Sustainable Energy, Grids and Networks 23 (2020) 100372

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Sustainable Energy, Grids and Networks

journal homepage: www.elsevier.com/locate/segan

Probabilistic distribution planning: Including the interactions between

chance constraints and renewable energy
Faruk Ugranlı
Electrical-Electronics Engineering Department, Bartın University, Merkez, Bartın, 74110, Turkey

article info a b s t r a c t

Article history: Integration of renewable energy resources introduces several uncertainties for planning of distribution
Received 13 January 2020 networks, requiring the consideration of random variables. This paper proposes a chance-constrained
Received in revised form 18 April 2020 distribution network planning to deal with the long-term uncertainties related to load power, wind
Accepted 27 June 2020
power, and solar power using probability density functions under a pseudo-dynamic approach. The
Available online 30 June 2020
model is constructed through linearized load flow equations which are combined with probability
Keywords: density functions using convolution. The optimization problem is then solved by integer genetic
Integration of renewable generation algorithm; minimizing the installation and maintenance costs of substations, feeders, and renewable
Distribution network planning generators and the expected cost for purchased energy from the upper grid. The chance constraints
Convolution are formulated for voltage limits, feeder currents’ limits, and substation limits in order to control
Chance-constraints the satisfaction level of power system parameters. The proposed method, which is computationally
Probabilistic power flow efficient, is applied to the 24-nodes and 34-nodes test networks to compare the obtained results
with Monte Carlo Simulation along with the full AC load flow and the results show the importance
of considering chance constraints and penetration level of renewable energy in terms of investment
variables through case studies.
© 2020 Elsevier Ltd. All rights reserved.

1. Introduction
Distribution network planning (DNP) is of important opti-
mization problem in order to determine the locations and sizing
of substations and feeders with a minimum cost by satisfying
technical constraints such as radiality and assets’ capacities. In-
creasing share of renewable generators (RGs), which is aimed by
operators and countries [1], should be considered in the planning
problems. However, the consideration of RGs has made the for-
mulation challenging due to the appearance of several random
variables. For this reason, new approaches should be developed to
incorporate random variables into DNP problem, especially new
objective functions and new constraints.
The complexity of DNP problem leads the researchers to
use different tools, approaches, and approximations in terms of
modeling, accuracy, and computational burden. Flexibility-based
framework without using optimization methods is developed for
distribution planning to carry out the transition between passive
and active networks [2]. Scenario-based approaches could be
useful in terms of DNP and demand growth uncertainties are
modeled using a limited number of scenarios in [3]. Another
scenario-based approach is proposed by revealing the timing
characteristics of uncertain units such as wind power plants
E-mail address: ugranli@bartin.edu.tr.
(WPPs) and solar power plants (SPPs) [4]. Convexity feature
of optimization modeling is revealed in some DNP studies [5–
7]. In another studies, DNP model is recasted as mixed integer
linear programming in order to take advantage of the superior
feature of linear solvers to find DNP solution [8,9]. Moreover, the
investment variables of DNP problem can be handled in separate
studies such as allocations of only distributed generators [10].
It can be understood clearly that researchers aim developing
easy-to-use methods to optimize the installations of assets while
comprising different point of views and the integration of RG. In
this point, uncertainty handling has received significant attention
in recent years.
The most important sources for uncertainty are load and re-
newable power in terms of technical perspective. In [11], time
intervals are utilized in order to evaluate the impacts of invest-
ments considering RGs and demand in the market environment.
Asensio et al. propose a DNP model using a set of scenarios
based on the load levels which do not require the knowledge of
probability density functions (PDFs) of uncertain variables [12].
Maximum stress conditions are also considered as scenarios in or-
der to model uncertainties in the context of multistage DNP [13].
A dynamic bi-level DNP model is proposed considering the un-
certainties where the scenarios are obtained by using clustering
techniques [14]. In a similar manner, scenario analysis is utilized
in order to model the stochastic nature of RGs in the context
of DNP [15]. Robust optimization is another option to deal with

https://doi.org/10.1016/j.segan.2020.100372
2352-4677/© 2020 Elsevier Ltd. All rights reserved.
2 F. Ugranlı / Sustainable Energy, Grids and Networks 23 (2020) 100372

in DNP formulation to model uncertainties [19]. The obtaining

Nomenclature PDFs is especially of great importance for chance-constrained
xSS
s binary decision variable for installation planning problems. The chance-constraints are known to be ef-
of substation s. fective in order to meet flexibility requirements by imposing
xTR
s,k binary decision variable for installation confidence levels [20,21]. It is also important to prevent the
of transformer k at substation s. oversized investments, which is an issue in case of RG integra-
xFi,j,f binary decision variable for installation tion [22]. The chance-constrained method is applied to variety
of feeder f at the branch i,j. of DNP problems; one of which is microgrid concept where the
xRG
g ,z binary decision variable for installation installations of substations and feeders are not considered [23].
of RG at bus g and size z. Salyani et al. propose a chance-constrained DNP model where
CsSS , CsTR
,k installation costs of substations and PDFs are obtained using MCS which is a time-consuming ap-
transformers ($). proach and scenario reduction technique is utilized to reduce
CiF,j,f , CgRG
,z installation costs of feeders and RGs ($). the number of samples [24]. It is clear that the huge number
li,j feeder length of branch i, j (km). of scenarios limits the tractability of optimization problem and
Ωall SS
, ΩsTR sets of all substation locations and increases the computational burden [25] while very few number
transformer types of substation s. of scenarios could reduce the accuracy. When the DNP problem,
Ω NAF set of newly added feeders. which is highly complex, is considered along with RG integration,
Ω NRF , ΩiAV
,j sets of newly replaced feeders and there is a need for analytical approach in order to obtain bus
available feeder types at branch i, j. voltages and feeder currents using PDFs of load and RGs in a
Ωall
F
set of all branch types. short execution time. For this purpose, convolution can be used
Ω RG , Ω RGn sets for locations of all RGs and candi- to obtain PDFs of output variables analytically; e.g. a transmission
date RGs. planning study is proposed in the literature in this sense [26].
Ωgsize set for candidate sizes for g th RG. To the best knowledge of author, there is only one study that
F ,m
CsTR,m , Ci,j maintenance costs of transformers and adapts this idea in DNP but it does not consider the stochastic
feeders ($/year). nature of solar and wind power in the planning context [27]. For
CgRG,m maintenance cost of RGs ($/year). this reason, the chance constraints are adapted in this study to
ECPEs expected cost for purchased energy via DNP problem to capture the uncertainties of load power, wind
substation s ($). speed, and solar irradiance under a pseudo-dynamic approach.
ir annual interest rate. Voltage and substation limits related chance constraints are con-
NY , y number of years and index representing sidered in addition to branch capacity related chance constraint in
the years. the proposed method. Chance constraints are constructed using
fi,Fj,f , FfU random variable for feeder current the outcomes of the convolution based on the linearized load
through the branch i, j of feeder type f flow equations. The objective of the proposed DNP model is to
and its upper limit. minimize the investment and maintenance costs of substations,
ΩN set of system nodes. feeders, and RGs and the expected cost for purchased energy
U
fsTR
,k , Gk random variable for current supplied by from the upper grid through the planning horizon. The overall
transformer k of substation s and its optimization problem is solved by using integer genetic algorithm
upper limit. and it is applied to the modified 24-nodes and 34-nodes test
vi , V L , V U random variable for the voltage magni- networks. Bearing in mind the literature listed above, the com-
tude of node i, lower and upper limits parisons of the related studies with the proposed one are given
of node voltages. in Table 1. The main contributions of the present study are as
β F , β V , β TR specified not-overload(overshoot)- follows:
probabilities of feeder currents,
voltages, and transformers. • To propose a probabilistic DNP method considering PDFs of
α penalty factors for chance constraints. load power, wind speed, and solar irradiance by revealing
the superior features of convolution and linearized load flow
equations using integer genetic algorithm.
• To show the computational effectiveness of the proposed
uncertainties in order to provide sustainable distribution system; probabilistic load flow by comparing the corresponding re-
that is, a conservative approach providing solution immune to sults of full AC load flow equations with MCS and their
all uncertainty realizations [16]. Amjady et al. utilize robust ap- comparison in respect of PDFs of bus voltages and feeder
proach for DNP problem where the uncertainties are considered currents.
by polyhedral sets and the confidence interval is approximated • To analyze the interactions between the investment vari-
with normal PDFs [6]. A distributionally robust DNP problem is ables, chance constraints, and RGs along with the consider-
also formulated to obtain solutions immunizing all realizations ation of penetration limit and their effects on the objective
of uncertainty distributions [17]. Modeling of uncertainty can be function and its parts.
done by using two-point estimate method as well, in order to
obtain the approximated PDFs of output variables; for example, The rest of the paper is organized as follows. Uncertainty mod-
Soroudi et al. propose a DNP problem with uncertainty sources eling, and the proposed formulation based on the linear load flow
of electricity price, electric load, and wind speed to optimize the equations and convolution are explained in Section 2. Section 3
benefits of distribution network operators and distributed gener- is intended for the simulation results on the modified 24-nodes
ator owners [18]. Monte Carlo Simulation (MCS) is another tool and 34-nodes test networks for different case studies. Section 4
to obtain exact PDFs of output variables; which finds application concludes the paper.
 F. Ugranlı / Sustainable Energy, Grids and Networks 23 (2020) 100372 3

