Proceedings of the 14th International Conference

on Computational and Mathematical Methods

in Science and Engineering, CMMSE 2014
03–07 July, 2014.

On the application of general solutions of under-determined

linear systems to the power flow problem

R. S. Salgado1 and G. R. Moraes1

1 Department of Electrical Engineering, Federal University of Santa Catarina
emails: salgado@labspot.ufsc.br, guido@labspot.ufsc.br

Abstract

This work focuses on the solution of the set of algebraic nonlinear equations rep-
resenting the steady state power system operation. The classical modelling of this
problem, named power flow problem, requires to state non-linear power balance equa-
tions and to specify some control variables. If Newton-Raphson method is applied, a
linearized system must be solved at each iteration, with a non-singular square coeffi-
cients matrix. Here, we modify the formulation of the power flow problem by increasing
the number of variables, such that the iterative process requires the solution of an
under-determined linear system at each iteration. This strategy imparts flexibility to
obtain solutions with pre-defined features with respect to some pre-chosen performance
index. Numerical results obtained with a test-system which yields 598 equations and
623 variables, illustrate the main features of the proposed application.
Key words: Under-determined linear systems, power flow solutions.

1 Introduction
Since their proposition, computational methodologies for finding conventional Power Flow
solutions have been extremely useful as the most basic numerical tools to aid the operator
in power system analysis. These methodologies generally consist of solving a set of algebraic
non-linear equations which models the operation of the electrical network in steady state.
Usually, iterative methods such as Gauss-Seidel, Newton-Raphson, Fast Decoupled power
flow etc are used for this purpose.
Much attention has been devoted to the improvement of both robustness and effi-
ciency of these methodologies. Reference [1] uses damping factors computed in terms of
by-products of Newton-Raphson iterations, to avoid the divergence of the iterative process.

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In [2], these factors are employed to compute multiple solutions of the power flow equa-
tions. These approaches employ the formulation of the power flow equations in rectangular
coordinates, which is claimed to have suitable properties for these purposes [3]. Reference
[4] presents a strategy to find the power flow solution based on the so-called inverse series,
which consists in expanding variable increments (instead of the set of nonlinear power flow
equations) in Taylor series, based on [5]. Tensor methods have also been used to solve
the steady state power flow equations [6], basically extending Newton’s method to include
tensor calculations. These methods have at least two common features. The first is that
the problem is formulated such that the number of variables equals the number of equa-
tions. The second is the application of Newton’s method, which has been proved to be
very suitable to this type of problem. However, the conventional formulation of the power
flow problem does not take into account global strategies to control certain variables of
the power network. Besides, due to frequent power system operation under distinct load-
ing conditions, the flexibility of the numerical algorithms to determine alternative solutions
favouring pre-selected performance indexes has become essential.
In this work, we keep the number of equations but increase the number of variables of the
power flow problem. This requires the solution of an under-determined linear system at each
iteration of Newton’s method. A strategy to find the general solution of an under-determined
linearized system is combined with an algorithm of static optimization to determine the
solution of an extended power flow problem. Results with test systems of different sizes
illustrate the main characteristics of the proposed methodology.
The remainder of this paper is organized as follows. The basic concepts about the
power flow problem related to its analytical formulation as a set of nonlinear equations is
stated in Section 2. Section 3 describes the proposed approach, including the peculiarities
of determination of the general solution of an under-determined linear system. Section
4 presents the numerical results and Section 5 summarizes the main conclusions of the
proposed application.

