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Application of The Fast Newton Raphson e
Application of The Fast Newton Raphson e
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Rong-Mow Jan Nanming Chen, Member IEEE
Department of Electrical Engineering
National Taiwan Institute of Technology
Taipei, Taiwan, Republic of China
Abstract - This paper applies the sensitivity factor method to the estimation in contingency studies. They include the distribution
reactive power/voltage dispatch problem and combines it with the factors of branches due to transmission line and transformer
fast Newton-Raphson economic dispatch to solve the optimal outages, the sensitivity factors of voltage magnitudes due to branch
power flow problem. The advantage of this method is that it is fast outages and the participation factors of generator reactive power
and reliable. Firstly, the real power generalized generation shift outputs for the compensation of reactive load changes. Inspired by
distribution (GGSD) factors are used in economic dispatch to find the fast and accurate results of these previous studies, a set of
the real power generation for every unit so that the fuel cost is sensitivity factors are derived in this paper to develop an efficient
minimum. During the process of solving the economic dispatch algorithm for reactive powedvoltage dispatch.
problem, the voltage magnitudes of load buses in a power system In addition, this reactive power/voltage dispatch algorithm can
may be changed and may exceed the ranges of secure values. further be combined with the nearly developed fast Newton-
Therefore, reactive power sensitivity factors of bus voltage Raphson economic dispatch algorithms [9,10] for real-time
magnitudes are used to regulate the voltage magnitudes of load applications to achieve the OPF objectives. The method requires
buses to the secure ranges. The process is repeated to find the only algebraic operations, so that its run time is very short and can
optimal generation with all voltages staying within the secure be applied to real-time applications of power systems. The peak
ranges. Results show that the algorithm converges very fast. load system of Taiwan Power Company in 1992 is used as an
example, the program can find the minimum fuel cost while
Keywords: sensitivity factor, optimal power flow, economic keeping all the load bus voltage magnitudes within secure values.
dispatch, secure ranges
FAST REAL POWER ECONOMIC DISPATCH
INTRODUCTION
In power systems, the problem of economic dispatch is to
Optimal power flow (OPF) is an essential function in power operate a power system to supply all the loads at minimum fuel
system planning and operation. OPF solutions are found by cost. The objective function and system constraints are given as
solving the conventional power flow equations while at the same follows.
time minimizing fuel costs (or system losses). The resulting
optimization problem has nonlinear constraints from the power The objective function
flow nodal equations and simple bound constraints on the variables The problem of economic dispatch optimization can be
from the load bus voltage magnitudes. presented by the following mathematical model :
In 1962, Carpentier [ I ] first presented an OPF method
formulated as a problem of nonlinear optimization. In 1968,
"g
Dommel and T h e y [2] introduced a reduced gradient steepest- Minimize J = [fi(PGi)]
descent algorithm to solve the problem of Optimization, this i=l
zyxwvutsrq
algorithm has two drawbacks: slow convergence with the steepest
descent direction, and ill conditioning resulted from the penalty where the fuel cost functions of generation units can be expressed
functions associated with the inequality constraints. After that, as second order polynomials:
there were numerous papers published to solve OPF. Due to
limited space, only those closely related to this paper are fi(PGi) = ai + biPGi +ciPGF
mentioned here. In early ~ O ' S ,several papers [3,4,5,6] presented
some powerful algorithms to solve the problem of optimization for Constraint
practical large scale systems. These methods are nonlinear
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programming techniques with very high accuracy, but their
execution time is very long and they cannot be applied to real-time
power systems.
Recently, in some previous studies [7,8], various factors were
derived and applied to the reactive power flow and voltage
i=l
where
J : total fuel cost of generation units
(3)
Committee of the IEEE Power Engineering Society for PGi: the real power generation of unit i
presentation at the IEEE/PES 1993 Winter Meeting,
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Columbus, OH, January 31 - February 5, 1993. Manu- ai,bi,cj: cost function coefficients ofunit i
script submitted August 25, 1992; made available
for printing December 28, 1992.
ng : the nuniber of generator buses (voltage controlled buses)
pD: total system demand
zyxwvutsrqpon
i=l i=l submatrix of dimension nl x 1. After obtaining the Dm,r, the other
zyxwvut
The optimization condition is that the partial differentials of L factors D m j can be found as follows :
with respect to PGi and lig equal to zero.
