New Formulations of the Optimal Power

Flow Problem
Prof. Daniel Kirschen
The University of Manchester

2010 D. Kirschen and The University of Manchester

 2010 D. Kirschen and The University of Manchester

Outline
A bit of background

The power flow problem

The optimal power flow problem (OPF)
The security-constrained OPF (SCOPF)
The worst-case problem

2010 D. Kirschen and The University of Manchester

What is a power system?

Generators

Power
Transmission Network

Loads

2010 D. Kirschen and The University of Manchester

What is running a power system about?

Greed
Minimum cost
Maximum profit
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What is running a power system about?

Fear
Avoid outages and blackouts
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What is running a power system about?

Green
Accommodate renewables

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Balancing conflicting aspirations

Environmental impact

Cost
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Reliability
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The Power Flow Problem

2010 D. Kirschen and The University of Manchester

State variables
Voltage at every node (a.k.a. bus) of the
network
Because we are dealing with ac, voltages are
represented by phasors, i.e. complex numbers
in polar representation:
Voltage magnitude at each bus: Vk
Voltage angle at each bus: k

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Other variables
Active and reactive power consumed at each
bus: PkL ,QkL
a.k.a. the load at each bus

Active and reactive power produced by

renewable generators: PkW ,QkW
Assumed known in deterministic problems
In practice, they are stochastic variables
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What is reactive power?

Reactive power

Active power

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Injections
Bus k
Pk ,Qk

PkG ,Q kG

PkL ,Q kL

PkW ,QkW

Pk PkG PkW PkL

Qk QkG QkW QkL

There is usually only one P and Q component at each bus

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Injections

Vk k

Bus k

Pk ,Qk

Two of these four variables are specified at each bus:

Load bus: Pk ,Qk
Generator bus: Pk ,Vk
Reference bus: Vk , k
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Line flows
To bus i

Pkj ,Q kj

Pki ,Q ki

Vk k

To bus j
Bus k

Pk ,Qk

The line flows depend on the bus voltage magnitude

and angle as well as the network parameters Gki , Bki
(real and imaginary part of the network admittance matrix)

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Power flow equations

To bus i

Pkj ,Q kj

Pki ,Q ki

Vk k

To bus j
Bus k

Pk ,Qk

Write active and reactive power balance at each bus:

N

Pk Vk Vi [Gki cos ki Bki sin ki ]

i1
N

Qk Vk Vi [Gki sin ki Bki cos ki ]

k 1,L N

i1

with: ki k i, N : number of nodes in the network

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The power flow problem

Given the injections and the generator voltages,
Solve the power flow equations to find the voltage
magnitude and angle at each bus and hence the
flow in each branch
N

Pk Vk Vi [Gki cos ki Bki sin ki ]

i1
N

Qk Vk Vi [Gki sin ki Bki cos ki ]

k 1,L N

i1

Typical values of N:
GB transmission network: N~1,500
Continental European network (UCTE): N~13,000
However, the equations are highly sparse!
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Applications of the power flow problem

Check the state of the network
for an actual or postulated set of injections
for an actual or postulated network configuration

Are all the line flows within limits?

Are all the voltage magnitudes within limits?

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Linear approximation
N

Pk Vk Vi [Gki cos ki Bki sin ki ]

i1
N

Qk Vk Vi [Gki sin ki Bki cos ki ]

Pk Bki ki
i1

i1

Ignores reactive power

Assumes that all voltage magnitudes are nominal

Useful when concerned with line flows only

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The Optimal Power Flow Problem

(OPF)

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Control variables
Control variables which have a cost:
Active power production of thermal generating units:Pi G

Control variables that do not have a cost:

Magnitude of voltage at the generating units: Vi G
Tap ratio of the transformers: tij

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Possible objective functions

Minimise the cost of producing power with
conventional generating units:
g

min Ci (Pi G )
i1

Minimise deviations of the control variables from

a given operating point (e.g. the outcome of a
market):
g

min ci Pi G ci Pi G

i1

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Equality constraints
Power balance at each node bus, i.e. power flow
equations
N

Pk Vk Vi [Gki cos ki Bki sin ki ]

i1
N

Qk Vk Vi [Gki sin ki Bki cos ki ]

k 1,L N

i1

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Inequality constraints
Upper limit on the power flowing though every
branch of the network
Upper and lower limit on the voltage at every
node of the network

Upper and lower limits on the control variables

Active and reactive power output of the generators
Voltage settings of the generators
Position of the transformer taps and other control
devices

