Introduction to Optimal

Power Flow
Prof. Dr. Ashik Ahmed
Dept. of EEE
Islamic University of Technology
Boardbazar, Gazipur-1704
Outline
• Introduction to the optimal power flow problem
 Motivation
 Basic formulation
 Challenges and solution techniques
• Security constrained optimal power flow
 DC formulation
 Solution by relaxation
 Examples
Motivation
l
• Recall the economic dispatch problem F  min  Ci  g i 
i 1

Subject to: g
i 1
i  d  dloss  0

gimin  gi  gimax ; i  1... l

Minimizing the cost of electricity generation required to supply the load

and losses within operation limits of the available system generators.
• There is definitely more to power system operations planning than
minimizing the cost of generation!
Motivation- Continued
There are many good reasons to subject the generation dispatch to the
entire set of power flow equations
• Losses are modelled and minimized exactly.
• It is possible to further impose limits on
 Generator reactive and apparent power outputs
 Voltage magnitudes at generation and load buses.
 Line flows either in terms of active (MW) and apparent (MVA) power as well
as current (A).
• It is possible to model operation under contingent conditions –
preventive dispatch. That is, impose security constraints.
Motivation- Continued
There are many good reasons to subject the generation dispatch to the
entire set of power flow equations
• Include all other network control variables as part of the optimization
goal.
 Generator voltages
 Tap changing transformer tap positions
 Quadrature booster (phase-shifting transformer) tap positions
 Switched capacitor settings
 Static VAR and synchronous condenser reactive power injections
 Load shedding
 DC line flows
OPF Definition and Applications
Power flow problems in which some quantities are optimized subject to
network constraints are called Optimal Power Flow (OPF) problem
• Calculate the optimal generation dispatch and control variables minimizing
operation cost whilst meeting all transmission system limits
• Provide a preventive dispatch when security constraints are included
• Provide sets of corrective measures in emergency situations
• Provide periodical voltage/ reactive power optimization
• Determine the maximum stress a system can withstand in planning studies
(e.g. maximum loadability)
• Perform power system economic analyses- determining bus incremental costs
Control & State Variables and Parameters

We distinguish two basic categories in OPF problems

• Variables
 Control Variables (denoted by the vector u)
 Offer degrees of freedom to optimized power system operation
 Can be modified through human or machine intervention
 Examples: generation set-points, tap changer positions, reactive output from SVCs
 State Variables (denoted by the vector x)
 Arise in modelling the physical response of the power system to control inputs
 Cannot be acted upon directly by human or machine intervention
 Examples: bus voltages (magnitude and angle) and line flows
• Parameters (denoted by the vector y)
 Characterize the technical and economic structure of the power system
 Assume known and constant
 Examples: generation costs, transmission line parameters, etc.
Basic Formulation
min f  u, x, y 
u

Subject to:
G  u, x, y   0
H  u, x, y   0

f(.) is the objective function

 Any Examples?
G(.) represents the constraints imposed by the network power flow
H(.) represents all other constraints imposed on control and state variables
• Any examples of constraints on control variables?
• Any examples of constraints on state variables?
Other Choices for OPF: Minimum Losses
min (Pg  Pd )
Pg ,V pv ,t

Subject to Pg  Pd  G p (t, Vpv , Vpq ,  , y)  0

Qg  Qd  Gq (t, Vpv , Vpq ,  , y)  0
H (Pg , Q g , t, Vpv , Vpq ,  , y)  0

• Equivalent to minimizing the net system active power injection

• Pg , Vpv and t are control variables
• Vpq and θ are state variables
• Pd , Qd are parameters
• H(.) includes restrictions on voltage, line flows, active/reactive power generations
 Other Choices for OPF: Maximize Loading
min (  )
 , Pg ,V pv ,t

Subject to Pg   Pd  G p (t, Vpv , Vpq ,  , y)  0

Qg  Qd  Gq (t, Vpv , Vpq ,  , y)  0
H (Pg , Qg , t, Vpv , Vpq ,  , y)  0

• Maximizing the system loading for a given demand pattern

 The loading coefficient λ is increased until load flow is attained without any
limits being violated
 The active/reactive power dispatch and tap/phase changer settings are
adjusted accordingly
 Other Choices for OPF: DC OPF
min f  Pg , y 
Pg

Subject to Pg  Pd  B /  0
H (Pg ,  , y)  0

• Minimizing the generation dispatch cost subject to

 DC power flow equations (no reactive power balance)
 Other line flow and generator dispatch constraints
• Can be easily extended to a security constrained version as will be seen later
 Other Choices for OPF: SCOPF
min f(Pg (0), y(0))
Pg (k),V (k),t

Subject to: (for k = 0,1,…K)

Pg (k)  Pd (k)  G p (t, V(k),  (k), y(k))  0
Qg (k)  Qd (k)  Gq (t, V(k), (k), y(k))  0
H (Pg (k), Qg (k), V(k),  (k), y(k))  0

