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Determination of The Loading Margin in Power Systems Via Modified Barrier Lagrangian Function Method
Determination of The Loading Margin in Power Systems Via Modified Barrier Lagrangian Function Method
− ∑ π 3 j (Q − Q j − s 3 j ) − ∑ π 4 j (Q max − Q j + s4 j )
npv npv
min
j j
j =1 j =1
Re active power generation limits :
Q min
≤ Q Gi ≤ Q max
Gi Gi
(5) (7)
i = 1, 2 ,..., npv
Where,
Where u1 ∈ R p , u2 ∈ R p , λ ∈ R m , π 1 ∈ R p and π 2 ∈ R p
nb is the number of system buses;
npq is the number of system load bus; are the Lagrange multipliers vectors. Function (5) is called the
npv is the number of system generations; modified barrier Lagrangian function. The first-order
α is the parameter of load increase; necessary conditions are applied to the modified barrier
Lagrangian function, generating nonlinear system equations:
Pd 0i is the initial active power at bus i;
Where u1 and u 2 ∈ R , u 3 and u 4 ∈ R npv , λ1 ∈ R
nb −1
nb
,
Pi calc is the active power injected calculated at bus i;
λ2 ∈ R npq
, π 1 and π 2 ∈ R , nb
π 3 and π 4 ∈ R npv
are the
Qd 0i is the initial reactive power at bus i;
Lagrange multipliers vectors, s1 ∈ R and s3 ∈ R nb
are the npv
Qicalc is the reactive power injected calculated at bus i; slack variables vector, s2 ∈ Rnb and s4 ∈ Rnpv are slack
PGi , PGi min and PGi max is the active power generation in the variables vector and μ is the barrier parameter.
bus i, and its minimum and maximum limits, respectively, for The first-order necessary conditions are applied to the
all controled voltage bus; modified barrier Lagrangian function, generating nonlinear
max system equations:
Vi , Vi min and Vi is the voltage magnitude at bus i, lower
∇L(α , x, s1 , s 2 , s 3 , s 4 , λ1 , λ 2 , π 1 , π 2 , π 3 , π 4 ) = 0 (8)
and upper limits, respectively, for all system buses;
QGi , QGi min and QGi max is the reactive power generation at bus
i, with their lower and upper limits, respectively, for all
controlled voltage buses;
The control and state variable vector is give by:
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Where: m p p
∇ 2xx L = ∇ 2xx f ( x) + ∑ λi ∇ 2xx g i ( x) + ∑ π 1 j ∇ 2xx h j ( x) + ∑ π 2 j ∇ 2xx h j ( x) ,
i =1 j =1 j =1
⎡ 1 − ( PG − Pd 0 ) − (QG − Qd 0 ) ⎤ and the sub matrixes S1 , S2 , S3 and S4 are given by:
⎢− λT J ( x) − λT J ( x) − π T J ( x) − π T J ( x) − (π ) − (π )⎥
⎢ 1 p 2 q 1 Q 2 Q 3 4 ⎥
⎢ u1 ⎥ ⎛ u ⎞ ⎛ ⎞
⎢ − −1 + π1 ⎥
⎜ −1 11
⎜ ( μ s11 + 1)
2
0 ⎟
⎟
u
⎜ −1 21 0 ⎟
μ s1 + 1 ⎜ ( μ s 21 + 1)
2
⎟
⎢ ⎥ S1 = ⎜ O ⎟ S2 = ⎜ O ⎟
u ⎜ ⎟
⎢ − −1 2 −π2 ⎥ ⎜⎜ 0
u1nb
⎟
⎜ u 2 nb ⎟
⎢ ⎥ ( μ −1s1nb + 1) 2 ⎟⎠ ⎜⎜ 0 ⎟
( μ −1 s 2 nb + 1) 2 ⎟⎠
μ s2 + 1 ⎝ ⎝
⎢ u3 ⎥ ⎛ ⎞ ⎛ ⎞
⎢ − −1 + π3 ⎥ ⎜ u31
0 ⎟ ⎜ u 41
0 ⎟
⎢ μ s3 + 1 ⎥ ⎜ ( μ −1 s31 + 1) 2 ⎟ ⎜ ( μ −1s41 + 1) 2 ⎟
∇d L = ⎢ S3 = ⎜ ⎟ S4 = ⎜ ⎟
u4 ⎥ ⎜
O
⎟ ⎜
O
⎟
⎢ − −1 −π4 ⎥ ⎜ 0
u3npv ⎟ ⎜ 0
u 4 npv ⎟
⎢ μ s 4 + 1 ⎥ ⎜
⎝ ( μ −1 s3npv + 1) 2 ⎟⎠ ⎜
⎝ ( μ −1 s4 npv + 1) 2 ⎟⎠
⎢ gp ⎥
⎢ gq ⎥
⎢ ⎥
⎢ V − V − s1
min
( ⎥ ) The Hessian matrix, W, is sparse and symmetric. These
⎢
⎢ V max
− V + s2 ( ⎥
⎥ ) characteristics make it possible to apply sparsity techniques.
