IEEE Transactions on Power Systems, Vol. 10, No.
1, February 1995
STATIC SECURITY I N POWER SYSTEM OPERATION WITH
FUZZY REAL LOAD CONDITIONS
K. H. Abdul-Rahman
Department of Electrical and Computer Engineering
Jllinois Institute of Technology
Chicago, Illinois 60616
ABSTRACT
This paper presents a mathematical formulation for opti-
mal power flow (OPF) taking into account the fuzzy modeling
of static security constraints due to the uncertainty in bus loads.
Uncertainties in MW loads and generations are translated into
possibility distribution functions. The fuzzy OPFproblem is de-
composed, via Dantzig-Wolfe decomposition, into subproblems
corresponding to the possibility distributions of loads. The ef-
fects of phase shifters are modeled as equivalent real power in-
jections at corresponding system buses, which preserves the Y-
bus symmetry and maintains minimum memory requirements.
Contingency constraints are added to the fuzzy OPF problem.
Fuzzy sets are utilized to exercise a tighter control on least cost
real power generation with minimum emission dispatch solution.
The final solution is a compromise among cost, static security
and emission considerations. Numerical results for the applica-
tion of the proposed approach to test systems are discussed.
Keywords- Optimal Power Flow, Contingency Analysis, Fuzzy
Sets, Phase Shifters, Minimum Emission Dispatch
1. INTRODUCTION
The optimal power flow (OPF) problem plays an important
role in power systems planning and operation. OPF is defined as
a nonlinear optimization problem subject to equality (power flow
equations) and inequality (limits on the variables) constraints.
It determines the control variables such as real power genera-
tions, generator voltages, transformers tap settings and phase
shifters angles, for static security while optimizing a given ob-
jective function, e.g., minimum cost of power generation.
The OPF solution techniques consider linear programming
(LP) as an effective and reliable tool with a fast rate of conver-
gence within a reasonable computation time [l-71. Most of the
LP-based algorithms described in the literature take advantage
of the loose coupling between the magnitudes and angles of bus
voltages [Z]. The global optimization problem can be apprmti-
mated by separate and successive solutions of an active power
flow and a reactive power (var) flow problems. The active power
flow optimization is concerned with minimizing either the gen-
eration cost or the deviation of control variables from a desired
94 WM 219-6 PWRS A p a p e r recommended and approved
by the IEEE Power System Engineering Committee of the
I E E E Power Engineering Society f o r p r e s e n t a t i o n a t the
IEEE/PES 1994 Winter Meeting, New York, N e w York,
January 30 - February 3 , 1994. Manuscript submitted
August 2 , 1 9 9 3 ; made available for printing
December 6 , 1993.
0885-8950/95/$04.00 0 1994 IEEE
77
S. M. Shahidehpour
point while satisfying active power constraints. The optimal
var problem is concerned with improving the voltage profile and
minimizing system losses by proper adjustments of the va.r con-
trols.
A common trend in previous OPF techniques has been to-
wards utilizing fixed values for loads which may result in an
overestimated solution. Some recent studies have applied fuzzy
sets to obtain more realistic models in the optimization process
[8-161. Reference [ll]used interval arithmetics, which can be
viewed as a special case of fuzzy sets, to model load uncertainty
in formulating the power flow problem. The fuzzy OPF model
taking real load uncertainty into account was proposed in (121.
It considered real power generation as the only viable control
variable for alleviating line flow violations. Reference 1131 pro-
posed another fuzzy OPF model and a solution strategy based
on multi-parametric programming formulation. In our previous
studies [14-161, we proposed a solution to the fuzzy var opti-
mization. In this regard, a conservative range of reactive loads
would have a membership equal to 1 and additional values of
loads are assigned to lower memberships. The uncertainty in
reactive loads resulted in possibility distributions for voltages as
well as system losses. Voltage membership functions were intro-
duced to exercise a tighter control on variables for implementing
the static security.
This paper presents a method for considering real load un-
certainty in the optimal power scheduling taking into account
line flow limits and contingency constraints. Uncertainty in lo-
ads is translated into trapezoidal possibility distribution. Phase
shifters are used for alleviating line overflows. If phase shifters
control is not sufficient, then power generation will be resched-
uled; however load sheddmg [21] is not considered in this study.
The fuzzy OPF problem is decomposed into subproblems via
Dantzig-Wolfe decomposition (DWD). Since it is very difficult
to model conflicting objectives, e.g. minimum cost and mini-
mum emission, in standard optimization techniques, fuzzy sets
are utilized to enforce minimum emission requirements in the
fuzzy OPF problem. The final solution is a compromise among
minimum cost, maximum static security and minimum emis-
sion requirements. As an alternative, one may try to solve the
problem by considering the minimum and maximum load values
which result in overestimated resources and a higher operation
cost.
In the following section, the phase shifter modelicg is intro-
duced. The fuzzy optimal formulation is given in Section 3. The
LP formulation for controlling the real power generation with
fuzzy loads and minimum emission requirements are discussed
in Section 4. Results for the application of the proposed method
on test systems are exhibited in Section 5, and conclusions are
drawn in Section 6.
