96 IEEE Transactions on Power Systems, Vol. 14, No.

1, February 1999
A Review of Selected Optimal Power Ftow Literature to 1993
Part I: NonLinear and Quadratic Programming Approaches

James A. Momoh M. E. El-Hawary Ramababu Adapa

Department of Electrical Engineering Department of Electrical Engineering Power System Planning Division
Howard University, Technical University of Nova Scotia Electric Power Research Inst.
Washington, D. C. 20059. Halifax, Nova Scotia, B3J 2x4 Palo Alto, CA 94303

ABSTRACT: The paper presents a review of literature on
optimal power flow tracing progress in this area over the past
three decades. Part I deals with the application of nonlinear
and quadratic programming.
Keywords: Optimal Power Flow (OPF), Optimization in
electric power networks.
I. INTRODUCTION
The application of optimization techniques to power
system planning and operation problems has been an area of
active research in the recent past. Optimal power flow
(OPF) is a generic term that describes a broad class of
problems in which we seek to optimize a specific objective
function while satisfying constraints dictated by operational
and physical particulars of the electric network.
Conventional OPF formulations aim to minimize the
operating cost of thermal resources subject to satisfying
constraints represented by bus active and reactive power
balances in terms of voltages and phase angles.
A wide variety of optimization techniques has been
applied to solving OPF problems. The techniques can be
classified as:
1. nonlinear programming (NLP),
2. quadratic programming (QP),
3. Newton-based solution of optimality conditions,
4. linear programming (LP),
5. hybrid versions of linear programming and integer
programming, and
6. interior point methods.
Category I . Non-Linear Programming (NLP)
Nonlinear programming (NLP) deals with problems
involving nonlinear objective and constraint functions. The
constraints may consist of equality and/or inequality
formulations. The inequality can be specified by being
bounded both above and below.
PE-337-PWRS-0-04-1998 A paper recommended and approved by
the IEEE Power System Analysis, Computing and Economics
Committee of the IEEE Power Engineering Society for publication in the
IEEE Transactions on Power Systems Manuscript submitted
December 31, 1997, made available for printing April 24, 1998
Several methods such as Sequential Unconstrained
Minimization Technique (SUMT), Lagrange multiplier
based and the MINOS augmented concept have been used to
solve OPF problems of Category 3. This class assumes non-
linear objectives and constraints. A survey of most
commonly found applications revealed that about 8% of
OPF formulations employed general purpose packages
applied for both real-time on-line and off-line operational
problems.
Category 2. Quadratic Programming (QP)
Quadratic programming is a special form of nonlinear
programming whose objective function is quadratic with
linear constraints. Several QP methods in this category
(about 15%) have been used to solve OPF (loss, voltage
economic dispatch) type of problems. Quasi-Newton and
sensitivity-based methods have been employed for solving
real on-line OPF problems.
Category 3. Newton-Based Solutions
In this approach, the necessary conditions of optimality
commonly referred to as the Kuhn-Tucker conditions are
obtained. In general, these are nonlinear equations requiring
iterative methods of solution. The Newton method is
favoured for its quadratic convergence properties.
Categoly 4. Linear Progrmming(LP)
Linear programming treats problems with constraints
and objective function formulated in linear forms with non-
negative variables. The simplex method is known to be
quite effective for solving LP problems.
Approximately 25% of the papers reviewed solve the
OPF problems using LP based techniques. The most
commonly used technique is the revised simplex method.
The objective functions (voltage, loss, economic dispatch
and VAR) are linearized to enable an LP solution.
Category 5. Mired Integer Programming (MIP)
Mixed integer programming (MIP) is a particular type
of linear programming whose constraint equations involve
variables restricted to being integers. Integer programming,
and mixed integer programming, like nonlinear
programming are extremely demanding of computer
resources and the number of discrete variables is an

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important indicator of h
to solve.
