Paper accepted for prescntation at PPT 2001

2001 IEEE Porto Power Tech Conference

IOth -13'h Scptcmber, Porto, Portugal

An LP-Based Optimal Power Flow for

Transmission Losses and Generator Reactive
Margins Minimization
E. Lobato, L. Rouco, Member ZEEE, M. I. Navarrete, R. Casanova and G. Lopez

Abstract--This paper describes a mixed-integer linear
programming optimal power flow. The objective function consists
of minimizing transmission losses and generator reactive outputs.
The problem constraints are the power flow equations and the
bounds of the power system variables (generator reactive outputs,
bus voltages, transformer taps and branch power flows). The
proposed method is an iterative process that linearizes in each
iteration both the objective function and the constraints. In
addition, the objective function is represented by a set of tangent
cuts. The discrete nature of shunt reactors and capacitors is
modeled by integer variables. The performance of the method is
illustrated in an actual scenario of the Spanish power system.
Index Terms--Optimal power flow, linear programming,
reactive power dispatch.
I. INTRODUCTION
An Optimal Power Flow (OPF) program determines the
settings of the selected control variables to achieve an optimal
steady-state operation of a power system. An optimal power
flow program has to solve an optimization problem where the
objective function, equality and inequality constraints are non-
linear [ 11.
Two basic approaches have been presented in the literature
over the years to solve the optimal power flow problem [2].
The Linear Programming (LP) approach transforms the non-
linear optimization problem into an iterative algorithm that in
each iteration solves a linear optimization problem resulting
from linearizing both the objective function and constrains [3-
61. The Non-Linear Programming (NLP) approach consists of
obtaining the Karush-Kuhn-Tacker (KKT) optimality
conditions of the non-linear optimization problem and solving
them by different methods.
The value of LP approach was mainly the capability to deal
with the inequality constraints. The LP approach also works
quite well in case of separable objective functions such as the
minimization of the total generation costs. However, when a
E. Lobato (e-mail: Enrique.Lobato@iit.upco.es) and L. Rouco (e-mail:
Luis.Rouco@iit.upco.es) are with the School of Engineering of Universidad
Pontificia Cornillas, C/Alberto Aguilera, 23,28015 Madrid, Spain.
M. I. Navarrete and R. Casanova are with INDRA SSI, CNellzquez, 132,
28002 Madrid, Spain.
G. L6pez is with Red Electrica de Espafia, P. Conde de 10s Gaitanes, 177,
La Moraleja, 28019 Madrid, Spain.
non-separable objective function arises (such as the
minimization of the transmission losses), the implementation
of the algorithm should be very careful to obtain a solution [3].
The NLP approach based on the solution by the Newton
method of the KKT conditions corresponding to the equality
constraints exhibits difficulties when dealing with the
inequality constraints. However, the ability of interior point
methods to deal with the inequality constraints has favored the
use and further developments of the NLP approach [7].
LP approaches are still attractive due to their capability to
consider integer variables using mixed linear-integer
programming techniques. In addition, the representation of
contingencies is much easier in terms of the sensitivities of the
power flow equations.
This paper presents an LP-based OPF for transmission
losses minimization using as control variables the generator
voltages, the transformer taps and the shunt reactors and
capacitors. It is intended to overcome the constraints of current
LP-based OPF algorithms. The main problem of the current
algorithms is the loss of accuracy of the linear approximation
of the objective function when the changes of the control
variables are not small enough. An attempt to address this
issue consists of imposing limits to the deviation of control
variables [3]. Although this approach solves the problem, the
convergence of the algorithm becomes very slow. The LP-
based OPF proposed in this paper improves the accuracy of
the linear approximation of the objective function. The
objective function is approximated by a piecewise linear
function determined iteratively by adding a tangent cut in each
iteration.
Many numerical experiments have indicated that this
function has a very plain shape in the proximity of the
optimum. Therefore, very similar values of losses can be
obtained with different settings of the control variables. A
practical solution of the OPF problem also requires the
minimization of the generator reactive outputs. Hence, the
generator reactive margins have been included in the objective
function.
The LP-based OPF described in this paper is part of a
program to analyze and solve power system constraints in the
Spanish electricity market, designed for Red ElCctrica de
Espaiia, the Spanish System Operator [SI. The OPF
optimization is performed after off-line generators have been'
connected to solve power system constraints. The OPF

