Electrical Power and Energy Systems 24 (2002) 131±140

www.elsevier.com/locate/ijepes

Incorporation of reactive capability curves and area interchanges in

multi-area optimal power ¯ow for operator training simulator
Yu-Chi Wu a,*, Atif S. Debs b, Charles Hansen b
a
Department of Electrical Engineering National Lien-Ho Institute of Technology, No. 1 Lien-Kung, Miao-Li, Taiwan 360, Republic of China
b
Decision Systems International, Atlanta, GA, USA
Received 16 October 2000; revised 3 January 2001; accepted 19 January 2001

Abstract
Most utilities use the operator training simulator (OTS) to provide power system operators with experience of dynamic response which
they would observe on the on-line system. Although the current OTS has the capability of representing not only the network models of
multiple interconnected systems but also the automatic generation control (AGC) of internal and all external systems, it still cannot
`optimize' the external system voltage pro®le or represent the `operational security' concerns of external utilities. Serious deviations
from such optimal or secure operating conditions may occur, thus making the simulator both inaccurate and unrealistic. To remove these
limitations, OTS needs an embedded multi-area optimal power ¯ow (MA-OPF). However, designing such a MA-OPF is not as straight-
forward as the normal OPF. The embedded MA-OPF needs to have the ability to handle some power system dynamic characteristics as well
as multi-area operations. In this paper, the development of the MA-OPF embedded in OTS (MA-OPF-OTS) that would be a valuable tool to
the restructured electric utilities is presented. Techniques to tackle the dif®culties associated with MA-OPF-OTS are also proposed. Different
multi-area operation modes are compared using the developed MA-OPF-OTS. Simulation results show that substantial economic saving can
be achieved through the developed MA-OPF-OTS. q 2002 Elsevier Science Ltd. All rights reserved.
Keywords: Deregulation; Optimal power ¯ow; Operator training simulator; Multi-area operations