Literature in this cal
and mixed integer prog
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an MIP problem will be
employs a mixture of linear
hniques to solve typical
97
and was shown to require less computation time when a
tolerance of 0.00 I was chosen.
Ln 1969, El Abaid and Jaimes [4] presented a general
formulation of the economic dispatch OPF problem. H~
used a nonlinear programming technique which employed
the Lagrange multiplier approach for handling inequality
constraints. This method was developed for real power and
voltage magnitude dispatch optimization and was tested on a
synthetic power system. This method did not use the load
flow as a constraint to the optimization process and used
acceleration factors to improve convergence.
In the same year (1969), Sasson [ 5 ] extended Dommel
and Tinney’s work [2] where he tried to improve
convergence of the Newton-based approach. This work
minimizes the cost of fuel and transmission line losses by
implementing a nonlinear programming technique which
employs the Powell and Fletcher-Powell algorithms. This
work checks convergence at every stage of the optimization
process. However, because the method is similar to the
Lagrange and Kuhn-Tucker methods, the issue of wandering
phenomena can mar the efficiency of the method. This
method was tested on the synthetic IEEE 30 bus system and
is limited by being incapable of handling more than two
constraints per node.
In 1970, Sasson [6] extended Tinney’s work [2], which
tried to increase convergence of a Newton-based approach.
This method minimizes the cost of fuel and transmission
losses. Convergence is checked at every stage of the
optimization and can be assured for large-scale power
systems. Because the method is similar to the Lagrange and
Kuhn Tucker methods, the issue of the wandering
phenomena can mar the efficiency of the method as in the
previous effort. To handle large-scale systems, a
decomposition technique may have to be adopted. However,
the Fletcher-Powell method depends on the Hessian matrix
which achieves a minimum at every stage.
In 1973, Sasson et al. [7] presented a combined Powell
and Fletcher-Powell method. The Powell method is used to
solve constrained optimization problems while the Fletcher-
Powell method is used to solve unconstrained optimization
problems. The method was tested using an IEEE 30-bus test
system and was solved on an IBM 7094 computer which
took two minutes to solve the 30-bus system. The number
of Fletcher-Powell steps required at each iterations for the
30 bus system was 161 and 10 iterations as compared to 488
steps and 14 iterations with the Hessian technique. If the
method is used on a continual basis for economic
dispatching at fixed intervals of time, the solution time
would be substantially reduced.
In 1974, Alsac and Stott [8] presented a nonlinear
programming approach which was based on a redwed
 98
gradlent method utilizing the Lagrange multiplier and
penalty-function techniques. This method minimizes the
cost of total active power generation problem and
incorporates steady state security and insecurity constraints.
The method was validated on the 30-bus E E E test system
and solved in 14.3 seconds. The use of steady-state security
constraints makes the optimal power flow calculation a
powerful and practical tool for system operation and design.
(Various outages andor contingency cases were evaluated
using this method). The correct choice of gradient step sizes
is crucial to the success of the algorithm.
Billinton and Sachdeva [9] presented a nonlinear
programming approach using the Powell and Fletcher-
Powell algorithm and included the penalty-factor approach.
The objectives considered by this merhod were real and
reactive active power losses and the cost of real and reactive
power dispatch. The method was illustrated on a synthetic
system based on a reduced model of the Saskatchewan
Power Corporation System. This algorithm handles mixed
hydro-thermal cost functions with linear hydro input cost
and nonlinear thermal input cost. Reactive optimization is
only suitable for pure hydro or pure thermal with one
inpudoutput cost function, while the real power optimization
may be better for mixed objectives.
Following the contributions of 1974, the next significant
contribution to the solution of the economic dispatch
objective came in 1977 by Barcelo et al. [ 101, who presented
a nonlinear programming optimization approach using a
complex Hessian matrix approximation (Diflex Hessian) for
exact real-time optimal dispatching with security
constraints. This method was designed for on-line operation
but can be applied to off-line optimal power flow problems.