D m j = Am,j+ Dm,r (13)
gi = aL/aPGi
= bi+2ciPGi+hg(ITLi-l) i = l ,..., n8 In Eq.(13), m=l,..nl, j=1, ...,ng and j f r , Dm,, is a submatrix of
(5)
dimension nl x (ng-l). For line m connected from bus p to bus q,
the generation shift distribution (GSD) factors &,,can be found
zyxwvut
as follows :
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step 4: calculate incremental transmission losses (ITL)
lTLi = aPL/aPGi i = l , ...,ng (7)
ITLi = aPL/aPGi
The total real power losses PL can be approximated as follows [9] :
nl
= [2RmPmDm,i] i =l, ...,n 8
PL = 2
m=l
[RmPm2] m=l
(15)
Jl(ij) = agilaPGj
(9)
nl
= 2hg[ X (RmDm,iDm,j)l (1 8)
m=l
i = 1,...,"g
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j = 1,...,n g
step 3: calculate the real power flow of every transmission line
i#j
The real power flow Pm of transmission line m can be
J2 is a column vector with dimension ng
expressed as following :
J2(i) = agi/akg
ng
Pm = [DmjPGj] m = l , ...,nl =ITLi-1 i = 1,...,n 8
k1 and J3 is a row vector of the same dimension
where Dm,j denotes the generalized generation shift distribution
J3(i) = ah/aPG,
(GGSD) factor as derived in [ 11,121 :
= ITLi -1 i = 1,...,n g
zy
zyxwvutsrqponmlkjihgfe
zyxwvutsrqp
295
zyxwvutsrqpon
J4 represents the single partial derivative term of ah/ahg and B - - bus i
bus i ij- a
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is equal to zero to meet the power balance constraint. Ag is a
vector with elements Ag = 0 -g = -gi mdAh = - h .
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step 6: solve APG and Mg from Eq. (16)
zyxw zyxwvutsr
The sensitivity factors of reactive power flow are based on the
transmission line model as shown in Fig. 1. Figure 2 is the one-
line diagram of a transformer, where B is the susceptance of the iEj
transformer (assuming that the conductance is very small, and can
be neglected). The equivalent R model of transformers is shown where
in Fig.3 [13]. jci&iej the line connected from bus i to bus j and the
line connected from bus j to bus i,
respectively.
Yii = Gii + i B i i
bus i bus j Bij : the series susceptancebetween bus i and bus j .
Bci & Bcj : branch charging susceptance at bus i end and
bus j end, respectively.
transformer off-nominal turns ratio.
reactive component of shunt admittance to
ground at bus i end and bus j end,
respectively.
Fig. I Transmission line equivalent R model
Dividing system buses into two parts: load buses and voltage-
controlled buses which include generator buses and synchronous
bus j condenser buses, the matrix [B] can be partioned into four
submatricesas follows [8] :
bus I-+?-
I, where
AQg: the vector of the incremental changes of reactive
generation powers.
AQd: the vector of the incremental changes of reactive load
Fig.2 Transformer single-line diagram
powers.
296 zyxwvutsrqponml
zyxwvutsrqp
A V ~ : the vector of the incremental changes of voltage
controlled bus voltage magnitudes.
zyxwvut
step 2. If some load bus voltage magnitudes are less than the
minimum limits, use the sensitivity factors of reactive
power to calculate the capacity of capacitors to be switched
zyxw
Avd: the vector of the incremental changes of load bus on at load buses and move the voltage magnitudes of load
voltage magnitudes. buses within secure ranges.
Bgg: a nonsingular submatrix of dimension n g x n g
Assuming that the incremental changes of voltage controlled
representing connections among generator buses. bus voltage magnitudes are zero, then, Eq.(25) can be written as
Bgd: a submatrix of dimension n g x n d representing follows :
connectionsbetween generator buses and load buses.