List of Symbols:
N B = number of system buses
N G = number of generators
78
N V L = number of lines with overflows
N P L = number of lines with phase shifters
YI = admittance of line I
br = susceptance of line I
51 = reactance of line 1
y;, = i m f helement of the Y-bus
$1 = phase shifter angle located on line I
t = control transformer tap position
I , = injected current at bus i
vi = voltage magnitude at bus i
6;= voltage phase angle at bus i
P+m = injected real power at bus m due to a phase shifter
Q+m = injected var at bus rn due to a phase shifter
Pgi= real power generation at bus i
P,:" = real power generation at bus i for minimum emission
dispatch
F"" = optimal power generation cost without phase shifters
c; = cost coefficient for real power generation at bus i
P, = total injected power at bus m
P d m = real power load at bus m
P" = power flow on line v
4 5 ) = membership function of z
max = maximum value of a variable
min = minimum value of a variable
2. P H A S E SHIFTER MODELING
The function of an ideal phase shifter is to adjust voltage
and current phase angles in order to reroute the power flow,
If the magnitude of the corresponding turns ratio is not unity,
then and current will also be chanced ,221.
~~~~
,--A-
In Fig. 1,-a phase shifter isyocaked on line I between buses i
and m, and the injected currents at buses and
as.
I, = yr V , t Z - yr V, t e-,+(
I, = - yI V, t $61 + yI v,
Therefore, the respective elements of the Y-bus are,
Y,, = t Z YI
Y,, = - t e->+! YI
Y,, = - t e,+! yI
Ymm = YI
It is seen from (2) that the Y-bus matrix is unsymmetrical and a
function of the phase shifter angle, which will require additional
memory in OPF studies. Hence, we use a different method called
the injection model to treat phase shifters [17,18].
4 4
Fig. 1 Phase shifter model
In the injection model, the effect of phase shifter is modeled
as two injections at the corresponding two buses as shown in Fig.
2. Thus, real and reactive power injections at buses t and m are
given as follows,
P+, = t br V, V, sin($l) cos(6, - 6
,
)
P+m = - t br V, V , sin(&) cos(6, - 6
,
)
Q+, = t br V , V, sin(h) sin(6, - 6
,
) + t Z bl xzsinz($r)
L?dm = t br K V, sin(&) sin(6, - 6 ,
)
(3)
Fig. 2 Injection model of a phase shifter
For power transmission, phase shifter angles are typically
-10' 5 $1 5 10" and voltage phase angle differences are -20' 5
6;- 6 j 5 20". Using this observation, the equivalent injected re-
active power at buses i and m is much smaller than the injected
real power. Therefore, we the injected real power p+z and
P+m as approximation to the total equivalent injected power
~~
due to a phase shifter. It is noted that the partial derivatives of
0~~~
(3) with respect to bus voltage magnitudes and angles at buses
are written i and m are relatively small. Thus, the phase shifter equiva-
lent injected power is modeled as constant load (or generation)
connected to buses i and m.
(1) In the injection model, phase shifter angles will not ap-
pear in the Y-bus, thus maintaining its symmetry and minimum
memory requirements. In addition, if we assume small variations
of bus voltage magnitudes (i.e., DC power flow ) the relations
between the equivalent injected real power at buses i and m and
phase shifter angle are written as,
(2)
(4)
Generation rescheduling may also be used fon adjusting line
flows. However, scheduled power generation is related to eco-
nomic requirements imposed upon power systems, and it would
be more reasonable to use phase shifters as a first alternative to
control line flows without affecting the existing economic condi-
tions of power systems.
3. P R O P O S E D F U Z Z Y FORMULATION
3.1 Fuzzy Economic Dispatch
For OPF studies, variations of real loads may be specified
within a conservative range with additional possible values of
load represented as fuzzy values [19]. In this study, we have
translated the real load possibilities into trapezoidal possibility
distribution by assigning a degree of membership to each possi-
ble value of the load. The possibility distribution refers to the

mapping of a fuzzy variable on the [OJ] interval. Figure 3 rep-
resents the possibility distribution for real load at bus m which
is expected to be between P f ) and P p ) , however it is more
likely to be between PPI and P:". It can be argued that, if real
loads are modeled as fuzzy then the corresponding real power
generation will be fuzzy. As we use trapezoidal possibility dis-
tributions for loads, the real power generation will also have a
trapezoidal possibility distributions similar to Fig. 3. Therefore,
the economic dispatch with fuzzy loads is stated as follows,
NG
min ci Pgi (5)
i=l
subject to:
where, pgi and Pim represent fuzzy real power generation and
load, respectively. A trapezoidal possibility distribution is rep-
resented by four break points as given in Fig. 3. Therefore, the
minimization problem described in (5-7) is written as follows,
subject to:
NG
P;:) =
NB
Pi: k = 1,..,4 (9)
i= 1 m=1
Pmin
9:
<
- Pj,?)5 Pjf) 5 P::) 5 Pj:) 5 PZaz i = l , . . , N G (10)
Equation (8) represents the minimization of fuzzy variable pgi
as defined by (A.2) in the Appendix. The solution of (8-10) will
provide the generation possibility distributions correspondingto
fuzzy loads for the minimum cost of operation. However, this
solution may not be practical as it may give rise to line overflows
in the base case or in the case of an emergency.