2 Analytical model
Assuming that nb is the total number of buses of the power system and that the rectangular
coordinates are used to model the complex bus voltages, the set of neq = 2nb − 2 power flow
equations is expressed as,
∑
n ∑
n
Pgspc
i
− Pdspc
i
− ei (Gij ej − Bij fj ) + fi (Gij fj + Bij ej ) = ∆Pi
j=1 j=1

spc
∑n ∑n
(1)
gi − Qdi − fi
Qspc (Gij ej − Bij fj ) − ei (Gij fj + Bij ej ) = ∆Qi
j=1 j=1
2
Vispc − (e2i + fi2 ) = ∆Vi

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where Pgspc
i and Qspc
gi are the pre-specified active and reactive power generation of bus i; Pdi
spc
spc
and Qdi refer to the pre-specified active and reactive power demand of the i-th bus; ei and
fi are the real and imaginary components of the complex bus voltage of the i-th bus; Vispc is
the reference voltage magnitude of the i-th bus; and Gij and Bij are constant components
of the bus admittance matrix. The amounts ∆Pi , ∆Qi and ∆Vi are named power (voltage
magnitude mismatches) and their magnitude must satisfy a pre-specified tolerance (usually
10−4 per unit) at the solution. Traditionally, there are (nb −1) equations related to the active
power mismatches. The equations involving ∆Vi correspond to the set of buses with devices
(generators, for instance) to control the bus voltage magnitude/reactive power generation.
The number of equations of ∆Qi plus ∆Vi is also (nb − 1). Alternatively, in compact form,
Pgspc
i
− Pdspc
i
− Pi (e, f ) = ∆Pi
spc
gi − Qdi − Qi (e, f ) = ∆Qi
Qspc (2)
2
Vispc − (e2i + fi2 ) = ∆Vi
where Pi (e, f ) and Qi (e, f ) are the nodal active and reactive power injections expressed as
functions of the real and imaginary components of complex voltages. Traditionally, the real
and imaginary components of the complex bus voltage (ei , fi ) of (nb − 1) buses compose the
set of nvr = 2nb − 2 variables of the power flow problem.
The linear system to be solved at each iteration of the Newton-Raphson method is:
   
∆P J1 J2 [ ]
 ∆Q  =  J3 J4  ∆e
(3)
∆f
∆V J5 J6
where J1 ,J2 , J3 , J4 , J5 and J6 are matrices of first derivatives of Eqs. (2) with respect to
variables (ei , fi ), and ∆P, ∆Q and ∆V are vectors with components ∆Pi , ∆Qi and ∆Vi ,
respectively.
Eqs. (1) and (2) can be re-written in compact form as,
g(x) = ys − g0 (x) = 0 (4)
where g(·) is a neq -column vector, whose components are the algebraic functions which
represent the power balance and quadratic voltage magnitude equations and x represent the
real and imaginary components of the complex bus voltages; ys and g0 (x) are ((nb − 2) × 1)
spc2
vectors with components (Pgspc
i − Pdspc
i
),(Qspc spc
gi − Qdi ) and Vi , and Pi (e, f ), Qi (e, f ) and
(e2i + fi2 ), respectively.

3 Proposed approach
Here, we propose to increase the number of power flow variables, by selecting some buses
to play the role of reactive power regulating buses. Physically this is possible because the

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reactive power of each generation device can be directly controlled by the power system
operator. Then, the reactive power generation of these pre-selected ngr buses is analytically
expressed as,
Qgi (si ) = Qref
gi + si (5)
where Qref
gi is the reference value of the reactive power generation, and si is the reactive
power generation change.
In order to keep the number of power flow equations unchanged, the increase in the
number of variables requires the replacement of the quadratic voltage magnitude equation
(in Eq. (2)) of each pre-selected regulating bus by its respective reactive power balance
equation.
The new set of power flow equations is,
Pgspc
i
− Pdspc
i
− Pi (e, f ) = 0
spc
gi − Qdi − Qi (e, f ) = 0
Qspc
spc (6)
gi + si − Qdi − Qi (e, f ) = 0
Qref
2
Vispc − (e2i + fi2 ) = 0

where the number of quadratic voltage magnitude equations of Eq. (2) has been decreased
by ngr .
Now, the power flow problem has nvr = 2nb − 2 + ngr variables, which are ei , fi and si .
The power flow equations are re-written in compact form as,

g(y) = 0 (7)

where y is a vector whose components are x and s.