⎢
⎢
Q min − Q − s3 ( ⎥
⎥
) Using the search directions obtained from (10), the vectors
of variables x, s, λ and π are updated as follows:
⎣⎢ Q max
− Q + s 4 ( ⎦⎥ )
α k +1 = α k + α p Δx k
(9)
x k +1 = x k + α p Δx k
with:
nb −1 s1k +1 = s1k + α p Δs1k
gp = − ∑ ( PGk − Pd 0 k + α ( PGk − Pd 0 k ) − P calc
)
k =1
k
s 2k +1 = s 2k + α p Δs 2k
npq
s 3k +1 = s 3k + α p Δs 3k
gq = −∑ (QGl − Q d 0l + α (QGl − Qd 0l ) − Qlcalc )
l =1 s 4k +1 = s 4k + α p Δs 4
J p ( x ) = (∇ x gp1 ( x ),..., ∇ x gp nb −1 ( x )) e J q ( x ) = (∇ x gq1 ( x ),..., ∇ x gq nb −1 ( x ))
λ1k +1 = λ1k + α d Δλ1k
and
J Q ( x ) = (∇ x Q1 ( x ), ∇ x Q 2 ( x ),..., ∇ x Q npv ( x )) , which are the λk2 +1 = λk2 + α d Δλk2
Jacobian matrices. π1k +1 = π1k + α d Δ π1k
Newton’s method is applied to the nonlinear system
π 2k +1 = π 2k + α d Δπ 2k
equations (8) to find the search direction vector Δd. The
application of Newton’s method results in linear system π 3k +1 = π 3k + α d Δπ 3k
equations, which can be represented by
π 4k +1 = π 4k + α d Δπ 4k
WΔd = −∇L (10)
Where α p and α d are the scalar step sizes used to update
where:
Δd T = (Δα , Δx, Δs1 , Δs 2 , Δs 3 , Δs 4 , Δλ1 , Δλ 2 , Δπ 1 , Δπ 2 , Δπ 3 , Δπ 4 ) the primal and dual variables, respectively. The step sizes are
calculated by adapting the strategy [11],[ 12] , as follows:
s
⎡
⎢
0 0 0 0 0 − PG + Pd 0 − QG + Qd 0 0 0 0 0 0⎤
− J q ( x) − J Q ( x) − J Q ( x) − I − I ⎥⎥
α p = min { − : Δs < 0 and s > 0 , 1 }
⎢ 0 ∇ 2xx L 0 0 0 0 − J p ( x) Δs
⎢ 0 0 μ −1S1 0 0 0 I 0 0 0 0 0⎥
⎢ ⎥
⎢ 0 0 0 μ −1S2 0 0 0 −I 0 0 0 0⎥
⎢
⎢
0 0 0 0 μ −1S3 0 0 0 I 0 0 0⎥
⎥ π1 π2
⎢ − P + Pd 0 0 I 0 0 μ −1S4 0 0 0 −I 0 0⎥ α d = min { − : Δπ 1 < 0 and π 1 > 0, : Δπ 2 < 0 and π 2 > 0, 1 }
W =⎢ G
− Q + Qd 0 − J p ( x) 0 −I 0 0 0 0 0 0 0 0⎥ Δπ 1 Δπ 2
⎢ G ⎥
⎢ 0 − J q ( x) 0 0 I 0 0 0 0 0 0 0⎥
⎢ ⎥
⎢ 0 − J Q ( x) 0 0 0 −I 0 0 0 0 0 0⎥
⎢
⎢
0 − J Q ( x) 0 0 0 0 0 0 0 0 0 0⎥
⎥
The barrier parameter is smoothly decreased according to
⎢
⎢
0
0
−I
−I
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0⎥
0 ⎥⎦
[13] an the Lagrange multiplier vector, u, is updated according
⎣
to rule [14] which is very slow in terms of computational
W is the Hessian matrix, where complexity.
