lescope-2003-a higher order interior point method to minimize active power loss
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7/17/2019 LESCOPE-2003-A Higher Order Interior Point Method to Minimize Active Power Loss
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A Higher Order Interior Point M ethod to Minimize
Active P ow er Loss in Electric Energy Systems
Marcos J .
Rider . Student Meinber.
IEEE.
V. L eona r do P auca r .
Senior
Member.
IEEE.
A r i ova l do
V .
Garcia.
Member-.
IEEE
a n d M a n f r e d
F.
BedriAana.
Student
Member-.
IEEE
Absrrircr-In this paper the artive power loss minimization
problem is formulated as an optinial power f low (OFF), inrluding
equality and inequality nonlinear ronstraints which represent the
power system serurity conditions. The
OPF
has been solved using
the multiple predirto r--ror rerto r interior point
method. of t h e
family of higher order interior point methods, enhanced wi t h an
optimal computation of the step length. The optimal roniputation
of the primal a n d dual step sizes minimizes the primal and dual
objertive funrtion errors. respectively, assuring a rontinuous
decrease of the errors during the iterations of the interior point
method. The proposed methodology has heen applied to minimize
t h e artive power loss of I E E E - 30 , 1E E E - 57 , I E E E - I 18 a n d I E E E -
300
bus test systems.
1-es t
results indicated
t h a t
the ronvergenre
is farilitated a n d the numher of iterations may be small.
Index 7knns-A rt ive power I
oss
m in in iza1 on. rompet
it
ive
elertrir markets. intttrior po in t method, nonlinear programming,
. optimal power flom.
1. I N T R O D U C T I O N
CTlVE power loss minimization of electrical power
A
ystems
(EPS)
is considered a requirement of current
comp etitive electricity marke ts. In EPS planning and
operation, the security and reliability are assessed using a
number of computer programs which include the optimal
power flow (OPF). An objective of OPF problem solution
is
to
determine the optimal steady-state operation of
EPS.
The
OPF
problem may be modeled such as a nonlinear programming
(NLP) problem with technical and economic constraints. [I]
Classical methods to solve OPF include the sequential linear
and quadratic programming, gradient and Newton methods.
Recently it has been used the interior point method
(IPM).
Originally developed to solve linear programming problems
(LP), the IPM provides better computational performance for
large scale problems than classical approaches such as the
simplex method 123. IPM may be adapted to solve NLP
problems. The IPM has been applied
to
optimize the power
systems operation with peat success
[3]
solving problems
such as the optinial power flow 141, reactive power dispatch
[ 5 ] $state estimation 161, loadability maximization 173. voltage
Manuscript sent March 30. 2003 This work has been supported bv thr
Brazilian Institulions CNPq and CAPES
Marcos
J
Rider and Ariovaldo V Garcia are with the Depanment of
Electric Energ\ S\ stems State Universiw of Campinas (UNICAMP)
Campinas - SP Brazil (k-mails
{
mirider, arij@dsee fee unicamp br)
V Leonardo Paucar and Manfred
F
Bedriiiana are with the Depanment of
Electrical Enpineering Federal Universih, of Maranhao (UFMA) Slo
Luic
MA Brazil (E-mails { Lpaucar manfred bedrinana]@ieee orel
stability [SI, hydrothermal coordination 191 and secur ih
constrained eco nom ic dispatch [ I O ] . Most o f IPM applications
in power systems use the primal-dual interior point methods
(PD-IPM) despite of the large number o f iterations and some
divergence problems during the search directions computation
by Newton method
(NM).
Mehrotra proposed best search
directions by solving
two
linear equation systems
[ I I ]
which
define the predictor and corrector steps of the predictor-
corrector primal-dual interior point method (PCPD -IPM ).
Results with PCPD-IPM may be enhanced by adding anothei
corrector step to the optim izatio n process resulting in the
multiple predictor-corrector interior point method (M PC-IP M)
that belongs
to
the fanlily of higher order IPM [ 121. Empirical
evidence suggests that NM: when used in the IPM procedure.
needs an adequate computation of the primal and dual step
sizes in order to facilitate the NM iterations convergence [ 131.