Fundamental to the method is the new Hessian matrix
approximation, which preserves sparsity and saves
considerable computer core memory. The method
employed a sparse matrix elimination and optimization
including unique logic for inequality constraints switching
and was demonstrated on a practical 1200-bus system where
the results are comparable to a Newton power flow solution.
The results obtained from the method were compared with
the penalty-function method for straight economic
dispatching, and the author suggested that considerable
dollar savings were obtained.
In 1982, Housos and Irisam [ 1 1 ] presented a method
which employs a variable metric technique. The algorithm
employed sparsity coding to improve the Hessian matrix
instead of using the full Hessian, and was based on the
Broyden-Fletcher-Goldfarb-Shanno (BFGS) and Darion-
Fletcher-Powell (DFF) methods. This method was used to
solve power flow which makes it optimum and validated on
14 and 118 bus systems. The method was compared to well-
known methods; however, some convergence difficulties
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may occur with large scale Systems. The algorithm
performed well for small systems such as the 14-bus system
but failed to perform with the same accuracy for large scale
problems such as the 118 bus system or larger systems.
In 1982, Shoults and Sun [I21 presented an optimal
power flow problem which was based upon the real and
reactive (P/Q) decomposition algorithm. The P-Problem
involves the minimization of hourly production costs by
controlling generator rea! power outputs and tap setting on
phase shifting transformers. The Q-Problem involved the
minimization of real transmission losses by controlling
generator terminal voltages, transformer tap settings and
shunt capacitor/reactors. Both the P- and the Q-problems
include static security constraints such as bus voltage limits,
line flow capacity rating and generator reactive power
limits. The paper illustrated that if the combined problem
is solved, the results obtained would be d e same as those
obtained using the decomposed algorithm. A nonlinear
optimization strategy based upon the gradient method
employing the Sequential Unconstrained Minimization
Technique (SUMT) was developed. An outside-in penalty
function is defined (since the starting point is not required to
be feasible), to force the dependent functions to be feasible
at the optimal point. A 5-bus system was used to
demonstrate that the P- and Q-sub-problems have solutions.
This method has the capability of solving large systems such
as 1500 buses and 2500 transmission lines and was actually
tested on up to a practical 962 bus system. Different initial
starting points gave the same results and the practical 962-
bus system was solved in 46 seconds, and the 5-bus system
took 2.3 seconds. An initial starting point is necessary to
obtain a feasible solution and the method decomposes large
problems into smaller sub-problems and, hence, less
computation time is required. This method is useful for on-
line operation.
In the same year (1982), Divi and Kesavan [13]
presented a shifted penalty-function approach which
overcomes the ill-conditioning of the Hessian of the penalty-
function method of solving constrained nonlinear
programming problems. The method exploited a reduced
gradient concept and adapted Fletcher's Quasi-Newton
technique for optimization of shifted penalty functions
which further improves the convergence and accuracy. In
this method, the OPF variables were decomposed into an
independent set "x" which consists of the generator bus
vanables and a dependent set '.y" wlllch consists of the
load bus voltage variables and the equality constraints are
not included in the shifted penalty function but are used to
obtain the reduced gradient of the penalty function. The
method did not use the load flow as a constraint in the
problem formulation; however, the load flow was used to
eliminate Pg and Qg from the objective function by
 99

substituting the corresp iding Pg and Qg in terms of (S,V). validated. Sparsity programming techniques were not
The objective function as a scalar valued function and can employed in this method but can be employed to achieve
be either cost of fuel gt eration or transmission line losses, better results.
