IEEE Transactions on Power Systems, Vol. PWRS-2, No.
1, February 1987
SECURITY-CONSTRAINED OPTIMAL POWER FLOW WITH
POST-CONTINGENCY CORRECTIVE RESCHEDULING
A. Monticelli
Unicamp
Campinas, Brazil Rio de Janeiro, Brazil
Abstract - This paper describes a mathematical frame-
work for the solution of the economic dispatch problem
with security constraints, which can take into account
the system corrective capabilities after the outage has
occurred. The solution algorithm is based on mathemat-
ical programming decomposition techniques that allow
the iterative solution of a "base-case" economic dis-
patch and separate contingency analysis with generation
rescheduling to eliminate constraint violations. The
resulting dispatch has the same security level as the
usual security-constrained dispatch, but with lower
operating costs. Case studies with the IEEE 118-bus
are presented. The extension of the methodology to the
probabilistic case will be discussed in a forthcoming
paper.
INTRODUCTION
The objective of the economic dispatch of an
electric energy system is to determine a generation
schedule that minimizes the system operating cost
(measured, for example, in terms of fuel cost for the
thermal plants and of "shadow" costs for the energy-
limited hydro plants) and does not violate any of the
system operating constraints such as maximum line
flows, bus voltage levels, etc...
It has beem recognized for some years that the
economic dispatch may be unsafe, that is, it may not be
possible to keep the system in a normal state after a
major disturbance (line and/or generator outages).
This led to the concept of system security, and to the
view that the objective of system operation is to keep
the system in a normal state during the relatively long
periods between disturbances and to insure that, on the
occurrence of a major disturbance, the system does not
depart from the normal state [1].
This security-constrained dispatch is usually
implemented by adding other cons-traints, known as
security constraints, to the economic dispatch prob-
lem. These constraints impose additional limits on
branch flows and nodal voltages for the post-disturbance
configurations resulting from a given set of contingen-
cies. In other words, the security-constrained dispatch
leads to the implementation of preventive control
actions in the system, and thus to a higher level of
system security.
However, the security-constrained dispatch
defined above is conservative, because it does not take
into account the system corrective capabilities after
86 WM 085-5 A paper recommended and approved
by the IEEE Power System Engineering Commitee of
the IEEE Power Engineering Society for presentation
at the IEEE/PES 1986 Winter Meeting, New York, New
York, February 2 - 7 1986. Manuscript submitted
September 3, 1985; made available for printing
January 27, 1986.
0885-8950/87/0100-0175$01 .00(1987 IEEE
175
M.V.F. Pereira S. Granville
Cepel Stanford University
Stanford, CA
the outage has occurred. These capabilities include
generation rescheduling, switching, overload rotation,
etc., and may be very significant for the elimination
of constrained violations. One example can be found in
predominantly hydro systems, where the fast response
rate of the hydroelectric generators ensures that a
substantial rescheduling capability will be available.
This paper describes a mathematical framework for
the solution of the security-constrained dispatch that
can take into account the system rescheduling capabili-
ties. The methodology is based on mathematical pro-
gramming decomposition techniques that allow the itera-
tive solution of a "base-case" economic dispatch and
separate contingency analysis with generation resche-
duling to eliminate constraint violations. The preven-
tive control actions are implemented from linear con-
straints, known as feasibility cuts, that are generated
on the contingency analysis and sent to the economic
dispatch problem. The resulting dispatch has the same
security level as the usual security-constrained
dispatch, but with lower operating costs.
Development of the framework for the linearized power
flow model was based on Benders decomposition and is de-
scribed in [2]. This paper extends the methodology to
the AC power flow model by using generalized Benders decom-
position [3]. Convergence of the GBD algorithm can only be
guaranteed under some convexity assumptions, which cannot
be proven for the AC power flow model. Our computational
experience so far has been encouraging, and is illustrated
by case studies with the IEEE 118-bus system.
FORMULATION OF THE DISPATCHI PROBLEMS
Example
The following simple example will be used to char-
acterize the economic dispatch problem with security
constraints Generators #1 and #2 in the 2-bus sys tem
,
of Figure 1 are used to supply a 200-MW load in bus #2,
The system data are as follows:
#1
Generator #2
Min. Generation (MW) 50 0
Max. Generation (MW) 200 120
Incr. Cost ($/MW) 1 2
as Line #1 #2
Max. Flow (MW) 100 120
1 ( 1) 2
(2)
Figure 1: Two-Bus System
Since generator #1 has the lowest operation cost,
the "pure" economic dispatch solution would be as in
Figure 2; the total operating cost would be equal to
200.
176
100_-
200 cost
100_
200
Figure 2: "Pure"l Economic Dispatch
Suppose now that a security-constrained dispatch
is required, that is, the system should have no over-
loads if either line #1 or #2 is outaged. In this
case, it is easy to see that the output of generator#l
will be constrained by the capacity of the remaining
line. Since line #1 has the lowest capacity (100 MW),
the most severe contingency will correspond to the
outage of line #2. The resulting security-constrained
dispatch will be as shown in Figure 3.
In this problem, the variables xo represent
operating decisions (e.g., generation level in each
= 200 bus). The set ao(xo) > bo represents the system
operating constraints (power flow equations, bounds on
generation and flows, etc.). The objective is to
minimize the system operating cost, c(xo).
The Security-Constrained Dispatch
Suppose now that we have a list of M possible
disturbances, corresponding for example to line and/or
generator outages.
Let the set of operating constraints for the i-th
post-disturbance configuration be represented as
hi(fi(x0)) >
bi for all i=l,22...,M (2)