TAQgl = rBgg Bgdl 0 1 r
B@: a submatrix of dimension ndxng representing LAQdJ [Bdg Bddj [AvdJ
connectionsbetween generator buses and load buses. Therefore,
Bdd: a nonsingular submatrix of dimension ndxnd
AQd = Bdd *AVd
representing connections among load buses, and nd is
the number of load buses in the system. Eq.(32) can be written as follows :
zyx
(28)
AVr2 of the voltage magnitude of load bus r to the reactive power
or Qi of the capacitor switched on at bus i. That is,
zyxwvutsrq
AVd = -X@ Bgg AVg
where
= Xfi (3 5 )
Xgg : the inverse matrix of Bgg
X@: the pseudo inverse of Bgd 1151 where X, is ri element of Xdd.
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The voltage magnitude sensitivity factor Y* can be defied as
the ratio of the inCreIllental change AVr1 Of the Voltage magnitude
Therefore, if Vr becomes lower than its limit by AVr* ,then Qi
zyx
of load bus r to the incremental change AVi of the voltage order to maintain vr within its linlits.
magnitude of voltage controlled bus i. That is, When the two incremental changes of the voltage magnitude at
bus r are found, the load bus voltage magnitudes can be predicted
yti =-AVr1 as follows:
AVi
VrnW = Vrold + AVrl + AVr2 (36 )
(3 0)
where Vrold is the base value of the voltage magnitude at load bus
where r, calculated by a power flow program before executing reactive
xrk: the rk element of submatrix Xdg power dispatch. AVrl is the incremental change of the voltage
magnitude of load bus r due to regulating the voltage magnitudes of
Bki: the ki element of submatrix Bgg
the voltage controlled buses. AVr2 is the incremental change of
if r' exceeds its limit by "rip then vi must be the voltage magnitude of load bus r due to switching on the
adjusted by the amount AVi =AVrl /'€'~ in order to maintain Vr vnew.
capacitors at load buses. is the voltage magnitude of load
within its limits. bus r after the reactive power dispatch using the sensitivity factors.
zyx 297
zyxwvu
Figure 4 is the flowchart of the reactive power/voltage dispatch NUMERICAL EXAMPLES
zyxwvu
to regulate the voltage magnitudes of load buses within secure
zyxwvutsrqpon
values. Figure 5 is the flowchart of OPF that considers the secure In this paper, the OPF is applied to 1992 Taipower peak load
voltage values of load buses. system as an example. There are 245 buses (bus 1 to bus 50 are
voltage controlled buses and bus 51 to bus 245 are load buses) and
437 transmission branches in this system. The load demand in this
START
system is 15077.5 MW and 987.1 Mvar. Before executing
J ) economic dispatch program, its production cost is 19,108,610 %/h.
DATA INPUT Table 1 is the iteration process of the fast real power economic
dispatch in the first OPF iteration, this part converges after 3
t iterations, the production cost reduces to 18,970,070 $/h. Table 2
CALCULATE VOLTAGE SENSITIVITY
shows the real power generation of all fossil generators that are
*
FACTORS
found by this economic dispatch program in the first OPF iteration.
zyxwvutsrqponm
USE VOLTAGE SENSITIVITY FAmORS TO
REGULATE THE VOLTAGE MAGNITUDES OF
LOAD BUSES WITHIN SECURE VALUES
Figure 6 depicts the voltage profile by executing the power
flow program in the first OPF iteration before executing the
reactive power dispatch program. In this study, for regular load
zyxwvutsrqpon
buses, voltage limits are 0.97 pu and 1.02 pu. In Fig.6, bus 119 is
higher than 1.02 pu and bus 166 is less than 0.97 pu. Table 3
FIND THE VOLTAGE INCREMENTAL
indicates the regulating voltage magnitudes of voltage controlled
CHANGES FOR VOLTAGE CONTROLLED buses calculated by reactive power sensitivity factors in the first
BUSES AND THE CAPACITY OF SWITCEED OPF iteration. Table 4 indicates the shunt capacitors at load buses
ON CAPACITORS FOR LOAD BUSES
calculated by reactive power sensitivity factors in the first OPF
iteration In this paper, the capacity of the switching capacitors are
composed of four segments 10.8, 14.4, 21.6, 43.2 Mvar, due to
pratical capacitor installation.