and the constraints use in this formulation were equality In 1987, Lin et al. [16] presented real-time economic
constraints which are I e load-demand equations and the dispatch method based on the penalty factor obtained from
inequality constraints a real and reactive power for both the base case solution. The method was validated on a 14-
load and generation an( voltage magnitude. The choice of bus system to demonstrate the features of the algorithm. A
the swing bus is critical 3 the solution of the problem. This
classical economic dispatch Lagrange multiplier approach
method was validated o three synthetic systems with an 1 1- by calculating the penalty factors was employed using a two
bus system being the I -gest. The method saves about 30 phase solution strategy. Phase 1 solved the initial problem
percent of the comput ional cost over standard penalty- and Phase 2 used the solution from Phase 1 as input. This
function methods. method does not employ contingency-constrained economic
In 1982, Talukdar t al. [ 141 presented a Quasi-Newton dispatch formulations and the load model formulated for this
(variable metric) methc for solving general NLP optimal approach is not linear and may be stochastic.
power flow problems. The method is attractive for the In 1989, Rehn et al. [17] presented a voltage
following reasons: (1) i can accommodate OPF constraints optimization algorithm using the Quasi-Newton method
in a straight forward ma ier, (2) it is robust and will attain a with the same convergence properties as the Han-Powell
feasible solution from 1 feasible initial starting points, and method. The method decides which constraints are active
(3) it appears to be verj ast. It is a nonlinear programming and which are not. This was limited in practice to a
method which overco es the deficiencies of penalty synthetic 41-bus system. An inferior estimate of the
functions and the diff ulties of calculating the Hessians Lagrange multiplier may lead to incorrect results. The
encountered in practice, {hich are often not positive definite authors have not made a comparative study, and the
but made positive defii e by replacing the Hessian by an sensitivity issue is not fully addressed. This method
approximation, which 5 always positive definite. This
contains a scheme for detecting infeasibility and the priority
method appears to t several times faster than its listing depends on heuristics which depends on the
competitors. This meth 1 finds an optimal solution by using operator’s experience. The work is compared with the GRG-
the Bema, Locke, and Nesterberg (BLW) decomposition 1 algorithm which has an extended repatriation strategy for
technique. A large loo( bus system is partitioned into small state and control variables and the GRG-2 algorithm which
systems and is capable .being handled on relatively small includes the second order information. The algorithm did
machines of 2-MB. his method was applied for the not include transformer taps in its formulation, and the
following objectives, lo! s, cost, and voltage deviation, and optimization scheme was not included with power flow as a
was limited to the 25. us system tested. OPF standard constraint. The method is capable of obtaining an optimal
power system variables ich as tie-line flows, phase shifting solution from an infeasible initial starting point.
transformer taps, and tr ismission lines security guidelines
are included in the OPF ormulation. This method is yet to In 1989, Habibollahzadeh et al. [I81 presented an
be tested on large syste s. Two small systems were tested algorithm which exploits Zoutendijk’s method for solving
using this method. T : first had 25 buses, 50 equality nonlinear optimization problems. The sparsity and the
constraints, and 28 ineq ility constraints and the second had embedded network structure of the constraints are utilized to
17 buses, 34 equalit constraints, and 20 inequality speed up the solution technique, and the method of parallel
constraints. Values of mvergence measured for different tangents is used to speed up the convergence of the
approximations of the jessian matrix were used in an nonlinear technique. This method is capable of obtaining an
attempt to check the -0bustness of the Quasi-Newton optimal solution starting with an infeasible initial starting
method. point and handling linear and nonlinear constraints. The
method was tested on 5-, 39-, and 118-bus systems. The
In 1986, Momo 1151 presented a nonlinear features of the method are: feasibility is obtained, and
programming technique vhich satisfies the extended Kuhn- optimization is performed in two stages. In stage 1
Tucker conditions (EK using a simplex-like algorithm, a optimization is achieved using the piece-wise linear
generalized sensitivity ethod using differentiation, and a approximation of the thermal production curves, and in
generalized sensitivity nethod using eigen-values. The stage 2, the nonlinear objective with quadratic
power system model en loyed was quadratic. This method approximation of production cost for the thermal plants is
was validated on a 1 ;-bus system. However, limited used to obtain further improvements. The method is capable
testing was done on tl algorithm. The accuracy of the of improving convergence from one stage to the other and
results obtained for the ystem studied was guaranteed and the CPU time of this method is reduced because of sparsity

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 100
coding. The authors claim that the method is better than
linear programming implementations; however, the CPU
time requirements increase with system size, and deviation
from the operating points may cause problems because
optimization is performed around this point.