• Minimizing system pre-contingency generation cost f(Pg (0), y(0)) using active/reactive
dispatch and tap/phase changers such that
 Active and reactive power will balance in both pre (k = 0) and post (k = 1… K)
contingency conditions
 All generation and network limits are met under pre and post contingency conditions
• Contingency conditions are modelled through the parameters y(k)
DC SCOPF
• Study the SCOPF in linear form only
 Simple, can be worked out by hand
 Neglects reactive power balance and bus voltage magnitudes
 Widely used in the industries
 Easy to implement and solve using off-the-shelf (commercial) software
 Formulation of DC SCOPF

Subject to: (for k = 0,1,…K)

Pg (k)  Pd (k)  B / (k) (k)  0
C (k) (k)  f max  0
C (k) (k)  f min  0
H (Pg (k), k)  0
 r (k)  0
• Minimize the pre-contingency generation dispatch cost subject to
 Active power balance at every bus
 Line flow limits (sending and receiving)
 All other generation dispatch constraints
 Fix the reference bus angle to zero
For all pre and post contingency scenarios (k = 0,1, … K )
Challeneges of the OPF
Solving practical OPF problems is difficult because:
• Active power systems are very large
 Dimensionality
• OPF problems are intrinsically nonlinear and nonconvex because of
AC power flow equations
 Multiple optimal solutions
 Slow solution convergence, even divergence
• Many control variables are not continuous-valued (e.g. tap changer
position or breaker states are integer or binary in nature)
 Require mixed-integer solution technique
 An optimal solution can be guaranteed only by exhaustive enumeration
Solution Methods
• Gradient method
• Newton’s method
• Linear programming and interior point method (LP-IP)
• Nature Based Optimization
• Relaxation Method (A variant of Gauss-Siedel Method)
Solution Methods: Relaxation
The concept of relaxation is critical in facilitating the solution of large scale OPF
problems
Definition (Relaxation)
• We say we are solving a relaxation of an OPF if we solve the same OPF while
ignoring some of the complicating aspects of the original problem
• If problem A/ is a relaxation of the minimization problem A then
Feasible space (A)  Feasible space (A )
/

Minimum (A)  Minimum (A / )

• Examples of relaxation include:

 Ignore some of the problem’s original constraints
 Letting discrete-valued control variables assume any value of subsets on the real line.
Solution methods: Successive relaxation
• The main idea is to solve a relaxed OPF and then add violated
constraints one-by-one
• Results in having to solve sequences of smaller-scale problems which
are likely much simpler to solve than the full problem
• Choosing a good initial relaxation is not straightforward
 A “tight” relaxation may require few iterations, but requires carrying many
constraints which may be non-binding
 A “loose” relaxation may require many more iterations
 Striking a proper balance is the key to acceptable solution speed
 Expert knowledge of the problem is useful in formulating good relaxations
• Quite useful with security-constrained OPFs
Solution methods: Successive relaxation
Basic procedure
• Solve an economic dispatch ignoring network constraints and
contingent states
• Calculate the line flows in the intact network using a DC power flow
• Correct line flow violations in the intact network one-by-one by re-
dispatching generators in the most economic way
• Correct post-contingency security violations one-by-one by re-
dispatching generators in the most economic way
Fundamental principle: Use pre-calculated linear sensitivity factors to
model the effects of the changes in generation and network topology
on all line flows
Linear Sensitivity Factors
• Types of Linear Sensitivity Factor:
 Generation outage sensitivity factor (GOSF)
 Line outage sensitivity factor (LOSF)
GOSF
•Definition
 
• GOSF relates the approx. change in power flow in line ‘i-j’ due to outage of
generator at bus ‘k’.
• Case 1: The lost generation is exactly compensated by the slack bus.

GOSF of line ‘i-j’ due to generator outage at bus ‘k’

= Change in power flow through line ‘i-j’
= Change in generation at bus ‘k’
GOSF
• Simulation
  of generation outage: (Generator outage at bus k)
• New line flow (line ij) after generator outage at bus k:
  𝑛
𝑓 =𝑓 0𝑖𝑗 + 𝛥 𝑓 𝑖𝑗 =𝑓 0𝑖𝑗 +𝛼 𝑘𝑖𝑗 𝛥 𝑃𝑘 =𝑓 0𝑖𝑗 − 𝛼 𝑘𝑖𝑗 𝑃 0𝑘
𝑖𝑗
• In general, are constant.
• If fijn  fijmax, the operator should be alerted for taking appropriate actions.
GOSF
• Case 2: The lost generation is compensated by all the remaining ‘on-line’
generators.
• Here, each of the on-line generators would take part of the generation in a
particular ratio.
• Most commonly used method is to divide the lost generation in proportion
to the maximum MW capacity of the on-line generators.
• The proportion of generation picked up by on-line generator ‘g’ is:
Mmax= Total no. of generators
Pg
 gk  MPamax =, Max.
g  k rating of generator ‘a’
 a
a 1
P max
 gk  proportionality factor for generator g
k
when unit k fails
GOSF
• As the generation sensitivity factors are linear in nature, superposition
principle is applicable.
• The new line flow with several generators participating to fulfill the
lost generation:
M
fijn  f ij0   ijk Pk    ija Pa  ak
a 1
k

