Chapter 5

OPTIMAL POWER FLOW PROBLEM

 Optimal Power Flow (OPF)
• The goal of OPF is to find the optimal settings of a given
power system network that optimize the system objective
functions such as:
– total generation cost,
– system loss,
– bus voltage deviation,
– number of control actions, and
– load shedding
while satisfying its power flow equations, system security, and
equipment operating limits.

Different control variables, some of which are generators’ real

power outputs and voltages, transformer tap changing settings,
phase shifters, switched capacitors, and reactors, are
manipulated to achieve an optimal network setting based on the
problem formulation.
 Economic Dispatch (ED)- OPF
• ED- determines the best way to minimize the current
generator operating costs
• The lambda-iteration method- for solving the economic
dispatch problem
• ED is not concerned with determining which units to
turn on/off
• ED- ignores the transmission system limitations
• OPF- determines the best way to continuously operate
power system
– minimizing operating cost
– considers the impact of the transmission system
– is used as basis for real-time pricing
 Optimal Power Flow
OPF Is an extended power flow problem with:
Objective:
— minimize the cost of generation (minimize total generating
cost )such as :

– Minimize changes in controls:

– Minimize system losses & e.t.c.

 Optimal Power Flow (Cont’d)
• Constraints
– Equality constraint:
• Power balance at each node - power flow equations load
generation balance

– Inequality constraints:
• Network operating limits (line flows, voltages)
• Limits on control variables
 Optimal Power Flow (Cont’d)
• Control variables:
– Active power output of the generating units
– Voltage at the generating units
– Position of the transformer taps
– Position of the phase shifter taps
– Status of the switched capacitors and reactors
– Control of power electronics (HVDC, FACTS)
– Amount of load disconnected
 OPF Solution Methods
• Mathematical formulations for the OPF problem
based on selected objective functions, and
constraints
– Linear problem in which objectives and constraints
are given in linear forms with continuous control
variables
– Nonlinear problem where either objectives or
constraints or both combined are nonlinear with
continuous control variables
– Mixed - integer linear problems when control
variables are both discrete and continuous
 Newton method
OPF Solution techniques
Grdient method

Conventional
Methods Linear programming

Quadratic
programming

Interior point method

OPF Techniques
Artifcial Neural
Network

Fuzzy logic

Intelligent Evolutionary
programming
Methods
Ant colony

Particle swarm opt

 conventional methods
• The conventional methods are based on
mathematical programming approaches and used to
solve different size of OPF problems.
• Disadvantages:
– limited capability to solve real-world large-scale power
system problems.
– weak in handling qualitative constraints
– poor convergence (get stuck at local optimum)
– too slow in solutions of large systems
 Intelligent methods
• overcome the limitations and deficiencies in
conventional methods
• Advantages:
– ability to handle various qualitative constraints
– suitable in solving multi objective optimization
problems
– possesses learning ability, fast, appropriate for
non-linear modeling
 Problem formulation
𝑁𝐺

min 𝐹 = 𝐹𝑖 (𝑃𝐺𝑖 )
𝑖=1

• Subject to
PF equations
 Problem formulation….
• The PF equations can be written as:

• The problem formulation becomes

• Subject to
Problem formulation cont…
Where:
F(X) Objective function
Wpi All constraints related to real power
WQi All constraints related to reactive power
Wvi Constraints related to the voltage limits and
N Total number of buses

Now the new augmented objective function can be formulated

by introducing the above constraints into the original objective
function with penalty factors.
Where: X- the vector that consists of V and θ
Wpl - transmission line losses
rpi, rQi, rvi and rpl are the penalty factors for the
respective constraints of active power, reactive
power, voltage and power loss
In this way, the OPF problem represented in the previous
equations becomes an unconstrained optimization problem.
• In the above equation, only violated constraints are introduced
since the penalty factor will be zero if the constraint is not
violated.
• Such unconstrained optimization problem can easily be solved
by the Newton method or the Hessian matrix method
(Reference [4], Chapter 4)

Other Solution Methods

• Lambda iteration method
• Gradient method
• Linear programming
 Newton’s Method

The Newton - Raphson optimization is also

called the Newton method or the Hessian matrix
method.
 Use the previous problem
𝑁𝐺

min 𝐹 = 𝐹𝑖 (𝑃𝐺𝑖 )
𝑖=1

• Subject to
PF equations
 Solution steps
Construct the augmented objective function by introducing
constraints with penality factors in to the objective function

1. Initialize the penalty factors

2. Given the permitted calculation tolerances
3. Compute the initial power flow to get starting point
and set k=0
4. Compute the objective function L(x), its gradient (g)
and its Hessian matrix (H)
Follow the steps for calculation of Hessian Matrix and
Gradient at [4] (Chapter 8) or slide # 22 & 23
 Solution steps (cont’d)
5. Compute search direction S using

Follow the steps for computation of Search Direction at [4] (Chapter 8)

6. Compute step length 

7. Compute the new state variable Xk+1 as

8. Compute the objective function L(xk+1) and its

gradient (g(Xk+1)) and Hessian (H(Xk+1)) and check for
the convergence condition.
 Solution Steps (cont’d)
Is the stopping criteria fulfilled?

where ε1 , ε2 are the

permitted tolerances.

• If yes, go to the next step

• If No, set k=k+1 and go to step 5
9. Check whether all constraints are met
– If yes, stop the calculation.
– If no, double the penalty factor for the violated
constraint, and reset k = 0. Go back to step 4
and repeat the procedures.
 Gradient Method
Gradient methods uses information about the slope of
the function to dictate a direction of search where the
minimum is thought to lie using the method of steepest
decent.

Calculation of Gradient From objective function and

constraints

The principle of the gradient method is that the minimum of a function, f ( x ),

can be found by a series of steps that always go to the downward direction.
 Hessian matrix
It is the computation of the second - order partial derivatives
of the power flow equations and other constraints.

Calculation of Hessian From objective function and

constraints
 Line power flow constraints considered
Since the augmented objective function includes a new
penalty term on line power flow violation, the gradient and
Hessian matrix equations will be updated to add the
corresponding term, that is,
Line power flow …
 Line power flow …

Letting the branch admittance of line l be gjk + jbjk , and

neglecting the line charging, the line power flow can be
expressed as:

The derivatives of the line power with respect to

variables V and θ in the above series of equations can
be obtained from the above equation.
 Example 8.1 [4 pages 306-307]
The test example is a 5 - bus system. The data of generators
are shown in Table 8.1 . The generator fuel cost is a quadratic
function, that is,

The other data and parameters are shown in Figure 8.1.

Table 8.2 shows the initial power flow results with the initial
system cost of 4518.04.
Solve the OPF problem by Newton method and determine the
system minimum cost.
Example – IEEE 5 bus system
IEEE 5 bus system
END