The application of Newton’s method to solve Eq. (7) requires at each iteration the
solution of the linear system,
    
J1 J2 0 ∆e ∆P
 J3 J4 In   ∆f  =  ∆Q  (8)
J5 J6 0 ∆s ∆V2

where In is an identity matrix of order ngr , resulting from the first derivative of Eq. (5)
with respect to the variables si ; and the other variables have been previously defined. In
compact form,
A∆y = b (9)
where all terms can be easily identified with the aid of Eq. (8).
The linear system of Eq. (8) has neq = 2nb − 2 equations and nvr = 2nb − 2 + ngr
variables, which characterizes an under-determined linear system with infinite solutions.
The general solution of the under-determined linear system is expressed as a summation

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of two terms, the Minimal Norm Solution (MNS) and the Null Space Solution (NSS). The
MNS has desirable features for practical purposes in terms of reduced deviation from a
given initial solution. The NSS can be monitored to indirectly control certain power system
variables, with the aim of improving selected figures of merit of the electrical network.
Thus, if the rank of matrix A is neq , the dimension of the null space matrix of the rows of
A is nvr × (nvr − neq ), and the general solution of Eq. (8) can be expressed in a reduced
sub-space of dimension (nvr − neq ), as a function of (nvr − neq ) variables. In the present
study, the strategy to solve this equation consists of firstly determining a general (minimum
norm) solution to Eq. (8), and subsequently to find a particular solution, according to a
pre-specified criterion, similar to the strategy presented in [7]. The general solution of Eq.
(9) is given by [8, 9]
∆y = ∆y0 + T0 z (10)
where ∆y0 is the solution of minimum Euclidean norm, T0 is a matrix of order nvr × (nvr −
neq ), of the null space of the rows of A(ye ), that is, A(ye )T0 = Θ (Θ is a null matrix of
order neq × (nvr − neq )), and z is an arbitrary column vector of order (nvr − neq ).
The minimum norm solution of Eq. (9) can be obtained by solving the problem of
optimisation expressed as,
1
Minimize ∆yt0 ∆y0
2 (11)
subjecto to A∆y0 = b

that is,
[ ]−1
∆y0 = At AAt b
[ ]
t −1
(12)
λ0 = AA b

where λ0 is the vector of Lagrange multipliers of the equality constraints of Eq. (11).
With the aim of illustrating the meaning of the minimal Euclidean norm solution,
consider that the under-determined linear system A∆y0 = b is given by,
 
[ ] ∆y01 [ ]
1 2 4   4
∆y02 =
3 1 6 6
∆y03

In this case, we have two equations, which geometrically represent two hyper-planes in terms
of three variables. The infinite solutions of this under-determined linear system compose
a straight line, which lies in the intersection of these hyper-planes. There is a unique
solution for which the Euclidean norm minimum [10], which is a point of this straight line,
is indicated by the segment from the origin, orthogonal to the straight line that represents
the space of the feasible solutions. The minimal Euclidean norm solution obtained with

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[ ]
the aid of Eq. (12) is ∆yt0 = −0.496 1.128 0.560 . Figure 1 provides the geometrical
interpretation of the minimal norm solution. Note that in this figure, the components ∆y01 ,
∆y02 and ∆y03 are plotted respectively in the axis x1 , x2 and x3 . The interested reader can
find additional detais about this type of solution in [11].

Figure 1: Minimal norm solution - geometrical interpretation.

In order to determine the null space matrix T0 , consider the orthogonal matrix T, of
order nvr × nvr , such that
[ ]
R
T × At =
Θ

where R is a superior triangular matrix of order neq ×neq and Θ is the null matrix previously
defined. Suppose that the matrix T is partitioned as,
[ ]
T1
T=
T2

where T1 and T2 are submatrices of order neq × nvr and (nvr − neq ) × nvr , respectively.
Then,
[ ] [ ]
T1 A t R
= (13)
T2 A t Θ

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Since Tt T = TTt = I, then Eq. (12) can be re-written as,