1. Introduction systems (control areas, usually identi®ed by some corpo-

The trend in modern power utilities moves toward
allowing for competition among generators and creating
market potentials in their power sectors. Many countries
are deregulating or considering deregulation to increase
the ef®ciency of electric energy production and distribution,
offering a lower price, higher quality and more secure
product. In order to challenge this new era, power system
engineers have to develop more skills to deal with system
operations in a multi-area environment. The operator train-
ing simulator (OTS) [1±4] is usually used by most utilities
to provide power system operators with experience of
dynamic response, which they would observe on the on-
line system. However, for deregulation environment,
current OTS still has no suf®cient capability. There exist
at least three limitations in OTS.
1. Although the current OTS has the capability of represent-
ing the network models of multiple interconnected
* Corresponding author. Tel.: 1886-37-350-846; fax: 1886-37-327-887.
E-mail address: ycwu@mail.lctc.edu.tw (Y.-C. Wu).
0142-0615/02/$ - see front matter q 2002 Elsevier Science Ltd. All rights reserved.
PII: S 0142-061 5(01)00013-8
rate boundaries) and the AGC (Automatic Generation
Control) of internal and all external systems, it cannot
`optimize' the external system voltage pro®le or repre-
sent the `operational security' concerns of external utili-
ties. Serious deviations from such optimal or secure
operating conditions may occur, thus making the simu-
lator both inaccurate and unrealistic. Even the current
North American Electric Reliability Council (NERC)
guidelines cannot be guaranteed under the current OTS.
2. Competitive bids for transmission capacity may con¯ict
with the needs for secure operation and/or the physical
laws that govern power ¯ows (PF). Thus a bid for the
transfer of a block of power from point A to point B may
be realized by loading individual circuits in a variety of
ways. If one translates this into hundreds (even thou-
sands) of simultaneous requests for transmission capa-
city, the problem can become very complex indeed.
3. There is a need for an exact `measurement' of the contri-
bution from the ancillary services provided by generating
units and/or transmission elements to such items as: load
following, frequency control, voltage control, cold-load
pickup, transmission losses and others.
132 Y.-C. Wu et al. / Electrical Power and Energy Systems 24 (2002) 131±140
To remove some of these limitations, OTS needs a multi-
area optimization mechanism that can handle the opera-
tional security concerns of external utilities and represent
the ancillary services provided by generating units. Design-
ing such a mechanism, however, is not as straightforward as
the normal optimal power ¯ow (OPF). It needs enhance-
ment/techniques for the embedded OPF algorithm itself
and schemes to perform different multi-area operation
modes. Since the ability to properly manage reactive
power as an ancillary service is a critical requirement in
deregulation environment, the embedded OPF needs the
ability to model the reactive capability P±Q curves of
generating units. Also, in order to allow for prede®ned
transfer limits as a result of inter-utility agreements, or as
a result of various contracts (competitive or otherwise) to be
implemented by the various control areas, the embedded
OPF needs to observe those constraints. These, however,
draw negative effects to the OPF algorithm, deteriorating
the problem matrix structure. Remedial techniques are
then needed to cope with them. Moreover, since utilities
today do not have a proper `OPF-type' external equivalent,
they tend to use the standard static equivalent. Such an
equivalent not only ignores transfer limits or contracts, but
also does not represent the attempts by external utilities to
optimize their own systems. Therefore, there is a need of
proper schemes to evaluate the operations of the internal
system while considering external control actions.
In this paper, the development of the multi-area OPF
embedded in OTS (MA-OPF-OTS) is presented. The OPF
algorithm used is based on an Interior Point Method
(Direct Nonlinear Interior Point Algorithm Ð DNIPA)
that has been widely used in many power system applica-
tions [5±14]. The enhancement/techniques for MA-OPF
and schemes for assessing the inter-area transfers and their
impact on the system using MA-OPF-OTS are presented in
Section 2. In Section 3, the development results and tests are
reported. Findings, observations, and future research are
discussed in Section 4. An Appendix describing the
DNIPA is also provided for completeness of illustration.
2. Embedded MA-OPF in OTS
Different from the normal OPF, the embedded MA-OPF,
in order to work with OTS, has to be able to represent the
ancillary services provided by generating units (reactive
capability P±Q curves) and to model inter-utility transfer
agreements. It also needs to have a mechanism to perform
different multi-area operations. In this section, the enhance-
ment features, techniques, and schemes needed for MA-
OPF-OTS are presented.
2.1. Area interchange constraints
In order to allow for prede®ned transfer limits as a result
of inter-utility agreements, or as a result of various contracts
(competitive or otherwise) to be implemented by the various
control areas, it is essential to include area interchanges in
MA-OPF-OTS; i.e. h(x) in Eq. (A1) may contain ¯ow
constraints for grouped lines (tie lines). The impact of
area interchange constraint to the factorization of the matrix
in Eq. (A5) will be different from the single-line ¯ow
constraint. For a single line connecting bus i and bus j, the
jacobian of this single-line ¯ow constraint will have nonzero
elements associated with variables Vi, d i, Vj, and d j. These
elements in the matrix of Eq. (A5) will not create any ®ll-ins
in the matrix factorization. However, for an area inter-
change constraint that contains multiple tie lines the situa-
tion may become complicated. For example, an area
interchange constraint consisting of two lines: one connect-
ing bus i and bus j, and the other connecting bus k and bus l,
has Jacobian nonzeros associated with variables Vi, d i, Vj, d j,
Vk, d k, Vl, and d l. These nonzeros may then create ®ll-ins in
the submatrix
" #
H 27g T
27g 0
between buses i and k, buses i and l, buses j and k, buses j
and l. (Please note that the submatrix
" #
H 27g T
27g 0
is arranged in a 4 £ 4 block structure based on the network
incidence matrix.) These ®ll-ins may destroy the sparsity of
the matrix of Eq. (A5). If the area interchange constraints
are modeled as a penalty function shown as Eq. (1) imposed
into the objective, the ®ll-ins still will appear in H.
2 32
X
penalty function ˆ r4 …line flow† j 5 : …1†
j[J
In Eq. (1), J is a set containing tie line indices for an area