In 1989, Ponrajah and Galiana [I91 presented a
continuation method (homotopy method) to solve nonlinear
programming optimization problems. This method was used
to solve a minimization of fuel cost function problem, which
has a quadratic objective function and linear constraints.
The method was tested on 6-, 10-,30-, 1 18-bus systems and
compared to MINOS 4.0. Ponrajah’s method is a bench
mark tool for research only, and the predictor corrector
technique it employed causes convergence problems in the
method. The authors claims that the method is faster than
methods that rely on heuristics and methods that track
infeasibility. This method can handle load variations and
sensitivities.
111. QUADRATIC PROGRAMMING CATEGORY
In 1973, Reid and Hasdorf [20] presented a quadratic
programming method to solve QPF problems. The method
employs Wolfe’s algorithm specialized to solve the
economic dispatch problem which does not require penalty
factors or the determination of the gradient step size. The
method was developed purely for research purposes;
therefore, the model used is limited and employs the
classical economic dispatch with voltage, real, and reactive
power as constraints. This method did not use discrete
components and was tested on 5-,14-,30-57- and 118-bus
systems. The CPU time required was very reasonable;
however, the time increased as the system size increased.
Convergence is very fast and does not depend upon the
selection of gradient step size or penalty factors. The
method did not integrate the power flow as constraint and
economic dispatch; therefore, they have to be solved
separately, which can affect the CPU time required.
fwother significant contribution in 1974 was presented
by Wollenberg and Stadlin [21] where two optimization
processes for solving the economic dispatch objective were
compared. The two methods are based on the Dantzig-
Wolfe algorithm and quadratic formulations. The proposed
method is capabIe of handling practical components of a
power system and the optimization routine is attached to the
power flow with no area interchange. Optimally ordered
sparsity programmed matrix solution techniques are
implemented. This makes the method reliable and produces
acceptable results, and a real-time solution is achieved. This
method is easily adaptable to other optimization routines
and was tested on a practical 247-bus system. The method
solves contingency constrained economic dispatch
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objectives and serves as one of the pioneering works of the
decomposition algotithm for economic dispatch.
In 1981, Giras et al. [221 presented a quadratic
programming approach which employs a Quasi-Newton
technique based on the Han-Powell algorithm. The method
employs a decomposition technique based on the Bema,
Locke, Westberg (BLW) decomposition. This algorithm
provides a solution even from an infeasible initial starting
point; however, it was tested on small synthetic systems,
The method appears to be fast because of its power flow
super linear convergence qualities. The method converges
rapidly for small-scale problems; however the convergence
criteria do not seem to be practical. More rigorous tests
need to be conducted before the method will be of
production grade quality.
In 1982, Burchett et al. [23] presented a quadratic
programming method which solves four objective functions
including fuel cost, active and reactive losses, and new shunt
capacitors. The method is compared with an older
algorithm which uses an augmented Lagrangian to
demonstrate the advantages of run time and the robustness
of the new method. The algorithm and the accompanying
software were claimed to be a technology break through,
since the method is capable of solving up to 2000 buses on
large mainframe computers with a computation time of five
minutes. The method is capable of obtaining a feasible
solution from an infeasible starting point and creates a
sequence of quadratic programs which converge to the
optimal solution of the original nonlinear problem. The
method was tested on four systems including 350-buses; a
real time model for a Northeastem utility representing peak
load for summer 1982- 1100 buses; a multi-area planning
model for an Eastem p l of utility companies, 1600 buses;
a 1983 summer peak planning model for a Western utility
1990 buses; a 1988 long-range planning model for another
Northeastem utility. For comparison, OPF solutions for the
above systems are computed using two solution methods.