Fig.4 Flowchart for reactive power dispatch to regulate the
voltage magnitudes of load buses to secure values Table 1 The iteration process of the fast real power economic
dispatch in the first OPF iteration
6.13314 18643350
.00215 18969960
3 .00004 18970070
zyxwvutsrqponm
ITER=ITER+l
EXECUTE A POWER FOLW PROGRAM TO FIND Table 2 The real power generation of all fossil generators found
THE RGAL POWER GENERATION BASE VALUES OF by executing the fast economic dispatch program in the
GENERATORS IN THE POWERSYSTEM
first OPF iteration
t real power init number real power
nit number
USE THE FAST REAL POWER ECONOMIC
DISPATCR PROGRAM TO FIND THE OPTIMAL generation generation
GENERATION OF GENERATORS IN TEE SYSTEM (Mw) (MW)
2 55 1.389 24 467.157
3 540.147 25 121.347
4 551.384 35 466.301
BASE VALUES OF VOLTAGE MAGNITUDES AT ALL
zyxwvutsrqpon
LOAD BUSES IN THE SYSTEM 5 551.384 36 466.301
6 124.395 37 466.301
7 663.715 38 466.301
CHECK WHETHER ANY VOLTAGE 8 783.328 39 316.597
MAGNITUDES OF LOAD BUSES 9 783.328 40 310.009
EXCEED THE SECURE VALUES OR
10 287.748 41 386.050
11 338.629 42 365.638
12 33.873 43 529.133
14 35.145 44 39.079
EXECUTE THE REACTIVE POWEWOLTAGE
DISPATCH PROGRAM TO REGULATE THE LOAD 15 277.642 45 26.191
BUS VOLTAGE MAGNITUDES WlTElN SECURE 16 279.51 1 46 26.191
17 279.51 1 47 142.370
18 279.51 1 48 810.765
22 467.157 49 813.332
Fig.5 Flowchart of OPF that considers the constraints for load bus 23 467.157
voltage magnitudes
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298
zyxwvutsrqpo
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Table 5 The iteration process of the fast economic dispatch in the
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zyxwvutsrqpon
second run
I.02
iteration maximum mismatch total cost
(P.U.) (NT$)
1.01
1 .07807 18970070
2
G
Qa
bq
sP
$
0.99
0.98
zyxwv
I
zyxwvu
2 .00001
real power
0.96
OO9’ zyxwvutsrqpo
0zyxwvutsrqpon
51 91 I3 I
Bus number
171 21 I 245
2
3
4
5
6
generation
(Mw)
551.300
540.064
551.295
551.295
124.372
24
25
35
36
37
generation
(Mw)
467.033
121.333
466.188
466.188
466.188
Fig.6 The voltage profile before reactive powerlvoltage dispatch
7 663.452 38 466.188
8 782.972 39 316.537
9 782.972 40 309.957
Table 3 The regulating voltage magnitudes of voltage controlled 10 287.648 41 385.953
buses calculated by reactive power sensitivity factors in 11 338.525 42 365.551
the first OPF iteration 12 33.865 43 529.0 16
14 35.140 44 39.076
bus number bus voltage before bus voltage after 15 277.609 45 26.187
regulating regulating 16 279.479 46 26.187
(P.U.) (P.U.) 17 279.479 47 142.342
14 0.97333 0.97127 18 279.479 48 810.546
15 0.97143 0.96937 22 467.033 49 813.089
16 0.97333 0.97127 23 467.033
17 0.97333 0.97 127
18 0.97333 0.97127
I .02
‘
(Mvar) (Mvar)
242 39.6 50.4 5
sP 0.99
U,
zyxw
0.98
0.97 9
51 91 131 171 211 245
Bus number
Fig. 7 The voltage profile after second OPF iteration
CONCLUSIONS
zyxwvutsrqpon
operations; therefore, it is very fast and can be applied to the on- [I41 A.M. van Amerongen Robert, "A General--se Version
line application. For Taipower peak load system in 1992, it can of the Fast Decoupled Load Flow," IEEE Transactions on
find the OPF solution in less than 40 seconds. The production cost Power Systems, vo1.4, No.2, pp.760-770, May 1989
decreases fkom 19,108,610 $/h to 18,965,890 $/h and at the same [15] A. Albert, Regression and the Morre-Penrose
time all the load bus voltage magnitudes can be kept within secure Pseudoinverse, Academic Press, New York, 1972
values.