Fig. 3 Possibility distribution of real power load
3.2 Operation Limits as h z z y Sets
Suppose that the solution of (8-10) has resulted in line over-
flows. In order to relieve overflows, we will adjust phase shifters,
or real power generation as a more expensive alternative. Fuzzy
representation of real loads will result in fuzzy line flows with
trapezoidal possibility distributions. The total bus injection is
equal to the algebraic s u m of real power generation and load at
each bus, as well as the injection due to phase shifters. There-
fore, the fuzzy line flow on line v can be expressed in terms of
bus power injections as,
NB
pv = Svm (pm + P+m) (11)
m=l
19
where, S is the DC-based sensitivity matrix. Equation ( l l ) ,
similar to (5-7), can be decomposed into four equations cor-
responding to four break points of the possibility distributions.
These equations are added to (8-10)to assure that the real power
generation will not cause any line flow violations.
A contingency analysis is used to detect most severe out-
ages, and contingency constraints are augmented to the base
case to assure a preventive control. The contingency constraints
are represented similar to ( 1 1 ) except the sensitivity coefficients
are adjusted for the contingency under consideration [23].
Since we represent phase shifters in terms of equivalent in-
jected power, phase shifter angle limits are expressed in terms of
bus power injections as discussed in Section 2. Thus, if a phase
shifter is located on line l which connects buses i and rn, the
related constraint in the fuzzy case is,
4i"'" 6 51 P+m4 4;""" (12)
It is noted that only one variable (injected power) is used for
representing a phase shifter, since the injection at corresponding
buses are equal and in opposite directions as given by (4).
3.3 T h e Overall Formulation
The overall fuzzy OPF formulation is as follows,
NG p(F)
min
4
c; +-
subject to:
k = 1,..,4
NB
NB
where S' is the sensitivity matrix for the worst contingency case.
The dimension of this problem is large which will be reduced via
the application of DWD [20].
Since we use four sets of variables each describing one break
point of the possibility distributions, DWD is applied to decom-
pose the problem into four subproblems coupled by the last two
sets of constraints in (14). The dimension of the master problem
is equal to the number of coupling constraints plus the number
of subproblems, while each subproblem has a dimension equal
to the number of constraints corresponding to each break point.
The solutibn of the master problem generates new simplex mul-
tipliers (dual solution) that will adjust the cost function of the
subproblems. The solution of the subproblems with the ad-
justed objective function will provide the master problem with
new columns to enter the master basis matrix. Fig. 4 depicts
the overall structure of the problem. In the following, we use
fuzzy sets inside each subproblem to exercise a tighter control on
the real power generation to keep it close to least cost generation
with minimum emission dispatch solution.
80
exceeding a certain maximum tolerable cost Fws. In our study,
Master problem F"" corresponds to the optimal cost (13-14) if no phase shifters
~

are considered. Thus, the membership of the objective function

-
Objective function
-
d
in each subproblem is written as,
5 Fe'
Coupling constraints + F

- Fw')/(Fec- F"") Fe' < F < F"" (15)

F >F""

A fuzzy modeling for the real power generation at bus i is

Objective function shown in Fig. 6. It is seen that a membership equal to 1 is
-b
assigned to Pi/". Each generation is represented by two linear
Constraints related to constraints for the minimum and maximum limits. The member-
break point (1) ship function for the lower generation limit at bus i, is described
as,

Pgi 2 P;r
I'
Pgi 5 PZ'"
(16)
The upper generation limit membership function is,

{r'(Pgi- Py)/(P;/" P y ) P,'p < Pg:<

Fig. 4 Overall structure of the problem
YZ(P,i)= -
4. SOLUTION OF THE FUZZY OPF
l o
4.1 Emission Control by Fuzzy Sets
The basic function of an electric power system is to pro-
vide an adequate supply of electric energy to its customers as
Y(pgi)t
economically as possible with a reasonable level of quality and
continuity. In this regard, generation dispatch based on least
costs is conflicting with the dispatch based on minimum emis-
sion. Since it is difficult to combine conflicting objective func-
tions into one overall objective, we use fuzzy sets to deal with
conflicting objectives. Let us assume that P;,'" is the minimum
emission dispatch at bus i. Therefore, we specify our satisfac-
tion with a least cost dispatch at bus i as being closer to the
Pir. It is difficult to reflect the degree of satisfaction in the
standard LP formulation, because once the operating limits of
variables are set, all values within limits will be treated equally
in the optimization process. In the following, we will discuss the Fig. 6 Fuzzy membership function for power generation
application of fuzzy sets to direct the power generation dispatch
given in Section 3.3 towards a solution with minimum emission. 4.2 Optimal Solution with Fuzzy Variables
As we concentrate our following discussion on the formulation
of fuzzy LP in solving each subproblem, we will drop index k The decision in the fuzzy environment is defined as the in-
from the equations. tersection of fuzzy sets describing the objective and the con-
straints. If the minimum operator is used to describe the inter-
In Fig. 5 , the satisfaction with the optimal solution is mea- section in the fuzzy case, then the overall membership is,
sured as being close to the unconstrained economic dispatch (5-
7), denoted as F". A zero membership is assigned to solutions
= min [P,Y~,YZ] (18)

where X is in [OJ] and as its d u e increases, as our satisfaction

with the solution increases. The mathematical formulation for
each subproblem is given as follows,
max X (19)
subject to:

NB
Fig. 5 Fuzzy membership function for the objective P P 5 ,s, (Pm + P#m) 5
m=l
 81

and Pi”. This extreme range of loads provides a wider range

of line flows than that of the proposed fuzzy model, indicating
that the fixed load interval leads to an overestimateof the system
behavior in an uncertain environment.