0-7803-7139-9/01/$10.0002001 IEEE
algorithm determines the settings of the control variables to
minimize transmission losses and generator reactive outputs in
the Spanish power system. The LP-based OPF proposed in this
paper can also be used to determine the off-line generators that
have to be connected to solve the power system constraints,
both in normal and abnormal conditions. ,
The paper is organized as follows. Section I1 provides an
overview of the algorithm. Section I11 describes the piecewise
linear approximation of the objective function. Section IV
contains the mathematical formulation of the algorithm.
Implementation details are given in Section V. Section VI
111. PIECEWISE LINEAR APPROXIMATION
OF THE OBJECTIVE
FUNCTION
Fig. 2 illustrates how the piecewise approximation of the
objective function is built. Let O F ( X ) be the objective
finction and X the problem variables. At the j iteration a new
tangent cut with the current solution X j - ] is added, and the
optimization repeated to obtain the new optimum value of the
objective function Z j and the problem variables X i :

[z]
Z j = minOF(X)
X
presents results of the proposed algorithm. Finally, Section VI1
contains the conclusions of the paper. O F ( X ) 2 OF(X,) + , (X- X,)
XO
11. OVERVIEW OF THE ALGORITHM
Fig. 1 depicts a flowchart of the proposed algorithm. The
algorithm starts from an initial solution of the power flow
problem. The optimization is performed in two iterative loops. The objective function is said to be approximated with
The inner loop determines the piecewise approximation of the enough accuracy if the difference between the optimum Z j ,
objective function. It adds one tangent cut in each iteration
located on the intersection of two tangent cuts or on a tangent
until the objective function is approximated with enough
accuracy. Section I11 details the algorithm to build the cut, and the objective function O F ( X j ) , is within the
piecewise linear. approximation of the objective function. The specified threshold E, :

1'"
outer loop obtains the power flow solution corresponding to
the new values of the control variables and checks the
improvement of the objective function. If the improvement of
the objective function is greater than the selected threshold, the
1 Z j -O F ( X j )
OF(Xj)
The described process is valid as long as the objective is a
constraints are updated and the process starts again. Limits on
convex function in the domain of the problem variables
the changes of the control variables are imposed in the
optimization program since the linearized power flow [ X m i n 9 Xmax 1.
equations are only valid over a small region around the current
operating point. OBJECT1
FUNCTK

INITIAL POWER FLOW SOLUTION

+
ADD TANGENT CUT OF THE
I I
I I

l '
SOLVE OPTIMIZATION PROBLEM AND OBTAIN CONTROL VARIABLES
I
%in 1' &? ' PROBLEM
VARIABLES

Fig. 2: Approximation of the objective function by tangent cuts

Iv. MATHEMATICAL FORMULATION

OF THE ALGORITHM

I
J.""
SOLVEAC POWER FLOW I
A. Objectivefunction
The objective hnction contains two terms: the transmission
losses term and the generator reactive margins term.
Mathematically, it is formulated as follows:

(3)
p
J
k
r where PL is the transmission losses term, RM, is the reactive
Fig. 1: Flowchart of the iterative optimal power flow
margin of generator g and p is the weighting factor of the controlling the voltage at the same bus i and SilcAis the
reactive margin terms. The PL term is a function of the bus sensitivity of voltage at bus i with respect to the control action
voltages y , bus angles 8, and transformer taps q . Being CA.
Q, the reactive power output and Q,"" the maximum reactive
v. WPLEMENTATION
output of generator g ,the reactive margin of g is defined as:
The algorithm described in this paper has been coded in C
2 language. The optimization is performed using the CPLEX
(4) optimization software with mixed integer programming. The
interface of the tool has been programmed with the IlogViews
The objective function defined in (3) is a convex function, graphic builder package.
and thus can be minimized using the tangent cuts outlined in
Section III. In order to increase convergence speed, at each VI. RESULTS
iteration j one tangent cut is added for each term of the The performance of the algorithm is illustrated considering
objective function (instead of a single cut for the total an hourly scenario of the operation of the Spanish power
objective function): system (February 2nd2000 at 19:OO). The power system model
includes representations of the French, Portuguese and
Moroccan systems. The whole model contains 1243 buses, 479
generators and 1811 branches. The control elements to be
adjusted consist of 280 generators, 100 transformers and 44
shunt reactors and capacitors. The optimization program has
6949 variables, 8657 constraints and 35377 non-zero
elements. The total load of the Spanish system is 24696 M W .
,
800
8 790

B. Constraints
g 770
The power system constraints of the problem are the ./----._.
coupled linearized power flow equations: .-g 760
E 750
f 740
1 2 3 4 5 6 7
(7) Iteration number

Linear approximation -Piecewise linear aproximation

and the limits of the problem variables: Fig. 3: Comparison of the transmission losses througout the outer iterative

yminI v; I ymm process.