In this paper is proposed a methodology for power loss
minimization using an OPF model solved with an enhanced
M P C - I P M
procedure that includes an optimal computation
of
primal and dual step sizes which minimize the primal and dual
objective function erro rs, respectively. T he methodology has
been applied to the IFEE-30, IEEE-57, IEEE-I 18 and IEEE-
300 test systems. Results have indicated that convergence is
facilitated and th e iterations number m ay be sm all.
] ] .THE
PTIMAL POWER
FLOW
MODEL
The
OPF
problem consists of minimizing the active power
loss subject to security constraints. Control variables are the
voltages at generalion buses, shunt reactive powers and
transformers tap positions. Th e optimization model is given as
rib
in l'n,, C ) n . /
COS 6n.y + 6, -
i1 T
,J
+
P,lnt
(
1
J I
subject to:
~ V ~ V , Y ~ c o s ( 0 , + d , - 6 , ) - P ~ , + P U i = O :
= l ,
...,nb (2)
/ = I
~ V I V l Y , , s i ~ i ( / 3 , ,d,,
-
d,)-Q,,
+
Q,, =
0
; i = 1
,__. ,b
(3)
n
J=l
QZY (IG,
: i = I, ... ng
(4)
5)
6)
(7)
5
VI
5 VIma ;
= I,
...,~ 7 b
QSh,""" QSh,
5
QSh,"'" :
i =
I,
...,nsh
Tap, "" 5 Tap, 5
Tap,?
; i =
I,
...,n f
where
ns
is the slack bus number. PG, nd Qc, are the real
0-7803-7863-6/03/ 17.002003
EEE80
7/17/2019 LESCOPE-2003-A Higher Order Interior Point Method to Minimize Active Power Loss
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and reactive power Fenerated at bus i PI,, nd ell,re the real
and reactive power loads at bus I
I/ ,
and
6,
are the voltage
magnitude and angle at bus i. and
B,,
are the magnitude and
angle of element
i
of admittance matrix.
nb, ng, nsh
and
nt
are
the number of buses, generators, shunt compensators and
transformers. respectively. Eqs.
( 2 ) : (3)
represent the power
flow
equations. Inequalities (4)-(7) represent the maximum
and minimum limits of the reactive power generations
(eG),
bus voltages
(V),
shunt conipensators
( Q s h ) .
and transformer
tap positions
( T up) ,
espectively.
111
TH E
HIGHER-ORDER
N T R I O R
POINTMETHOD
The OPF formulation shown in ( 1
)-(7)
can also be written
Min
f (x)
as
a
general nonlinear programming problem, given by
subject io :
g(x) = 0
h'
I
h(x)
5
h"
( 8 )
X I
I I t
where
x
represent the control variables,
(x)
is the objective
function; g(x) and h(x) are equality and inequality constraints,
2 and
I
are superscripts for upper and lower limits. The
inequality constraints
of
(8) are transform ed in equality
constraints by using non-negative slack variables (s,, s2,
s3,s,)
141,
[SI
hat are included inf(x) as logarith mic term s.
Min f (x)
subject to :
g(x) = 0
- s , - s , - h ' + h " = O
h(x)
-
S?
+
h" = 0
-s3 -s4 - x i
XI
= O
- X -Sq
+XI1
= o
SI? 2, sj 4
2
0
(9)
Including the slack variables in f(x):
= I
J I
SubJect to g x)
= 0
- s l - s 2 - h h l + h U O
10)
s3 - s 4
- x i + x u = o
-x-s4 + x u
= o
- h ( x ) - s ? + h "
= O
where
ph
> 0 is a barrier parameter.
ti
and
ndh
are the
The Lagrangean function L of 1 0 ) s
numbers
of
control variables and ineq uality constraints.