Table 1
Comparison of the proposed and previous studies.
Reference [27] [24] [23] [19] [18] [17] [16] [15] [13] [12] [6] The proposed
method
Feeder investment ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓
Substation investment ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓
Chance constraint ✓ ✓ ✓ ✓ ✓
Convolution ✓ ✓
Solar uncertainties ✓ ✓ ✓ ✓ ✓ ✓
Wind uncertainties ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓

2. The proposed methodology

DNP problems can be classified into two categories in respect

of time scale of the planning problems [28]. Static planning is
intended to calculate the investment decisions considering only
target year while multi-stage planning is a dynamic solution that
covers several stages instead of only target year. It is well-known
fact that multi-stage planning is a very complicated and chal-
lenging owing to the interdependency between stages [10]. For
this reason, researchers have been developing their models based
on static or pseudo-dynamic approach in the literature. In [29],
a multi-stage DNP problem is presented via pseudo-dynamic
behavior of planning and continuing load growth in the context
of smart distributions. Jeddi et al. propose a robust approach
for DNP relying on a pseudo-dynamic reliability-based model for
distributed RG planning in distribution networks [30]. Another
Fig. 1. Probability distribution of solar irradiance.
pseudo-dynamic planning approach is proposed for distributed
generation integrated DNP with a combined genetic algorithm
and optimal power flow [31]. The pseudo-dynamic approach used
in [31] is adapted in this paper. In this environment, the proposed distribution function of related group and solar power, respec-
DNP problem is optimized via integer genetic algorithm whose tively. In this study, discrete functions are considered for groups
objective function is to minimize the investment cost, mainte- 2 and 3.
Wind speed modeling is more obvious in the literature that
nance cost, and the cost of purchased energy while satisfying the
Weibull distribution suits very well in order to represent the
chance constraints. The following subsections are devoted for the
historical data for one year, and its shape and scale parameters
detailed explanations of formulation steps. can be obtained using the historical data [24]. The output power
of WPP should also be calculated for the purpose of load flow and
2.1. Modeling of uncertainties it can be obtained by using the following characteristic equation:

For the planning period, probability distributions of load de-

⎧
mand, wind speed, and solar irradiance should be created from
⎨0,
⎪ Vws < Vci or Vco < Vws
(Vws −Vci )
Pw t = Pwrated (V
, Vci ≤ Vws < Vrated (2)
the historical data of one-year period. From the point of view t rated −Vci )
⎩P rated ,
⎪
Vrated ≤ Vws ≤ Vco
of load demand, normal distribution with mean and standard wt
deviation suits well for planning studies [32]. Here, the mean
where Pwt and Pwrated
t represent the output power and rated power
value equals to the demand of related bus.
of WPP, respectively. Vrated , Vci , Vco , and Vws denote the rated
Solar irradiance model should also be constructed based on the speed, cut-in speed, cut-out speed, and the wind speed, respec-
hourly historical data of one year for the planning site. Although tively. By applying MCS, distribution function of output power of
it is important to obtain a suitable PDF for solar irradiance, a WPP (fwt ) can be obtained as:
obtaining an exact PDF is out of scope of this study. It can be
Fwt δ (Pwt ) ,
⎧ zero
seen in Fig. 1 that solar irradiance data can be divided into several ⎪ Pwt = 0
Gwt (Pwt ) , 0 < Pwt < Pwrated
⎪
⎨
groups where group 1 corresponds to the probability of being
fwt (Pwt ) = t
(3)
zero which stands for the data of night times [33]. Other groups, ⎪Frated δ (Pwt ) ,
⎪ Pwt = Pwrated
t
whose numbers can be adjusted to obtain the better expression of 0,
⎩
for others
irradiance data, are fitted by exponential PDFs. After that, the out-
put power of SPP should be calculated using the algorithm based Distribution function of a WPP is shown in Fig. 2 where it
on the fundamental I–V equations [34]. Distribution function of can be said that distribution of WPP’s output power has higher
probabilities at zero and rated power whose probability values
SPP’s output, fpv , can be obtained by means of MCS as follows:
⎧ are demonstrated by Fwzero
t and Frated , respectively. The function of
δ Ppv , for group 1 Gwt is utilized to model the values between the zero and rated
( )
⎪ Fpzero
v
power and it can be expressed by either continuous or discrete
⎨
grp2
fpv Ppv = Gpv Ppv ,
( ) ( )
for group 2 (1) functions. In this study, Gwt is also expressed by discrete values.
⎩Ggrp3 P ) , for group 3
⎪ (
pv pv
2.2. Objective function of DNP problem
where Fpzero
v shows the probability of output power of SPP being
zero which is modeled by a Dirac delta function, δ (.). The prob- Planning studies cover the horizon of 10 years maybe more
ability distributions of groups 2 and 3 can be expressed by either while the operation studies dealt with the time horizon of min-
grp
continuous or discrete functions where Gpv and Ppv represent the utes - 1 week [35]. From this perspective, the time scale of
4 F. Ugranlı / Sustainable Energy, Grids and Networks 23 (2020) 100372