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Formulation of the OPF problem

min f0 x 0 ,u0
u0

h x ,u 0

g x 0 ,u0 0
0

x 0: vector of dependent (or state) variables

u 0 : vector of independent (or control) variables

Nothing extraordinary, except that we are dealing

with a fairly large (but sparse) non-linear problem.
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The Security Constrained

Optimal Power Flow Problem
(SCOPF)

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Bad things happen

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Sudden changes in the system

A line is disconnected because of an insulation
failure or a lightning strike
A generator is disconnected because of a
mechanical problem

A transformer blows up
The system must keep going despite such events
N-1 security criterion

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Security-constrained OPF
How should the control variables be set to
minimise the cost of running the system while
ensuring that the operating constraints are
satisfied in both the normal and all the
contingency states?

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Formulation of the SCOPF problem

min

f0 x 0 ,u0

s.t.

g k (x k ,u k ) 0

k 0,..., N c

h k (x k ,u k ) 0

k 0,..., N c

u k u0 u max
k

k 1,..., N c

uk

k 0:

normal conditions

k 1,..., N c : contingency conditions

umax
: vector of maximum allowed adjustments after
k

contingency k has occured

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Preventive or corrective SCOPF

min

f0 x 0 ,u0

s.t.

g k (x k ,u k ) 0

k 0,..., N c

h k (x k ,u k ) 0

k 0,..., N c

u k u0 u max
k

k 1,..., N c

uk

Preventive SCOPF: no corrective actions are considered

umax
0 uk u0 k 1,K N c
k

Corrective SCOPF: some corrective actions are allowed

k 1,K N c umax
0
k

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Size of the SCOPF problem

SCOPF is (Nc+1) times larger than the OPF

Pan-European transmission system model contains

about 13,000 nodes, 20,000 branches and 2,000
generators
Based on N-1 criterion, we should consider the outage
of each branch and each generator as a contingency
However:
Not all contingencies are critical (but which ones?)

Most contingencies affect only a part of the network (but what

part of the network do we need to consider?)

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A few additional complications

Some of the control variables are discrete:
Transformer and phase shifter taps
Capacitor and reactor banks
Starting up of generating units

There is only time for a limited number of

corrective actions after a contingency

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The Worst-Case Problems

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Good things happen

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 but there is no free lunch!

Wind generation and solar generation can only
be predicted with limited accuracy
When planning the operation of the system a
day ahead, some of the injections are thus
stochastic variables
Power system operators do not like probabilistic
approaches

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Formulation of the OPF with uncertainty

market-based generation

min
s.t.

6 4 7 4 8
6 additional
4 4 7generation
4 48
nd T
c T p0 p0M b*T
c

p
c
0
0
0

g 0 (x 0 ,u0 ,p0 ,b0 ,p0nd ,s) 0

h0 (x 0 ,u0 ,p0 ,b0 ,p0nd ,s) 0
u0 u0init u0max

Deviations in cost-free controls

p0 p0M p0max

Deviations in market generation

nd
nd
p min
b0T p0nd b0T p max
b0T

Deviations in extra generation

b0 0,1

Decisions about extra generation

s min s s max

Vector of uncertainties

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Worst-case OPF bi-level formulation

nd T
max c T p0 p0M bT
c

p
c
0
0
0
s

s.t.

s min s s max

p ,u ,b ,p

nd
0

arg

min c T p0 p0M b0T c0 p0nd c T

s.t.

g 0 (x 0 ,u0 ,p0 ,b0 ,p0nd ,s) 0

h0 (x 0 ,u0 ,p0 ,b0 ,p0nd ,s) 0
u0 u0init u0max
p0 p0M p0max
nd
nd
p min
b0T p0nd b0T p max
b0T

b0 0,1

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Worst-case SCOPF bi-level formulation

nd T
max c T p0 p0M bT
c

p
c
0
0
0
s

s.t.

s min s s max

p0 ,pk ,u0 ,uk ,b0 ,p0nd arg

min c T p0 p0M b0T c0 p0nd c T

s.t.

g 0 (x 0 ,u0 ,p0 ,b0 ,p0nd ,s) 0

h0 (x 0 ,u0 ,p0 ,b0 ,p0nd ,s) 0
g k (x k ,u k ,p k ,b0 ,p0nd ,s) 0
h k (x k ,u k ,p k ,b0 ,p0nd ,s) 0
p k p0 p max
k
u k u0 u max
k
nd
nd
p min
b0T p0nd b0T p max
b0T

b0 0,1
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