J = l J = l
- ? ' 7 g ( ~ ) - i : ( - ~ , - ~ ? - h h l + h U ) - r 9 ( - h ( x ) - s z
h " )
1:
( - S 3
- s q - x i +x )-z::
( -W-S4
+ X I ' )
...(
11)
where 1 : I z3 . and i are Lagrange multipliers vectors.
According to Fiacco and McCormick's theorem
[ 141, if p'
decreases monotonically to zero during the iterative process:
the solution of
I O )
approaches the local solution of
(9).
If
is local minimum of ( I O ) ,
x *
meets the first order necessarr;
optimality cond itions
of
Karush-Kuhn-Tucker (KKT): that is:
VS,L
=
-
p k S ; ' e
+
z l
= O
VS,L =
-
pkS z 'e+ z1+
z 2
= O
V s , L
=
-
p k S < ' e+
z1
= O
VS 4L= - p k S i 1 e z3 + z4 = O
V1,L = s3 + s4 + x' - x
= O
V i 4 L
=
Ix + s4 - x l ( = O
V2, L
=
s1
+ s2 + h' - h" = O
V i ? L = h(x)+ SI
-
h" = O
VYL = - g w = O
(12)
V xL
=
Vf(x) -
Jg(x)'.y
+
Jh(X)'i?
+
j 7
q = 0
where 7 j ( x ) is gradient of f (x);
Jg(x)
and
Jh(x)
are the
Jacobians of equality and inequ ality constraints;
SI ,
S2,
S3.
and
S, are diagonal matrices containing SI, s2 s3. and
s,;
e is a
vector
of
ones.
Eq. (1 2 )
may be written in compact fo rm as
F ( w ) = 0
where,
F ( w ) =
-
kS , - ] e
+
il
-
p'S2'e
+ z 2 +
zl
-
k S ; ' e +
z1
-
pkS, 'e
+ z3 +
i
S?
+ S + X I - XI(
l x
+
s4 - I'
sl+
s2
+ hi
-
h"
Vf(x)
-
J ~ ( x ) ~ yJh(x)' z 2 + j " i 4
h(x)+ ~
-
h"
-
g(x)
Eq.
1
3)
may be solved
by
Newton method that implies in
solving a system of linear equations at iteration k :
J , ( d
) A d = -F(\d )
(14)
where Jf
is
the Jacobian
of
F 14,) and A141 is the vector of
corrections in the independent vector w.Afier solving
( 1 4 )
at
each iteration k an estimate of the variables is obtained by
a',, and aid are respectively the primal and dual step sizes.
The maximum primal and dual step sizes at iteration
k
are
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k
2
k
y m i n ( L ) , y m in(-),
A . 4
As, As@
As2
min (
scalar
y
E
0,l)
is a safety factor to assure the non negativity
conditions of the next point, a typical value is
y =
0.99995.
The errors of the primal and dual fu nctions at iteration
k
are:
maxb, - l(xk )]m axb l(xk ) h,"
I(Vf(x')- Jg(xk)'yk + Jh(xk)'z,k + zi11,
k k k k
dinf(x , y
.z2.z4)=
lxkll*
...
(17b)
For Eq. (15) the primal and dual step sizes are defined as
akp [0 akpma]nd a k d E
[0
akdma] , respectively. Typically,
the effect of a; and
akd
n the primal and dual functions
errors, respectively, is shown in Fig. 1.
the one-dimensional search problem shown in Eq. (1 8).
min pinf ( x k +a +)
0 -< ai
5 aimax
(18)
subject to
After the computation of optimal primal step size a;, the
primal variables (x, sb
s2,
s3 e s4) are updated using the Eq.
(]Sa), then the step
akd
s
computed by solving the one-
dimensional search problem shown in Eq. 19).
min d in f (xk+ ' ,y k+ a $ A y , z , "+a$Az , , z ,k +aiAzz,)
subject to
With the optimal dual step size
akd ,
the dual variables
(y, zI
z2 z3 e z q) are updated through Eq. (15b). The two line search
problems for the computation of the optimal steps a: and akd,
see Eqs. (18) and (1 9), are solved using the bisection m ethod.