interchange constraint and r is the penalty weight (a large
value). For an N-area network system, the number of area
interchange constraints will be (N 2 1). The total number of
®ll-ins will then be tremendous, deteriorating the sparsity of
the matrix in Eq. (A5). Special treatment is needed to cope
with this dif®culty. Here, the Schur complement method is
proposed to overcome this dif®culty.
2.1.1. Schur complement method
Consider a 5-bus system shown in Fig. 1. Assume two
¯ow constraints are modeled: one single line 1±2 and one
Fig. 1. 5-bus system.
 Y.-C. Wu et al. / Electrical Power and Energy Systems 24 (2002) 131±140
area interchange constraint (line 1±2 and line 3±4). Eq. (2)
shows the corresponding matrix structure of this 5-bus
system for the submatrix
2 3
Df 7h 0
6 T 7
6 7h H 27g T 7
4 5
0 27g 0 …4b†
in Eq. (A5), where Df is a diagonal matrix created by the
column associated with S h …Yh 1 Ysh †21 , ^ is a 4 £ 4 block
matrix, and % is a 1 £ 4 block matrix. If we keep the struc-
ture of this submatrix intact, then the area interchange
constraint will create ®ll-ins, destroying the matrix sparsity.
Therefore, we need to take care of the dense column/row
created by the area interchange constraint. Eq. (3) shows the
new arrangement for Eq. (2). It can be symbolically repre-
sented as Eq. (4), where A is a sparse matrix and B is a dense
matrix. Please note that if we use Eq. (2) for factoriza-
tion then the ®ll-ins created by the area interchange
constraint will make the right lower portion fully
dense. Factoring such a dense matrix is very time
consuming. If the system is arranged as Eq. (3), the
Schur complement method as shown in Eq. (5) can be
used, where symmetrical matrix A is decomposed as
…LDLT † using LU decomposition. Although the resulting
matrix ‰C 2 …L21 B†T D21 …L21 B†Š is a dense matrix, its
dimension is small and therefore its inverse costs
much less than the inverse of a dense matrix with larger
dimension.
" #" # " #
A B w1 d1
ˆ ; …
bT C yh2 h2
133
(
w1 ˆ A21 …d1 2 Byh2 †
…C 2 BT A21 B†yh2 ˆ h2 ˆ BT A21 d1
(
…LDLT †w1 ˆ …d1 2 Byh2 †; where A ˆ LDLT
) :
yh2 ˆ ‰C 2 …L21 B†T D21 …L21 B†Š21 ‰h2 2 …L21 B†T D21 …L21 d1 †Š
…5†
2.2. Ability to handle reactive capability P±Q curves
The ability to properly manage reactive power as an
ancillary service is a critical requirement in reactive
optimization and deregulation environment. For a
synchronous generator, as the real power loading
®xed, the allowable reactive power is limited by either
armature (stator) or ®eld (rotor) winding heating [15].
Therefore, a synchronous generator has different reac-
tive power limits at different real power levels, forming
the reactive capability P±Q curve shown as Fig. 2.
Normally, generator capability curves are not modeled
in steady-state PF or OPF programs. PF/OPF model real
and reactive power limits independent of each other (i.e.
box constraints). However, in the operating environ-
ment, generating units sometimes may need to be forced
to reduce their MW outputs (real power) in order to
…2† generate more reactive power to obtain a better voltage
pro®le. There is always a tradeoff between real and
reactive power production. This feature can be modeled
by modifying the lower/upper limits for the reactive
generation Qgi as Eq. (6).
hqli …Pgi † # Qgi # hqui …Pgi †; …6†
where hqli and hqui are lower and upper limits for Qgi,
respectively, and they both are functions of Pgi. These
…3†
4a†
Fig. 2. Piece-wise reactive capability P/Q curves.
134 Y.-C. Wu et al. / Electrical Power and Energy Systems 24 (2002) 131±140
reactive capability P±Q functions change the matrix struc-
ture of (A5) to the one shown as Eq. (7).
The Jacobians of hqli and hqui will create ®ll-ins in Eq. (7),
but they will not affect the convergence speed of the algo-
rithm too much. Piece-wise linear functions can also be used
to represent the nonlinear functions hqli and hqui .
2.3. Multi-area considerations
In any optimization procedure, each control area must
respect transfer agreements or market-driven schedules.
This prompted us to focus on the versatile transfer limit
capabilities as described in Section 2.1. This consideration,
by itself, adds a new level of complexity into the external
equivalent problem requiring a fair amount of research for
that purpose alone. However, on the other hand, utilities
today do not have a well-suitable OPF-type external equiva-
lent [16,17] without the need to exchange information
between utilities (exchanging utility proprietary information
to each other would be not realistic in competitive market
environment). They tend to use the standard static equiva-
lent. Such an equivalent not only ignores transfer limits or
contracts, but also does not represent the attempts by exter-
nal utilities to optimize their own systems. Because of these
considerations, it was decided to implement a logic for the
multi-area problem which both elegant and highly informa-
tive. In this logic, each control area would attempt to opti-
mize its own area, but place a less weight on the objective
function of the external areas. For N areas there would be N
different solutions for the entire system. However, each area
is only allowed to implement the controls in its own area
based on its own solution. For instance, we denote (w1,
…7†
w2,¼,wN) 1 as the solution obtained by optimizing area 1
with a less weight on the objective function of the other
areas (area 2 to area N), where wi is the controls in area i.
For N areas, there would be (w1, w2,¼,wN) 1, (w1,
w2,¼,wN) 2,¼, and (w1, w2,¼,wN) N. However, only (w1) 1,
(w2) 2,¼, and (wN) N are implemented in the OTS, where
(wi) i is the controls in the area i based on the solution (w1,
w2,¼,wN) i.
Following the above logic, the question one would ask is:
`How would then this solution relate to the global opti-
mum?' In order to appreciate the answer to this question,
we consider the following two scenarios:
Scenario 1. All areas have perfect knowledge about
the external areas to them and would weigh the external
objective functions equally with their own, i.e. at 100%
for all areas. Such an OPF will function to minimize
system performance index regardless of who owns a
particular facility. This is equivalent to solving global
OPF while recognizing contracted transfers among
systems.
Scenario 2. Each control area optimizes its own
system with limited information exchange between
control areas to represent its own view of the world
and also to re¯ect on the fact that in the competitive
regime, only limited information can be exchanged
among the parties. As a result, each area would weigh
its own objective at 100% and the external objectives at
some other values, ranging between 0 and 100%. A zero
weight for external area objectives is tantamount to ignoring
any external control action, which is similar to using a static
 Y.-C. Wu et al. / Electrical Power and Energy Systems 24 (2002) 131±140 135

