optimal power flow paper 10: using the iv-acopf linearization · 2020. 5. 12. · mixed integer...

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Page 1 November 2013 Optimal Power Flow Paper 10 Paula A. Lipka, Richard P. O’Neill, Shmuel S. Oren, Anya Castillo, Mehrdad Pirnia, Clay Campaigne

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  • Page1

    November2013

    OptimalPowerFlowPaper10

    PaulaA.Lipka,RichardP.O’Neill,ShmuelS.Oren,AnyaCastillo,MehrdadPirnia,ClayCampaigne

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    OptimalTransmissionSwitchingUsing

    theIV‐ACOPFLinearizationOptimalPowerFlowPapersPaper10.

    PaulaA.Lipka,RichardP.O’Neill,ShmuelS.Oren,AnyaCastillo,MehrdadPirnia,ClayCampaigne

    [email protected];[email protected];[email protected]@ferc.gov;[email protected];[email protected]

    November2013

    AbstractInthispaper,weseektoinvestigatetheperformanceoftransmission

    switchingusingtheiterativelinearprogramapproximationtotheCurrentVoltageACOptimalPowerFlow IV‐ACOPF .SeveraldifferentmethodsofusingthisswitchingareinvestigatedtofindamethodthataddressestheMIPchallengesandisbothfastandaccurate.Weconsideropeningonlyoneline,openinguptofivelines,andprogressivelyopeningonelineatatime.ThelinearmethodwithswitchingismuchfasterthanthenonlinearACOPFandgenerallyfindssolutionswithin1%ofthenonlinearACOPF.

    Disclaimer:TheviewspresentedarethepersonalviewsoftheauthorsandnottheFederalEnergyRegulatoryCommissionoranyofitsCommissioners.

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    TableofContents1.Introduction....................................................................................................42.Notation............................................................................................................63.NonlinearIV‐ACOPFTransmissionSwitchingModel...................74.IterativeLinearIV‐ACOPFTransmissionSwitchingModel.......85.ComputationalAnalysis.............................................................................96.Summary..........................................................................................................387.Conclusions.....................................................................................................38References............................................................................................................40Appendix...............................................................................................................42

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    1. IntroductionInagivenelectricpowernetwork,sometransmissionlinesareoftenoutof

    serviceduetooutagesormaintenance.However,ofthelinesthatremainoperable,removingadditionallinesmayreducethetotalpowergenerationcost.Powercompaniesusethispracticeintimesoflowload,butoftenuseexperienceandintuitionwithreliabilitytesting;thatis,withoutexplicitlysearchingfortheoptimaltopology.ThebenefitoftransmissionswitchinghasbeendemonstratedbyFisheret.al. 2008 andHedmanet.al. 2008 bysolvinga‘DC’approximationofthealternatingcurrentoptimalpower ACOPF flowsystem.Hedmanet.al. 2008 achievedsavingsofover20%byswitchinglinesoffversustheoriginalnetworkontheIEEE118bustestcase.Evenwhentheconsideringnetworkcontingencies,transmissionswitching againusingthe‘DC’approximation canstillprovidesubstantialbenefits.Hedmanet.al. 2008 showthatopeningfivelinesreducescostsby8%intheN‐1compliantRTS‐96system.PotluriandHedman 2012 suggestthatswitchinghassignificantbenefitsovermaintainingastaticnetworkwhensolvingthefullACOPF.TheyalsodemonstratethatanimprovementinthesystemcostusingtheDCsolutionproceduredoesnotalwaysgivealowercostintheoriginalACsystem.Infact,theDCsolutionwithlineswitchingisACinfeasibleorincreasesthesystemcostovernoswitchinginseveralinstances.

    ThenonlinearACOPFtransmissionswitchingproblemisrarelysolvedduetoitshighcomputationalintensity.Inpractice,theOPFissolvedusingtheDCapproximationanditerationsthattrytoobtainACfeasibilityandN‐1reliability.InordertosolvethenonlinearACOPFwithbinaryvariables,thesolvercouldpossiblybranchoneverycombinationofopened/closedlinesinthenetworkandsolveanonlinearprogram NLP foreachdifferentinstance,whichisprohibitivelycomputationallyexpensiveatthecurrenttime.IfthereareNlines,thiscouldrequiresolving2Nnonlinearprograms.Inaddition,thenonlinearprogramisnonconvex.