The MBF [ ln( μ −1s + 1) ] expands the feasible region of the
original problem making it possible to choose an infeasible
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starting point ( s > − μ ) and also to reach the limits of the agreement with the database for each power system. The
inequality constraints ( s = 0 ). In the solution the conditions active power generated in the slack bus was liberated, while in
the buses with reactive control the active power was specified
s ≥ 0 , π 1 ≥ 0 and π 2 ≤ 0 must be met.
in agreement with the values of the databases. The reactive
In the MBLF method the barrier parameter and the power generated in the slack bus was liberated, while in the
Lagrange multiplier associated with the modified barrier buses with reactive control limits the reactive power was
function, u, are guided iteratively to a stationary point, x*, of specified in agreement with the values of the databases. The
the original problem. It was shown in [15] that if the initial taps were set in the same values of the databases.
Lagrange multiplier, u, is positive, and the barrier parameter is
below a certain threshold value μ , then the method Test 2: The same as the previous one, except for the fact that
converges. the reactive power generations in the buses with reactive
The MBLF algorithm treats all controls as continuous control were liberated.
variables during the initial solution process. Once the
continuous solution has found each discrete variable, i.e., A. Test 1 applied to IEEE 14-bus test system
transformer taps, phase shifter angles, shunt capacitors and
reactors banks, it is moved to its nearest discrete setting. The In the Table 1, the results obtained for the solution of PDBL
maximum loading problem is solved again concerning the and MBLF methods applied to IEEE 14-bus test system are
remaining continuous variables using the first continuous presented.
solution as the initial point.
The convergence criterion is a test to verify the algorithm TABLE I
convergence, as follows: RESULTS OF THE PDBL AND MBLF METHODS
APPLIED TO IEEE 14-BUS TEST SYSTEM WITH REACTIVE CONTROL
ν 1k ≤ ξ1 PDBL MBLF
g(x k ) ≤ ξ1
ν 2k ≤ ξ 2 or ∞ Α 0,831 0,835
ν 2k ≤ ξ 2 ITERATIONS 11 5
ν 3k ≤ ξ 3 BUS WITH THE SMALLEST VOLTAGE
14 14
PROFILE
BUS WITH THE SMALLEST LOADING
11 11
is satisfied, where: MARGIN
IV. RESULTS
The improved methodology proposed for the determination
of the bus with the smallest magnitude voltage and the
smallest loading margin was tested on the IEEE 14 and 57-bus
test system. The comparative study between the methods was Fig. 1. Loading Margin X Magnitude Voltage to IEEE-14 test system with
made based on the accomplished of the following tests: reactive control
Test 1: The magnitudes voltages of the buses were liberated, Concerning convergence, the MBLF method converged with
except for the slack bus whose voltage was stipulated in a lower number of iterations than the PDLB method. It can
> REPLACE THIS LINE WITH YOUR PAPER IDENTIFICATION NUMBER (DOUBLE-CLICK HERE TO EDIT) < 5
be observed in Table 1 and in Fig. 1, that the bus 14 presents TABLE III
RESULTS OF THE PDBL AND MBLF METHODS
the smallest magnitude voltage and the bus 11 has the smallest APPLIED TO IEEE 14-BUS TEST SYSTEM WITH REACTIVE CONTROL
loading margin.