• Here it is assumed that none of the remaining on-line generators hits

the maximum generation limit.
Calculation of GOSF
• DC load flow is used for this calculation.
• Assumptions in DC load flow:
 The system is lossless, all lines are purely reactive.
 All bus voltages are maintained at 1.0 per unit.
 The angular differences between the end bus voltages of any line is relatively
small.
 So, cosθi ≈ cosθj , and sin(θi – θj) ≈ θi – θj .
• With these assumptions, line power flow equation becomes:
VV 1
sin(i   j )  (i   j ), xij is the reactance of line ij
i j
Pij 
xij xij

• So, the line flow becomes a linear combination of terminal bus voltage
angles.
Calculation of GOSF
• The current flow over the line ‘i-j’ is:
Vi  V j
I ij 
jxij


 V cos 
i i  jVi sin  i  V j cos  j  jV j sin  j 
jxij
Vi cos  i  V j cos  j  j (Vi sin  i  V j sin  j )

jxij
(Vi sin i  V j sin  j ) 1
  (i   j )
xij xij
• So, in DC load flow, the expressions of line power flow and line
current are identical in per unit.
Calculation of GOSF

• From Fast Decoupled load flow:  P   B      B 1  P   X   P

• How to get B’ for DC load flow?
 Read the line data and bus data of a network.
 Ignore the line resistance and shunt susceptance.
 Form the Ybus matrix (n x n). n No. of buses in the network.
 Eliminate the entries of Ybus associated with the swing/slack bus.
 Take the imaginary components of Ybus. Change the signs for all entries.
 This is the required B’ matrix.
 X    B 
1

• Calculate
• Fill up the row and column entries of the [X] matrix (corresponding to
the swing bus) with zeros.
• This is to signify that the swing bus angle will not change during any
kind of outage.
Calculation of GOSF- Example
Calculation of GOSF- Example
• Updated line (branch) data: Ignore R and Bshunt
From bus To bus R (p. u ) X (p. u) Bshunt (p.u)
1 2 0 0.2 0
1 4 0 0.2 0
1 5 0 0.3 0
2 3 0 0.25 0
2 4 0 0.1 0
2 5 0 0.3 0
2 6 0 0.2 0
3 5 0 0.26 0
3 6 0 0.1 0
4 5 0 0.4 0
5 6 0 0.3 0
Calculation of GOSF- Example
• Form Ybus Matrix using the updated line data.

-j13.333 j5.0 0 j5.0 j3.33 0

j5.0 -j27.333 j4.0 j10.0 j3.33 j5.0
0 j4.0 -j17.8462 0 j3.8462 j10.0
j5.0 j10.0 0 -j17.5 j2.5 0
j3.33 j3.33 j3.8462 j2.5 -j16.3462 j3.33
0 j5.0 j10.0 0 j3.33 -j18.33
Calculation of GOSF- Example
• Invert signs for all Ybus entries and pick the imaginary part only.
• Eliminate Swing bus Entries (rows and columns)
• That is B’ matrix. (n-1 by n-1)
27.333 -4.0 -10.0 -3.33 -5.0
-4.0 17.8462 0 -3.8462 -10.0
-10.0 0 17.5 -2.5 0
-3.33 -3.8462 -2.5 16.3462 -3.33
-5.0 -10.0 0 -3.33 18.33
Calculation of GOSF- Example
• Invert B’ to get [X] matrix. (n-1 by n-1)
0.0941 0.0805 0.0630 0.0643 0.0813
0.0805 0.1659 0.0590 0.0908 0.1290
0.0630 0.0590 0.1009 0.0542 0.0592
0.0643 0.0908 0.0542 0.1222 0.0893
0.0813 0.1290 0.0592 0.0893 0.1633

0 0 0 0 0 0
• Update [X] matrix0having0.0941
zeros in the rows and
0.0805
columns
0.0630
corresponding
0.0643 0.0813
to swing
bus entries. (n by 0n) 0.0805 0.1659 0.0590 0.0908 0.1290
0 0.0630 0.0590 0.1009 0.0542 0.0592
0 0.0643 0.0908 0.0542 0.1222 0.0893
0 0.0813 0.1290 0.0592 0.0893 0.1633
Calculation of GOSF- Example
• GOSF for the Example Six bus System Pij
 