Table l b Generators Data (pu)
p - x z o
7 1 - X t O
n-XzO
A 5 1

The first four constraints are related to loads, line flows, con-
tingency and phase shifter requirements. The next three con-
straints represent the fuzzy objective and generation limits. The
last constraint limits X to [0,1]. So, the overall solution will
be a compromise between membership function of the objective
which requires minimum operation costs, and membership func-
tions of the generation constraints, which tend to keep power
generation close to the minimum emission dispatch point (higher
operation costs). The fuzzy LP described in (19-20) treats the
objective function as another constraint, which makes this ap-
proach suitable for problems with multiple objectives where a
combination of objectives may not be relevant.

5. NUMERICAL EXAMPLE
In this section, the application of the proposed method to
the modified IEEE 30-bus system 191 is presented. The system
has six generators, 41 lines and three phase shifters. All phase
shifters have turns ratios equal to 1. Trapezoidal possibility
distributions are used to represent the system fuzzy real power Table 2 Break points of power generation @U)
loads. The break points of the load possibility distribution are for Test case 1
given in Table la. The generators data are given in Table l b in b
No. pm Power gen. range for
which each generator cost function is approximated by piecewise
linear approximation.
z p,” pp) p;) min and max load

Table l a Possibility distributions for loads @U)

corresponding to Fig. 3

O.OO0 0.030
0.020 0.050 Test case 2
0.020 0.070
0.040 0.100
0.100 0.150
0.220 0.270 The fuzzy power generations, given in Table 2, are used to
0.020 0.030
0.060 0.080 compute the corresponding line flows possibility distributions.
0.050 0.080 0.110 0.150 The break points of line 2-6 are 0.2252,0.2808,0.4333and 0.5238
0.030 0.050 0.080 0.100 pu as compared to 0.2248 and 0.5430 pu for the fixed load inter-
0.040 0.070 0.100 0.130 val which indicates once again the overestimated results by the
fixed interval. Line 2-6 has an overflow as its flow.limit is 0.5 pu.
16 0.010 0.030 0.050 0.060
Therefore, the optimal power generation is computed again by
17 0.030 0.070 0.100 0.140 considering line 2-6 flow limit. In this case, the phase shifter on
0.000 0.020 0.040 0.070 line 4-6 alleviates the overflow without any adjustment to the
0.040 0.060 0.090 0.130 optimal power generation given in Table 2. The corresponding
20 0.000 0.010 0.020 0.040 break points for the phase shifter on line 4-6 are 0.0, 0.0, 0.0,
21 0.100 0.150 0.200 0.230 0.56”, whereas the phase shifter range for the fixed load interval
23 0.000 0.020 0.030 0.050 is between O.OO and 1.02O. So, by utilizing a possibility distri-
24 0.050 0.070 0.100 0.120 bution for loads, we will identify a smaller range for the phase
26 0.010 0.030 0.050 0.060 shifter angle. I
29 O.OO0 0.010 0.020 0.030
0.060 0.090 0.110 0.140
Test case 3
Test case 1 In this case, line flows as well as contingency constraints
are introduced in the optimization problem (13.14). The out-
In this case, no line flow constraints are introduced in the age of line 1-2, which has the largest flow compared to other
problem and the optimal power generation that corresponds to lines in the system, is considered as the worst case scenario in
the system fuzzy load is found using (8-10). The break points of our example. h z z y sets are used to discriminate between dif-
the generation possibility distributions are given in Table 2. For ferent values of power generation within its permissible range
the sake of comparison, in Table 2 we have included the power inside each subproblem to reflect emission requirements (Fig.
generation corresponding to the fixed range of load values Pi1) 6). The objective function (minimum operation cost) is treated
82
as another constraint corresponding to the fuzzy membership in
Fig. 5. The power generation break points are given in Table
3. The power generation cost in this case is $7736.20/h which is
higher than $6149.57/h for the first two cases. The power gen-
eration cost for Test case 3 is a compromise between minimum
generation cost given by the f i s t two test cases,and the cost of
minimum emission dispatch which is $8424.62/h.