100 where hi(.) and fi(.) are vector functions. fj(xo)

50 _w represents automatic control actions in case the dis-
1 00 ~ cost = 300 turbance disconnects any controllable device. For exam-
50 -w ple, a generator outage will cause other generators to
200 automatically adjust their outputs to restore the gen-
eration-demand balance. In this case,
Figure 3: Security-Constrained Dispatch fi (xO x0 6x0 (3)
It can also be seen in Figure 3 that the security-
constrained dispatch has a higher operating cost than where 6x0 is a vector with a few nonzero elements,
the "pure" economic dispatch of Figure 2, because corresponding to the generators that will be adjusted.
preventive generation at bus # 2 is now required.
For notational simplicity, we define
However, the above dispatch did not take into
account the system corrective capabilities after the
outage has occurred. Suppose, for example, that
ai (x0) =
hi(fi (x0)) (4)

generators #1l and #2 can be redispatched (increase or The security-constrained dispatch is then written as
decrease generation) by 40 MW and 35 MW, respectively,
before the protection system is actuated (ramping con- z2 Mmn c(xo)
straints). In this case, it is possible to increase
the output of generator #1 and obtain the dispatch of
Figure 4.
s /to ao (xo) >,- b 0 (5)
ai (x0) >, bi For all i =1,2,...,M
67.5 _ _
65 The constraints ai(xo) > bi impose additional
135 Cost =
265 limits on power flows for the post-disturbance configu-
_-200
67. 5_ rations. As mentioned in the Introduction, the
security-constrained dispatch (5) leads to the imple-
mentation of preventive control actions on the system,
Figure 4: Security Constrained Dispatch and thus to ahigher level of system security.
with Corrective Rescheduling
Security-Constrained Dispatch With Rescheduling
Note that this dispatch will not lead to overloads As discussed in the Example, the security-
in case any of the lines is outaged, because the output constrained dispatch defined in (5) does not take into
of generator #1 can be safely reduced to 100 MW in the account the possibility of post-disturbance corrective
most severe case (a reduction of 35 MW, less than the
ramping constraint of 40 MW), and compensated by an in- actions, such as generation reschedul'ing, to eliminate
creased generation at bus #2, within its ramping limit the constraint violations. The possible range of
of 35 MW. It is thus possible to obtainl the same level rescheduling actions depends on time constraints and
of security as the previous dispatch, but with a lower equipment limits, and will be represented by coupling
operating cost of 265 in this case. This kind of constraints of the type Jxo - xil < Ai (fxo - xl is a
vector whose elements are the absolute values of the
savings can be particularly significant during the elements of xo - xi). The security constrained dispatch
peak-hours. with rescheduling can then be represented as
The dispatch problems of Figures 2, 3 and 4 can be
mathematically formulated as follows. Z3 = Min c(xo)
s/to ao(xo) >b (6)
The Economic Dispatch Problem
The "pure" economic dispatch of an electric energy ai(xi) > bi
For all il,12,...,M
system is formulated as the following optimization
prob lem: xiI <
Ai
z1 - Min c(xo) The coupling constraints also serve as a "bridge"
(1) between the "pure" economic dispatch (1) and the