2.3. Constraints of DNP problem

Several technical and economical constraints can be consid-

ered in DNP formulations in order to construct a feasible region
for the designed problem. When the uncertainties of the RGs and
loads are considered in the planning problem, classical formula-
tion would result in excessive investments and operational costs
in order to satisfy the constraints strictly as to supply all loads. In
this reason, chance constraints are of great importance to attain a
compromising probability for the system within the constraints.
Bearing in mind this concept, the following constraints are dealt
with:

fi,Fj,f = f (x, ξ ) ; ∀i, j ∈ Ωall

F
, ∀f ∈ ΩijAV (8)
Vi = g (x, ξ ) ; ∀i ∈ Ω N
(9)
Pr ⏐fi,Fj,f ⏐ ≤ FfU ≥ β F ; ∀i, j ∈ Ωall , ∀f ∈ ΩijAV
{⏐ ⏐ } F
(10)
Fig. 2. Probability distribution of output power of a wind turbine.
Pr V L ≤ vi ≤ V U ≥ β V ; ∀i ∈ Ω N
{ }
(11)
fsTR GUk≥ β ; ∀s ∈ , ∀k ∈
TR
Ωall
SS
ΩsTR
{ }
Pr ,k ≤ (12)
control devices such as tap changing transformers is said to be
∑
xFi,j,f ≤ 1; ∀i, j ∈ Ω ∪ Ω NRF
( NAF )
(13)
between several seconds to a minute when it is required [36]. In
a similar manner, although RGs can provide voltage support, their f ∈ΩijAV