PDBL MBLF
B. Test 2 applied to IEEE 14-bus test system α 0,542 0,556
Iterations 35 11
Comparing the Tables 1 and 2, it is possible to observe a Bus with the smallest
31 31
difference betwen the maximum loading margin points, due to magnitude voltage
in the Test 2 all the reactive power generation of the system Bus with the smallest
32 32
loading margin
was liberated enlarging the loading margin point.
Considering Table 2, bus 14 presents the smallest voltage The voltage distribution along the system, shown in Fig. III,
magnitude when the limit of reactive power generation is not is practically identical for both methods, resulting in the
considered, and the bus 11 has the smallest loading margin. proximity between the loading margin points. Concerning
convergence, MBLF method converged with a lower number
TABLE II of iterations than the PDLB method. In Table III and in Fig.
RESULTS OF THE PDBL AND MBLF METHODS III can be observed that the bus with the smallest magnitude
APPLIED TO IEEE 14-BUS TEST SYSTEM WITHOUT REACTIVE CONTROL
voltage is the bus 31 and the bus with the smallest loading
PDBL MBLF margin is the bus 32.
α 3,103 3,107
Iterations 13 10 * Método PDBL
Bus with the smallest magnitude
14 14
• Método MBLF
voltage
Bus with the smallest loading margin 11 11
* Método PDBL
• Método MBLF
According to Table IV and Fig. IV, bus 31 has the smallest REFERENCES
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[2] KUNDUR P; GAO, B. (1994a). Practical Consideration in Voltage
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* Método PDBL
Specialists in Electric Operational and Expansion Planning. Foz do
• Método MBLF Iguaçu. IV SEPOPE.
[3] TAYLOR, C. (1994). Power System Voltage Stability. New York:
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[10] Sousa, V. A. (2006). Resolução do Problema de Fluxo de Potência
Fig. 4. Loading Margin X Magnitude Voltage to IEEE-57 test system without Ótimo Reativo Via Método da Função Lagrangiana Barreira Modificada.
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de São Paulo, São Carlos, 2006. 126 páginas.
The convergence of the MBLF method was faster than the [11] GRANVILLE, S., “Optimal reactive dispatch through interior
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number of iterations of the FLBM method was lower than the February, 1994.
[12] QUINTANA, V.H., GOMEZ, A., MARTINEZ, J.L. (1995). Nonlinear
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V. CONCLUSIONS [13] MELMAN, A.; POLYAK, R.A. (1996). The Newton Modified Barrier
Method for QP Problems. Annals of Operations Research, v. 54, p. 465-
In this paper was determined the bus with the smallest 519.
[14] POLYAK, R.A. (1992). Modified barrier functions. Mathematical
voltage magnitude and the bus with the smallest loading Programming, v. 54, n. 2, p. 177-222.
margin using a variant of the method of interior points, i.e., the
Function Lagrangeana Modified Barrier method, considering
IEEE 14 and IEEE 57-bus test system. The maximum load
point was also determined for both systems.
For the formulation of the problem the power flow
equations are in a parameterized form, and the inequality
constraints are the voltage limits in the buses and the reactive
generation limits in the buses with reactive control.
The MBLF method depends on the empiric values for the
barrier parameter and on the parameter used in its updating.
Despite that dependence after the adjustment of those
parameters, the convergence is reached, that is, a power
system operation point is obtained, satisfying the constraints
of the problem. It was verified that the method is very efficient
for empirical parameters adjusted. The unfeasible constraints
become feasible during the iterative process.
Comparing the Primal-dual Logarithmic Barrier method and
the Modified Barrier Lagrangian Function method presented
similar results, but the Modified Barrier Lagrangian Function
method has the advantage of the number of iterations being
always smaller.