[ ]−1
∆y0 = Tt TAt ATt TAt b
[ t
]
t −1
(14)
λ0 = AT TA b

which yields,

∆y0 = − Tt1 R−t b

(15)
λ0 = R−1 R−t b

Besides, from Eq. (13), the sub-matrix Tt2 can be selected as the null space matrix T0
of the general solution. Thus,
∆y = Tt1 R−t b + Tt2 z (16)
Several criteria can be taken into account to calculate the particular solution based on
the null space matrix, defined with the aid of variables z of Eq. (16). Particularly, if the
reactive power generation changes according to Eq. (5), the determination of vector z that
minimizes the quadratic deviation of the reactive power generation of the regulating buses
from a reference value can be chosen as a performance index. In this case, it is necessary
to solve a small size optimisation problem of the form,
1 spc
Minimize (Q + ∆s − Qref
gr ) Wq (Qgr + ∆s − Qgr )
t spc ref
(17)
2 gr

where Qref
gr is a column vector of order ngr , whose components are the reference values of
reactive power generation of the regulating buses; and Wq is a weighting matrix, whose
terms can be unitary, based on the reactive power capacity of the regulating units etc.
From Eq. (10),
∆s = ∆y0s + T0r z (18)
where ∆y0s and T0r are the parts of the vectors that representing respectively the minimum
norm solution ∆y0 and the null space matrix T0 , corresponding to the generating buses;
such that the problem of Eq. (17) can be re-written as,
1 spc
Minimize (Q + ∆y0s + T0r z − Qref
gr ) Wq (Qgr + ∆y0s + T0r z − Qgr )
t spc ref
(19)
2 gr
whose solution is obtained by solving the linear system,

(Tt0r Wq T0r )z = −Tt0r Wq (Qref

gr + ∆y0s − Qgr )
ref
(20)

where the coefficients matrix and the right side vector have dimensions ngr ×ngr and ngr ×1,
respectively.

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The proposed approach takes advantage of the inclusion of additional variables to mod-
ify the search direction of the power flow solution. In the present case, this allows to find a
solution with the minimum deviation of a reference reactive power generation level. There-
fore, during each iteration of the conventional Newton-Raphson power flow process, instead
of simply updating the usual power flow variables (the real and imaginary components of the
complex bus voltages), the minimal Euclidean norm solution is computed and a quadratic
optimisation problem similar to that expressed by equation (17) is solved. The latter so-
lution provides the re-scheduling of the generated reactive power such as to optimize the
deviation of the generated reactive power level from the reference value. The iterative pro-
cess to perform this type of intermediate control adjustments, which can be seen as a simple
extension of the conventional Newton-Raphson method to solve the power flow problem,
can be summarized in the following sequence of steps:
1. Estimate initial values for the real and imaginary components of the complex bus
voltages ei , fi and the components si (vector y of Eq. (7));
2. Evaluate the active power mismatches ∆P, the reactive power mismatches ∆Q, and
the squared voltage magnitude mismatches ∆V; (vector b of the right side of Eq.
(9));
3. Check the convergence of the iterative process: if the magnitude of vector b is smaller
than a pre-specified tolerance ϵ (usually 10−4 ), the convergence has been reached;
otherwise, proceed to the next step;
4. Calculate the matrix A of Eq. (9) (the coefficient matrix of Eq. (8)), perform the
QR factorization of matrix At , and find the minimal norm solution, according to Eq.
(15); solve the optimisation problem stated by Eq. (17) to determine the null space
component of the general solution, which provides the reactive power distribution with
minimum squared deviation from the reference value;
5. Update the power flow variables ei , fi and si , and return to step 2;

4 Simulation results
The proposed method described in the previous section was implemented in MatLab. Sev-
eral power systems were tested, but the IEEE-300 bus test system [12] has been selected
to illustrate the main features of the proposed methodology. The following aspects were
particularly focused:
1. the analysis of the iterative process in terms of robustness and efficiency.
2. the convergence of the extended power flow solution by using the minimal norm solu-
tion at each iteration;

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Table 1: IEEE-300 buses: main features of the 3 areas under reactive power control

Area Number of Number of Number of

buses regulating buses variables
1 116 7 239
2 74 8 156
3 110 10 230

3. the influence of the null space solution on the reactive power generation level and its
relationship with the reactive power generation of the slack bus;