    Mixedintegerlinearprograms MIPs generallysolvemuchfasterthanmixedintegernonlinearprograms.However,evensolvingaMIPcanalsobequitetime‐intensive,asonemayneedtosolvethelinearprogram LP 2Ntimes;however,techniquesforsolvingMIPshavesignificantlyreducedthisupperbound.

    Onewaytolimitthenumberofbranchesistoconstrainthenumberoflinesallowedtobeopen.Althoughnotnecessarilyoptimal,theapproachfindsabettersolutionthanthestatusquo SeeHedmanetal,Fulleretal,andRuizetal,2012 andisoftenveryclosetotheoptimalsolution.Ourworkinthispaperalsoshowsthatopeningmorelinespastacertainnumberhasnoorlittlebenefit.

    IfthesystemisforcedtoopenSlines,thenthenumberofbranchesforLPsintheMIPisNchooseS.However,intheDCmodel,itisneveroptimaltoopenlinesthatislandpartsofthenetwork seeOstrowskietal,2012 .Inaconnected

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    network,youcantravelfromanybusofthenetworktoanyotherbusviatransmissionlines althoughonemayhavetotravelthroughotherbuses .“Islanding”meansthattherearepairsofbusesthatarenotconnectedbyanypath.Aka,aconnectednetworkwouldbeonecircle,andanetworkwithislandingwouldbetwocircles;youcouldnevertravelfromabusinthefirstcircletothebusinthesecondcircle.Therefore,onecanreducetheMIPbranchandboundtreebyremovinganypathsthatresultinislanding.Toafirstorderapproximation,webelievethisistrueforACnetworks.Inthispaper,wehavenotimplementedthisprocedure.

    Anadditionalissueisthatourlinearprogramisnotstatic;rather,itisbasedonthelastiteration seeO’Neilletal,2012andCampaigneetal,2013 .Ourlinearizationdependsonthepreviousoptimalpoint.However,wemaythenswitchthenetworkbasedonarevisedlinearizationinalateriteration.

    Thispaperseekstoaddressthefollowingquestions: DoesthelinearizedACOPFselectlinestoswitchinaccordancewiththenonlinear

    ACOPF? HowmuchfasteristheiterativelinearizedACOPFcomparedtothenonlinear

    ACOPF? Howwelldotheproposedheuristicsperform?

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    2. Notation.Variablesandparametersareindexedoverbusesusingsubscriptsnandm,

    n,mϵN.Herewerefertotransmissionassetsaslines.Transmissionlinesareindexedbyk,kϵK,withoneterminaloflinekbeingnandtheotherterminalbeingm.SetW n isthesetoflineskthatconnecttobusn.Foracomplexvariableorparameter,thesuperscriptrdenotestherealportionandthesuperscriptjdenotestheimaginaryportion.Forexample,ifx a jb,xr a,xj bwherej ‐1 1/2.Theindexofamajoriterationish.DecisionVariablespn realpowerinjectedatbusnqn reactivepowerinjectedatbusnvrn realpartofthevoltageatbusnvjn imaginarypartofthevoltageatbusnirn realpartofthecurrentinjectionatbusnijn imaginarypartofthecurrentinjectionatbusnirk realpartofthecurrentonlinekijkimaginarypartofthecurrenton

    linekzk binaryvariablethatis1,iftheswitchatnforlinekisopen,and0,if

    closedParameterscpn pn quadraticcostofrealpoweratbusncqn qn quadraticcostofreactivepoweratbusncpln pn stepwiselinearapproximationofcpn pn cqln qn stepwiselinearapproximationofcqn qn bk susceptanceoflinekbn0 selfsusceptanceofnoden toground gk conductanceoflinekgn0 selfconductanceofnoden toground yk gk jbk admittanceoflinekyn0 admittancefrombusntogroundpnd realpowerdemandatbusnqnd reactivepowerdemandatbusnpminn minimumrequiredrealpowergenerationatbusnpmaxn maximumallowedrealpowergenerationatbusnqminn minimumrequiredreactivepowergenerationatbusnqmaxn maximumallowedreactivepowergenerationatbusnvminn minimumrequiredvoltagemagnitudeatbusnvmaxn maximumallowedvoltagemagnitudeatbusnvrn realvoltagevalueatbusnfromthepreviouslinearprogramsolutionvjn imaginaryvoltagevalueatbusnfromthepreviouslinearprogram