Table 1
OPF results for IEEE 118-bus test system with multi-area interchange constraints and generator reactive capability P±Q curves

Area optimized Weight a 1 Weight a 2 Weight a 3 # of iterations CPU time Total cost Area 1 cost Area 2 cost Area 3 cost

Global 1.0 1.0 1.0 20 0.72 s 83279.65 21836.77 34659.75 26783.13

1 1.0 0.5 0.5 20 0.73 s 83287.37 21811.64 34779.27 26696.45
2 0.5 1.0 0.5 18 0.63 s 83285.26 21901.72 34651.65 26731.89
3 0.5 0.5 1.0 19 0.68 s 83297.48 21928.02 34860.27 26509.19

external equivalent. However, by selecting external objective
weights between 0 and 100%, we can emulate cases of partial
knowledge of external system control action. This would give
us the needed results.
The resulting approach should provide us with an excel-
lent study tool for evaluating the importance of external
system control action optimization in the multi-area sense.
interchange constraint is arranged as Eq. (2), there will be
651 blocks of nonzeros in the factorization of the right lower
portion of the matrix. If it is handled by Schur complement
method as Eqs. (3), (4a) and (4b), there will be only 495
blocks of nonzeros in the factorization. The number of ®ll-
ins in Eq. (2) is 1.3 times of that in Eq. (4a) and (4b).
The complete OTS model of this system includes:

(a) detailed network model of all lines, transformers,

3. Test results power plants, breakers, shunt elements, switches and
other related devices,
In order to test OPF with multi-area interchange (b) detailed relay models of all relevant relays,
constraints while considering generator reactive capability (c) detailed dynamic models of generator turbine-gover-
P±Q curves, IEEE 118-bus test system was used. It contains nor and boiler systems,
three areas, 179 lines including 13 tie lines, two area inter- (d) detailed models of tap-changing transformers, both
change constraints, 45 generating buses with dispatchable manually operated and automatic,
MW sources, 54 generating buses with dispatchable MVAR (e) detailed models of all local and global controllers,
sources. If this area interchange constraint is arranged as Eq. (f) detailed load models for various zones, load types,
(2), there will be 332 blocks of nonzeros in the factorization with data on load sensitivity to frequency and voltage
of the right lower portion of the matrix. If it is handled by variations.
Schur complement method as Eqs. (3), (4a) and (4b), there
will be only 265 blocks of nonzeros in the factorization. The
3.1. Global optimization of system losses
number of ®ll-ins in Eq. (2) is 1.25 times of that in Eq. (4a)
and (4b). Table 1 lists the OPF results (minimizing fuel cost The main tests that are reported herein relate to the
as the objective) for different scenarios. The global one is minimization of real transmission losses. Other possible
for the case that weights for all areas are set at 1.0. Case 1 is objectives that may be used include global minimum
for the scenario that control area 1 optimizes its own system, cost, global minimum load shed (in an emergency),
therefore the weight for area 1 is 1.0 and the weights for global minimum control deviation, etc. Fig. 3 provides
areas 2 and 3 are 0.5. Case 2 and case 3 are corresponding to a time plot of total system losses with and without the
the same scenario that control area 2 and control area 3 embedded MA-OPF in OTS. Regarding this plot the
optimize their own systems. Therefore, a higher weight following observations are made:
1.0 is put for area 2 in case 2 and for area 3 in case 3, and
lower weight 0.5 is put for areas 1 and 3 in case 2, and for
areas 1 and 2 in case 3. The OPF algorithm approximately
took 20 iterations and 0.7 s on a Digital Alpha Dec 255/233
workstation to solve one case.
In order to demonstrate the logic presented in Section 2.3,
a realistic 291-bus network was used. It contains 407 lines,
19 generating buses with dispatchable MW sources, 32
generating buses with dispatchable MVAR sources, 37
tap-controllable transformers, 186 monitored line ¯ow
constraints (including tie lines), 6 shunt capacitor banks.
For simplicity, the system was split into two large control
areas with 11 tie lines. The inter-area transfer was restricted
to a speci®ed value to simulate transfer agreement contracts.
Moreover, each single tie line ¯ow constraint was also Fig. 3. Comparison of total system losses with and without loss
monitored to make sure no over¯ow occurs. If this area minimization.
136 Y.-C. Wu et al. / Electrical Power and Energy Systems 24 (2002) 131±140

Fig. 4. Comparison of Area 1 losses Ð Case 1: original base case without optimization; Case 2: Area 1 losses assuming global system optimization; Case 3:
Area 1 losses using Area 1 OPF (100% for Area 1 and 50% for Area 2); Case 4: Area 1 losses using Area 2 OPF (50% for Area 1 and 100% for Area 2).

² After about 240 s (i.e. 4 min) the full difference between the
optimized and non-optimized system was realized. This is
due to the time response of various controllers of reactive
devices. At t ˆ 0, the optimal control set-points were trans-
mitted from the IPM-OPF to the OTS. There was a small
immediate improvement in losses, but then the improve-
ment gradually increased and reached its maximum in
about 4 min.
² The magnitude of loss reduction is quite signi®cant
(about 10 MW out of 74 MW, or 13.5% reduction). At
a cost of 2¢/KWh this reduction amounts to $1.752
millions/year. Note that the original set-points of reactive
devices were done by the utility in question using opera-
tor inputs. The optimization provides a good estimate of
the improvement.
3.2. Two-area cases
Furthermore, the network model of the external system for
each area was available. Both control centers would follow
the same optimization philosophy by setting a weight of 100%
for their own losses to be minimized and a weight of a for the
external losses. The CPU time for each MA-OPF run is about
0.8 s on a Digital Alpha Dec 255/233 workstation.
As shown in Fig. 4, losses in Area 1 would vary
signi®cantly, depending on the type of optimization used
(Case 2±Case 4). The Base Case is the original case without
optimization. Case 2 corresponds to Area 1 losses as obtained
by the global optimal solution, while Case 3 represents area 1
losses as obtained by the solution, where the optimizer is
biased to reduce Area 1 losses (100% for Area 1 and 50%
for Area 2). Relative to the Base Case (Case 1), Case 3
provides the best solution to Area 1. Case 4 represents Area
1 losses when the optimal solution of Area 2 is invoked.
On the basis of these results, one can make the following
observations:

As mentioned earlier the test network was split into two
approximately equal areas in terms of demand, but with one
area providing a signi®cant net transfer to the other. Each
area was assumed to have its own control center which
performed an optimization of its own losses, while insuring
that the MW (real) transfer limits were respected and line
¯ow constraints (including every tie lines) were not violated.
² By placing lesser weight on external system losses, the
OPF will signi®cantly reduce `own' system losses even
more than what the global solution would provide.
² If one does not use an OPF but the neighbors do, then the
neighbors have a clear advantage.
The results of allowing both control areas to optimize
 Y.-C. Wu et al. / Electrical Power and Energy Systems 24 (2002) 131±140 137

Fig. 5. Comparison of global vs. Multi-area loss minimization solutions. Case 1: Base Case, no optimization; Case 2: Global optimal; Case 3: Multi-area
suboptimal solution with external system weight set at 0%.

their own systems are shown in Figs. 5 and 6. Each
area places a 100% weight for its own system and
a % on the external system (a ˆ 0% in Fig. 5 and
50% in Fig. 6). In each case the inter-area transfers
are ®xed at agreed-upon contracts. It is clear from
these comparisons that the resulting `practical' multi-
area solution is very close to the optimal one (within
less than 0.87% in the case of Fig. 5 and 1.12% in the
case of Fig. 6). It is clear that the results are not sensi-
tive to the value of a chosen, i.e. the results are insen-
sitive to each control area's knowledge of the respective
external system. The expected annual saving using
the average of the two solutions for both areas is
$1,634,696. Note that in both cases there are many
controls being used in both areas and that should
explain the small difference between the solutions.

Fig. 6. Comparison of global vs. multi-area loss minimization solutions. Case 1: base case, no optimization; Case 2: global optimal; Case 3: multi-area
suboptimal solution with external system weight set at 50%.
138 Y.-C. Wu et al. / Electrical Power and Energy Systems 24 (2002) 131±140

4. Observations and future research xl # x # xu ;

A full IPM MA-OPF with the ability to manage generator
reactive capability curves for OTS was developed to take
into account a variety of objective functions, constraints,
network models, and the operation of multiple control
areas with inter-area transfer agreements. Schur comple-
ment method was proposed to tackle the sparsity problem
caused by the inter-area transfer agreements. MA-OPF was
tested on two systems: IEEE 118-bus test system with 3
areas, and a major electric utility with 291 buses and
two areas. Different from the single line ¯ow constraints,
the area interchange constraints involved in MA-OPF would
cause extra ®ll-in blocks in the matrix factorization if they
were arranged in the same way as the normal single line
¯ow constraints. For the IEEE 118-bus system, two areas
interchange constraints caused 25% extra nonzero blocks if
Schur complement method was not used. For the 291-bus
system, one area interchange constraint caused 30% extra
nonzero blocks.
Also, in this paper different multi-area operation modes
are compared. The testing on the 291-bus system has shown
the bene®ts of optimization as evidenced by substantial
economic savings using the developed MA-OPF-OTS. It
has also demonstrated that when all control areas perform
an optimization of their respective systems, the resulting
solution is very close to the global optimal solution.
Based on the above ®ndings, the future research will be in
the areas such as the derivation of a suitable OPF-based
external equivalent, implementing a whole power pool
where x is the set of controls and dependent state variables
including power generations (real and reactive: Pg, Qg), bus
voltages (voltage magnitudes and angles: V, d ), tap ratios of
transformers (t), phase shifter angles (f ), etc., f(x) is a scalar
nonlinear and sometimes non-separable function represent-
ing the operating performance of the power system, g(x) are
the PF and other equations, h(x) are functional inequalities
of the power system, such as line ¯ows, interchange sche-
dules, etc. hu, hl are the upper and lower bounds of functional
inequalities, xu, xl are the upper and lower bounds of
variables, x.
By introducing slack variables sh, ssh, sxl, and sxu, and by
appending the logarithmic barrier functions for the non-
negativity conditions on those slack variables sh, ssh, sxl,
and sxu to the objective function (Fiacco and McCormick's
barrier method [18]), problem Eq. (A1) can be re-de®ned as
problem (A2a±A2e). n and m are the numbers of primal
variables x and inequality constraints (A2b), respectively.
The barrier parameter m is a positive number that is
enforced to decrease towards zero iteratively. With these
barrier functions, variables sh, ssh, sxl, and sxu now are de®ned
as positive variables (interior to the non-negative region).
X
n X
n X
m
min fm ˆ f …x† 2 m ln…sxu †j 2 m ln…sxl †j 2 m ln…sh †i
jˆ1 jˆ1 iˆ1
X
m
2m ln…ssh †i
iˆ1