s/to a0(x0) > bo security-constrained dispatch (5). It is possible
 177
to see that if we make A - 0 (no corrective actions Representation of Infeasibilities
allowed), Problem (6) becomes identical to the
security-constrained dispatch (5). Conversely, if we The infeasible post-contingency operating subprob-
make A - X (the full range of rescheduling actions lems will be represented as follows.
allowed in the period), the post-disturbance operating
points xi, i -1,2,...,M become independent of the Suppose that penalty variables have been added to
operating point xo, and Problem (6) becomes identical the constraints of each post-contingency subproblem.
to the "pure" economic dispatch (1). Their function is to ensure the mathematical feasibil-
ity of the subproblem for any given x0, and they can be
It is also possible to see that the operating interpreted as the amount of constraint violation asso-
costs of (6) have as lower and upper bounds respec- ciated to the post-contingency operating point xi. If a
tively the costs of economic dispatch (1) and the costs subproblem is feasible, these variables are naturally
of security-constrained dispatch (5), that is, equal to zero. Therefore, we can define the minimiza-
tion of constraint violations as an objective function.
The operating subproblem is then formulated as in (8),
z1 <z3 <
z2 (7)
where the post-contingency index i has been dropped for
notational convenience.
As discussed in the Example, the security-
constrained dispatch with rescheduling has the same w = Min d.r + d!s
security level as the usual security-constrained
dispatch, but with lower operating costs. The solution s/to a(x)
methodology will be described next. + r > b (8)
-xo -
Xl - s < A
OUTLINE OF THE SOLUTION METHODOLOGY where r > 0 is the vector of penalty variables for
set of operating constraints
Introduction
Problem (6) can be interpreted as a two-stage s > 0 is the vector of penalty variables for
set of coupling constraints
decision process:
In the first stage, find an operating point
dr and ds are positive cost vectors
o xo
for the "base-case" problem ao(xo) > bo From Problem (8), we can conclude that
o In the second stage, given the operating point w - 0 <-> Subproblem is feasible
xo, find new operating points xi that meet the w > 0 <-> Subproblem is not feasible
constraints ai(xi) bi and the coupling con-
>
straints |xo - xij |Ahi for each post-distur- These properties will be used in the decomposition
bance configuration i 1l,2, ...,M. methodology described next.
The objective is to minimize the operating cost Outline of the Decomposition Methodology
c(xo) while ensuring that the second-stage problems are
feasible. Figure 5 illustrates the decision process. The decomposition methodology is based on the
following observations:
The solution methodology is based on mathematical
programming decomposition techniques that allow us to 0 The objective function w in the operating
handle separately the "base-case" economic dispatch and subproblem (8) can be seen as a function of
each of the M post-contingency operation subproblems. the operating point xo, that is,
The representation of infeasibilities will be discussed
next. w(xo) - Min drr + d s
s/to a(x) + r > b (9)
STAGE I
Ixo - XI - s < A
0 The security-constrained dispatch with
rescheduling (6) can then be rewritten in
terms of the xo variables as