power factor is changed on hourly basis and its consideration

s ≤ 1; ∀s ∈ Ωall
xSS SS
(14)
is generally addressed at operation studies [6]. Bearing in mind ∑
the distinction between planning and operation studies, it is not xTR
s ,k ≤ 1; ∀s ∈ Ωall
SS
(15)
a common practice in the literature to consider those control k∈ΩsTR
variables in planning studies [4,6,8,12,15,17–19,23,37–39]. The ∑
g ,z ≤ 1; ∀g ∈ Ω
xRG RGn
main variables for DNP are said to be as follows: (1) installa- (16)
tion variables for feeders, (2) installation variables for substa- z ∈Ωgsize
tions/transformers and (3) installation variables for RGs [10]. In
s,k ≤ xs ; ∀s ∈ Ωall , ∀k ∈ Ωs
xTR SS SS TR
(17)
this study, expected cost of purchased power from the upper grid
is also minimized along with the installation and maintenance radiality constraint (18)
costs as:
⎛ ⎞ (8) stands for the calculation of feeder currents based on
∑ ∑ the investment variables (x) and random variables (ξ ) using
f1 = ⎝CsSS xSS
s + CsTR TR ⎠
,k xs,k the function of f (x, ξ ). In a similar manner, node voltages are
SS
s∈Ωall k∈ΩsTR also calculated based on the investment variables and random
∑ ∑ ∑ ∑ variables in (9) using the function of g (x, ξ ). In this study, ξ
+ CiF,j,f li,j xFi,j,f + CgRG RG
,z xg ,z (4)
includes the random variables related to load power, wind power
ij∈( Ω NAF ∪Ω NRF ) f ∈ΩijAV g ∈Ω RGn z ∈Ωgsize and solar power. In this formulation, the conversions between
⎡ power and current values, where it is needed, are not showed
⎢∑ ∑ TR,m
∑ ∑ F ,m explicitly through the paper for the sake of simplicity. f (x, ξ ) and
f2 = δ op ⎣ Cs,k xTR
s,k + Ci,j xFi,j,f g (x, ξ ) are the functions for the linearized load flow calculations
SS k∈Ω TR
s∈Ωall F f ∈Ω AV
ij∈Ωall
s ij along with the convolution and their details are given in Sec-
⎤ tion 2.4. It is clear that (8) and (9) yield probability distributions
of feeder currents and node voltages in order to calculate chance
CgRG,m xRG
∑ ∑
+ (5)
⎥
g ,z ⎦ constraints in (10)–(12). The not-overload-probabilities of feeders
g ∈Ω RG z ∈Ωgsize are required to be more than a probability value of β F as shown
⎡ ⎤ in (10). Similarly, the not-overshoot-probabilities above the upper
∑ limit and below the lower limit of node voltages should be more
f3 = δ op ⎣ ECPEs ⎦ (6) than a specified probability value demonstrated by β V as in (11).
⎢ ⎥
SS
s∈Ωall The last chance constraint given in (12) stands for the fact that
the not-overload-probabilities of transformers should be more
Total investment costs of upgraded or newly added distri-
than a specified value β TR . (13) indicates that only one of the
bution assets of substations, transformers, feeders, and RGs are
candidate alternatives can be installed at branch between nodes
represented by f1 . Corresponding maintenance costs of distribu-
i and j. In a similar way, (14) defines whether the corresponding
tion assets are calculated for the planning horizon in (5). And the
substation is installed/expanded while (15) confines the installa-
last part of the objective function is to minimize the expected
tion of transformer with only one candidate. At each RG bus, only
cost of purchased energy from the upper grid via substations as
one candidate can be installed as written in (16). Constraint (17)
given in (6). To convert the total operational costs in (5) and (6)
dictates new transformers can only be added if substation is built
into the present value, those costs are multiplied by the discount
factor [40]: or expanded. Finally, the radiality constraints are imposed in (18)
based on the fictitious system formulated in Appendix A.
NY
∑ 1 It is clear that the distribution feeder is considered to be not
δ op = (7) overloaded
(1 + ir )y {⏐ if⏐ the probability distribution of that feeder satisfies
≥ β F . For this reason, the overload or
}
y=1 the Pr ⏐fi,Fj,f ⏐ ≤ FfU
 F. Ugranlı / Sustainable Energy, Grids and Networks 23 (2020) 100372
overshoot levels (ε) of chance constraints given in (10)–(12) can
be calculated as:
0, if Pr {.} ≥ β
{
ε=
β − Pr {.} if Pr {.} ≤ β
The overload levels are then merged into the objective func-
tions with penalty factors as (f4 ):
∑ ∑ ∑ ∑ ∑
f4 = α F εiF,j,f + α V εiV + α TR
i,j∈Ωall
F f ∈Ω AV i∈Ω N SS k∈Ω TR
s∈Ωall
ij
2.4. The probabilistic load flow calculation
Load flow equations are of great importance for DNP problems
to calculate the voltages and the feeder currents. For exact calcu-
lation, different load flow methods have been introduced by the
consideration of uncertainties in the literature [41–44]. However,
the approximated tools are also utilized to calculate voltage drop
in even classical approach to avoid iterative solution [45]. For
the same reason, Sedghi et al. propose some optimal simple
strategies for distributed generation and storage units instead of
applying optimal load flow, where the exact optimal load flow
solutions cannot be obtained [46]. In addition, it is obvious that
a large number of full load flow calculations are required by the
introduction of RGs, which is hard to implement in planning mod-
els [47]. Due to this complexity, the linearized load flow equations
were proposed by Haffner et al. for the purpose of long-term
DNP considering distributed generation [48]. They claim that the
accuracy of linearized equations is sufficient for the purpose of
long-term DNP. Due to its advantages, Asensio et al. propose a
mixed-integer linear programming considering demand response
and energy storage to determine the joint investments of dis-
tribution networks assets and distributed generation using the
so-called linearized equations [8]. In another study, linearized
load flow equations are used in order to construct a bi-level
distribution network and RG expansion planning model to mini-
mize generation and network investment cost at upper level and
the overall payment faced by the customers at lower level [12].
Shen et al. present an expansion planning for active distribu-
tion networks with distributed energy storage systems based
on the linearized load flow equations [49]. The nominal voltage
assumption to calculate the linearized current flow and power
loss over the feeders are explicitly shown in the context of DNP
considering network reliability in [50]. Finally, Munoz-Delgado
et al. propose another DNP problem using the linearized load flow
equations considering the reliability assessment [51]. According
to the related literature, the linearized load flow equations are
quite useful to set up linear relationship between current and
voltage in a simple manner. For this reason, it is adapted to
the proposed method by using the concept of the bus-injection
to branch-current (BIBC) and the branch-current to bus-voltage
(BCBV) matrices for the application of convolution to capture the
probability distribution functions of demand, wind speed, and
solar irradiance. Those matrices should be developed as satisfying
the following equations [52]:
[∆V ] = [BCBV ] Iflow
[ ]
[ ] [ ]
Iflow = [BIBC ] Iinj
where Iflow and Iinj denote the arrays for feeder currents and
current injections except slack bus which is also defined as sub-
station bus. It can be said clearly that the number of substation
buses might be more than one. In this case, those buses should
be excluded from the array of current injections. ∆V is the array
of voltage difference between the corresponding and slack buses.
Depending on the connectivity of network, voltage difference
5
of a bus should be calculated regarding the bus voltage of the
substation that feeds the bus. To obtain those matrices, following
steps should be followed [52]:
(19)
1. Generate a matrix with a size of m ×(n − 1) for BIBC matrix
and (n − 1) × m for BCBV matrix where m and n represent
the number of branches and buses, respectively.
2. If kth feeder is located between bus i and j, copy the column
of ith bus of the BIBC matrix to the column of jth bus. After
εsTR,k (20)
that, put a +1 to the matrix element of kth row and jth bus
s
column.
3. Repeat step (2) until all feeders are considered in BIBC
matrix.
4. If kth feeder is located between bus i and j, copy the row
of ith bus of the BCBV matrix to the row of jth bus. After
that, put the impedance value of corresponding feeder to
the matrix element of jth bus row and kth column.
5. Repeat step (4) until all feeders are considered in BCBV
matrix.
6. Repeat all steps until BIBC and BCBV matrices are created
for all active substations and merge them.
By means of those matrices, direct relationship between the
injection currents and bus voltages can be obtained as:
[∆V ] = [BCBV ] [BIBC ] Iinj = [DLF ] Iinj
[ ] [ ]
(23)
where [DLF ] is the matrix of distribution load flow. There is a
need for an iterative approach to solve this load flow problem due
to the complex relations. For the simplicity, a linear relationship
between injection currents and node voltages would be helpful
in order to construct the proposed DNP problem. To this end,
the idea of Haffner et al. [48] is applied to those matrices by
means of considering the absolute values of current injections,
impedances, and node voltages in order to obtain linearized load
flow equations for radial distribution networks:
[|∆V |] = [|DLF |] ⏐Iinj ⏐
[⏐ ⏐]
(24)
[⏐ ⏐] [⏐ ⏐]
⏐Iflow ⏐ = [BIBC ] ⏐Iinj ⏐ (25)
Here, |.| shows the operator for absolute value. Absolute value
of injected current is calculated under the assumption of nom-
inal voltage as mentioned before in line with the previous re-
searches [48,50]. It can be said that (24) sets up a linear re-
lationship between the magnitude of bus voltage and current
injections while (25) maintains the linear relationship between
the current flow over the feeder and current injections. It is
obvious that linearity is necessary to apply convolution based
on the probability theory of functions of random ⏐ ⏐ variables. The
probability distributions of random variables ⏐Iinj ⏐ should be first
multiplied by the coefficients of |DLF | in (24) and BIBC in (25) as
mentioned in [53]:
f ′ Iinj = f Iinj /bibc /bibc
( ) ( )
(26)
′
Iinj = f Iinj /dlf /dlf
( ) ( )
g (27)
After that, the probability distributions of feeder current and
the difference between the node voltage magnitude can be cal-
culated by the convolution [53]:
(21)
f Iflow = f ′ Iinj,1 ⊗ f ′ Iinj,2 ⊗ · · · ⊗ f ′ Iinj,(n−1)
( ) ( ) ( ) ( )
(28)
(22)
g (∆V ) = g ′ ′ ′
( ) ( ) ( )
Iinj,1 ⊗ g Iinj,2 ⊗ · · · ⊗ g Iinj,(n−1) (29)
where ⊗ represents the convolution operator. It is easy to calcu-
late those convolutions by using high-end computer technologies.
But, there is no need for calculation at the nodes without RGs
because they all follow independent normal distributions, so sum
of them can be calculated easily by following some properties of
independent normal distributions [26,53].
6 F. Ugranlı / Sustainable Energy, Grids and Networks 23 (2020) 100372
The proposed DNP problem is solved via integer genetic al-
gorithm whose details can be found in [31,32]. In this study,
a uniform function is utilized to create initial population with
a uniform distribution. The chromosome structure of the pro-
posed method is shown in Fig. 3; indicating that there are four
parts in the chromosome. The first part is devoted to instal-
lations/expansions of substations which take values of 0 or 1.
The second part is for determining the size of transformer at
the corresponding substation which takes the size option from 1
to k. The feeder size of each branch is determined in the third
part where each gene takes value from 1 to f ; corresponding
to another size. Here, Ω Fn includes only replaceable and newly
added feeders. Finally, the sizes of new RGs are determined
by the genes at the part four, taking the value from 1 to z.
To evaluate the fitness function, the radiality of the system is
maintained by checking whether the current solution satisfies the
equations given in Appendix A. A penalty value is added into the
fitness function in case those constraints are not satisfied. If it
is satisfied, the proposed linearized load flow is carried out and
the objective functions given in Section 2.2 are calculated. After
that, individuals are modified by using mutation, crossover, and
reproduction operators for next generation. And this is carried out
until a stopping criterion is met.
All installation variables except the timing of assets’ construc-
tion are determined optimally as the timing is determined based
on the pseudo-dynamic approach [31]. The pseudo-dynamic ap-
proach in this study is divided into two phases. First phase is
devoted to achieving a solution for the demand of the final stage
by using the proposed static model [31]. This solution will form
a set of investments that could be used during the intermediate
stages of the planning period. In the second phase, effect of
load growth, demand points, and the size of RGs are explicitly
considered, and intermediate single stage solutions are found
optimally. It is worth noting that the solutions of intermediate
stages are determined based on the asset pool formed in the first
phase. In case of any infeasibility at intermediate stages due to the
new load points in the horizon stage, new branches, transformers,
and RGs can be determined by exchanging assets. The complete
solution of the proposed method is obtained at the end of phase
two.
3. Simulation results
The proposed method is studied on the modified 20 kV 24-
nodes and 34-nodes benchmark systems to analyze the invest-
ment and operational results for a 10-year planning horizon. The
planning period is divided into two stages with 5 years each.
The data of original test system are obtained from [54], which
are extended by adding 10 nodes to obtain 34-nodes bench-
mark system. The load data of both systems are presented in
Appendix B (See Table B.1). In order to optimize the proposed
model, genetic algorithm is utilized with the following parame-
ters; population size — 200, number of maximum generations
— 500, and crossover fraction — 0.8. To obtain the optimal
solution, each case is solved ten times and the minimum one
out of the ten trial is selected as a final solution. Annual interest
rate and the average price of purchased electricity from the upper
grid is assumed to be 10% and $250/MWh, respectively [12]. The
upper and lower limits of node voltage are 0.95 pu. and 1.05
pu. as the power factor of the system is assumed to be 0.9.
The power factors of RGs are assumed to be constant (unity) as
consistent with the studies [6,12,37,38,51]. The penalty factors for
chance constraints are taken as 1e12 decided upon the problem
structure. The solar module considered has maximum power of
200 W, open circuit voltage of 32.9 V, and short circuit current of
8.21 A. The rated power, cut-in, rated, and cut-out speeds of the
Table 2
Investment results of RGs for stage 1 and stage 2.
Type 24-nodes system 34-nodes system
Size [MW] Size [MW]
Bus no St1 St2 Bus no St1 St2
WPP 15, 17, 19 7.5, –, – –, 7.5, 7.5 25, 28, 30 7.5, 7.5, 7.5 –, –, –
SPP 7, 12, 19 4.8, 4.8, – –, –, 4.8 23, 26, 29 7.5, 7.5, 7.5 –, –, –
wind turbine have the values of 0.5 MW, 3 m/s, 13 m/s, and 25
m/s, respectively. As mentioned before, load demand is modeled
by normal distribution as the mean and standard deviation of load
demand is assumed to be 0.61 pu. and 0.07, respectively. The scale
and shape parameters of Weibull distribution for wind speed
modeling are assumed to be 5.50 m/s and 1.87, respectively. In
respect of the modeling of solar irradiance, the probability of
being zero irradiance is assumed to be 0.4707 while group 2 has
an exponential distribution with mean value of 4.92 W/m2 and
group 3 has an exponential distribution with mean value of 251
W/m2 .
The data related to alternative feeders and transformers are
also given in Appendix (see Table B.2). The existing substations
have a transformer type of T1, and substation installation costs
are $100000 and $150000 for existing and candidate substations,
respectively. However, only the alternatives of T1 and T2 are
available for 24-nodes test system. Existing feeders are chosen as
the type of F1 and F2 for 34-nodes, and 24-nodes test systems,
respectively. Similarly, the candidate nodes of WPPs and SPPs,
and their corresponding sizes are given in Appendix B for both
systems (see Tables B.3 and B.4).
3.1. Validation of the proposed method
In order to validate the obtained results in terms of probabilis-
tic manner, the probability distributions of feeders’ currents and
node voltages are compared with the MCS with 104 samples and
the full AC power flow for both systems. For this purpose, β F ,
β V , and β TR are chosen as 0.90. The planning solutions related to
stage 2 are only shown in one-line diagram of both systems for
demonstration as shown in Fig. 4. The details of investment re-
sults are given in Appendix C (see Table C.1) where only installed
or expanded assets are listed.
It is clear that the radiality is maintained in the proposed solu-
tion for both systems. Some of feeders are installed at stage 1 and
also upgraded at stage 2 due to the load growth. The installation
results of RGs are given in Table 2 where RGs are utilized fully
due to the fact that β equals 0.9. The total objective function
value is obtained as $2.3875e8 and $3.9001e8 for 24-nodes and
34-nodes systems while satisfying the chance constraints. Sum
of installation and maintenance costs for substations, feeders,
and RGs for 24-nodes system can be listed as $0.651M, $0.153M,
and $5.245M, respectively while the expected cost for purchased
energy from the upper grid is $232M. The corresponding costs are
obtained $2.924M, $0.286M, and $7.965M for 34-nodes system as
the cost for purchased energy $378M which is higher than the
other test system.
When the proposed installation schemes are applied to the
full AC power flow along with MCS, the expected values of the
node voltages and feeder currents for stage 2 are obtained similar
with the results obtained via linearized load flow as shown in
Figs. 5 and 6, respectively. It can be seen clearly that differences
are acceptable for the purpose of planning problem which is
consistent with [48,49] regarding the fact that those systems are
designed to be operated within certain voltage limits which are
assumed to be [0.95 pu. 1.05 pu.] in this study [18]. It is worth to
note that nominal voltage assumption does not cause a significant
 F. Ugranlı / Sustainable Energy, Grids and Networks 23 (2020) 100372 7