The furst is the new method using the exact second
derivatives and the second method uses an augmented
Lagrangian. The second method solves a sequence of sub-
problems with a modified objective and is based wholly on
the first derivative information.
The method is capable of obtaining a feasible solution
even if power flow divergence is obtained, and the
optimization method used was MINOS. The method is,
however, weakened by the inability to decide which
constraints come in and which do not come-in the active set.
Formulation of the economic dispatch QPF problem in the
method is much more complex than the classical economic
dispatch problem and convergence requirements of very
tight mismatch value for known data and loose mismatch
 101

value for little know data. This method can obtain Different initial starting points were used and an optimal
different VARs and car void voltage collapse. solution was obtained. Constrained economic dispatch is
not handled by the method, but the algorithm can be easily
In 1982, Aoki an Satoh [241 presented an efficient
extended to do so and different variational studies of load
method to solve the e nomic dispatch problem with DC
and generation not performed for the method.
load flow type networ security constraints. This method
employs a simplex approach parametric quadratic In 1984, Burchett et al. [27] presented a modification of
programming (PQP) n hod to overcome the problem of his work of 1982, which solves four objective functions
dealing with transmisi In losses as a quadratic form of including fuel cost, active and reactive losses and new shunt
generator outputs. T method also employs an upper capacitors. The method was compared with an older
bounding and relaxati I of constraints technique. This algorithm which uses an augmented Lagrangian to
method compares well rith AC load flow algorithms, and demonstrate the advantages of run time and the robustness
the DC load flow is us( to reduce the computational effort of the new method. The method was capable of obtaining a
of the technique, mak g the method applicable to large feasible solution from an infeasible starting point by
systems. The constrain employed are generation limits, an creating a sequence of quadratic programs which converge
approximation of the C load flow, branch flow limits, and to the optimal solution of the original nonlinear problem.
transmission line losse However, because of the many Sparsity coding techniques are used in this approach and the
large bounded variable! 3 pointer is employed to reduce the method converges quadratically. Burchett's method was
number of variables t the number of generators. This tested on four systems including 350-buses: a real-time
method was tested ainst several other well-known model for a northeastern utility representing peak load for
methods and validated )n a non-practical 10-bus system. summer 1982, I 100-buses; a multi-area planning model for
CPU time of 0.2- 0.4 conds were obtained for all cases an Eastern US pool of utility companies, a 1600-buses; a
studied. This is a resea h grade tool. 1983 summer peak planning model for a western utility, and
a 1990-buses: A 1988 long range planning model for another
In 1983, Contaxis al. [25] presented a method which
northeastern utility. This method is capable of obtaining a
solves the optimal pow flow problem by decomposing the
feasible solution even if power flow divergence is obtained.
problem into two sub- oblems, a real and a reactive sub
The optimization method used was MINOS and has the
problem. The OPF pi )lem is formulated as a nonlinear
flexibility of capacitor bank addition to handle the non-
constrained optimizat I problem, recognizing system
convergent power flow problem.
losses, operating limit on the generation units, and line
security limits. The re sub-problem solves the economic In 1986, El-Kady et al. [28] presented a proposal which
dispatch-cost function d the reactive sub problem solves solves the OPF problem for voltage control using a
the cost function with i ,pect to the slack bus, and the two Quadratic programming algorithm. The method was applied
sub-problems combinl solve the economic dispatch to the Ontario Hydro Power System and was based on the
objective with constr its. This method employs an variation of the total system load over a 24-hour period. A
optimization technique lled Beale's method, which is used General Electric version 2.4 OPF package based on a
for solving quadratic F lgramming with linear constraints. sequence of quadratic OPF sub-problems was used and the
Efficiency of this meth I is guaranteed by solving the real method was implemented using a VAX 11/780 computer.