    solution

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    irn realcurrentvalueatbusnfromthepreviouslinearprogramsolutionijn imaginarycurrentvalueatbusnfromthepreviouslinearprogram

    solutionimaxk maximumcurrentmagnitudeonlinekirktherealcurrentvalueon

    linekfromthepreviouslinearprogramsolutionirk imaginarycurrentvalueonlinekfromthepreviouslinearprogram

    solutionijk imaginarycurrentvalueonlinekfromthepreviouslinearprogram

    solutionMk alargeconstant,usedtocreateaneither‐orconstraint3. NonlinearIV‐ACOPFTransmissionSwitchingModel Thenonlinearcurrent‐voltage IV ‐ACOPFisusedasabenchmarkforlinearapproximationILIV‐ACOPF.TheIV‐ACOPFformulationis

    Minimize∑ncpn pn cqn qn 1 Subjecttoirk gk vrn‐vrm ‐bk vjn‐vjm forallk 2 ijk bk vrn‐vrm gk vjn‐vjm forallk 3 irn ∑k∊W n irk–gn0vrn bn0vjn foralln 4 ijn ∑k∊W n ijk–gn0vjn–bn0vrn foralln 5 pn vrnirn vjnijn pnD foralln 6 pminn pn pmaxn foralln 7 qnG vjnirn‐vrnijn qnD foralln 8 qminn qn qmaxn foralln 9 vrn 2 vjn 2 vmaxn 2 foralln 10 vminn 2 vrn 2 vjn 2 foralln 11 irk 2 ijk 2 imaxk 2 forallk 12

    Thenetworkflowequations, 2 ‐ 5 arelinear.Theupperboundsonthelinecurrentmagnitudes 12 andvoltagemagnitudesatbuses 10 arecircleswiththeirinteriors convex ,andthuscanbeapproximatedtoanydegreeofaccuracywithcircumscribingpolygons.Thelowerboundonvoltagemagnitude,whilenon‐convex,isseldombindingbecausetheoptimizationpushesvoltageshighertoreducelosses.Inrectangularform,theequationsforreal 6 andreactivepower 8 injectionsandwithdrawalsintermsofcurrentandvoltagearesecond‐ordernon‐convexpolynomials.TheIV‐ACOPFwithtransmissionswitchingisformedbyaddingbinarydecisionvariablezkandreplacingequations 2 , 3 ,and 12 withequations 2.1 , 2.2 , 3.1 , 3.2 ,and 12.1 .zk 1iflinekisdisconnectedandzk 0iflinekisconnected.

    irk gk vrn‐vrm ‐bk vjn‐vjm zkM 2.1

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    irk gk vrn‐vrm ‐bk vjn‐vjm ‐zkM 2.2 ijk bk vrn‐vrm gk vjn‐vjm zkM 3.1 ijk bk vrn‐vrm gk vjn‐vjm –zkM 3.2 irk 2 ijk 2 1‐zk imaxk 2 12.1

    4. IterativeLinearIV‐ACOPFTransmissionSwitchingModel

    Weapproximatethequadraticconstraintequations whichexpressrealandreactivepowerintermsofcurrentsandvoltages withhyperplanesthataretangenttotheconstrainthypersurfacesusingfirstorderTaylorapproximations.Withtheresultinglinearapproximations,theILIV‐ACOPF h ateachmajoriterationhis:Minimize∑ncpln pn cqln qn 21Subj. irk gk vrn‐vrm ‐bk vjn‐ vjm zkM forallk 2.1to irk gk vrn‐vrm ‐bk vjn‐ vjm ‐ zkM 2.2 ijk bk vrn‐vrm gk vjn‐ vjm zkM 3.1 ijk bk vrn‐vrm gk vjn‐ vjm – zkM 3.2 irn ∑k∊W n irk–gn0vrn bn0 vjn foralln 4 ijn ∑k∊W n ik–gn0vjn– bn0 vrn foralln 5 pnG vrnirn vjnijn vrnirn vjnijn ‐ vrnirn vjnijn pnD for alln 26 pnmin pnG pnmax for alln 27 qnG vjnirn‐vrnijn‐vrnijn vjnirn ‐ vjnirn ‐ vrnijn qnD for alln 28 qnmin qnG qnmin for alln 29 vrfnvrn vjfnvjn vmaxn 2 forf 01,…,fmax

    andalln30

    vrdnvrn vjdnvjn vmaxn 2 ford 0,…,h‐1andalln

    31

    irfkirk ijfkijk 1‐zk imaxk forf 1,…,fmax andallk

    32

    irdkirk ijdkijbk imaxk 2 ford 0,…,h‐1andallk

    33

    ‐2vrn a/hb vrn‐vrn 2vrn a/hb for alln 34 ‐2vjn a/hb vjn‐vjn 2vjn a/hb for alln 35

    wherefmaxisthenumberofsidesofthepreprocessedcircumscribingpolygonsanddindexestheiterativetightcuts.

