Sub stitution-Newton-Raphson Method for the
Solution of Electric Network Equations
R. S. Maciel, A. Padilha-Feltrin, Senior Member IEEE, and E. Righeto
Abstract- The power flow problem, in transmission networks,
has been well solved, for most cases, using Newton-Raphson
method (NR) and its decoupled versions. Generally speaking, the
solution of a non-linear system of equations refers to two meth-
ods: NR and Successive Substitution. The proposal of this paper
is to evaluate the potential of the Substitution-Newton-Raphson
Method (SNR), which combines both methods, on the solution
of the power flow problem. Simulations were performed using a
two-bus test network in order to observe the characteristics of
these methods. It was verified that the NR is faster than SNR, in
terms of convergence, considering non-stressed scenarios. For
those cases where the power flow in the network is closed to the
limits (stressed system), the SNR converges faster. This paper
presents the power flow formulation of the SNR and describes
its potential for its application in special cases such as stressed
scenarios.
Index Terms- Newton-Raphson method, power flow, stressed
systems, Substitution-Newton-Raphson method.
I. INTRODUCTION
POWER FLOW calculation for electric power transmission
networks is traditionally carried out by tailored
computational methods where it is essential the capability to
solve large systems of non-linear algebraic equations, in the
form of power flow equations. Some authors, [2], [3] and [4],
remark that most power flow software employs the traditional
Newton-Raphson method or its derivatives (decoupled
methods).
On the other hand, literature that deals with the resolution
of non-linear equations systems refers to two basic methods:
the Successive Substitution (SS) and the Newton-Raphson
(NR) [5]. The first one, in general, is simple for programming
and does not require much computational memory; however, it
exhibits a divergence risk according to the sequence that the
equations are listed in the iterative process. The NR method is
more reliable, generating accurate solutions using a small to
moderate number of iterations. Nonetheless, choosing the
initial value may lead the iterative process to divergence or
non-convergence.
Thus, this work evaluates the Substitution-Newton-
Raphson (SNR) method, described in [5], which combines
The first author would like to thank the CNPq/PIBIC, and the second the substitution variable is determined by the substitution
CNPq (grant: 473108/2004-6) for partially financial support.
R. S. Maciel (e-mail: rsmacielgaluno.feis.unesp.br), A. Padilha-Feltrin (e-
mail: Padilha@dee.feis.unesp.br), E. Righeto (righetogmat.feis.unesp.br) are
with Universidade Estadual Paulista (UNESP),Ilha Solteira, SP,SBrazil.
1-4244-0288-3/06/$20.00 (©2006 IEEE
both methods in such a way that keeps the advantages of each
one (convergence of the NR and memory reduction of the SS),
observing its potentialities for the resolution of the power flow
problem.
As presented in [5], the SNR method is applicable to a non-
linear algebraic equations system with N variables and N
equations. Variables are divided in n effective variables and
N-n substitution variables, and, consequently, equations are
subdivided in n residual equations and N-n substitution
equations. Effective variables should be chosen in such a way
that the others be explicitly determined by the substitution
equations. Remaining n equations are solved according to the
NR method. Mathematically, the SNR method can be
considered as a pure NR of order n. Important improvements
of the computational performance are obtained due to the
reduction of the problem dimension: the less the number of
effective variables, the less the execution time, the simpler the
choosing of initial values, and, most important, the less the
divergence risk due to ill conditioning of large matrices.
In section II the SNR method is formulated for a two-bus
generic electric network, including some initial considerations.
Section III shows the application of the NR and SNR
methods on a two-bus test network, remarking in this case, the
performance of these methods considering high loading
conditions, where -generally- equations systems are ill
conditioned. Finally, conclusions are drawn in section IV.
II. FORMULATION OF THE SNR METHOD CONSIDERING A TWO-
BUS TEST NETWORK
According to the mathematical formulation of the SNR
method, when applied to a basic electric system with one slack
bus and one load bus, two state variables of the system are
defined: the voltage magnitude and angle of the load bus (one
as effective and another as the substitution variable). One of
the two non-linear algebraic equations, called the substitution
equation, is chosen and utilized for the substitution variable to
be written as a function of the effective variable. Analytically,
in the remaining equation, called residual, the substitution
variables are replaced by the expression obtained previously
making the residual equation being written only as a function
of the effective variable. Numerically, it becomes necessary to
define the initial value for the effective variable, while the
equation.
Then, the value of the substitution variable is utilized in the
residual equation, which, now depending solely on the
 2