The inclusionof emission control is critical in high pollution
regions such as the Los Angeles County, where the emission
control is treated as a dispatch objective.
Table 3 Break points of power generation (pu)
for Test case.3
6. CONCLUSIONS
In majority of cases, the available data may include a great
deal of uncertainty, which may be modeled suitably via fuzzy
sets. In this paper, trapezoidal possibility distributions are used
to model the uncertainty in system loads. The formulation for
the fuzzy OPF problem is considered with real power generation
and phase shifters as viable control options. The phase shifter
injection model is used which preserves the Y-bus symmetry
and maintains minimum memory requirements. Line flow lim-
its, contingency constrains and minimum emission are wnsid-
ered in the proposed formulation. It is concluded that the fuzzy
approach provides a smaller range of power generation and line
flow limits than that of the fixed range of loads. The proposed
fuzzy approach enables power system operators and planners to
operate the system more economically for a given range of loads,
while conflicting objectives such as minimum cost and minimum
emission dispatch are modeled easily by using fuzzy sets. The
fuzzy set approach can discriminate between different values of
variables within their operating ranges which may be difficult to
implement in conventional optimization techniques. As power
systems become more complex and more difficult to operate, the
merits of fuzzy set theory and other emerging technologies must
be explored to find more viable solutions, and assure proper
operation of power systems to meet security, economical and
environmental objectives.
ACKNOWLEDGEMENT
The authors would like to appreciate the financial support
provided by the Power Systems Laboratory at Illinois Institute
of Technology.
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APPENDIX
The idea of fuzzifying a variable is to replace the concept
that a variable has a precise value by the fuzzy concept indicat-
ing that a variable has a degree of membership assigned to each
possible value of the variable. In this paper the term possibility
distribution refers to the mapping of a set X to [0,1]. We will
represent the possibility distribution by its break-point values
(i.e.,xl, x2, x3, x4), as shown in Fig. A. The minimization of a
fuzzy variable X , given in Fig. A, is translated into the min-
imization of its distance from the p,y axis. It is shown in [24]
that the distance is given as,
where B1 and Bz are areas given in Fig. A. For the fuzzy variable
X in Fig. A, the distance given by ( A . l ) is computed as,
83
21 + 52 + 23 + 54
(‘4.2)
4
Th
Fig. A1 Possibility distribution of a fuzzy variable
BIOGRAPHIES
K.H. Abdul-Rahman was born on June 2nd, 1964 in Jordan.
He received his BS and MS degrees in Electrical Engineering
from Kuwait University in 1986 and 1990, respectively. He is
currently a Ph.D. student in the Electrical and Computer En-
gineering Department at Illinois Institute of Technology. His
research interests include optimization and control of power sys-
tems.
S.M. Shahidehpour is the Associate Dean of Engineering for
Research and Graduate Studies and Professor of Electrical and
Computer Engineering at Illinois Institute of Technology. He
was the recipient of 1993 Edison Electric Institute’s Power Engi-
neering Educator Award. Dr. Shahidehpour was Vice Chairman
of the 1992 IEEE Systems, Man,and Cybernetics Conference,
and Associate Director (1985-1993) of the American Power Con-
ference.
84
Discussion
Xiaobong Guan (Consultant), W.-E. Edwin Liu and Alex D.
Papalexopoulos (Pacific Gas and Electric Company) The authors
have presented an interesting paper on OPF applications with
uncertain constraints, and should be commended for applying the
fuzzy optimization method to this area We agree that this method
may have some potential in modeling the uncertainties encountered
in power systems We would appreciate the authors' comments on
the following issues
1 In the paper, the membership function for real loads is equal to
1 between PA2)and P j 3 ) as shown in Fig 3 However, it is
reasonable to assume that the OPF solution would gravitate
toward satisfjmg Pjz),since the lower the load, the lower the
total cost will be In other words, the OPF solution would be at
the lower load if the load variable can be shedded without
penalty Therefore, a triangle function, instead of a trapezoidal
function, may be more appropriate as a membership function for
real loads
2. Based on our understanding of fuzzy decision problems, the
decision variables are generally defuzzified. When a decision is
made, the actions should be crisp although the environment may
be fuzzy. For the OPF problem described in the paper, the
decision variables are the outputs of generators and phase
shifters. In practice, these variables are usually measured and
controlled in a power system. Could the authors explain why
these variables are considered fuzzy in the paper? In a S i a r
development, the discussers have decided to use this method to
model only the limits of transmission lines. We will eventually
expand the fuzzy formulation to include other uncertain
constraints. However, we felt that decision variables such as
generator outputs should not be fuzzified.
3. In a practical OPF problem, the cost hnction and constraints
are nonlinear. The problem considered in the paper is an
approximation with a linear cost function and linear constraints.
As presented in the paper, the method has been tested on the
IEEE 30 bus system. What problems do the authors foresee in
implementing a fuzzy OPF formulation on practical power
systems?