Min c(xo)
s/to ao(xo) > bo (10)

STAGE II
wi(x ) < 0 for all i -1,2,...,M

where the scalar functions wi(xo) are the solutions of

Problem (9) for any given operating point xo. The
constraint wi(xo) < 0 is equivalent to requiring the
XM problem feasibility.
aM(xM ) > bM Feasible
Each function wi(xo) supplies information about
IX0 - xml < -AM the "consequences" of the operating decision xo if the
---
- i-th contingency occurs. If these functions were
Figure 5. Decision Process for Economic Dispatch
available, the security-constrained dispatch with re-
scheduling could be solved as Problem (10), without an
with Security-Constrained Rescheduling explicit representation of the M operating subproblems.
178

The Benders decomposition scheme [3j is a technique found in [9].

for building an approximation to w(xo) based on the it-
erative solution of a "base-case" economic dispatch and Although our computational experience with the AC
M separate operating subproblems. The decomposition al- power flow model has been encouraging so far, and posi-
gorith can be summarized in the flowchart of Figure 6. tive results are also reported in a related VAR planning
application [8], great care should be used when applying
It can be seen in Figure 6 that the approximate this technique.
dispatch problem is only written in terms of the "base-
case" variables x0 and can be solved by any specialized CASE STUDY
algorithm. Similarly, the M post-contingency operation
subproblems can be solved independently. In this section, a specific dispatch problem will
be used to illustrate some of the concepts discussed
The critical point in the decomposition scheme is the previously.
improvement of each w.(x ) from the solutions of the
operating subproblems. Aossociated with each solution , Network Modelling
there is a set of Lagrange multipliers which measure the
change in system infeasibility caused by marginal changes The system will be represented by an ac-power flow
in the base-case operating point xo. These multipliers model:
are used to form a linear constraint, known as Benders
cut, written only in terms of the base-case variables a. active power mismatch: AP = 0
x.. The modification of wi(xo) corresponds to adding the b. reactive power mismatch: AQ = 0
associated Benders cut to the base-case dispatch prob-
lem.
c. bounds on flows ((P.. + Q.2) ): S < S (11)
In summary, the decomposition scheme summarized in
Figure 6 can be seen as a systematic way of constraining d. bounds on active generation: P < P P
eg g g
the solution space of the base-case dispatch problem in
order to avoid infeasibilities in the post-contingency e. bounds on reactive generation: Q ( Q ( Q
problems.
f. bounds on taps: t < t , t
A derivation of Benders decomposition can be found
in [3]. Other applications of this technique to power g. bounds on voltage: V ( V S V
system problems are described in [4-8]. An example in
which the system is represented by an ac-power flow model Objective Function/Base-Case Problem
will be discussed next.
The objective function of the base-case problem is
the minimization of the system operating costs.

z = Min c
E Z(P0 ) (12)
k kg

subject to (11-a) through (ll-g)

where k indexes the set of generating buses
ck is the active generating cost function
P0 is the base-case operating point
g
Objective Function Post-Disturbance Subproblem
As discussed previously, the objective of the
operation subproblem is to minimize some measure of the
system infeasibility after the contingency has occurred.
In the present study, we have chosen to minimize the
amount of violation of the coupling constraints. The
post-disturbance operation subproblem associated to a
given base-case operating point Pg is formulated as

w(P0) = Min E s
k
(13)
Figure 6. Outline of the Decomposition Algorithm g k

Convergence of the Benders decomposition algorithm subject to (11-a) through (ll-g)

can only be guaranteed under some convexity assumptions
[3]. In contrast with the linearized power flow model and
described in [2], these assumptions cannotbe proven for
the AC power flow model described in the next section. P
g
pl
g
-s4 A
If w(x) is not convex, the tangential approximations
produced by the decomposition method may not be valid where s > 0 is a vector of slack variables which
lower bounds. As a consequence, Benders decomposition correspond to violations of coupling constraints
may fail or may produce a sequence that does not converge
either to a global or local optimum when applied to some
problems. The effect of monconvexities of w(x) was il-
lustrated in the discussion/closure of [7]. Numerical
examples for a transmission planning application can be