I T, I qmm z 71 I

QF IQg I Qg""
-4'""I F, I F,""
where F, is branch ! power flow. The status of a shunt I
reactor or capacitor with susceptance B,, located at node i is
] ] 5z ;
1 2 3 4 5 6 7
modeled by the binary variable 6,h : Iteration number

-. -.-Linear approximation -Piecewise-linearapproximation

AQi =(S,,-6,O,)-BS, .(Fa))' (10)
Additional constraints are needed to assure that elements Fig. 4: Comparison of the total generator reactive margins througout the outer
iterative process.
controlling the same bus voltage move coherently:
'(CA1 -CA,O)=SilcA, .(CA, -CA:) (11) Fig. 3 and Fig. 4 compare the performance of the proposed
algorithm that approximates the objective function by a
In (1 1) CA, and CA, represent control actions (generator piecewise linear function, with respect to an algorithm that
voltages, transformer taps or shunt reactors and capacitors) only considers a single linear approximation of the objective
function. The optimization has been performed with a
weighting factor of the generator reactive margins of p =0.01.
The transmission losses and the reactive margins are compared
throughout the outer iterative process. The proposed algorithm
exhibits better performance than the one with a single linear
approximation of the objective function: the number of
iterations is smaller and the numerical oscillation around the
solution is avoided.
The number of linear cuts added in each iteration of the
inner loop, for the transmission losses term and for each
reactive margin term in the objective function, is shown in Fig.
5. Four cuts are initially added for the reactive margin of each
generator g , which correspond to values of reactive output of
Qg"" , Qg"" / 2 , Qrin/ 2 and Qrin.Thus, the number of
iterations of the inner loop is highly reduced. The results of
Fig. 5 have been obtained for a convegence threshold E , of
1%. It should be noted that the number of tangent cuts remains
almost constant throughout the iterative process.
1 2 3
Iteration
&%I Linear cuts of the transmission losses term
rn Linear cuts of the generator reactive margins terms
Fig 5 . Number of linear cuts added in each iteration.
The weighting factor of the total generator reactive margins
in the objective function has to be provided by the user. An
adequate value of the parameter has been determined running a
number of cases using different values of it. Fig. 6 shows the
variation of- the transmission losses and the total generator
reactive margins for different values of weighting factor (0,
0.01, 0.1 and 1). The optimal transmission losses increase
slightly when the weighting factor is also increased, whereas
the total generator reactive margins decrease. Fig. 6 suggests
an optimal value of the weighting factor p of 0.01.
r 780 , ~ I 10 I
I- 0
0 0,Ol 0,l 1
Weighting Factor
-Transmission Losses (MW)
-- --Total Generator Reactive Margins (pu)
<
An efficient behavior of the OPF proposed in the paper has
been proven in the solution of seasonal scenarios of the
operation of the Spanish power system, with different loading
conditions. Fig. 7 and Fig. 8 compare the variation of
transmission losses and total generator reactive margins in the
optimization of a summer scenario (June Sth 2000 at 12:00),
with a total demand of the Spanish system of 25260 MW, with
the winter scenario described previously (February 2"d 2000 at
19:OO). The behavior of the algorithm is very similar in both
cases. The summer scenario requires four iterations instead of
three.
- 1100
U)
g 1000
U)
2
c 900
.-0U)
g 800
2
c 700
1 2 3 4
Iteration number
- .m - -June 8th 2000 --t February 2nd 2000
Fig. 7. Evolution of transmission losses optimization in different seasonal
scenarios.
1 2 3 4
Iteration number
- . .-June 8th 2000 --t February 2nd 2000
Fig. 8. Evolution of total generator reactive margins optimization in different
seasonal scenarios.
VII. CONCLUSIONS
The paper has presented a LP-based optimal power flow.
The objective function minimizes transmission losses and
generator reactive margins. The problem constraints are the
coupled linearized power flow equations and the system
variable limits. The proposed OPF models the discrete nature
of shunt reactors and capacitors with integer variables. A
piecewise linear approximation of the objective function is