Fig. 3. Chromosome structure of the proposed method.

Fig. 4. One-line diagram with the solutions at stage 2 of (a) 24-nodes system and (b) 34-nodes system.

error for long-term DNEP for both systems. It also shows that
the node voltages with RG integration have relatively higher
magnitude than the other nodes due to the high penetration
of RGs as given in Table 2. To compare PDFs, the probability
distributions of voltage difference of node 8, and feeder current
between nodes 3–11 are shown in Fig. 7 for 24-nodes system at
stage 2. Similarly, for 34-nodes system at stage 2, the probability
distributions of voltage difference of bus 27, and feeder current
between nodes 24–23 are shown in Fig. 8. It is obvious that the
shape of probability distributions obtained with the proposed
method can be considered the same as small differences occur be-
cause of the approximations in linear power flow and convolution
implementation. Moreover, it can be inferred from those figures
that considering probability distributions are of great importance
in respect of chance constraints because the random variables
of bus voltage and feeder current does not follow a custom
PDF owing to the integration of RGs. It can be understood from
Fig. 8a that the corresponding voltage could be higher than 1 pu.
because of the so-called RG integration. The similar observation
can be made for the current flow shown in Fig. 7b and Fig. 8b
as the current flow could be positive or negative according to
the injection of RG. To show the advantage of the proposed load
flow in terms of computational burden, the execution time for
the proposed load flow along with convolution is compared to the
time of full AC load flow with MCS on a desktop computer with I5
processor clocking at 3.1 GHz and 8GB RAM. It should be empha-
sized at this point that full AC load flow cannot be implemented
by convolution owing to the nonlinearity. The average execution
time of the proposed load flow is obtained as 0.62 s while the
calculation by full AC load flow takes 640 s for 24-nodes test
system. For 34-nodes test system, the calculation of PDFs of all
node voltages and feeder currents takes 0.75 s in average by the
proposed load flow while it takes 1260 s for MCS along with full
AC load flow. It is clear that the execution time of the proposed
8 F. Ugranlı / Sustainable Energy, Grids and Networks 23 (2020) 100372

Table 3 Table 5
Investment results of RGs for case-B and -C. Objective function, its parts and active chance constraints for 25% penetration
Case Type Bus no Size [MW] level.