sub-problem and using i s result as input to the other sub- This method was tested on a 380-bus, 65-generator, 550-
problem until the full f lblem is solved. The results of the line, and 85-transformer system and was aimed at
method was demonstr: d on a 27-bus system where the developing and maintaining the voltage below a specified
system losses were coi luted by using the bus impedance upper limit. The constraints included tap changers, real and
matrix which, in tum, s used to calculate the B-matrix reactive generation, transformer taps. The method was also
through enhancing the I z d of computation. tested on a 1079-bus system on an IBM 3081 mainframe
computer to determine the expected run time for larger
In the same year (1 13), Talukdar et al. [26] presented a
machines. This Quasi-Newton method solved the 1079 bus
quadratic programmini method which employs the Han-
system in seven minutes and five seconds, while the direct
Powell algorithm. Tk method uses Bema, Locke, and
method solved it in two minutes and 16 seconds.
Westerberg (BLW) :hnique which is a field in
decomposition and pari el programming. The method was In 1987, Aoki et al. [29] presented a method which is an
validated on practical : e hypothetical systems of 550 and efficient, practical and definitive algorithm for dealing with
1 1 10 buses, and can be sed to solve systems of 2000 buses constrained load flow (CLF) problems. The method has a
or greater. The method formulation reduces the problem to procedure for control variable adjustment, and the CFL
a quadratic programmi ; form; however, the process of problem is treated as a sequence of nonlinear oroerammine
step-size selection is nc fully accomplished in the method. problems. A Quasi-Quadratic programming problem

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 102
fomulatlon is employed. The algorithm satisfies nonlinear
constraints and the MINOS technique is used. This method
was tested on a 135-bus real-scale system of the Chougoku
Electric Power Company. This method’s constraints in order
of priority are reactive power, voltage magnitude, and
transformer tap ratios and employs a predetermined priority
order of bringing in the Q’s as they affect the objective
function. This involves more controls to handle the control
load flow problem; however, checks are made at each stage
of the algorithm to ensure that controls are satisfied in terms
of priority. This method was compared in terms of
efficiency to other algorithms where it looks at the control
variables, finds the sensitivities of these controls and
compares them. The method has a step-size approach to
ensure convergence. If controls are not well-adjusted,
divergence may occur; however, the proper step size of the
method may be difficult to obtain. The adjustment scheme
of the method is based on the direction of the Lagrange
multiplier.
In 1989, Papalexopoulos et al. [30] presented a paper
which illustrates that (1) properly implemented second-
order OPF solution methods are robust with respect to
different starting points and (2) the decoupled OPF solution
is expected to be almost as accurate as the full OPF solution.
Approximations in the model formulation can be concluded,
and exhaustive studies of a second-order OPF solution
method were conducted using a 1500-bus Pacific Gas and
Electric system. The objective of the paper was to
demonstrate the sensitivity of OPF results. The method
evaluated the effects of different initial starting points to test
the robustness of the OPF due to the non-convex nature of
the problem which is important in an EMS environment.
The second order method developed by Burchett and Happ
was used. It was concluded that the decoupled problem is
good for large problems and the method improves
computation times by three to four fold. The authors
suggest that load modeling does not have a great effect on
the final results and a constraint relaxation technique is
implemented in the method. The use of state estimation is
found to be an important action and a determination
criterion to obtain large mismatch was used to find the OPF
result. Decoupling of the problem improves the
computational burden for large problems and allows for the
use of various optimization cycles for the sub-problems.
The method was tested on a practical 1549-bus system,
20 perCCnl O f WIllch were l 7 ‘ busos whriro summer peak,
partial peak and off-peak cases and winter peak cases were
studied. Loss and cost minimization studies were performed
specifically for three issues. They were: sensitivity of OPF
solutions with respect to starting points used in the solution,
accuracy of the activeheactive decoupled approach to OPF
solution, and effects of discretization of transformer taps on
the OPF solution.