Manuscript received February 25. 1994
A.A. El-Keib and Xingwang Ma (Department of Electrical
Engineering, The University of Alabama, Tuscaloosa,
Alabama): W e congratulate the authors for an interesting
paper on static security in power system operation with
tiuzy real load conditions.W e would appreciate the authors'
comments on the following:
1. Equations (16) and (17) are used in consideration of the
emission constmn' t."bismi&esthedetemmn ' tionofthe
minimum and maximum emission-constrained
generations of the units, pa* and P#,-, important
but somewhat elusive. In addition, these values can also
vary with changes in loads and system configuration.
W e feel that, it may be better to adopt a membership
function similar to the one described in (19,i.e.,
where E, is the actual emission, & the best emission
level, and,E the maximum tolerable emission. I& and
,E are much easier to determine than Pa,- and
Pa,-.
2. As to the results presented in Tables 2 and 3, break
point values are obtained in terms of fuzzy real loads by
the proposed method. In power system operations, we
are more accustomed to crisp values. Would the authors
explain which of the four break point values should be
applied for control purposes, such as preventive
controls. in the fuzzy environment?
Again, the authors are wm mded for an excellent paper.
Manuscript received March , 1994.
(S.K. Joshi, A.Chandramouli, S.N.Singh and K.N. Srivastava, Indian
Institute ofTechnology,Kanpur. INDIA)The Authors are commendesd
for the interesting work on Fuzzy based static security operation of
power systems. We would appreciate the authols' comments on the
following:
1) It mms the authors have not considered the transmission losses
in the proposed formulation. If the losses are included, how would be
the possibility distribution of losses related to the possibility
distributions of real power generations and loads?
2) The possibility distribution maps the specific values of real power
generation ne well ne load to the membership values on the [0,1]
interval. Where are these membership values used in the formulation?
Why the authors considered trapezoidal distribution?This distribution
seems very simplistic for load uncertainties. Were any other
distributions considered?
3) The power balance constraint equation (9) needs more
substantiation. a) How can one say that the sum of generations for
each break point should be equal to the sum of the loads of the
corresponding break point? b) Is it not correct, as in equation (6), that
the power balance should be satisfied over all the break points rather
than individual break points? c) In view of this constraint (9), how can
the individual possibility distributions be determined for generator
buses? d) If losses were considered, how would they be incorporated?
4) In the case of numerical example . the break points of loads and
generators do not seem to satisfy the above power balance constraint
(9).Why is it so?
5) The authors have given emphasis on phase shifters, however the use
of variable series capacitors (FACTS) will be reasonable where no
approximation is required to maintain symmetry of Y-bus matrix.
6) What is the time required for this analysis in comparison with any
conventional approach?
Manuscript received April 4, 1994.

Vladimim Miranda, J. T. Saraiva (INESC, Porto, Portu-
gal): This paper is interesting in several ways, and we wish
to congratulate the authors for submitting it to the judg-
ment of the scientific community. This gives the opportu-
nity to discuss some basic assumptions behind the adop-
tion of fuzzy set techniques in Power System analysis, and
in this way clarify some matters still in the shade.
This discussion will be oriented in three directions:
establishing the meaning of the definition of uncertain
loads, in the fuzzy sense, challenging some assumptions
accepted in the paper as to the fuzzy behavior of the
variables, and questioning the mathematical model de-
rived.
If a load is defined by a fuzzy number, such a trape-
zoidal number like in Fig. 3 of the paper, this means that
every value between Pj’) and Pj4)is a possible value, i.e.,
a load value that may occur according to the expectation
of the planner that defined that fuzzy load. The interval
[PA’), PY)] represents the largest uncertainty range admit-
ted (to which a membership value of 0 is associated); the
interval [ PJ*), represents the narrowest uncertainty
range to which the planner is able to reduce the impreci-
sion in his definition of the load value (and therefore
receives a membership or possibility value of 1).
The fuzzy number may be therefore interpreted as a set
of continuously nested intervals, defining larger and larger
ranges of uncertainty, with decreasing membership or
possibility degree. At any level a,the associated interval
representation of the load means that any value within
that interval must be considered possible to happen (with
possibility a).This is why some arithmetic operations with
fuzzy sets may be viewed as an extension of interval
arithmetics.
When one defines several fuzzy loads in a Power Sys-
tem, this must have the interpretation that, at each and
every level a, all load scenarios, resulting from the com-
bination of all values within the uncertainty ranges de-
fined at level a,are possible and valid (this set of scenar-
ios results from the Cartesian product of the intervals at
level a defined for each load). Therefore, when defining a
dispatch policy in a fuzzy load environment, one must
accept that fuzzy generations will come as a result; fur-
thermore, these fuzzy generations must be such that, for
every possible load scenario, at level a,there must exist a
dispatch scenario (defined at the same level of possibility
a) with all constraint satisfied and with the dispatch
criterion met. In other words, we cannot have a possible
load scenario without having also a possible dispatch sce-
nario, and at least at the same degree of possibility.