St1
WPP 25, 28, 30 7.5, 7.5, 7.5
B G
SPP 23, 26, 29 7.5, 7.5, 7.5
WPP 25, 28, 30 7.5, 5, 7.5
C
SPP 23, 26, 29 7.5, 4.8, 7.5
Table 4
Objective function, its parts and active chance constraints for cases without
penetration limit.
Case Objective Inv. cost. Inv. cost. Inv. cost.
function ($) feeders ($) substations ($) RGs ($)
A 390.01M 0.2862M 2.9241M 7.9650M
B 390.75M 0.3435M 3.2983M 7.9650M
C 409.80M 0.4654M 3.7934M 7.0558M
D εF = 0.0057, εTR = 0.0446
E εF = 0.2836, εTR = 0.1053
F εF = 0.1332, εTR = 0.0254
probabilistic load flow is faster than the AC load flow equations
with MCS; consistent to results given in [26].
3.2. Effect of the chance constraints
In order to analyze the effects of chance constraints on the
DNP results, the following cases are dealt with for only 34-nodes
test system due to the space limitation:
Case-A: 0.90 for β F , β V , and β TR .
Case-B: 0.95 for β F , β V , and β TR .
Case-C: 1 for β F , β V , and β TR .
The proposed solution for case-A is given in Fig. 4 while the
others are provided in Appendix C (see Table C.2). In terms of
installation of substations, each case has different investment
scheme where case-C is the most conservative one due to the se-
lection of larger transformer options. Moreover, stage 1 solutions
are expanded in stage 2 for some substations, e.g. transformer
at node 32 (which is an existing substation) is expanded only
at stage 2 for case-C. This difference is observed more for the
results of feeders. Each case has a different radial routing from
the substations with different types of feeders. Some of branches
are expanded/installed at first stage but expansion of some others
is delayed to the second stage by means of pseudo-dynamic ap-
proach. For example, the feeder between nodes 7–8 is expanded
at stage 2 for both cases-B and -C. Installation of RGs are shown
in Table 3 where case-A and -B have the similar penetration
while case-C has a different solution in terms of penetration. Total
penetration level of case-C is found to be 31% at stage 2 which is
8% lower than those of case-A and -B as a result of conservative
approach of case-C. In addition, it is clear that RGs at some buses,
e.g. 28, is utilized lower at stage 2 although a higher installation
is made in stage 1 (case-C) due to the chance constraints. When
the objective function values are compared of those cases, case-A
has the lower objective function as shown in Table 4 as expected.
Increasing the specified not-overload (not-overshoot) probability
such as case-B results in higher objective function, which means
more conservative approach is chosen. It might be noted also
that costs of feeders’ and substations’ installations increase by
the higher specified not-overload (not-overshoot) probability. In
terms of RGs, case-A and -B have the lowest investment cost
while the cost of purchased energy is higher at case-C.
In order to see the active chance constraints among the cases,
the investment scheme obtained in case-A is evaluated at β =
0.95 (case-D) and β = 1 (case-E) while case-B is evaluated at
St2 Case Objective Inv. cost. Inv. cost. Inv. cost. EPEC ($)
function ($) feeders ($) substations ($) RGs ($)
–, –, –
454.16M 0.2337M 2.4762M 3.5119M 447.50M
–, –, –
H 455.85M 0.2433M 3.5762M 3.4815M 448.04M
–, 2.5, – I 456.14M 0.3979M 3.7935M 3.7390M 447.76M
–, –, 4.8
J εF = 0.0448, εTR = 0.0446
K εF = 0.2109, εTR = 0.0957
L εF = 0.1411, εTR = 0.0117
EPEC ($)
β = 1 (case-F) for only stage 2 due to the space limitation. It can
378.20M be seen in Table 4 that chance constraints related to feeder and
378.53M substation capacity are active in case-D and -E. The probability
398.49M distribution of current flow over the feeder 28-25, which is the
reason for the ε F value at case-D, is shown in Fig. 9a where the
feeder capacity is 181 A. It is clear that choosing the specified
not-overload probability greater than 0.9 yields a penalty for the
objective function due to the probability of current flow lower
than -181 A. The current supply by substation 32 is also given in
Fig. 9b where the substation capacity is 346 A. For this reason,
penalty values should be merged into the objective function for
case-D owing to the probability of current supply over than 346
A. It is obvious that more feeders violate the chance constraint
at case-E. Similar observation is also made for case-F where the
same chance constraints are active if the results of case-B are
evaluated by using β = 1. Due to the fact that current flows
through the feeders 1(31-2), 25(33-24), 27(33-30), and 29(30-
29) exceed the feeder capacities, their probabilities are obtained
0.9605, 0.9831, 0.9579, 0.9770, respectively. Thus, ε F is obtained
higher than zero for case-F. In a similar manner, substation 31 is
the limiting substation in terms of chance constraint in case-F.
3.3. Effect of penetration limit
For renewable-rich distribution systems, penetration limit is
also an important issue for the planning problems. In order to see
the impact of penetration limit, it is imposed in the formulation
by 25% of total demand. Under this circumstance, following cases
are considered like the previous section:
Case-G: 0.90 for β F , β V , and β TR .
Case-H: 0.95 for β F , β V , and β TR .
Case-I: 1 for β F , β V , and β TR .
The results are presented in Table 5 where there is an increase
in objective function comparison to those of the cases in Table 4
because of the fact that more energy is purchased from the upper
grid. Moreover, the increasing trend in investment of feeders and
substations with increasing β is similar with the cases without
penetration limit, which is an important observation. The con-
servative approaches, which are case-C and case-I, require more
feeder and substation investments that could be reduced by the
proposed chance constraint method as given in Appendix C (see
Table C.3). Moreover, the investment in RGs is approximately
saturated by the penetration limit as can be seen in Table 6 but
the locations and sizing of RGs are different among the cases.
Different routing along with the different RG installation yields
better results in terms of objective function by satisfying the
so-called chance constraints.
In order to see the active chance constraints among the cases,
the investment scheme obtained in case-G is evaluated at β =
0.95 (case-J) and β = 1 (case-K) while case-H is evaluated at
β = 1 (case-L) for only stage 2 due to the space limitation. It
can be seen in Table 5 that chance constraints related to feeder
and substation capacity are active in case-J and -K as obtained
in the cases without penetration level. The problematic feeders
 F. Ugranlı / Sustainable Energy, Grids and Networks 23 (2020) 100372 9

Fig. 5. Expected values of node voltages for (a) 24-nodes system and (b) 34-nodes system.