k
ij    X  P
Line flows Bus 1 Bus 2 Bus 3 Pk
1
Pij   i   j 
l = 1 (line 1-2) 0 -0.47 -0.40
l = 2 (line 1-4) 0 -0.31 -0.29
xij
l = 3 (line 1-5) 0 -0.21 -0.30
l = 4 (line 2-3) 0 0.05 -0.34 i  X ik Pk
l = 5 (line 2-4) 0 0.31 0.22  j  X jk Pk
l = 6 (line 2-5) 0 0.10 -0.03
l = 7 (line 2-6) 0 0.06 -0.24
l = 8 (line 3-5) 0 0.06 0.29
l = 9 (line 3-6) 0 -0.01 0.37
l = 10 (line 4-5) 0 0 -0.08
l = 11 (line 5-6) 0 -0.06 -0.13
Calculation of GOSF- Example
• 
• Sample GOSF Calculation:
 k = 2  Generation outage at bus 2
 l = 1 (line 1-2)  i = 1, j =2
 xij = x12 = 0.2 (from given line data)
 Xik = X12 = 0 (from X matrix)
 Xjk = X22 = 0.0941 (from X matrix)
 So, GOSF,
Calculation of GOSF- Example
• 
• Sample GOSF Calculation:
 k = 3  Generation outage at bus 3
 l = 2 (line 1-4)  i = 1, j =4
 xij = x14 = 0.2 (from given line data)
 Xik = X13 = 0 (from X matrix)
 Xjk = X43 = 0.0590 (from X matrix)
 So, GOSF,
Line flow Calculation using GOSF
•  Sample Post-Contingency Line Flow Calculation

 Base case flow on line 1-4, = 43.6 MW (usual AC load flow)

 Base case generation on Bus 3, = 60 MW (usual AC load flow)

 GOSF, = - 0.2950 (DC load flow linear sensitivity factor)
 Post-contingency line flow, =+ = 43.6 + (-0.2950) * (-0.295)
= 61.3 MW
Line Outage Sensitivity Factors (LOSF)
f l
LOSFl ,k  0
fk
• LOSFl,k is the line outage sensitivity factor while monitoring line l
after an outage of line k.
• Δfl is the change in MW flow in line l.
0
𝑓
 
• 𝑘is the pre-outage flow in line k
fl n  fl 0  LOSFl ,k f k0
• Updated line flow of line l with line k out,
Line l Line k

Bus i Bus j Bus n Bus m

 Line outage simulation
Bus n Bus m Bus n Bus m

Lines to Lines to
remainder of remainder of
the network the network

Line k Line k
Line k before Line k after
Pnm outage outage

(a) (b)

Bus n Bus m

Line k outage
Line k simulated with
injections at bus n
and bus m
Pnm
Pn
Pm
(c)
Line outage simulation
• The opening of line k can be simulated if:
 Pn  Pnm and
 Pm   Pnm
 This means whatever power injection happened at bus n is taken out of bus m
through line k.
 This also means:
 No flow through the breaker connecting bus n to the remaining system and
 No flow through the breaker connecting bus m to the remaining system
 So, both breakers will carry zero flow (as if they are open).
LOSF Expression   
 P 
• From FDLF formulation:    X  P ; P   n 
  
 

 mP

• Now,  n  X nn Pn  X nm Pm

 m  X mn Pn  X mm Pm
• Define:
 Quantities before outage:  n , m , Pnm
 Incremental changes due to outage :  n ,  m , Pnm
 Quantities after outage: n , m , Pnm
LOSF Expression
1  
• If the line reactance is xk , Pnm   n   m

xk
 
• Then,  n  ( X nn  X nm ) Pn
 m  ( X mn  X mm ) Pn
• Then, Pnm  1 n  m  1   n   n   m   m   1   n   m   n   m 
 
xk xk xk
1
• Or, Pnm  Pnm   X nn  X mm  2 X mn  Pn
xk
 
 
• Then, Pn  
1
 Pnm
1  1  X  X  2 X  
 xk nn mm mn

LOSF Expression
1
fl xl
 i   j 
• Generalized LOSF , dl ,k  0 
fk f k0
1  i  j 
   
xl  Pnm Pnm 
1
   i ,nm   j,nm 
xl
LOSF and δ’s
• If neither n nor m is the reference bus: i  X in Pn  X im Pm

• If neither i nor j is the reference bus:

( X in  X im ) xk ( X jn  X jm ) xk
 i ,nm  and  j,nm 
xk   X nn  X mm  2 X mn  xk   X nn  X mm  2 X mn 

1  ( X in  X im ) xk ( X jn  X jm ) xk 
• Then, 
dl ,k   
xl  xk   X nn  X mm  2 X mn  xk   X nn  X mm  2 X mn  
xk  X in  X jn  X im  X jm ) 
  
xl  xk   X nn  X mm  2 X mn  
LOSF and δ’s
• If either n or m is the reference bus:

• If either i or j is the reference bus:

X in xk
 i,nm  if m is the reference bus
xk  X nn
 X im xk
 i,nm  n is the reference bus
if
xk  X mm

