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Determination of the Loading Margin in Power


Systems Via Modified Barrier Lagrangian
Function Method

Zeferino, C. L, De Sousa, V. A., Da Costa, G. R. M., Member, IEEE

The phenomenon of voltage collapse typically occurs in


Abstract—In this paper the Modified Barrier heavily loaded power systems, weakened by transmission
Lagrangian Function (MBLF) method, i.e., a variant of the lines outages, or subjected to reactive power shortages. It is
Interior Point method, is applied for the determination of associated with reactive power deficiencies, and usually
the buses with the smallest loading margin and the results in widespread blackouts, when the supply of power to
smallest magnitude voltage in power systems, respectively. the consumers of a system or an area is interrupted, causing
For the formulation of the problem, the power flow the most diverse economical and social damages [1, 2, 3, 4].
equations are in a parameterized form, and the inequality Voltage collapse is preceded by uniformly decreasing
constraints are the voltage limits in the buses and the voltage at some major buses in a heavily loaded electric power
reactive generation limits in the buses with reactive system. Contingencies, as unexpected line outages often
control. The results obtained with the static optimization
contribute to voltage collapse.
technique MBLF used in this study are confronted with
The most fundamental measurement of proximity to voltage
the results obtained with the Primal-dual Barrier
collapse is “loading margin” defined as the maximum amount
Logarithmic method (PDBL). Test results for the IEEE 14
and IEEE 57-bus test systems are presented to of additional load in a specific pattern of load increase that
demonstrate the robustness and the effectiveness of the can be added to the system’s operating load point (base-case)
proposed algorithm. before a voltage collapse occurs. Contingencies generally
reduce or even eliminate the loading margin.
It has been found that voltage magnitudes are not a good
Index Terms—Loading Margin Problem, Maximum indication of proximity voltage collapse and there is not a
Loading Point, Modified Barrier Lagrangian Function necessary relationship between voltage collapse proximity and
Method, Primal-dual Logarithmic Barrier Method, bus voltage magnitude. Although some bus voltage can be
Voltage Collapse, Voltage Magnitude. inside the acceptable limits its loading margin is smaller than
the other buses. In this case, the collapse point is very close
and an analysis of the voltage magnitudes would take to
I. INTRODUCTION incorrect results [5, 6, 7].

T he continuous interconnection in power systems,


generated by economical, political, social, and
environmental factors has increased the complexity of power
II. THE PROPOSED METHOD
Calculating the loading margin by considering a specific
systems, which operate closer to their operating limits of scenery of load increase is necessary to power systems
stability. operation and planning. In this paper the loading margin is
Manuscript received April 18, 2008. This work was supported by FAPESP
- Fundação de Amparo a Pesquisa do Estado de São Paulo.
obtained using Modified Barrier Lagrangian Function method,
C. L. Zeferino works at the Electrical Engineering Department, a variant of the Interior Point method [8,9]. For the problem
Engineering School of São Carlos, University of São Paulo, 13566-590 Brazil, formulation, the power flow equations are in a parametrized
Tel: 55 16 3373-8152, Fax: 55 16 3373-9372 (e-mail: crislion@ form, and the inequality constraints are the voltage limits in
sel.eesc.usp.br).
V. A. de Sousa works at the Electrical Engineering Department,
the buses and the reactive generation limits in the buses with
Engineering School of São Carlos, University of São Paulo, 13566-590 Brazil, reactive control. In order to verify the effectiveness of the
Tel: 55 16 3373-8152, Fax: 55 16 3373-9372 (e-mail: vsousa@ proposed approach, the IEEE 14 and IEEE 57-bus test system
sel.eesc.usp.br).
obtained are shown as follows.
G. R. M. da Costa works at the Electrical Engineering Department,
Engineering School of São Carlos, University of São Paulo, São Carlos, SP,
Brazil (e-mail: geraldo@ sel.eesc.usp.br).
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III. MODIFIED BARRIER LAGRANGIAN FUNCTION METHOD ⎡V ⎤