effective variable, is solved by the NR method. In this way, method, following there are four possible formulations where
the method worked as a strategy that reduced the dimension of a substitution equation, a substitution variable, an effective
the non-linear algebraic equations system, to which the NR variable and a residual equation are determined. Thus, the
method is applied, from order 2 to only one non-linear resolution of the system of two equations and two variables,
algebraic equation. given by (4) and (5), is reduced for the application of the NR
A two-bus test network [2] was used to analyze and method to one non-linear algebraic equation, implying the
characterize the possible formulations of the SNR method reduction of an order-2 Jacobean matrix to only a derivative.
related to the power flow equations.
A. Formulation 1. AlP2 as substitution equation and AQ2 as
Slack Load residual equation; V2 as substitution variable and 02 as
1 Bus Bus (2
effective variable
V1 =1.0 z12 1,2 JX1,2 Solving (4), which is a second-degree equation in the
01 =0-0 P2P +jQ2
variable V2, by the Ba'skara formulae, two substitution
equations (6) are determined, with V2 as a function of 022:

V2
(G7lce+B lsin) _2.
,Icos6~
GBa42~
~~2
s +
2P (6)
Fig. 1. Two-bus test network [2]

Power flow equations present the following general form However, convergence was not achieved by any of the two
[2]: substitution equations (6), showing that this is not a possible
formulation for the SNR method.
Pk =Vk Vm(Gk,mCOOk,m+ Bk,msinOk,m)
m eK B. Formulation 2. AIQ2 as substitution equation and AlP2 as
Qk =Vk E Vm(GkmsinkmBk,mCOsOk,m)
residual equation; V2 as substitution variable and 02 as
m eK effective variable
where: Solving (5), which is a second-degree equation in the
K - is the set of neighboring buses of bus k, including bus k variable V2, by the Ba'skara formulae, two substitution
itself; equations are determined, with V2 as a function of 02.
Bk,m - element of line k and column m of the susceptance Nonetheless, it can be observed through these tests that this
matrix; formulation only presents convergence with physical-coherent
Gk, - element of line k and column m of the conductance solutions if it is considered the following substitution equation
matrix; (7):
Ok,m - voltage phase angle between bus k and bus m, given
by ok- Om-
Matrices B and G are obtained through the nodal V2 - (cG,IsinP2
-BB2i)1(gGssiP 2iw
)2-4B22r (7)
admittance matrix Y:
22 BZ2,(
Y =G+jB (2) For those cases where 02 iS considered to be the substitution
variable, the following approximations according to the
Applying (1) to the network of Fig. 1, considering bus 1 as Taylor's series were performed (valid for 02 0O ):
slack bus, i.e., V1 = 1.0 e 01 = 0.0, it is obtained:
2
P2 = §G2,2 ± V2(G2,jcosO2 + B2,1sinO2) cos02 1-0Q2
L JO)
Q2 V B22 ± V2 (G21lsinO2 B2,1cosO2)
-F2 - sin02 = 02

For determines the network's state, i.e., V2 e 02, the
following system of non-linear equation must be solved:
AP2 = i P2 =2,2S2 -(&2cs202+±B2sinSn 2±2+
AQ= ec-Qz=B22V2 -(G21lsinO2B-B1jcas6V2V2
When solved by the NR method, this system is
implemented in the way given by (4) and (5). As for the SNR
C. Formulation 3. AP2 as substitution equation and iQ2as
residual equation; 02 as substitution variable and V2 as
effective variable
0 (4) Equation (4) is written as follows:
0 (5)
G2 )2 622_(B2,IV2)02+ (p2"p'_G2,2V2 -G2,1V2) =0 (9)
Solving (9), which is a second-degree equation for variable