Fig. 6. Expected values of current flows for (a) 24-nodes system and (b) 34-nodes system.

Fig. 7. The probability distributions of (a) ∆V of bus 8 and (b) feeder 3’s current for 24-nodes syst. (stage 2).

are obtained as 33-28 and 33-30, which yields ε F different than
zero. Because the routing obtained for β = 0.9 is not valid for
β = 0.95, a penalty is occurred at the objective function. In terms
of substation, the current supply by substation 32 is obtained as
problematic too because its capacity is 346 A. For this reason,
penalty value is merged into the objective function for case-J
owing to the probability of current supply over than 346 A. It is
obvious that more feeders violate the chance constraint at case-
K. Similar observation is also made for case-L where the same
chance constraints are active if the investment result of case-H is
10 F. Ugranlı / Sustainable Energy, Grids and Networks 23 (2020) 100372

Fig. 8. The probability distributions of (a) ∆V of bus 27 and (b) feeder 24’s current for 34-nodes syst. (stage 2).

Fig. 9. The probability distributions of (a) current flow of feeder 26 and (b) substation 32 for case-A.

Table 6 and solar irradiance using a pseudo-dynamic approach. The solar

Investment results of RGs for 25% penetration level. irradiance is modeled in a group fashion in order to capture the
Case Type Bus no Size [MW] times with zero irradiance. The proposed DNP gives planners an
St1 St2 opportunity to have a compromise solution between cost and
WPP 25, 28, 30 –, –, 7.5 –, 7.5, – risk. In comparison to the transmission planning studies, this
G
SPP 23, 26, 29 7.5, –, – –, –, – study considers voltage and substation related chance constraints
WPP 25, 28, 30 –, –, 7.5 5, 2.5, – in DNP problem as well as feeder capacity related chance con-
H
SPP 23, 26, 29 –, 3.6, 3.6 –, –, – straint. It is observed from the results that feeder and substation
I
WPP 25, 28, 30 –, 7.5, – 5, –, – related chance constraints are of great importance for distribu-
SPP 23, 26, 29 7.5, –, – –, 4.8, – tion systems because it can be active depending on the system
structure. Those constraints are calculated by means of linearized
load flow equations and convolution. From the results, it can be
evaluated by using β = 1. Due to the fact that the probabilities understood that the proposed method is acceptable in terms of
of current flows through the feeders 3(1-26), 7(26-14), 14(32-16), accuracy of probabilistic load flow and better than full AC load
23(33-28), 24(33-30), and 27(29-24) do not exceed the feeder flow with MCS in terms of computational burden, showed by the
capacities are obtained 0.9877, 0.9855, 0.9814, 0.9756, 0.9776, application on two test systems.
and 0.9558, respectively, ε F is obtained higher than zero for case- When the specified not-overload-probability (not-overshoot-
K. In a similar manner, substation 31 is the limiting substation in probability) is changed, results show that investment decisions
terms of chance constraint in case-K. Those observations are also are affected significantly, especially the feeder routing and sizing.
valid for stage 1 depending on the loading level. By increasing the so-called values, feeder investment increases
as well with a more conservative fashion. Depending on the
4. Conclusions routing of feeders, locations of RGs change to exploit the usage of
renewable energy. It is especially important when the penetration
This paper proposes a new chance-constrained DNP formula- limit is imposed, that approximately saturates the investment
tion considering the uncertainties of load demand, wind speed, on RGs. For those reasons, both penetration limit and chance
 F. Ugranlı / Sustainable Energy, Grids and Networks 23 (2020) 100372 11

Table B.1
Load demands of the benchmark systems (MVA).
Node 24-nodes syst. 34-nodes syst. Node 24-nodes syst. 34-nodes syst. Node 34-nodes syst.
St1 St2 St1 St2 St1 St2 St1 St2 St1 St2
1 3.45 5.42 3.45 5.96 13 1.15 1.35 1.15 1.48 25 0.78 1.41
2 0.77 1.21 0.77 1.33 14 3.05 3.16 3.05 3.47 26 0.49 1.48
3 3.38 3.98 3.38 4.37 15 1.62 1.62 1.62 1.78 27 1.94 3.08
4 0.41 0.49 0.41 0.53 16 2.16 2.40 2.16 2.64 28 0.45 0.88
5 0.37 0.47 0.37 0.51 17 – 1.22 1.00 1.34 29 0.33 1.04
6 0.92 1.44 0.92 1.58 18 – 2.10 1.50 2.31 30 1.00 1.94
7 3.70 4.36 3.70 4.79 19 – 1.81 1.11 1.99
8 0.60 0.94 0.60 1.03 20 – 3.79 2.82 4.16
9 1.12 1.77 1.12 1.94 21 0.94 1.78
10 2.04 2.40 2.04 2.64 22 1.35 2.31
11 1.91 2.80 1.91 3.08 23 1.18 1.99
12 0.93 1.29 0.93 1.41 24 2.50 4.37

Table B.2
Alternative feeders and transformers for both systems.
Candidate Capacity (MVA) Maint. cost ($/year) Instl. cost ($)
Trafo-1 (T1) 12 2000 750000
Trafo-2 (T2) 15 2000 950000
Trafo-3 (T3) 18 2000 1150000

Candidate Capacity (MVA) Impedance Maint. cost Instl. cost

(/km) ($/year) ($/km)
Feeder-1(F1) 4.5 0.650 450 10000
Feeder-2(F2) 6.28 0.557 450 15020
Feeder-3(F3) 9 0.478 450 25030
Feeder-4(F4) 12 0.423 450 29870
Feeder-5(F5) 15 0.400 450 37000

Table B.3
Location and sizes for existing and candidate RGs for 24-nodes test system.
Node Type Size [MW] Maint. cost
(Existing) St1 St2 ($/year)

14 WPP 2.5 3 5% of Instl. cost

14 SPP 1 2 5% of Instl. cost
Node Type Available Instl. cost Maint. cost
(Candidate) sizes [MW] [$/MW] ($/year)
15, 17, 19 WPP 5, 7.5 185000,184000 5% of Instl. cost
7, 12, 19 SPP 3.6, 4.8 172000,171000 5% of Instl. cost

Table B.4
Location and sizes for existing and candidate RGs for 34-nodes test system.
Node Type Size [MW] Maint. cost
(Existing) St1 St2 ($/year)