• If bus i itself is the reference bus:  i,nm  0

Example : Six –bus system LOSF
k=1 k=2 k=3 k=4 k=5
(Line 1-2) (Line 1-4) (Line 1-5) (Line 2-3) (Line 2-4)
l=1 0.64 0.54 -0.11 -0.50
l=2 0.59 0.46 -0.03 0.61
l=3 0.41 0.36 0.15 -0.11
l=4 -0.10 -0.03 0.18 0.12
l=5 -0.59 0.76 -0.17 0.16
l=6 -0.19 -0.06 0.33 0.22 0.23
l=7 -0.12 -0.04 0.21 0.51 0.15
l=8 -0.12 -0.04 0.20 -0.38 0.14
l=9 0.01 0.005 -0.03 -0.62 -0.02
l = 10 0.01 -0.24 0.29 0.13 -0.39
l = 11 0.11 0.03 -0.18 0.12 -0.13
Example : Six –bus system LOSF
k=6 k=7 k=8 k=9 k = 10 k = 11
(Line 2-5) (Line 2-6) (Line 3-5) (Line 3-6) (Line 4-5) (Line 5-6)
l=1 -0.21 -0.12 -0.14 0.01 0.01 0.13
l=2 -0.06 -0.04 -0.04 0 -0.33 0.04
l=3 0.27 0.16 0.18 -0.02 0.32 -0.17
l=4 0.23 0.47 -0.40 -0.53 0.17 0.13
l=5 0.30 0.17 0.19 -0.02 -0.67 -0.19
l=6 0.24 0.27 -0.03 0.31 -0.26
l=7 0.27 0 -0.20 0.58 0.20 0.44
l=8 0.27 -0.17 0.47 0.19 -0.42
l=9 -0.03 0.64 0.60 -0.02 0.56
l = 10 0.24 0.14 0.15 -0.02 0.15
l = 11 -0.23 0.36 -0.40 0.42 -0.18
Example : Six –bus system LOSF Calculation

• Sample LOSF Calculation:

 K = 2  Line outage between buses 1 and 4. So, n =1, m =4.
 l = 9  Effect to be seen on line between buses 3 and 6. So, i = 3, j =6.
 xk = x14 = 0.2 (from given line data)
 xl = x36 = 0.1 (from given line data)
 Xin = X31 = 0, Xim = X34 = 0.05897, (from X matrix)
 Xjn = X61 = 0, Xjm = X64 = 0.05920, (from X matrix)
 Xnn = X11 = 0, Xnm = X14 = 0, Xmm = X44 = 0.10088, (from X matrix)
0.2  0  0  0.05897  0.05920 
 So, LOSF, dl ,k     0.0050
0.1  0.2   0  0.1088  2*0  
Example : Six –bus system LOSF Calculation

• Sample LOSF Calculation:

 K = 8  Line outage between buses 3 and 5. So, n =3, m =5.
 l = 9  Effect to be seen on line between buses 3 and 6. So, i = 3, j =6.
 xk = x35 = 0.26 (from given line data)
 xl = x36 = 0.1 (from given line data)
 Xin = X33 = 0.1659, Xim = X35 = 0.09077, (from X matrix)
 Xjn = X63 = 0.12895, Xjm = X65 = 0.08927, (from X matrix)
 Xnn = X33 = 0.1659, Xnm = X35 = 0.09077, Xmm = X55 = 0.12215, (from X
matrix)
0.26  0.1659  0.12895  0.09077  0.08927 
 So, LOSF, d l ,k     0.6005
0.1  0.26   0.1659  0.12215  2*0.09077  
Example : Six –bus system
•  Sample Post-Contingency Line Flow Calculation

 Base case flow on line 3-5, = 19.1 MW (usual AC load flow)

 Base case flow on line 3-6, = 43.8 MW (usual AC load flow)
 LOSF, dl,k= 0.6005 (DC load flow linear sensitivity factor)
 Post-contingency line flow, =+ dl,k = 43.8 + (0.6005) * (19.1)
= 55.26 MW
 OPF Example: 3-bus, 4-line Network
Line data (Sbase = 100 MVA) Bus 1 Line 1 Bus 2
Line no, l bl (p u) fl max (MW) G1 G2
Line 2
1 5 100
2 5 100
200 MW
3 5 60
Line 3 Line 4
4 5 80

Generator data
Gen no. gi min (MW) gi max (MW) Ci ($/MWh) Bus 3
G3 50 MW
1 100 250 20
2 20 100 40
3 0 50 50 What is the most economic N-1 secure
dispatch assuming we approximate the
network with a DC power flow?
DC OPF- Relaxation Approach
• Solve
  an economic dispatch ignoring network constraints and contingent states
min F = 20g1 + 40g2 + 50g3
subject to:
g1 + g2 + g3 = 250 = Pdem
g1 100
-g1 -250
g2 20
-g2 -100
g3 0
-g3 -50
DC OPF- Relaxation Approach
• Solve an economic dispatch ignoring network constraints and contingent
states
55
 Since generator 1 is the cheapest
50
we maximize its output
45
 By inspection, we get
40
 g1[0] = 230 MW
35
 g2[0] = 20 MW

g 3 (MW)
 g3[0] = 0 MW 30

F[0] = 5400 $/h 25

ED solution
20
In the g2-g3 plane we only have g2 =20 MW
g3 = 0 MW
15
(g1 = 230 MW)
upper/ lower generation limits 10