BIOGRAPHY
ACKNOWLEDGEMENTS
Ronn-Mow Jan was born in
The authors would like to express their sincere gratitude to Taiwan, the Republic of China, 1962.
NSC of the Republic of China for the financial support under grant He received his BSEE degree from
No. NSC82-0404-EOl l-046 and to the colleagues of the System National Taiwan Institute of
Planning Department of Taiwan Power Company for providing Technology, the Republic of China, in
the valuable system data. 1990, and MSEE degree from National
Taiwan Institute of Technology, the
REFERENCES Republic of China, in 1992. His
research interest is in the operation
J. Carpentier, "Contribution a'l'Etude du Dispatch and planning of power systems.
Economique," Ser.8, Vo1.3, August 1962
H.W. Dommel and W.F. Tinney, "Optimal Power Flow
Solutions," IEEE Transactions on Power Apparatus and Nanmine Chen was born in
Systems, Vol. PAS-87, No.10, pp.1866-1876, October 1968 Taiwan, the Republic of China, 1951.
R.C. Burchett, H.H. Happ, D.R. Vierath and K.A. Wirgav, He received his BSEE degree from
"Developments in Optimal Power Flow," IEEE National Taiwan University in 1973,
Transactions on Power Apparatus and Systems, Vol. PAS- MSEE from Virginia Polytechnic
101, N0.2, pp.406-414, February 1982 Institute & State University in 1977,
zyxwvutsrq
R.C. Burchett, H.H. Happ and D.R. Vierath, "Quadratically
Convergent Optimal Power Flow," IEEE Transactions on
Power Apparatus and Systems, Vo1.103, No.11, pp.3267-
3275, November 1984
D.I. Sun, B. Ashley, B. Brewer, A. Hughes and W.F.
and Ph.d. from Purdue University in
1980.
Dr. Chen was with Pacific Gas and
Electric Company and San Francisco
State University. Since 1989 he has
Tinney, "Optimal Power Flow by Newton Approach," IEEE been a professor at the Department of Electrical Engineering,
Transactions on Power Apparatus and Systems, Vol. PAS- National Taiwan Institute of Technology.
103, No.10 pp.2864-2880, October 1984 His research interest is in power system operation and planning,
B. Stott and 0. Alsac, "Experience with Successive Linear particularly in the computer applications. He is a member of Eta
Programming for Optimal Rescheduling of Active and Kappa Nu and Phi Kappa Phi. He is also a registered professional
Reactive Power," Proc. CIGRE-IFAC Symp. on Control engineer of California, U.S.A.
Applications for Power System Security, Florence
(September 1983) paper 104-01
C.Y. Lee and N. Chen, "Distribution Factors of Reactive
Power Flow in Transmission Line and Transformer Outage
Studies," IEEE Transactions on Power Systems, Vo1.7,
No.1, February 1992
C.Y. Lee and N. Chen, "Derivations and Applications of
Various Factors in Reactive Power Outage Studies,"
accepted by Journal of the Chinese Institute of Engineers,
November 1991
C.E. Lin, S.T. Chen and C.L. Huang, "A Direct Newton-
Raphson Economic Dispatch," IEEE Transactions on
Power Systems, 1992, (Accepted)
C.E. Lin, Y.Y. Hong and C.C. Chuko, "Real-Time Fast
Economic Dispatch," IEEE Transactions on PWRS, Vol.