02, by the Ba'skara formulae, two substitution equations are
determined with 02 as a function of V2. However, it is verified
that this formulation solely exhibits convergence with
physical-coherent solutions if it is considered the following
substitution equation (10):
B2,1V2 j2,2) 2(G2,1V2)(J2'6 -G22V2 -G21V2)
-
(10)
G2
D. Formulation 4. AQ2 as substitution equation and AP2 as
residual equation; 02 as substitution variable and V2 as
effective variable
Equation (5) is written as:
(2B")022-(G2,lV2)02±V2±oec+B2,2V22+B2,V2) =0 (1 1)
Solving (11), which is a second-degree equation for
variable 02, by the Ba'skara formulae, two substitution
equations (12) are determined, with 02 as a function of V2:
(G2,IV2) j(G2_V2) -2(-B2 Iv2)(Q2Pe +B2,2V2 +B2)2 (12)
B2,V2
Nonetheless, convergence was not achieved by any of the
substitution equations (12), showing that this is not a possible
formulation for the SNR method.
Consequently, only formulations 2 and 3 of the SNR
method are applicable to the power flow problem, fact that can
be explained by the strong or weak coupling relation between
certain variables in the memory of the electric power systems:
real power P is the most sensitive to phase angle variations
(frequency) among the voltages of adjacent buses, in this case
02 - 01 = 02 - 0.0 since bus 1 is the slack bus; and the
variations of reactive power Q affect proportionally the
magnitude of the voltage to be determined, in this case V2.
This explains the success of formulation 2 when utilizing the
equation AQ2 for isolating variable V2, and formulation 3 that
uses equation AP2 to isolate variable 02-
Initial tests carried out by varying specified values of real
and reactive power, as well as the tolerance, showed, apart
from the possibilities for method SNR's formulation, that
formulation 2 always supplied solutions close to those
obtained with the NR method, whereas this did not happen
with formulation 3. In this case, approximations defined in (8)
by the Taylor's series, because of being limited to small angle
values, affected the solution's quality in relation to the NR
method, mainly in those case with high values of spec
Analyzing the number of iterations required for
convergence, formulation 2 of the SNR method presented a
behavior equal to or, in most cases, less efficient than the NR
method. On the other hand, it showed capability of
3
convergence in critical situations, unlike the NR method.
As for formulation 3 of the SNR method, despite the
limitations of the solution's quality, not only it presents
convergence with a reduced number of iterations, but also
converges in situations of critical loading, whereas
formulation 2 of the SNR method and NR method do not
converge or diverge.
III. EVALUATION OF NR AND SNR METHODS APPLIED ON
POWER FLOW CALCULATION CONSIDERING CRITICAL LOADING
SITUATIONS
Here, a two-bus test network [6] was utilized in order to
analyze, mainly, convergence characteristics during critical
loading situations. Configuration of the network is that shown
in Fig. 1, considering bus 1 as the slack bus, V1=1 and 01= 0.
Transmission line was considered to be purely inductive, with
x1,2 0.5, whereas the element shunt b1,2 was neglected
sh
(b12 0 ). Bus 2 is of PQ (load) type, with a constant power
factor (pf) of cosq = 0.97 .
Real power values were varied up to a point where there
was no convergence, whereas reactive power values were
determined according to the real power and the power factor,
as follows:
tano = Q > Q= Ptan9o; 0.2506P (13)
In this way, for the network presented in Fig. 1 the
following non-linear equations systems to be solved by the
analyzed methods, are obtained:
A2 = pspec 2V2sinO2 = O 2 ~~~~~~~~~~~~1
t( 14)
AX
AQ2 = QP 2V±+ 2V2cosO2 0
-
Tests were carried out for different specified values of real
power ( pspec ), registering: specified values of reactive power
(Qspec), calculated by equation (13); values of V2 and 02
obtained by the iterative process; and the number of iterations
necessary for convergence.
The SNR method was implemented with formulation 2 and
for both methods, adopted tolerance was 10-3. For each new
value of real power, initial values for V0 and 0° were those
computed in the previous test, whereas for psPec -0.2 it was
only used V20 = 1.0 and 020 = 0° .
Graphs were utilized in order to determine the PV curve
and observe the behavior of the points obtained by the NR and
SNR methods, focusing mainly to the point of maximum
loading. For the SNR method, determination of the "nose" of
the PV curve was made through a graphic procedure
consisting in solving a power flow and plotting the points of
the maximum loading region with detail. Thus, points out of
 4