    Tolimitthenumberoflinestobeopened,weaddtheconstraint:∑kzk k’ 36

    Thenetworkflowequations, 22 ‐ 25 arelinearandunchanged.Forthevoltagemagnitudes,thepreprocessedupperboundsarein 30 andtheiterativetightcutsarein 31 .Forthelinecurrentmagnitudes,thepreprocessedupperboundsarein32 andtheiterativetightcutsarein 33 .

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    Inrectangularform,real 26 andreactivepower 28 injectionsand

    withdrawalsintermsofcurrentandvoltageareapproximatedbythefirstorderTaylorseries.

    Hereweusetheformulationthatremovestheentiretransmissionelementfromthenetwork;nocurrentcanflowontheline.Ifweopenonlyoneoftheswitches,thelinebecomesacapacitor.

    Theiterativelinearizationmethodusedtosolvetheproblemisasfollows:

    1 Seth 0.Chooseastartingpointvr0nandvi0n.Addacircumscribingpolygonforeachmaximumvoltagemagnitudeandmaximumcurrentmagnitudeconstraint.ApproximatePandQwithhyperplanesthataretangenttotheconstrainthypersurfaces.

    2 Seth h 1.SolvetheresultingLIV‐ACOPF h toobtainoptimalvaluesforthecurrentandvoltage,vrhn,vjhn,irhn,ijhn

    3 ChecktheresultforconvergenceoftheoptimalvaluesusingtheactualnonlinearPandQequations 6 through 12 .Ifwithintolerance,stop;otherwisecontinue.

    4 Addanothersetoftightvoltageandcurrentconstraintsattheoptimalvoltagesolutiontofurthercutoffinfeasiblevoltageandcurrentsolutions.Relinearizethepandqapproximationusingthecurrentanswerandadjustthestepsizerangeofthebusvoltage.Gotostep2.

    Theconvergencecriteriaisasfollows:ifthepercentviolationsofrealpower7 ,reactivepower 9 ,thevoltage 10 ,andthecurrent 12 constraintsisunderacertainthreshold,andthesumoftheaveragepercentviolationsofthevoltage,realpower,andreactivepowerisalsounderathreshold,thesolutionisdeterminedtobeACfeasible.Iftheseviolationcriteriaarenotmet,thesolutionisdeterminednottobeACfeasible.

    5. ComputationalTestingProblems.Thetestproblemsconsistentofthe14,30,57,and118busIEEEtestcases seeTable1 athttp://www.ee.washington.edu/research/pstca/index.html.Single‐linediagramsofthe14and30buscasesareshowninFigures1and2.ThequadraticgeneratorcostscomefromMATPOWER Zimmermanetal,2011 .Weformulatethe20‐steplinearapproximationtothequadraticfunction.Wheretherearemultipletransmissionlinesbetweentwonodes,thelinesareaggregatedintoanequivalentsinglelinebetweenthetwonodes.Eachtestproblemhastwolevelstightandloose oflinecurrentconstraints seeLipkaetal,2013 .

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    Table1:IEEETestBusSystemData

    Buses Lines Generators TotalDemandBestKnownValueTightCurrentLimit

    BestKnownValueLooseCurrentLimit

    No. Capacity quadratic linear quadratic linear14 20 5 7.724 2.590 105.4 107.4 85.3 86.530 41 6 326.80 42.42 5.89 6.10 5.79 5.9857 80 7 326.78 235.26 421.5 432.2 419.2 425.5118 186 54 99.66 42.42 1364.9 1388.4 1300.1 1315.5