The authors have repeatedly stated in the paper that
defining trapezoidal fuzzy loads would imply having trape-
zoidal generations and trapezoidal line flows. This may be
the case in some particular situations or systems, but it is
not possible to generalize this idea without specifying
clearly under which conditions this assumption holds. In
fact, under only very general assumptions, even if the
fuzzy loads are defined as trapezoidal, neither the genera-
tions nor the line flows are necessarily trapezoidal-this is
85
very easy to prove and it happens whenever limits in line
flows or in generations are reached.
Besides, the mathematical model described in equa-
tions (8) to (10) requires further research effort in order
to be validated as an acceptable approach to what may
happen in a real power system. Namely, it is not difficult
to build toy examples where the model leads to infeasibil-
ity, although obvious solutions may be detected by inspec-
tion.
The model actually leads to results whose consequences
the authors have correctly identified in their paper: it may
produce narrower possibility ranges than the ones ob-
tained with only studies for the min and max values of the
loads. However, this is not an advantage of any fuzzy
model: it derives from the approximations inherent to the
adoption of equations (8) to (10). Furthermore, previously
published examples [Al, A21 have shown that one of the
merits of a fuzzy load flow study is precisely to detect
larger possible ranges of values than the ones obtained by
performing only studies for the min and max values of the
loads.
Considerations similar to these have led us and other
colleagues to abandon the model proposed in [A31 and
replace it by the model described in [A4]. This latter
seems to be the only “correct” approach published, so far.
But we would be very interested in cooperating with the
authors in a research for the domains of applicability of
the approach implicit in equations (8) to (101, as it might
also lead to some rehabilitation of the model presented in
[A31.
In any case, the paper here discussed introduces a
modeling of phase shifters which deserves attention and
may possibly be added as an extension of the formulation
of the Fuzzy Optimal Power Flow in [A4].
We hope the authors may find an adequate frame and
set of assumptions (of course, more restricted those indi-
cated in their paper) for which their model may retain
some validity and also that the authors may accept our
friendly challenge for establishing some degree of cooper-
ation in this subject. In any case, the authors must be
commended for their attempt in trying to include (with
the help of the fuzzy set theory) qualitative aspects in
numerical models of power systems.
References
[All V. Miranda, M. A. Matos, J. T. Saraiva, “Fuzzy
Load Flow-New Algorithms Incorporating Uncer-
tain Generation and Load Representation,” 10th
PSCC, Graz, August 1990; in Proc. of the 10th
PSCC, Buttenvorths, London, 1990.
[A21 J. T. Saraiva, V. Miranda, M. A. Matos, “Genera-
tion and Load Uncertainties Incorporated in Load
Flow Studies,” Proc. of MELECON91 (IEEE s.8),
Ljubljana, Youg., May, 1991.
[A31 V. Miranda, J. T. Saraiva, “Fuzzy Modeling of
Power System Optimal Load Flow,” ZEEE Transac-
tions on Power Systems, Vol. 7, No. 2, May 1992.
86
[A41 J. T. Saraiva, V. Miranda, L. M. V. G. Pinto,
"Impact on Some Planning Decisions From a Fuzzy
Modeling of Power Systems," Proc. of 11th PICA,
Scottsdale, Arizona, May 1993; to be published in
IEEE Trans. on Power Systems.
Manuscript received May '17, 1994.
K.H. A b d u l - R a h m a n and S.M. Shahidehpour- We thank
the respective discussers for their interest in our paper and their
valuable comments. In the following, we respond to their com-
ments.
Miranda and Saraiva
In maintaining the economic dispatch, we assume phase
shifters are utilized for alleviating overflows in the case of
contingencies. If phase shifters do not provide an adequate
control, generators will be adjusted as well which will af-
fect the economic dispatch, and other alternatives such as
load shedding will be considered if previous preventive con-
trol actions fail to provide proper margins for static secu-
rity. The key assumption in our study is that phase shifters
would be capable of providing the adequate margin within
the given range of loads, and since line flows are specified as
a linear function of loads, line flows will increase as we in-
crease loads. Hence, as we use trapezoidal possibility distri-
bution for loads, the real power generation will also be rep-
resented with a trapezoidal distribution function. In case
phase shifters cannot provide the adequate margin, then we
have t o consider more expensive options such as the redis-
patch of power generation as a preventive control means
[Al-A4], which may violate our assumption of trapezoidal
membership function for line flows, power generations and
other variables.
As stated in the paper, the adoption of a fuzzy model for
representing load possibilities in an uncertain environment
will lead to a fuzzy representation for the range control
variables which will help power system planners minimize
the risk of overestimating resources for the operation of a
large power system. It would be rather inconceivable that
the outcome of fuzzy OPF for minimizing the possible range
of control variables would result in a larger range than that
of the crisp model.
El - Keib and M a
1. In our approach, the bus power generation P '" is deter-
mined by the minimum emission dispatch reqEirement; in
this regard, the heat rate curve of individual generators is
replaced by the corresponding emission curve of generating
units. Most studies consider emission as a quadratic func-
tion of power generation (i.e., similar to the heat rate curve
with different coefticients),where PF'" and P r =in Fig. 6
are the unit i generation limits.