the expected behavior can be determined and excluded. Once difficulty for convergence that NR method presents for small
the point equivalent to the "nose" of the curve is defined, a variation of the specified value of real power: previous
real power value smaller than the maximum loading and for solution satisfies immediately the stop criterion without
which there is a reduction of V2 was determined by tentative. performing a single iteration.
From this point, values of real power were reduced by a 5.10-5 Results obtained by the SNR method applied to the
pu step, proceeding as previous tests: for each new value of network of Fig. I are shown in Table II. Results of those tests,
real power, initial values for the state variables were computed whose values exceed the maximum loading point, were
in the previous test. This procedure was adopted for neglected.
determining the inferior part of the PV curve.
It was also determined in the region of maximum loading, TABLE II
RESULTS OBTAINED WITH THE SNR METHOD
the Jacobean matrix with the purpose of observing its
condition for various situations of the NR method: good pPC (pU) Q2pCC (pU) V2 (pU) 02 (rad) iterations

convergence ( PPec -0.78 ), unstable convergence -0.2 -0.0501247 0.9688695 -0.1033972 2

-0.3 -0.0751870 0.9477351 -0.1589010 2
( psPeC = _0.78140), -0.4 -0.1002494 0.9218422 -0.2185322 2
and non-convergence -0.5 -0.1253117 0.8893905 -0.2843700 2
(p2Pec =-0.78150). However, determining just the Jacobean -0.6
-0.7
-0.1503741
-0.1754364
0.8463461
0.7826734
-0.3620198
-0.4629286
3
4
matrix does not make it possible to obtain a clear analysis -0.72 -0.1804489 0.7647209 -0.4901518 4
about its conditioning. Therefore, it was utilized an index that -0.74 -0.1854614 0.7424367 -0.5209692 4
-0.76 -0.1904738 0.7126459 -0.5618248 6
quantifies the conditioning situation of the matrix, which is the -0.78 -0.1954863 0.6535678 -0.6394127 14
condition number, computed by multiplying its norm and its -0.7810 -0.1957370 0.6421395 -0.6536938 9
inverse matrix. According to this index, a matrix in well -0.7811 -0.1957620 0.6401985 -0.6561170 2
conditioned when the condition number presents a value close -0.78120 -0.1957871 0.6371994 -0.6598450 3
-0.781210 -0.1957896 0.6352388 -0.6622519 2
to the unity, and ill-conditioned (or close to be singular) when -0781215 -0.1957908 0.6340204 -0.6637562 2
the value is much larger than unity. -0.781210 -0.1957896 0.6330264 -0.6649799 2
-0.78120 -0.1957871 0.6320301 -0.6662065 2
A. Results -0.78115 -0.1957745 0.6310399 -0.6673902 2
The data shown in Tables II and I was obtained according -0.78110 -0.1957620 0.6300823 -0.6685378 2
to the methodology cited previously, except that for the first -0.78095 -0.1957244 0.6273536 -0.6718255 2
-0.78080 -0.1956868 0.6247406 -0.6750021 2
considered value of real power where the initial values for the -0.78075 -0.1956743 0.6238733 -0.6760640 2
iterative process were V2 1.0 and 02 = 0.0 for the NR -0.78070 -0.1956618 0.6229992 -0.6771386 2
-0.78065 -0.1956492 0.6221123 -0.6782336 2
method, and 02 = 0.0 for the SNR method. All other results -0.78060 -0.1956367 0.6212062 -0.6793577 2
were determined using as initial values of the iterative process Remarked line in Table 2 (P2PeC -0.781215) is the value
those solutions obtained in the previous test. Thus, data of the of real power at the point of maximum loading of the PV
second line of Tables I and II were computed utilizing the curve. Unlike the NR method, the SNR achieved convergence
solutions obtained in the first line as initial values of the for variations of the specified real power value of 10-6.
algorithm, and so on.
Applying the NR method to the network presented in Fig. B. Results Analysis
1, the following results are computed: In Fig. 2 the PV curves obtained by both methods, NR and
SNR, whose data are in Tables II and I, are presented. Due to
TABLE I the difficulty in observing, in Fig. 2, the behavior of the
RESULTS OBTAINED WITH THE NR METHOD methods within the maximum loading region, it was plotted in
peC (pu) QspeC (pu) V2 (pU) 02 (rad) iterations detail in Fig. 3, showing the determination of the "nose" of the
-0.2 -0.0501247 0.9688353 -0.1033790 2 curve by the SNR method.
-0.3 -0.0751870 0.9477348 -0.1589368 2 It is noted from the graphic analysis that the point referred
-0.4 -0.1002494 0.9218144 -0.2186952 2
-0.5 -0.1253117 0.8892284 -0.2849669 2 to P2Pec 0.78140 of the NR method does not obey the
-0.6 -0.1503741 0.8462822 -0.3623154 2 tendency of the curve, making the graphs of Fig. 2 and 3 to be
-0.7 -0.1754364 0.7827417 -0.4632662 2
-0.72 -0.1804489 0.7638728 -0.4907400 2 plotted only with values up to psPec -0.781.
-0.74 -0.1854614 0.7416403 -0.5223114 2
-0.76 -0.1904738 0.7118809 -0.5630372 2
-0.78 -0.1954863 0.6474006 -0.6463290 3
-0.781 -0.1957370 0.6325760 -0.6647582 1
-0.78135 0 1958247 0.6325760 10.6647582 0
-0.78140 -0.1958372 0.6324109 -0.6650384 10
-0.78150 -0.1958623 - -non
convergence