PWRS-2, NO.4, pp.968-972, 1987
W.Y. Ng, "Generalized Generation Distribution Factors for
Power System Security Evaluations," IEEE Transactions on
Power Apparatus and Systems, Vol. PAS-100, No.3,
pp. 1001-1005, 1981
A.J. Wood, and B.F. Wollenberg, Power Generation
Operation & Control, John Wiley & Sons, Inc., 1984
G.W. Stagg and A.H. El-Abiad, Computer Methods in
Power System Analysis, McGraw-Hill book company,
1980, pp.317
zyxwvutsrqponml
zyxwvutsrq
300
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Discussion
N. Manojlovic and V.H. Quintana, (University of Water-
loo, Waterloo, Ontario, Canada): The authors are to be
and
zy
congratulated for presenting an interesting paper related to
the optimal power flow.The following questions and doubts
zyxwvutsr
pertain to the real power loss approximation and regulation where I is the turn ratio of a transformer connected between
of voltage magnitudes of load buses, and are raised for cla- nodes k and j , while bkj is the series susceptance at nominal
dication. turns-ratio.
zyxwvutsrqp
1) How good is the approximation of real power losses 4) How did the authors consider in the optimization pro-
PL (Eq.(8)) in the case of larger amount of reactive power cess the discrete control of switching capacitors?
flow in the transmission lines, and if the voltage magnitude 5) I€ some load bus voltage magnitudes are less than the
is not close to 1P.u.? Notice that reference [9] is not avail- minimum limits, why don't the authors use the Same
able. appraach as in step l ? You can easily apply
2) In Eq. (25), the assumption that incremental changes
of reactive generation power of all generators are zero is not -
AVi = A v r ~
yri
a proper one. Instead, we have found [A] that the assump-
tion of the reactive power loads are constant is much better where AVk can be positive, negative, or zero. Later, if it is
one, i.e., A& = 0. Hence, the Eq.(26) should be written as not possible to satisfy the voltage limits, you can use the
follows: sensitivity factors of reactive power to calculate the capacity
of capacitors to be switched on at load buses.
6)What do the authors mean by "regular load"?
zyxwvut
zyxwvutsrq
where we have used the same notation as in the paper.
3) Why didn't the authors include the influence of tap
changing under load transformers in the calculation of reac-
tive dispatch? We suggest the authors to include in the com-
putation the changes in load-node voltages due to a change
R.M. Jan and N. Chen. The authors appreciate the
discussion by Mr. N. Manojlovic and Dr. V. H. Quintana
of University of Waterloo very much. The responses to
their questions are as follows:
zyxwvutsrqp
(1) The accuracy of the approximation of real power losses
in a transformer turn-ratio, which can be computed from the is discussed in reference [9] which is now available in IEEE
equation [A]
Transactions on Power Systems, Vol. 7, No. 3, Aug., 1992,
pp.1149-1154.
(2) In Eq.(25), the purpose of our assumption was to keep
reactive generations within limits. We do appreciate the
where bpis the change in the hnn-ratio of transformer p discussants' pointing out that the assumption that the
zyxwvutsrq
from its actual value, and
k1, is column p of the nd x n,
. A column p of the sensitivity matrix
sensitivity manix S
,
S, relaring changes in load-node voltages to a change in a
transformer turn-ratio, can be obtained by solving the fol-
lowing linearsystem of equations:
reactive power loads are constant is much better. We are
unable to check this new derivation within the time frame of
this closure. We will perform this test later. However, our
formula gave us results which are quite accurate already.
(3) Again, we very much appreciate the discussants'
suggestion to include the sensitivity factors of the changes in
load bus voltages due to a change in a transformer tap-ratio.
Normally, the taps of tap changing under load transformers
are automatically controlled at the local sites via load bus
voltage feedbacks. They are not controlled from the central
where
control center where the OPF is run. Mathematically, they
are handled in the load flow part of our program in the same
way as in many other load flow programs. The results are
quite satisfactory in all our cases. However, the discussants'
zyx
zyxwvutsrqpo
301
suggestion is very valuable in handling regular transformers In our examples, we purposedly by-pass this to test the
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with manually changing taps in reactive power planning. switching capacitor subroutine.
(4) The switching capacitors are handled in Eq.(35), Fig.4, (6) No particular meanning for "regular load buses" is used
and FigS. in this paper. They are the load buses whose voltages must
( 5 ) Yes, the sensitivity factors of the load bus voltages to be regulated to stay within certain limits to serve customers.
voltage controlled bus voltages can also be applied when
some load bus voltages are less than their minimum limits. Manuscript received AM1 1, 1993.
- .