0
0 10 20 30 40 50 60 70 80 90 100
g 2 (MW)
 DC OPF- Relaxation Approach
• Calculate the line flows in the intact network using a DC power flow
 By inspection, B’ and C matrices are
 5 5 0 
 15 10 5  5 5 0 
B '   10 15 5 C 
 5 0 5 
 5 5 10   
 0 5 5 
a

b
5 0 0 0
0 1 1 1 0
0
1 2
5 0
diag (bl )    A   1 1 0 1  C  diag (bl ) AT
c d 0 0 5 0  
   0 0 1 1
0 0 0 5
3
DC OPF- Relaxation Approach
• Calculate the line flows in the intact network using a DC power flow

 Assigning Bus 1 as the reference bus,

the X and H matrices are

0 0.4 0.2 
0 0 0  0 0.4 0.2 
X   0 0.08 0.04  H 
0 0.2 0.6 
 0 0.04 0.12   
0 0.2 0.4 
DC OPF- Relaxation Approach
• Calculate the line flows in the intact network using a DC power flow
 The bus voltage angles corresponding to the economic dispatch are

0 0 0   2.3   0 
 0  XP 0  0 0.08 0.04   1.8   0.164 
   
0 0.04 0.12   0.5  0.132 

 The corresponding line flows are0 0.4 0.2   82 

 0 0.4 0.2   2.3   
 1.8   82
f 0 = C 0  HP 0  100  
   66 

 0 0.2 0.6 
   0.5  
 0 0.2 0.4   16 
DC OPF- Relaxation Approach
••Calculate
  the line flows in the intact network using a DC power flow
Line 3 is overloaded! 20 MW
230 MW
How can we mitigate this 82 MW
overload ?
We will redispatch the generation G1 G2
ensuring that f3 60 MW 82 MW
In other words, we will “tighten”
200 MW
the relaxation
66 MW
16 MW

0 MW G3 50 MW
DC OPF- Relaxation Approach
••Correct
  the line flow violations in the intact network by redispatching generations in the most
economic way

How do we tighten the relaxation to impose f 3 60 MW ?

o We determine the effect of redispatching on f3 through generation shift factors h3i

f3  f 3[0]  h31P1  h32 P2  h33 P3

oThat is f 3  f 3[0]  h31 (g1  g1[0] )  h32 (g 2  g[0]

2 )  h33 (g 3  g [0]
3 )

 66  0.2(g 2  20)  0.6(g 3  0)

 70  0.2 g 2  0.6g 3

70  0.2g 2  0.6g3  60
o We append the constraint to relieve flow limit violation in line 3
DC OPF- Relaxation Approach
•• Correct
  the line flow violations in the intact network by redispatching generations in the
most economic way
 The tighter version of the economic dispatch is
min F = 20g1 + 40g2 + 50g3
subject to
2g2 + 6g3 100
g1 + g2 + g3 = 250 = Pdem
g1 100
-g1 -250
g2 20
-g2 -100
g3 0
-g3 -50
 DC OPF- Relaxation Approach
• Correct the line flow violations in the intact network by redispatching
generations in the most economic way 55

 In the g2-g3 plane, we see 50

45
o Upper/lower generation limits
40
o The flow limit on line 3 cutting off
35
the previous solution

g 3 (MW)
30
 Which generator should we use to 25

relieve this overload? 20

15
Generator Rate of g2 (MW) g3 (MW) Cost of line Pre-fault flow limit on line 3
10
providing line relief relief ($/h)
relief (MW/MW) 5

2 -0.2 50 0 600 0
0 10 20 30 40 50 60 70 80 90 100

3 -0.6 20 10 300 g 2 (MW)

DC OPF- Relaxation Approach
• Correct the line flow violations in the intact network by redispatching
generations in the most economic way
 We choose the cheaper option
where generator 3 provides relief 55

 The optimal dispatch is now 50

 g1[1] = 220 MW 45

 g2[1] = 20 MW 40
 g3[1] = 10 MW 35
 F[1] = 5700 $/h

g 3 (MW)
30 New ED
g2 = 20 MW
25 g3 = 10 MW
(g1 = 220 MW)
20

15

10

0
0 10 20 30 40 50 60 70 80 90 100
g 2 (MW)
DC OPF- Relaxation Approach
• Correct the line flow violations in the intact network by redispatching generations in the
most economic way

Verify that this dispatch meets all line 20 MW

220 MW
flow limits 80 MW
Indeed!
G1 G2
What is cost of imposing the line
flow limits? 80 MW
200 MW
60 MW
20 MW

10 MW G3 50 MW
DC SCOPF- Relaxation Approach
• Correct post-contingency security violations by redispatching generations in the most
economic way

We perform N-1 security analysis

Take lines out one at a time and evaluate corresponding impacts on remaining lines
Can we do so without recalculating everything ?
Yes! Using line outage distribution factors, dl|k