The so-called complementarity gap (residual value of the
complementarity condition)
is
computed at iteration
k
by
k k (19)
0
6 ad
6 admaw
pk
=($)'s, +( +:;)'st
+(z, )'s,
+(
+ z $ ) ' s $
(20)
In iteration
k
the value of
pk
is computed based on the
decrement of the complementari ty gap
where p E ( 0 , l )
is
the expected decrement of p k and is
The convergence criteria of the NM are
called the centering parameter.
A
typical value
is p
=
0.2.
p i n z ( x k )
I
dinf ( x k ,
k ,
t
z,k
)
o-'
I
p k
Computation of d w of
(14)
involves the factorization of JF
and the solution of
two
triangular systems. Factorization of JF
is a computationally intensive task of IPM iterations. Mehrotra
[ l
13
obtained best search directions d w by solving two linear
equation systems in each iteration k. These two systems define
the predictor and corrector steps, requiring the same matrix
JF
and different independent vectors in
14).
Thus, only one
factorization of
JF
is needed for both steps. Matrix
JF
is
Fig.
1.
Effect o f the primal and dual step siz es in the functions errors.
For NLP applications that adopt the IPM, the primal and
dual
step sizes are computed as the maximum primal and dual
Empirical evidence suggests that NM, when used in IPM, will
need an adequate computation of the primal and dual step sizes
in order to facilitate the convergence. In this work is proposed
an optimal computation of the primal and dual step sizes
which minimizes the primal and dual objective function errors,
respectively, assuring a continuous decrease during iterations
of IPM procedure (See Fig.
1).
The step akps the solution of
step sizes by using Eq.(16)
a;
=
akpma*,
kd
=
a
d m m ) .
D , O O O O O I O
0
O D , O
0 0 0 1 1 0
O O D O I O O O 0
O O O D 4 1 1 0 0 0
0 0 I I 0 0 0 0
0
I I O 0 0 0 0 0
0
0 I O
0 0 0 0 0
Jh
0 0 0 0 0 i
0
JhT H ,
O O O I O O O O ~ T
0 0 0 0 0 0 0 0 - J g
0
0
0
0
0
0
0
0
Jg'
0
(23a)
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/= I /= I
Hki ), H,(xV, Hh(xk)
= Hessian matrices of the objective
function,'equality and inequality constraints, respectively. D,
Si 'Zi ,
0 2 = S i i Zi
+
Z j , 0 3
=
S, Z3 and 0 = S i i
(Z, + Z J .
Zi , Z2,
Z3, Z , are diagonal matrices defined by components z i ,
z2,
z3, z4 .
ndg
is the number o f equality constraints variables.
a)
Predictor step
The affine-scaling direction dwaJ is first computed by
[l
11
J ( W k
- 1
- 2 2 - z ,
-
3
-z3 - z 4
- I x - s , + x u
- s l - s 2 - h 1 + h u
- Vf (x )+ J g ( x ) T y - J h ( x ) T z 2 i T z 4
-s3 -s4
- X I + x u
-
~ ( x ) - s ,
h"
g(x)
J F ( W k
dwaJ s used to obtain an estimate for the independent vector
of the corrector step and for the barrier parameter pa[ T o
estimate the value of pd, the primal and dual step sizes along
the affine-scaling direction
(a, ';a / / )
are computed by
(1 6),
like the maximum primal and dual step sizes, respectively. An
estimate for the complementarity gap is given by
Paf
=
( z :
+
a$AzZpf j T (s: + a ; AsZpf)
+
( z f
+ a f A+ +
z i
+ a f h ~ ; fT
(s,
+ a5As;f)+
(z,"
+ a z f A z f f ) T ( s : AS$)+
(z,"
+
a:f
kif
+
z t
+
a$
An estimate for pay is obtained by
(25)