Note that there are coupling constraints only for
active power generation. In the present study, we are
assuming that reactive generation can be freely
rescheduled.
Calculation of the Benders Cuts
As discussed in the Outline of the Decomposition
Methodology, a linear approximation to the function
w(xo) is generated after the solution of each post-dis-
turbance operation subproblem. It can be shown (see
[9]) that the coefficients of this linear approximation
are the Lagrange multipliers associated to the con-
straints of the operation subproblem. For the problem
defined in (12), the specific form of the Benders cut
is
w
0
-
(14)
+
XA(Pg Pg) < 0
where w the optimal solution value of (14)
is
*0
Pg is the base-case trial operating point
x is the vector of Lagrange multipliers
associated to the coupling constraints
*o
Note that w*, Pg and AA are known values. Expres-
sion (14) represents the change in the post-disturbance
infeasibility as a linear functi2n of the changes in
the base-case operating point g. Therefore, the
constraint coefficients can be interpreted as "gradient
directions" to enhanced system security.
Numerical Results
The methodology was applied to the IEEE 118-bus
system, represented in Figure 7. Quadratic cost func-
tions were defined for the system generations. Five
contingencies were selected: four circuit outages (5/8;
26/30; 65/68; 89/92) and one shunt capacitor on bus 5.
The ramping constraints A were defined as 1/9 of the
generating capacity at each generating bus. As men-
tioned previously, no coupling constraints were imposed
on reactive power rescheduling.
The operating subproblems were solved with a modi-
fied version of the optimal power flow model developed
by [8].
The first interaction corresponded to a "pure"
economic dispatch problem (all security constraints
relaxed). Given the resulting base case operating
point and coupling constraints, contingency analysis
was then carried out. Only one contingency (#2) led to
infeasibilities that could not be alleviated by resche-
duling. One Benders Cut (14) was accordingly generated
and returned to the base-case dispatch problem.
A new base-case operating point was then calcu-
lated and sent to the subproblems. Two contingencies
(#2 and#4) led to infeasibilities and returned Benders
cuts. Optimality was reached after five iterations.
A post-optimality analysis was then carried out to
determine the tradeoff between operating cost and
system infeasibility, and to identity the contingencies
that most affect the system operating cost. In this
case, contingency #2 was dominant. Further details can
be found in lO].
DISCUSSION AND CONCLUSIONS
A mathematical framework for the solution of the
economic dispatch problem with security constraints
179
which can take into account the system corrective cap-
abilities after the outage has occurred, has been
described. The solution methodology is based on decom-
position techniques that allow the iterative solution
of a "base-case" economic dispatch and separate contin-
gency analysis with generation rescheduling to
eliminate constraint violations.
One of the main advantages of the decomposition
approach is its flexibility:
o It is possible to use existing OPF models and
solution procedures for the base-case and con-
tingency subprob lems.
o It is possible to extend the modelling of correc-
tive actions to include, for example, multi-period
rescheduling, overload rotation, line switching,
etc.
o The M subproblems can be solved independently of
each other, and can benefit directly from parallel
processing technologies [11].
o It is possible to model different line limits and
ramping constraints corresponding to the different
time frames of emergency control for a given
contingency (for example, no rescheduling allowed