The IEEE300-bus test-system has 69 generation devices and 231 load buses. In the
conventional power flow problem, there are typically 598 variables to be obtained by solving a
set of 598 non-linear equations. This test system was divided into 3 areas, and 25 generators
were selected to regulate the reactive power generation level. Table 1 presents the number
of buses, the controlling buses and the number of variables of each area for the extended
power flow purposes. In this case, there are 623 variables to be determined as a solution of
the 598 nonlinear equations.
Figure 2 presents the main features of the convergence of the iterative process corre-
sponding to a) the conventional Newton-Raphson solution, b) the minimal Euclidean norm
solution, and c) the general solution with the null space component obtained by solving the
problem stated by Eq. (17). The figure of merit in this case is the maximum mismatch
determined during the iterations. These methods required respectively 4, 7 and 12 itera-
tions for convergence. The inclusion of the null space component in addition to the minimal
Euclidean norm component, requires extra iterations to reach the power flow solution with
the reduced weighted squared deviation of reactive power generation. Figure 3 shows the
improvement resulting from the use of the general solution. In terms of the objective func-
tion of the problem represented by Eq. (17), the previously mentioned methods provide
respectively the values 8.0914 (conventional Newton-Raphson solution), 8.1690 (minimal
Euclidean norm solution), and 4.1833 (general solution). In terms of power system analysis,
this reduction implies in a better power flow solution with respect to the distribution of
reactive power generation.
The summary of the power flow results corresponding to 1) conventional Newton-
Raphson method (denoted Case 1), 2) the Minimal Norm solution (denoted Case 2) and
the General solution (denoted Case 3) are presented in rows 1, 2 and 3 of Table 2. Columns
2 and 3 show respectively the total active and reactive power generation of the slack bus,
the minimum and maximum bus voltage magnitude are presented in columns 4 and 5, and

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30
Conventional NR solution
Minimal norm solution
General solution
25

20
Mismatches

15

10

0
0 2 4 6 8 10 12
Iterations

Figure 2: Maximum mismatch during the iterations.

50
Conventional NR solution
45 Minimal norm solution
General solution
40

35
Objective Function

30

25

20

15

10

0
0 2 4 6 8 10 12
Iterations

Figure 3: Performance index during the iterations.

column 6 shows the weighted squared reactive power deviation 1 .The analysis of this tables
1
√
Bus voltage magnitudes are calculated with the aid of equation Vi = e2i + fi2

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reveals that there are no significant differences between the power generation of the slack
bus (columns 2 and 3), as well as between the minimum and maximum voltage magnitudes
(columns 4 and 5). This indicates that the corresponding power flow solutions are similar,
except with respect to the distribution of the reactive power generation, which is indicated
by the values shown in column 6.

Table 2: IEEE-300 bus: summary of the power flow solution

Case Pgs Qgs max V min V OFq
(MW) (MVAr) (pu) (pu) (pu(M var)2 )
Case 1 4.5405 0.3886 1.0730 0.9290 8.0914
Case 2 4.4852 0.4027 1.0889 0.9290 8.1690
Case 3 4.5453 0.4732 1.0943 0.9265 4.1833

5 Conclusion

A methodology has been presented, which combines the Newton-Raphson method to solve
a set of nonlinear equations with a strategy to determine the general solution of an under-
determined linear system. In addition to the minimal Euclidean norm solution, an optimiza-
tion problem is solved to provide the search direction of the null space solution. The main
characteristics of the proposed approach are: flexibility to find power flow solutions with
improvement of a power system performance index. Its major difficulty concern the deter-
mination of the null space solution, which requires the computation of the null space matrix
of the rows of the Jacobian matrix. Currently, this is performed with the aid of orthogonal
transformations. Results obtained from the application of this methodology illustrate some
of the main features of the proposed approach. It was shown that, it is possible to control
the priority assigned to the performance index, by suitably changing the magnitude of the
null space component. This results in power flow solutions with a better distribution of the
reactive power margins among the generation units.

Acknowledgements

This work has been partially supported by Conselho Nacional de Desenvolvimento Cientı́fico
e Tecnológico, CNPq/Brazil.

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