) T ( s t
+
a;fAstf)
where ASi < AS, J and ASJJ are diagonal matrices
defined by com ponents
As//,
s*af,
A.93aJ
and As4@,espectively
Since both the predictor and corrector steps use the s a m e
matrix (JF), the add itional comp utational effort for the
predictor-corrector method consists in the solution of a linear
system for computation of Awaf. The technique proposed by
Mehrotra is well-accepted and used for the computation
of
better search directions in the IPM. However, better yet results
can be obtained by adding another corrector step to the
process. The resulting method is called multiple predictor-
corrector (MPC). The use of MPC method may improve the
convergence performance, resulting in a smaller number ad
iterations [12]. The m-th corrector step consists of solving
b)
Corrector step
The direction dw is computed by
S ; ' ( p f e - A q f & Z f f ) - Z 1
Yil(p fe -
As;f (AzZff +
A @ ) )
-
2 -
1
s;'(paf
e -
hS, f;f)
-
z3
y;'(paf
e - AS;~
A Z ; ~
A$ ))
-
3- 4
- s 3 - s 4 - x 1 i x ' J
- 1 x - s , + x u
-sI
-
2
-
h'
+
h"
-
V f ( ) g ( x ) T y
-
Jh(x)T
z2
-
Tz4
-
h(x)
- + h"
when tn = 0,
Awo
= Awaf. The number of corrections tn for
iteration k varies, if tn =
1
the MF'C method corresp onds to the
conventional predictor-corrector method. In this paper, the
corrector (m
+
1) is computed only if it is possible to obtain a
decrease in the complementarity gap at iteration m (p ' <p
m - i )
and m is less than a maximum iteration count M (M is
typically equal to 5). I f p
2
p m- at iteration m, th e process is
interrupted and the search direction
Aw
= Aw m-i is used. Test
results indicate that larger gains are obtained in further
iterations, as oppos ed to the beg inning o f the iterative process.
IV. COMPUTER
ESTRESULTS
The proposed methodology has been implemented using the
MATLAB version
6.1.
All simulations were conducted on a
PC Pentium
IV.
The IEEE 30,
57,
118,
and 300-bus test
systems have been used in the simulations.
In
Table I it is
shown relevant information for all systems used in the tests.
Also, the initial active power loss (Ploss) s shown.
The following values were set: po=
0.01,
y = 0.99995, =
0.2, nd M = 5. A su mmary o f the simulations is presented in
Table 11, where
x
is the number of primal v ariables,
xlu
is the
number o f primal variables with lower and upper bound, nec
and
nic
are the number of equality and inequality constraints,
respectively,
PIoss
represents the minim um active power loss.
In Table
111
are presented the details of the convergerice
evolution
of
some values during for the IEE E 300-bus system.
In Table 111may be noted that the primal and dual functions
errors decrease continuously during the i terat ions.
An important feature of IPM is that the number of i terat ions
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does not depend on the size or the number of variables of the
optimization problem (see Table 11), being a very robust tool
to be used for several power system applications. The results
obtained for the active power
loss
minimization problem are
compatible with other results reported in the literature.