built by adding iteratively a tangent cut in each iteration. The
LP-based OPF described in this paper is part of a program to
analyze and solve power system constraints in the Spanish
electricity market, designed for the Spanish System Operator.
The OPF optimization is performed after off-line generators
have been connected to solve power system constraints.
 VIII. ACKNOWLEGMENTS
The tool described in the paper has been developed under
the leadership of Red Electrica de Espafia, the Spanish System
Operator. The authors gratefully acknowledge the support of
Red Electrica’s project manager F. Blanco.
IX. REFERENCES
K. Frauendorfer, H. Glavitsch, R Bacher, “Optimization in operation of
electric power systems”, Springer, New York, 1993, ISBN 0-387-
91471 -4.
J. A. Momoh, M. E. El-Hawary, R. Adapa, “A Review of Selected
Optimal Power Flow Literature to 1993. Part 11: Newton, Linear
Programming and Interior Point Methods”, IEEE Trans. on Power
Systems, Vol. 14, No. I , February 1999, pp. 105-1 11.
0. Alsaq, J. Bright, M. Prais, B. Stott, “Further developments in LP-
Based Optimal Power Flow”, IEEE Trans. on Power Systems, Vol. 5,
NO. 3, August 1990, pp. 697-71 1.
P-A. Chamorel, A. J. Germond, “Optimal Voltage and Reactive Power
Control in an Interconnected Power System with Linear Programming”,
CIGRE Study Committee 38, Montreaux 1983.
K. R. C. Mamandnr, R. D. Chenoweth, “Optimal Control of Reactive
Power Flow for Improvements in Voltage Profiles and for Real Power
Loss Minimization”, IEEE Trans. on Power Apparatus and Systems,
Vol. PAS-100, pp. 3185-3193, July 1981.
J. Qiu, S. M. Shahidepour, “ A New Approach for Minimizating Power
Losses and Improving Voltage Profile”, IEEE Trans. on Power
Apparatus and System, Vol. PWRS-2, pp. 287-295, May 1987.
V. H. Quintana, G. L. Torres, J. Medina-Palomo, “Interior-Point
Methods and Their Applications to Power Systems: A Classification of
Publications and Software Codes”, IEEE Trans. on Power Systems, Vol.
15, No. 1, February 2000, pp. 170-176.
E. Lobato, L. Rouco, M. I. Navarrete, R. Casanova, J. Garcia Castillejo,
G. Lopez. “An Integrated Tool for Analysis of Power System
Constraints in the Spanish Electricity Market”, Proceedings of the 2000
IEEE Summer Meeting, Seattle, July 2000, pp. 1627-1632.
Gerard0 Lopez Camino obtained his Electrical
Technical Engineer degree in 1975. Since 1983 he
has been working for Red ElCctrica de Espafia. He
has been shift-chief at the Electrical Operation
Center of the Spanish System for 12 years. His
main responsibilities include the Operator
Training Simulator of Red Electrica and the
development of tools for analysis of power system
constraints.
Ma Isabel Navarrete Fernandez was born in
Albacete, Spain in 1960. She received her degree
in Physics from the Universidad Complutense de
Madrid in 1982. Since 1983 she has been working
for Indra SSI as a software engineer. She belongs
to the Business Intelligent Department. She has
supervised the development of a number of
projects for the energy sector.
Rosa Casanova Lafarga was born in Madrid,
Spain, in 1964. She received the master in
Artificial Intelligence from the Universidad
Politecnica de Madrid in 1988. Since 1988 she
has been working for Indra SSI as an analyst
programmer in the Business Intelligent
Department. She has participated in the
development of a number of projects for the
energy sector.

X. BIOGRAPHIES

Enrique Lobato MiguClez was born in Burgos,

Spain, in 1974. He received the degree of
Electrical Engineer from Universidad Pontificia
Comillas in 1998. Since June 1998, he is a
Research Assistant at the Instituto de
Investigacion Tecnologica, Universidad Pontifica
Comillas. His areas of interest include modeling,
analysis and simulation of power systems and the
management of technical constraints in
competitive electricity markets.

Luis Rouco Rodriguez (Student Member 1989,

Member 1991) obtained the Electrical Engineer
degree and the Ph.D degree from Universidad
Politecnica de Madrid in 1985 and 1990. He is
Associate Professor of the School of Engineering
of Universidad Pontificia Comillas. His areas of
interest are modeling, analysis, simulation and
identification of electric power systems. He has
been visiting researcher at Ontario Hydro, MIT
and ABB Power Systems.