14 WPP 5 5 5% of Instl. cost

14 SPP 5 5 5% of Instl. cost
Node Type Available Instl. cost Maint. cost
(Candidate) sizes [MW] [$/MW] ($/year)
25, 28, 30 WPP 2.5, 5, 7.5 186000, 185000, 184000 5% of Instl. cost
23, 26, 29 SPP 3.6, 4.8, 7.5 172000, 171000, 170000 5% of Instl. cost

constraints will help planners to decide a compromise solution Declaration of competing interest
by modeling uncertainties in a simple manner as addressed in
the proposed method. The authors declare that they have no known competing finan-
The proposed method can be extended to include the multi- cial interests or personal relationships that could have appeared
stage environment which covers the interdependency between to influence the work reported in this paper.
stages, and it will be addressed at a future research.
Appendix A. Radiality check constraints
CRediT authorship contribution statement
Radiality of the solution is checked via the following con-
straints adapted from [8,12]:
Faruk Ugranlı: Conceptualization, Methodology, Software, For- ∑ ∑
mal analysis, Investigation, Writing - original draft, Writing - xFi,j,f = 1, j ∈ load buses (A.1)
review & editing, Supervision, Project administration. i,j∈Ωall
F f ∈Ω AV
i ,j
12 F. Ugranlı / Sustainable Energy, Grids and Networks 23 (2020) 100372

Table C.1
Feeder investment results of stage 1 and stage 2 for β = 0.9.
24-nodes test system 34-nodes test system
Node of transformer St1 St2 Node of transformer St1 St2
21 – T2 31 T2 T3
33 T1 –
34 T1 –
From node To node St1 St2 From node To node St1 St2
21 1 – F3 31 1 F3 F4
21 2 – F3 31 2 F2 F3
1 14 F2 – 33 11 F1 –
2 12 F2 – 33 24 F2 –
3 10 F2 – 33 28 F3 –
4 15 F2 – 34 18 F1 –
6 13 F2 – 34 20 F1 –
6 16 F2 – 5 21 F1 –
7 11 F2 – 10 17 F1 –
7 19 – F2 13 20 F1 –
10 17 – F2 15 19 F1 –
13 20 – F2 21 22 F1 –
14 18 – F2 23 24 F1 –
24 29 F2 –
25 28 F2 –
29 30 F2 –

Table C.2
Investment results for 34-nodes system without penetration level.
Case-B Case-C
Node of transformer St1 St2 Node of transformer St1 St2
31 T2 T3 31 T2 T3
32 T2 T3 32 – T2
33 T1 – 33 T1 T2
34 T1 –
From node To node St1 St2 From node To node St1 St2
31 1 F3 F4 31 1 F4 –
31 2 F2 F3 31 2 F2 F3
32 6 F2 F3 32 8 F2 –
32 8 – F2 32 16 F2 F3
1 26 – F2 1 26 F4 –
7 8 – F2 1 9 – F2
33 11 F1 – 7 8 – F2
33 24 F1 F2 14 26 F3 –
33 28 F3 – 15 16 F2 –
33 30 F3 – 33 11 F1 –
3 25 F3 – 33 24 F2 F3
5 21 F1 – 33 28 F4 –
6 13 F1 – 33 30 F3 –
7 19 F1 – 34 18 F1 –
10 23 F1 – 34 20 F1 F2
13 20 F1 – 5 21 F1 –
14 18 F1 – 10 23 F1 –
21 22 F1 – 13 20 F1 –
23 24 F1 – 15 19 F1 –
29 30 F1 – 15 22 F3 –
22 29 F3 –
23 24 F2 –
25 28 F3 –

∑ ∑
xFi,j,f ≤ 1, j ∈
/ load buses (A.2)
i,j∈Ωall
F f ∈Ω AV
i,j
0 ≤ f˜sSS ≤ nDG , ∀s ∈ Ωall
SS
(A.7)
∑ ∑ ∑( )
f˜i,Fj,f − f˜j,Fi,f =i − D̃i , ∀i ∈ Ω
= f˜sSS N
(A.3) where f˜i,Fj,f and f˜sSS are fictitious current flow through the branch
F f ∈Ω AV j∈Ωi
i,j∈Ωall i, j of feeder type f and current supplied from fictitious substation
i,j
of s, respectively. nDG represents the number of RG buses. D̃i,t is
0 ≤ f˜i,Fj,f ≤ nDG , ∀i, j ∈ Ω EFF , f ∈ ΩiAV
,j (A.4)
the fictitious nodal demand that takes 1 for load nodes and 0
for others. Ω EFF and Ω ERF are the sets of existing fixed feeders
⎛ ⎞
and existing replaceable feeders, respectively. (A.1) dictates the
nodes to have single input flow and (A.2) imposes the nodes to
∑
0 ≤ f˜i,Fj,f ≤ ⎝1 − xFi,j,f ⎠ nDG , ∀i, j ∈ Ω ERF , f ∈ ΩiAV (A.5)
⎜ ⎟
,j
have maximum of one input flow for the remaining nodes. (A.3)
f ∈ΩiAV
,j represents the fictitious current nodal balance equations. (A.4)–
0 ≤ f˜i,Fj,f ≤ 1 − xFi,j,f nDG , ∀i, j ∈ Ω NRF ∪ Ω NAF , f ∈ ΩiAV
( ) ( )
,j (A.6) (A.6) represent the limitation of the fictitious flows through the
 F. Ugranlı / Sustainable Energy, Grids and Networks 23 (2020) 100372 13

Table C.3
Investment results for 34-nodes system with 25% penetration level.
Case-G Case-H Case-I
Node of transformer St1 St2 Node of transformer St1 St2 Node of transformer St1 St2
31 – T3 31 T2 T3 31 T2 T3
33 T1 – 32 – T2 32 – T2
34 T1 – 33 T1 – 33 T1 T2
34 T1 – 34 T1 –
From node To node St1 St2 From node To node St1 St2 From node To node St1 St2
31 1 F3 F4 31 1 F3 F4 31 1 F1 F4
31 2 F2 F3 31 2 F2 F3 31 2 F2 F3
33 11 F1 – 32 6 – F2 32 8 F2 F3
33 24 F1 F2 33 11 F1 – 32 16 F2 F3
33 28 F1 F2 33 28 F1 – 1 26 F3 F4
33 30 F2 – 33 30 F1 F2 1 9 – F2
34 18 F1 – 34 18 F1 – 7 8 F2 –
34 20 F1 – 34 20 F1 – 14 26 F3 –
3 25 F1 – 5 21 F1 – 15 16 – F2
5 21 F1 – 6 13 F1 – 33 11 F1 –
10 23 F1 – 10 17 F1 – 33 24 F2 F3
13 20 F1 – 15 19 F1 – 33 28 F3 F4
15 19 F1 – 21 22 F1 – 33 30 F1 –
21 22 F1 – 23 24 F1 – 34 18 F1 –
23 24 F1 – 24 29 F1 – 34 20 F1 –
29 30 F1 – 25 28 F1 – 6 13 F1 –
29 30 F1 F2 7 19 F1 –
10 23 F1 –
15 22 F1 –
21 22 F1 –
23 24 F2 –
24 29 F1 –
25 28 F1 F2

feeders. Finally, (A.7) sets the limits for the fictitious currents
injected by fictitious substations.
Appendix B. Data of test systems
See Tables B.1–B.4.
Appendix C. Details of investment results
Investment results of case studies are given in Tables C.1–C.3.
Column St1 shows the installation/expansion at stage 1 while
column St2 is devoted to the installation/upgrade at stage 2. It
should be noted that existing assets which are not upgraded in
any stage are not shown explicitly in the tables.
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