The line remarked in Table I ( pPec -0.78135 ) show the

 5

TABLE III
CONDITION NUMBER FOR DIFFERENT VALUES OF REAL POWER
0.95 0.95

0.9 0.9
spec v2p~PCC
() (pu) 0 2(pu) Iteration
Iteration
()
Condition
Number
cond(J(xu))
NR methQd SNR method
-0.78000 0.7818809 -0.5630372 0 7.6192
0.85 0.85
-0.78140 0.6325760 -0.6647582 0 384.6382
') 0.8 ') 0.8 -0.78150 0.6324109 -0.6650384 1 428.0782
0 0
0.75- >0.75- C. Discussions
0.7 0.7 Through the data exposed here and the corresponding
analyses carried out, it can be observed that the NR method
0.65 0.65 presents convergence difficulties before the maximum loading
0.6 0.6
point, where the Jacobean matrix in singular. From the high
0.2 0.4 0.6 0.8
Real power (pu)
1 0.2 0.4 0.6 0.8
Real power (pu)
loading region, Jacobean matrices present ill-conditioned
behavior, as condition number show, and the method become
Fig. 2. PV curves obtained by the NR and SNR methods incapable of achieving convergence for real power variations
smaller than those considered. In this way, the SNR method
0.8 represents gains in convergence for critical loadings, enabling
NR method
0.642 SNR method the determination of the maximum loading point by using a
0.78
smaller real power variation step and reducing the Jacobean
0.76 0.64 matrix order, which in the studied case, was decisive for the
0.74 0.638
system conditioning. However, the inferior region of the curve
cannot be completely determined due to the instability of the
.a 0.72
a)
a 0.636
a)
system within this region.
> 0.7
{)
O 0.634 As for the methodology for data analysis, using the graphic
method for characterizing the high loading points, although
0.68 0.632
tiresome and not very accurate, is convenient from the didactic
0.66 0.63 and qualitative point of view of the process. The condition
0.64 0.628
number offers subsides for a more quantitative analysis. Both
methodologies allied to the use of computational tools, such as
0.62
0.72 0.74 0.76 0.78 0.8 0.7809 0.781 0.7811 0.781 l2 those that determine the PV curve by the continuous power
Real power (pu) Real power (pu) flow method, supply parameters for a wide study of the
Fig. 3. Detail of the maximum loading region of the PV curves obt ained the method, mainly for those regions with high loading.
NR and SNR methods
IV. CONCLUSIONS
Since the Jacobean matrix turns to be ill-conditioned in the
high loading region and singular at the maximum loading This work presented the evaluation of the application of the
point, it was analyzed its behavior in that region considering SNR method to the power flow problem. As a natural
the NR method. For this purpose, the condition number was consequence of the project development, the SNR method was
used, given by cond(J(xu)), where x' is the solution vector more efficient than the NR, which is the most used method
obtained in iteration u, as described previously. It should be (and its derivatives) for power flow applications considering
remembered that a matrix is good-conditioned when the critical loading problems of the network. Thus, analyses were
condition number has a value close to unity and ill conditioned concentrated in those cases, showing initially the capability of
(or close to be singular) when its value is much larger than the SNR method for reducing the ill-conditioned behavior of a
unity. equations system. Moreover, it is important to mention that the
As for the SNR method, given that is a two non-linear SNR method, depending on the adopted formulation, can be
algebraic equations system, when reducing its dimension applicable in situations where the convergence is acceptable
even with a non-trustful solution, as it happens in preliminary
using substitution, the order-2 Jacobean matrix is eliminated,
instead there remains only the derivative of P respect to 0. In planning stages of the electric power system. Nonetheless,
this way, the condition number is always equal to unity for the application of the SNR method to the power flow problem
SNR method applied on the analyzed network. requires further studies considering larger and more complex
The condition number calculated for three different values networks, since observations and conclusions of this work are,
of specified real power, are shown in the Table III, with still, restricted to particular situations.
different convergence characteristics. Currently, the application of the SNR method to larger
networks considering high loading situations are under
analysis, allied with tools for the determination of the buses
that introduce ill-conditioning into the equations. Also, the
 6