TABLE
CHARACTERISTICSF TEST SYSTEMS
Dados IEEE30 IEEE 57 IEEEI 18 IEEE300
nb 30 57
118
300
CHARACTERISTICSF TEST SYSTEMS
Dados IEEE30 IEEE 57 IEEEI 18 IEEE300
nb 30 57
118
300
ng 6 7 54 69
nsh
4 5 12 12
nl 37 65 177 36 1
nt 4 15 9 50
Ploss(Mw) 17.90 28.46 133.36 413.11
TABLE
1
RESULTS OBTAINED FOR TEST SYSTEMS
Dados IEE E30 IEEE57
lEEEl18
IEEE300
X 63 128 244 649
xlu
34 72 127 350
nec
49 101 169 518
nic
10 12 66
81
iterations 8 7 9 12
PIOSS(Wj
16.53 24.56 122.84 379.43
TABLE
ll
SOLUTION OF IEEE 3oo-BUS TEST SYSTEM
iter a
n a k d
pinfk dinfk
P k P k
0 0.0000
0.0000
2.574eMl
1.657etOO 4.352e-01 2.OOOe-03
1 0.3449 0.2643
I
,598eM I 1.180e+00 3.849.~-01 1.778e-03
2 0.4922
0.0671 7.828eM0
I.O02e+OO
3.646e-01 1.600e-03
3 0.8145
0.2393 1.195e+00
6.832e-01 2.870e-01 1.354e-03
4 0.8576
0.6896 1.745e-01
2.043e-01 1.120e-01 5.333e-04
5 0.7505 0.9051 4.344e-02
1.972e-02
1.574e-02 7.520e-05
6 0.4052
0.7360 2.962e-02
5.543e-03 5.262e-03 2.5 18e-05
7 0.7883
0.871 1 7.697e-03
8.743e-04 1.239e-03 5.949e-06
8 0.5768
0.5972 3.725e-03
3.877e-04 5.400e-04 2.596e-06
9 0.4469 0.3205 2.997e-03 1.789e-04 3.547e-04 1.706e-06
10 0.7068
0.7042 1.991e-03
5.225e-05 1.059e-04 5.095e-07
11 0.9164 0.9445 4.032e-04
7.143e-06
6.584e-06 3.168e-08
12 0.9738
0.9965
1.176e-05 1.375e-06
6.794e-08 1.584e-09
V. ONCLUSION
A
model for active power loss minimization has been
presented. This model uses a methodology based on an
optimal power
flow
in which the objective function minimizes
the active power output of the slack generator. The OPF has
been solved with a multiple predictor-corrector interior point
method,
of
the family of higher order interior point methods,
enhanced with an optimal step length computation appro ach.
The optimal computation of the primal and dual step sizes
permits the minimization of the primal and dual objective
function errors, respectively, assuring a continuous decreas e
of
the primal and dual objective function during the iterations of
the interior point method procedure.
The
IEEE 30-bus, IEEE 57-bus, IEEE
11
&bus and IEEE
300-bus systems have been used to test the methodology.
Results of the tests have indicated that the convergence is
facilitated and the number of iterations may be small.
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Marcos
J.
Rider was born in Lima, Peru in 1975. He received the B .S. (with
honors) and P.E. degrees from National University of Engineering (UNI),
Lima, Peru, and the M.S. degree from Federal University of MaranhPo
(UFMA), Brazil, all in electrical engineering. Currently he is working towards
a Ph.D. degree in electrical engineering at State University of Campinas
(UNICAM P), Brazil. His research areas are the developme nt of methodologies
of optimization and ap plications of artificial intelligence in power systems.
V. Leonard0 Paucar
(M’90-SM’99) was
born
in Lima, Peru. He received the
B.S. (first-class honors) and P.E. degrees from UNCP o f Peru, the M .S. degree
from Catholic University of Chile and the Ph.D. degree from State University
of Campinas (UNICAMP), Brazil, all in electrical engineering. He is a
Professor at National U niversity of Engineering (UNI), Peru, and at present is
a V isiting Professor at Fe deral University of MaranhPo (UFMA), Brazil. His
research interests include the applications of artificial intelligence techniques
in power system s security and electricity markets.
Ariovaldo V. Garcia
received his B.S. and Ph.D. degrees in electrical
engineering in 1974 and 1981, respectively, from State University of
Campinas (UNICAM P), Brazil, where he is currently an Associate Professor
of Electrical Engineering. He has served as a consultant for a number of
organizations. His general research interests are in the areas of planning and
control of electrical power systems.
Manfred F. Bedrifiana
was bom in Lima, Peru. He received the
B.S.
degree
in electrical engineering (first-class honors) from National University
of
Engineering (UNI), L ima, Peru. Currently he is working towards a M.S degree
in electrical engineering at Federal Unive rsity of MaranhPo (UFMA ), Brazil.
His research areas are electricity markets and security assessment of electrical
energy systems.
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