network model into the MA-OPF-OTS, etc.

s:t: g…x† ˆ 0; …A2a†

Acknowledgements h…x† 1 sh ˆ hu ; …A2b†

The authors would like to acknowledge the ®nancial sh 1 ssh ˆ hu 2 hl ; …A2c†

support provided by the National Science Foundation for
this presented work through a SBIR Award # DMI- x 1 sxu ˆ xu …A2d†
9661263.
x 2 sxl ˆ xl ; …A2e†

Appendix A. Direct Nonlinear Interior Point Algorithm sxl ; sxu ; sh ; ssh $ 0:

for Optimal Power Flow (DNIPA)
The resulting Lagrangian function of Eq. (A2a±A2e) is
The OPF determines the optimal steady state operation of Lm ˆ f …x† 2 yT g…x† 2 yTh ‰hu 2 sh 2 h…x†Š 2 yTsh …hu 2 hl 2 sh
an electrical power generation-transmission system. It
simultaneously minimizes the value of a chosen objective 2 ssh † 2 yTxu …xu 2 x 2 sxu † 2 yTxl …xl 2 x 1 sxl †
function and satis®es certain physical and operating X
n X
n X
m
constraints (equalities and inequalities). It is a typical 2m ln…sxu †j 2 m ln…sxl †j 2 m ln…sh †i
nonlinear programming problem and can be mathematically jˆ1 jˆ1 iˆ1
expressed as X
m
2m ln…ssh †i ; (A3)
Minimize f …x† …A1†
iˆ1

s:t g…x† ˆ 0 where y, yh, ysh, yxu, and yxl are the Lagrangian multipliers
(dual variables) for constraints (A2a)±(A2e), respectively.
hl # h…x† # hu Based on the Fiacco and McCormick's theorem [18], as m
 Y.-C. Wu et al. / Electrical Power and Energy Systems 24 (2002) 131±140 139

tends towards zero, the solution of the sub-problem, x(m ), equations are then solved by some iterative method
approaches x p, the solution of Eq. (A1). The stationary point (Newton's method for the Primal Dual Interior Point
of Eq. (A3) is the optimal solution of problem, which satis- Algorithm, PDIPA, and the predictor-corrector method
®es KKT ®rst-order conditions: for the Predictor-Corrector Primal Dual Interior Point
Algorithm, PCPDIPA) to obtain a search direction
7 x Lm ˆ 7f …x† 2 7g…x† T y 1 7h…x† T yh 1 yxu 1 yxl ˆ 0;
…Dsh ; Dsxu ; Dsxl ; Dssh ; Dyxu ; Dyxl ; Dysh ; Dyh ; Dx; Dy† shown
…A4a† as Eq. (A5). Along the search direction, we can choose
one step size a for both primal and dual variables or two
7 sh Lm ˆ yh 1 ysh 2 mS21
h e ˆ 0 , Sh …Yh 1 Ysh †e ˆ me; step sizes a p and a d for primal and dual variables, respec-
…A4b† tively, to preserve the nonnegativity conditions on sh, ssh, sxl,
sxu, ysh 1 yh, ysh, 2yxl, and yxu. This completes one iteration
7 ssh Lm ˆ ysh 2 mS21
sh e ˆ 0; …A4c† in the DNIPA.

(A5)

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