methodology is being applied in the power flow calculation of

distribution networks, aimed at overcoming the characteristics
of these networks that produce ill-conditioned Jacobean
matrices when using the traditional NR method.

V. REFERENCES
[1] 0. L. Elgerd, Electric power systems theory: An introduction, New
York: McGraw-Hill Inc., 1971.
[2] A. Monticelli, Fluxo de carga em redes de energia eletrica. Sao Paulo:
Edgard Blucher, 1983, pp.75-109.
[3] A. Monticelli, Introducao a sistemas de energia eletrica. Campinas:
Unicamp, 1999.
[4] H. Saadat Power system analysis, 2nd ed., Boston: McGraw-Hill Primis
Custom Publishing, 2002.
[5] J. R. Figueiredo, et al., "Substitution-Newton-Raphson method applied
to the modeling of a vapour compression refrigeration system using
different representations of the thermodynamics properties of R-134A,"
Journal of the Brazilian Society of Mechanical Sciences, vol. 24, pp.
158-168, 2002.
[6] L. S. Vargas and C. A. Cafiizares, "Time dependence of controls to
avoid voltage collapse," IEEE Transactions on Power Systems, vol. 15,
pp. 1367-1375, 2000.

VI. BIOGRAPHIES
Renan Silva Maciel e ectrical engineering student
from UNESP- Ilha Solteira, SP, Brazil. His
research interests are power system analysis and
numerical methods for power flow algorithms.

Antonio Padillia-Feltrin (SM'2006) obtained the

B.Sc. degree from EFEI, the M.Sc. and Ph.D. from
UNICAMP, Brazil. He is currently a Full Professor
at Electrical Engineering Department of UNESP,
Ilha Solteira, SP, Brazil. From 1995 to 1997 he was
a Visiting Faculty at ECE Department of University
of Wisconsin Madison. His main interests are in
analysis and control of power systems

Edison Righeto obteined obtained the B.Sc. degree

from FFCL -Rio Claro, the M.Sc. from UNESP,
Brazil. He is currently a Professor at Mathematics
Department of UNESP -Ilha Solteira, SP, Brazil.
His main interests are in optimization and power
system transmission planning.