 Startingwith line 1, we find the immediate impact of losing this line using the factors dl|k
for K =1 and l = 2, 3, 4
DC SCOPF- Relaxation Approach
•• Correct
  post-contingency security violations by redispatching generations in the most
economic way
First we get for buses i = 1, 2, 3 and n =1 and m=2, the values of
1|12  0
 X 22
 2|12   0.1333
1  b1 X 22
 X 32
3|12   0.0667
1  b1 X 22

And then the line outage distribution factors dl|1 , l = 2, 3, 4


d 21  b2 112   212  0.6667 
d31  b 
3 112
 312   0.3333
d 41  b 
4 212
 312   0.3333
DC SCOPF- Relaxation Approach
• Correct post-contingency security violations by redispatching
generations in the most economic way
20 MW
 We then find flows associated to the 220 MW

failure of line k = 1 (or equally k =2) G1 G2

 For example, in l = 2 (or equally l =1)
133 MW
f 2|1  f [1]
2 d f
2|1 1
[1]
200 MW

 80  0.6667x 80 86.7 MW
46.7 MW

=133.3 MW > f 2max

 Similarly, for in l = 3 and 4 10 MW 50 MW
G3

f 3|1  86.7 MW > f 3max

 Post- contingency overloads on
f 4|1  46.7 MW  f max
4 lines 2 and 3
DC SCOPF- Relaxation Approach
• Correct post-contingency security violations by redispatching
generations in the most economic way 20 MW
220 MW
 Likewise, we find flows associated to the 110 MW

failure of line k = 3 G1 G2
 For example, in l = 1 (or equally l =2) 110 MW
f1|3  f1[1]  d3|1f 3[1] 200 MW

 80  0.5 x 60 40 MW

=110 MW > f 2max

 Similarly, for in l = 4 10 MW G3 50 MW

f 4|3  40 MW < f 4max

 Overloads on line 1 and 2
DC SCOPF- Relaxation Approach

•  How do we mitigate these overloads?


 We redispacth the generation ensuring that f2 100 MW and f3 60 MW
when lines 1 (or equally 2) are taken out
To mitigate the effect of line contingency k on line l, we impose, using
compensated generation shift factors
l
f̂ l  f l|k   l i | k Pi  f l
max

i 1

where f  𝑙∨ 𝑘 is the flow on line l after the failure of line k prior to redispatching
DC SCOPF- Relaxation Approach
 The outage of line k =1 (or k =2), implies two flow violations. One on l = 2
(l =1) and the other on l = 3
 Starting with k = 1 and l =2 , we have

f̂ 2  f 2|1   21|1 (g1  g )  22|1 (g 2  g )   23|1 (g3  g )  f

[1]
1
[1]
2
[1]
3
max
2

 So, we need to calculate the values of  2 i |1 for i = 1, 2, and 3

 By inspection, we get
2 1
 21|1  0  22|1    23|1  
3 3
DC SCOPF- Relaxation Approach
 Hence, with k =1 and l =2 ,we have

2 1
f̂ 2  133.33  (g 2  20)  (g 3  10)
3 3
 Limiting the line flow to 100 MW and simplifying, we obtain

2 g 2  g3  150

 What next?
 We add this constraint to the original economic dispatch along with
the constraint limiting the pre-fault flow on line 3
DC SCOPF- Relaxation Approach
That is min F = 20g1 + 40g2 + 50g3
55

subject to 50

2g2 + g3 ≥ 150 45

2g2 + 6g3 ≥ 100 40

g1 + g2 + g3 = 250 35

g 3 (MW)
g1 ≥ 100 30

25
-g1 ≥ -250
20
g2 ≥ 20
15 Post-fault limit
-g2 ≥ -100 10
on line 2 due to
failure of line 1
g3 ≥ 0 5
-g3 ≥ -50 0
0 10 20 30 40 50 60 70 80 90 100
g 2 (MW)
DC SCOPF- Relaxation Approach
• Correct post-contingency security violations by redispatching
generations in the most economic way
55

50
The “tighter” optimal dispatch is now
45
 g1[2] = 175 MW 40

 g2[2] = 75 MW 35

 g3[2] = 0 MW

g 3 (MW)
30

 F[2] = 6500 $/h 25

20
New ED
g2 = 75 MW
15
 Verify that the pre-fault limits are satisfied 10
g3 = 0 MW
(g1 = 175 MW)

 Is the l =2 post-fault flow due to the failure 5

of line k =1 within limits? 0

0 10 20 30 40 50 60 70 80 90 100
g 2 (MW)
DC SCOPF- Relaxation Approach

• Correct post-contingency security violations by redispatching

generations in the most economic way

 Now looking at the effect of the failure of line k =1 (or k =2 ), on line l = 3

f̂ 3  f 3|1   31|1 (g1  g1[1] )   32|1 (g 2  g 2[1] )   33|1 (g 3  g3[1] )  f 3max

 So, we need to calculate the values of 𝜓  3 𝑖 ∨ 1 for i = 1, 2, and 3
 By inspection, we get
1 2
 31|1  0  32|1    33|1  
3 3