d = ⎢⎢δ ⎥⎥
APPLIED TO SOLVE THE MAXIMUM LOADING PROBLEM
(6)
In the Modified Barrier Lagrangian Function Method [10],
⎢⎣α ⎥⎦
the bounded constraints are transformed into two inequalities.
Slack variables are introduced, transforming these inequalities Where,
into equalities. The slack variables are relaxed and treated by V is the voltage magnitude vector of all buses of the system;
the MBF. A Lagrangian is associated with the problem. The δ is the phase angle vector of the voltage in all buses, ,
first-order necessary conditions are applied to this function, excepting slack bus;
generating a system of nonlinear equations, whose roots are The maximum loading problem can be solved by the MBLF
calculated by Newton's method. approach, in which the positive slack variables are introduced
The maximum loading problem applying the MBLF can be to transform the inequality constraints into the equality ones.
represented as: These slack variables are relaxed by the barrier parameter.
This represents an expansion of the feasible region of the
Maximize α (1) original problem, which can be write as the the following
Lagrangian function:
suject to
L(α , x, s, λ , π ) = α − μ ∑ u 1i ln (μ −1 s1i + 1) − μ ∑ u 2i ln (μ −1 s 2i + 1) −
nb nb

Power system equality constrains : i =1 i =1


Δ P i = PGi − Pdoi + α (PGi − Pdoi ) − Pi cal
− μ ∑ u 3 j ln (μ s 3 j + 1) − μ ∑ u 4 j ln (μ −1 s 4 j + 1) −
npv npv
−1
i = 1, 2 ,..., nb (2)
j =1 j =1
nb −1

Δ Q i = QGi − Q doi + α (QGi − Q doi ) − Qical − ∑ λ1k ( PGk − Pd 0 k + α ( PGk − Pd 0 k ) − Pkcalc ) −


k =1
i = 1, 2 ,..., npq (3) npq
− ∑ λ 2l (QGl − Q d 0l + α (QGl − Q d 0l ) − Qlcalc ) −
l =1
Voltage magnitude buses inequality constrains :
− ∑ π 1i (Vi min − Vi − s1i ) − ∑ π 2i (Vi max − Vi + s 2i ) −
nb nb
V i min ≤ V i ≤ V i max
i = 1, 2 ,..., nb (4) i =1 i =1

− ∑ 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

ν 1 = g ( x) ∞ , The voltage distribution along the system, shown in Fig. 1,


k −1
is practically identical for both methods, this is resulted of the
f (x ) − f (x
k
) proximity between the maximum loading points.
ν2 = ,
1 + f (x k )
* Método PDBL
ν 3 = max{h j ( x)}, j = 1, K ,2 p. • Método MBLF

If criteria ν 1k ≤ ξ 1 , ν 2k ≤ ξ 2 and ν 3k ≤ ξ 3 are fulfilled, then


primal feasibility and scaled dual feasibility are satisfied,
which means that iterate k is a Karush-Kuhn-Tucker (KKT)
point of accuracy ξ1. When numerical problems prevent us
from checking this condition, the algorithm stops as soon as
feasibility of the equality constraints is achieved along with
very small fractional changes in the objective value and
negligible changes in the variables. Typical tolerances are
ξ1=10-3, ξ2=10-2 and ξ3=10-1.

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
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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

Fig. 3. Loading Margin X Magnitude Voltage to IEEE-57 test system with


reactive control

D. Test 2 applied to IEEE 57-bus test system


Fig. 2. Loading Margin X Magnitude Voltage to IEEE-14 test system without Comparing Tables III and IV, it is possible to observe that
reactive control there is a difference between the maximum loading points, this
The convergence of the MBLF method was faster than the is due to in Test 2 all the reactive power system generation
PDLB, as shown in Table II , once that the number of was liberated, enlarging the maximum loading point.
iterations of the MBLF method was lower than the PDLB
TABLE IV
method. RESULTS OF THE PDBL AND MBLF METHODS
APPLIED TO IEEE 14-BUS TEST SYSTEM WITHOUT REACTIVE CONTROL
C. Test 1 applied to IEEE 57-bus test system
PDBL MBLF
The results obtained in Test 1 for the IEEE 57-bus test system α 0,914 0,931
are presented in Table III. For both implemented Iterations 94 20
methodologies the system presented extremely similar results Bus with the smallest
31 31
voltage profile
in terms of maximum loading point. Bus with the smallest
32 32
loading margin
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According to Table IV and Fig. IV, bus 31 has the smallest REFERENCES
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* Método PDBL
Specialists in Electric Operational and Expansion Planning. Foz do
• Método MBLF Iguaçu. IV SEPOPE.
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McGraw-Hill.
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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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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.

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