrier
(α=1, β=0) the losses reduce to 0.18MW. But as table IV parameter reduced rapidly through the iterations and became
shows, 4.41MW is imported from external grid to supply the close to zero at the optimum solution. The barrier parameter
local loads. Perhaps a more satisfactory overall solution is behaved similarly for loss minimization and dual objective
found when α is set to one and β set to -1/31 (as the ratio of function.
DG power generation is 31 times more than the network loss).
Table V shows that the generation has been increased to meet
the local load and provide an export of 54.42MW but losses
have risen to only 1.23MW.
The optimization was then applied to the radial distribution
feeder with two different sets of weighting factors for α and β.
The results are given in table VI and VII:
TABLE VI
DISTRIBUTED GENERATION OUTPUT MAXIMIZATION
α= 0 β=-1
Distributed Generators
DG1 DG2 Grid Import Loss
Re. Power (MW) 1.99 4.99 -3.47 0.12
Im Power (MVAr) 0.15 0.26 1.58 N/A Fig. 4. Variation of barrier parameter for the meshed network.
TABLE VII Fig.5 shows the behavior of the barrier parameter when the
NETWORK LOSS MINIMIZATION algorithm was tested on the radial feeder. The barrier
α= 1 β=0 parameter reduced gradually through the iterations. The
Distributed Generators barrier parameter behaved similarly for loss minimization.
DG1 DG2 Grid Import Loss
Re. Power (MW) 1.68 1.20 0.53 0.01
Im Power (MVAr) 0.56 -0.32 1.60 N/A
[15] A.V. Fiacco and G.P. McCormick, " Nonlinear Programming: Sequential
Unconstrained Minimisation Techniques," New York: John Wiley & Sons,
1968.
[16] P.N. Vovos, G.P. Harrison, A.R. Wallace and J.W. Bialek, " Optimal
Power Flow as a Tool for Fault Level-Constrained Network Capacity
Analysis," IEEE Trans. Power Syst., vol. 20, no.2, pp. 734-741, May
2005.
[17] Y. Wu, A.S. Debs and R.E. Marsten, " A Direct Nonlinear Predictor-
Corrector Primal-Dual Interior Point Algorithm for Optimal Power Flows,"
IEEE Trans. Power Syst., vol. 20, no.2, pp. 734-741, May 2005.
VIII. BIOGRAPHIES