for the short-term emergency rating of lines; some
rescheduling allowed for the longer-term ratings).
o It is possible to take into account deviations in
load forecast and changes in system configuration
(unit commitment, circuit outages, etc.).
o Although the solution scheme of Figure 6 assumes
that the security-constrained dispatch with re-
scheduling (3) is always feasible, it is possible
to reformulate the problem slightly to reflect the
tradeoff between operating cost and system reli-
ability, represented, for example, by the expected
load curtailment in the post-disturbance subprob-
lems. It is also possible to use the multipliers
associated to the feasibility cuts in the "base-
case" dispatch to determine what is the implicit
cost of reliability in the system.
ACKNOWLEDGMENTS
This work receives financial support from the Task
Force responsible for the development of the National
Control Center (SINSC/Eletrobras), from EPRI under
Project RP-2473-6, with Stanford University, and from
the Brazilian National Research Council (CNPq). The
second author would like to thank Yr. Robert Iveson of
EPRI for his support of our technical activities. The
helpful comments and suggestions of Dr. Jacques
Carpentier of EDF, Dr. Ongum Alsac of PCA, and
Professor George Dantzig and Dr. Michael Saunders of
Stanford University, are greatly appreciated. Special
thanks go to Word Processing Center 3 of EPRI and Elza
Aoki of Unicamp for the expert preparation of the
manuscript. Figure 7 was taken from EPRI Report-3729,
prepared by Scientific Systems, Inc.
REFERENCES
1. Dy Liacco, T.E., "Mathematical Challenges in Elec-
tric Power System Operation: An Overview," in Elec-
tric Power Problems-The Mathematical Challiiie
SIAM, 1980.
2. Pereira, M.V.F, Monticelli, A. and Pinto, L.M.V.G.,
"Security-Constrained Dispatch with Corrective
Rescheduling", IFAC Symposium on Planning and
Operation of Electric Energy Systems, Rio de
180
Janeiro, Brazil, July 22-25, 1985.
3. Geoffrion, A.M., "Generalized Benders Decowposi-
tion", JOTA, Vol. 10, No. 4, 1972, pp. 237-261.
4. Bloom, J., "Long-Range Generation Planning Using
Decomposition and Probabilistic Simulations", IEEE
Transactions on PAS, Vol. PAS-101, pp. 797-802
1982.
5. Pereira, M. and Pinto, L., "Application of Decom-
position Techniques to the Mid- and Short-Term
Scheduling of Hydrothermal Systems", IEEE Transac-
tios on PAS, Vol. PAS-102, pp. 3611-3618, 1983.
6. Pereira, M. and Pinto, L., "Stochastic Optimization
of a Multi-reservoir Hydroelectric System - A
Decomposition Approach", to be published in Water
Resources Research, 1985.
7. Pereira, M., Pinto, L., Cunha, S. and Oliveira, G.,
"A Decomposition Approach to Automated Generation/
Transmission Expansion Planning", IEEE Transactions
on PAS, Vol. PAS-104, No. 11, November, 1985.
8. Lebow, W.M., Rouhani, R., Nadira, R., Usoro, P.B.,
Mehra, R.K., Sobieski, D.W., Pal, M.K. and
Bhavaraju, M.P., "A Hierarchical Approach to Reac-
tive Volt Ampere (VAR) Optimization in System Plan-
ning", IEEE Transaction on PAS, Vol. PAS-104, No. 8,
pp. 2051-2057, August 1985.
9. Granville, S., Pereira, M., "Analysis of the Lin-
earized Power Flow Model in Benders Decomposition",
Technical Report SOL 85-04, Systems Optimization
Laboratory, Stanford University, February 1985.
10. Granville, S., Pereira, M.V.F. and Monticelli, A.,
"A Mathematical Framework for the Security-
Constrained Economic Dispatch with Corrective
Rescheduling", EPRI Final Report for Project
RP2473-6, in preparation.
11. Pereira, M. and Pinto, L., "Distributed Processors
and Decomposition Techniques in Power System Plan-
ning and Operation", CEPEL Technical Report, 1984.

Figure 7 : IEEE118-bus System

(Taken from EPRI Report EL-3729,
prepared by Scientific Systems Inc.)