 Limiting the post-fault flow to 60 MW thus requires

g 2  2 g3  120
DC SCOPF- Relaxation Approach

• Correct post-contingency security violations by redispatching

generations in the most economic way
55
min F = 20g1 + 40g2 + 50g3 50

45

subject to 40
Post-fault limit on line 3
due to failure of line 1
g2 + 2g3 ≥ 120 35

2g2 + g3 ≥ 150

g 3 (MW)
30

2g2 + 6g3 ≥ 100 25

g1 + g2 + g3 = 250 20

g1 ≥ 100 15

-g1 ≥ -250 10

g2 ≥ 20 5

-g2 ≥ -100 0
0 10 20 30 40 50 60 70 80 90 100
g3 ≥ 0 g 2 (MW)

-g3 ≥ -50
DC SCOPF- Relaxation Approach

• Correct post-contingency security violations by redispatching

generations in the most economic way
55

50

Another “tighter” optimal dispatch is now 45

New ED
g1[3] = 160 MW 40 g2 = 60 MW
g3 = 30 MW
g2[3] = 60 MW 35
(g1 = 160 MW)

g 3 (MW)
30
g3[3] = 30 MW
25
F[3] = 7100 $/h 20

 Verify that the pre-fault limits are 15

satisfied 10

 Is the l =3 post-fault flow due to the 5

0
failure of line k =1 (k =2) within limits? 0 10 20 30 40 50 60
g 2 (MW)
70 80 90 100
DC SCOPF- Relaxation Approach

• Correct post-contingency security violations by redispatching

generations in the most economic way

 Lastly, looking at the effect of the failure of line k =3 on line l = 1 (or equally l =2 )
f̂1  f1|3   11|3 (g1  g1[1] )   12|3 (g 2  g 2[1] )   13|3 (g 3  g3[1] )  f1max

 We calculate the values of𝜓

  1 𝑖 ∨ 3 for i = 1, 2, and 3
 By inspection, we get
1 1
 11|3  0  12|3    13|3  
2 2

 Limiting the post-fault flow to 100 MW thus requires

g 2  g3  50
DC SCOPF- Relaxation Approach

• Correct post-contingency security violations by redispatching

generations in the most economic way
min F = 20g1 + 40g2 + 50g3 55

50

subject to 45

g2 + g3 ≥ 50 40

g2 + 2g3 ≥ 120 35

2g2 + g3 ≥ 150

g 3 (MW)
30 Post fault limits on line
1 and 2 due to failure
2g2 + 6g3 ≥ 100 25 of line 3

g1 + g2 + g3 = 250 20

g1 ≥ 100 15

-g1 ≥ -250 10

g2 ≥ 20 5

-g2 ≥ -100 0
0 10 20 30 40 50 60 70 80 90 100
g3 ≥ 0 g 2 (MW)

-g3 ≥ -50
DC SCOPF- Relaxation Approach

• Correct post-contingency security violations by redispatching

generations in the most economic way

 What is the optimal dispatch here?

 It is the same as we found by correcting for the loss of line 1 (or equally 2)!
 Constraints on post-fault flows in line 1 and 2 after the loss of line 3 are
inactive
 That is, they are redundant
 So is the pre-fault flow limit on line 3!
Observation
We call the failure of line 1 (or equally 2) an umbrella contingency
because it covers for other, less stringent, failures
DC SCOPF- Relaxation Approach

• Correct post-contingency security violations by redispatching

generations in the most economic way
 • Pre-fault limits
 Is the final economic dispatch
60 MW
160 MW
secure with respect to 60 MW
 Pre-fault line flow limits? G1 G2
 Post-fault line flow limits?
60 MW
200 MW
40 MW
20 MW

30 MW G3 50 MW
DC SCOPF- Relaxation Approach

• Correct post-contingency security violations by redispatching

generations in the most economic way
  • Post-fault flows: Loss of line 1 or 2
 Is the final economic dispatch
60 MW
160 MW
secure with respect to
 Pre-fault line flow limits? G1 G2
 Post-fault line flow limits?
100 MW
200 MW
60 MW
40 MW

30 MW G3 50 MW
DC SCOPF- Relaxation Approach

• Correct post-contingency security violations by redispatching

generations in the most economic way
  • Post-fault flows: Loss of line 3
 Is the final economic dispatch
60 MW
secure with respect to 160 MW
80 MW
 Pre-fault line flow limits?
G1 G2
 Post-fault line flow limits?
80 MW
200 MW

20 MW

30 MW G3 50 MW
DC SCOPF- Relaxation Approach

• Correct post-contingency security violations by redispatching

generations in the most economic way
  • Post-fault flows: Loss of line 4
 Is the final economic dispatch
60 MW
160 MW
secure with respect to 70 MW
 Pre-fault line flow limits? G1 G2
 Post-fault line flow limits?
70 MW
 All limits are met! The algorithm 200 MW

terminates 20 MW

 What is the cost of security?

30 MW G3 50 MW