Considering the respective discussers' equation for describ-
ing emission constraints is an interesting suggestion which
may be incorporated in our model knowing that the emis-
sion is a function of power generation. The difficulty with
incorporating the suggested model is that E, is a quadratic
function of power generation and may not be easily mod-
eled in conjunction with a piece-wise linear formulation of
the heat rate curve of generators.
2. In the operational planning of power systems, we are inter-
ested in being able to adjust control variables within a given
range of loads. In OPF calculations, if control variables are
not widely adjustable within the given range of loads, then
we have to consider other means of control for maintaining
static security. So the critical issue is to determine whether
the given range of controls is wide enough to accommodate
all possible values of load. The wider the range, the more
expensive the cost of power operation will be. The fuzzy
representation of loads will result in a conservative range
for variables with higher memberships and a wider range
with smaller memberships by minimizing the risk in the de-
cision making process. The exact value of control variables
will then be determined within the given range for a given
value of the load. Our earlier study was more specifically
related to determining the crisp value of control variables
for a given load value in a fuzzy environment [A].
Guan, Liu and Papalesopoulos
1. The proposed OPF solution for determining the range of
control variables uses four independent subproblems for break
points via the Dantzig-Wolfe decomposition. Since we are
not interested in a single OPF solution, the range that we
use for representing loads can be either trapezoidal or tri-
angular; however a triangular membership function is will
be a special form of the trapezoidal function.
2. Once we consider a fuzzy representation of loads, then all
system variables will have a fuzzy representation. As ex-
plained earlier, we consider a fuzzy (non-crisp) range of
values for loads and determine the corresponding range of
possibilities for control variables. However, as always for ev-
ery measured (crisp) value of load within the given range,
there will be a crisp set of control variables representing the
OPF solution.
3. As we increase the size of the power system, the number
of variables will naturally increase. Since we adopt the
Dantzig-Wolfe decomposition in our solution, within each
subproblem we will be dealing with a traditional approach
to OPF. Except for the additional computational require-
ments in the iterative process, there were no additional dif-
ficulties in applying the proposed method.
Joshi Chandramouli Singh and Srivastava
1. Since we were primarily concerned with the control aspect
of power systems, we did not incorporate MW losses in
our formulation. hrthermore, in a decoupled formulation,
losses are generally given as a function of bus voltage mag-
nitudes and are minimized by controlling the reactive power
flow [1416].
2. As line flows and power generation are linearly related to
loads, we consider four break points of the trapezoidal mem-
bership function to represent the possibilities of loads and
the corresponding control variables. The membership of
the solution is optimized by (18-20). Moreover, other mem-
bership functions may be used (e.g., triangular membership
function), while a triangular function remains to be a spe-

cial case of the trapezoidal function. Nonlinear membership
functions may be used alternatively but they will render the
final formulation to be very complicated and will no longer
be solved via linear programming.
3. Each break point of the load membership function serves
as an operating point which must satisfy the load balance
equation. It is stated in the paper that as long as the load
has a trapezoidal distribution function, the representation
of all variables will also have a trapezoidal distribution; this
assumption is valid while the corresponding sensitivity coef-
ficients of matrix S are positive and we are able to eliminate
line overloads by adjusting phase shifters. Accordingly, if
we know the break points for variables we will be able to
determine the possibility distribution for fuzzy variables.
4. The load possibility distribution are given in Table l a for
load buses with fuzzy representations. The assumption is
that the local loads at generator buses (see the standard
IEEE 30-bus system data in [B]) remain as crisp values and
therefore are not listed in Table la.
5. As discussers pointed out, the use of FACTS will provide
a versatile control over real power flow in power systems.
However at this time the use of FACTS in power systems
is not extensive which may be due to high implementation
costs. In many utilities, phase shifters are still being con-
sidered a viable option for real power flow control and OPF
studies.
87
6. We did not compare fuzzy set results with those of con-
ventional (e.g., deterministic, probabilistic) approaches, be-
cause the underlying assumptions are very different. Deter-
ministic approaches deal with situations were uncertainty
is not associated with system variables, while probabilistic
approaches assume uncertainties represented by probability
density functions and complex convolutions are likely to be
considered. Therefore, a direct comparison is not fair in
this situation. However, we believe that many of the exist-
ing methods in power systems can be enhanced with fuzzy
set methods, and shortcomings in modeling and analysis of
large scale power systems can be addresses by fuzzy sets.
[A] K.H. Abdul Rahman, S.M. Shahidehpour and M. Danesh-
dmst, ‘AI Approach to Optimal Var Control with h z y Reac-
tive Loads,’presented at the 1994 IEEE PES Winter Meeting,
New York, NY.
[B] 0. Alsac and B. Stott, ‘Optimal Load Flow with Steady-
State Security,’ IEEE Trans. on PAS, Vol. 93, No. 3, pp.
745-751, May 1974.
Manuscript received June 7, 1994.