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It can be concluded that NLP has high accuary, but ~ Q O G
convergence for large systems. Quasi-Newton methods are
inferior in performance to sparse Newton (and other
Hessian) methods. They are inefficient on large sparse
systems and now completely superceded. SUMT methods
are known to exhibt numerical difficulties when the penalty
factors they generate become inordinately large. They are
also now completely superceded.
CONCLUSIONS
This paper is Part I of the review of some optimization
techniques that were applied to the optimal power flow
problem and emphasized the diversity of formulations and
the breadth of the scope of problems considered. This
presents the nonlinear optimization techniques, while other
approaches are presented in part I1 of the paper.
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 104

ACKNOWLEDGMENTS 1981; and his Ph.D in Electrical Engineering from the

University of Waterloo, Ontario, Canada in 1986.
The authors acknowledge EPRI for their funding and
Dr. Adapa joined the Power System Planning and
Operations program of the Electrical Systems Division of
support on this project. The authors would also like to
EPRI, Palo Alto, California in June 1989.F’rior to joining
acknowledge the Howard University CESaC staff for their
EPRI, he was a staff Engineer in the Systems Engineering
support.
department of McGraw-Edison, where he was involved in
BIOGRAPHIES several digital and analog studies performed for electric
utilities. At EPRI, he is managing the Electro-Magnetic
James A. Momoh (M’76-SM’89) received the B.S.E.E.
Transient Programs (EMTP) development and Maintenance
project, commercialization of Harmonic Analysis Software
degree from Howard University in 1975, the M.S.E.E.
(HARMFLO) endeavor, and several other EPRI/NSF funded
degree from Carnegie Mellon University in 1976, the M.S.
projects. His areas of interest include EMTP, Power System
in systems engineering from the University of Pennsylvania
Planning and Operations, WVDC Transmission, and
in 1980 and the Ph.D in Electrical Engineering from Howard
Harmonics.
University in 1983.
Dr. Momoh is chairman of the Electrical Engineering
department at Howard University and also the director of the
Center for Energy Systems and Controls. His current
research activities are concentrated in stability analysis,
system security and expert systems design for utility firms
and government agencies. In 1987, he received a National
Science Foundation Presidential Young Investigator Award.
He is the author of over hundred research publications.
Mohamed E. El-Hawary (S’ 68, M’72, SM’ 76, F 90), was
born in Egypt. He received a Bachelor of Engineering in
Electrical Engineering from the University of Alexandria,
Egypt, and a Ph.D. degree in Electrical Engineering from
the University of Alberta, Edmonton, Canada.
He has held academic and research appointments at the
University of Alexandria, the University of Alberta, the
Graduate School of Engineering at the Federal University of
Rio de Janeiro (COPPE), Memorial University of
Newfoundland, and the Technical University of Nova Scotia
where he is presently a Professor of Electrical Engineering.
Dr. El-Hawary’s research interests are in power system
economics and computational methods in power systems
engineering. He has authored or coauthored over 80 research
publications and is author of a number of books including
Optimal Economic Operation of Electric Power Systems,
with G.S. Christensen, Academic Press, Electric Power
System Design and Analvsis, Principles of Electric
Machines with Power Electronic Applications, Control
Svstem Engineering, all with Prentice-Hall.
He has served IEEE in many capacities both at the
Section, Canadian Region, and Technical Society levels. He
is a Fellow both of IEEE and the Engineering Institute of
Canada and is a Past President of the Canadian Society for
Electrical Engineering.

Ramababu Adapa (S181,M86, SM90) received his B.S. in

Electrical Engineering from Jawahalal Nehru Technology
University, Kakinada, India in 1979. He obtained his M.S.
from the Indian Institute of Technology, Kampur, India in

Authorized licensed use limited to: UNIV ESTADUAL PAULISTA JULIO DE MESQUITA FILHO. Downloaded on April 07,2022 at 15:11:44 UTC from IEEE Xplore. Restrictions apply.