    Figure1:14BusDiagram

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    Figure2:30BusDiagram

    HardwareandSoftware.TheproblemsweresolvedonanIntelXeonE7458serverwith864‐bit2.4GHzprocessorsand64GBmemory.However,allproblemsonlyusedoneprocessoratatime.Minordifferencesinsolutiontimeswererecordedwhentheproblemswererunatdifferenttimesofday,butthedifferencesweresmallenoughtobeconsideredbackgroundnoise.TheproblemswereformulatedinGAMS23.6.2.ThenonlinearmixedintegerprogramusedwasKNITRO.ThenonlinearprogramswithoutintegervariablesusedsolverIPOPTversion3.8.LinearprogramsusedGUROBIversion4.0.0withtheaggressivepresolveoption.Theimplementationwassimplisticinthattheproblemwassolvedfromscratchateachmajoriteration.StartingfromthepreviouslinearprogramwasnotanoptionintheGAMSsolver.Theremaybeeasilygainedspeedupsbynotstartingeachmajoriterationfromscratch.TheallowableMIPgapwassetto0.1%.OptimizationParametersSettings.ForIPOPT,weusethedefaultparameters.Forstep‐sizeconstraints,weexamineb 1 linearstepsize andb 2 quadraticstepsize anda 0.5and1in 34 and 35 .Wechoose16and32sidedcircumscribingpolygonsbasedonthetestinginPirniaetal 2012 .

    Themaximumnumberofmajoriterations linearprogram wassetto20.Earliertestingrevealedthatthesolutionusuallyconvergedtoafeasiblesolution

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    withintolerance in20iterationsorless,andproblemsthatranformorethan20iterationswouldruntothemaximumnumberofallowediterations.Thelinearproblemisconsideredfeasiblewithintolerancewhentheaveragedeviationofvoltages,realpower,andreactivepowerislessthan0.1%andthemaximumdeviationofallindividualnodesislessthan0.5%.Initialization.Astheinitialstartingpoint,weuseaflatstart,vrn 1andvin 0,forallbusesn.Otherstartingpointscanbeused:theseincludehotstarts,randomstarts,andDCstarts seeCastilloetal2013 .Incommercialpractice,ahotstartmaybeavailablefromprevioussolutionssinceeachdispatchissolvedinsequentialtimesteps.Termination.Themaximumnumberofmajoriterationswassetto100.Therelativeconvergencetolerancesweresetat0.001or0.005.ThemaximumCPUtimewasneverreached. Weexaminefivedifferentapproaches:bruteforce totalenumeration one‐lineoptimization,MIPone‐lineoptimization,iterativelinearizedACOPFwithaMIPateveryiteration openingupto5lines ,linearizedACOPFwiththeMIPatthefirstiteration openingupto5lines ,andaprogressiveapproachwhereoneadditionallineisallowedtobeopenateachstage upto5lines .Brute‐ForceOne‐LineApproach.First,weexaminetheresultsofthelinearizedACOPFversusthenonlinearACOPFwhenthenetworkisfixedtoonelineremovedusingthefollowingprocedure,whereNsubproblemsaresolved.Theprocedureinsteps1‐5isrepeatedfor4differentapproaches:16and32preprocessedvoltagecutswithlinearandquadraticvoltagestepsizereduction.

    1 ForeachlinekinthetransmissionsystemwithKlines:2 Inthemodeldescribedinsection4,zisaparameterinsteadofavariable.Letalllinesbeinservice aka,z 0 exceptforlinek setz 1 .Notethatsincezisaparameterinsteadofavariable,anLPinsteadofaMIPissolved.3 Usetheiterativelinearizationmethodtosolvetheproblem.4 Setlinektobelinek 1.Gotostep2ifkislessthanorequaltoK.5 Whenalloftheresultshavebeentabulatedforeachlinetakenout k K 1 ,thesubproblemwiththelowestcostisconsideredtobetheoptimalconfiguration.6 Toobtainanonlinearcomparison,steps1‐5arerepeatedexceptinstep2,thenonlinearmodeldescribedinsection3isusedandstep3isreplacedwiththesolver’snonlinearsolutionmethods.

    MIPOne‐LineApproach.WealsocomparetheresultsofthelinearizedACOPFwithaMIPateveryiterationtotheresultsofbruteforcelinearizedACOPFinordertodemonstratewhethertheMIPateachiterationworksappropriately.

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    Theprocedureinsteps1‐2isrepeatedfor4differentapproaches:16and32preprocessedvoltagecutswithlinear b 1 andquadratic b 2 voltagestepsizereduction.

    1 Usethemodeldescribedinsection4withtheaddedconstraint∑kzk 1.Thismeansthatinanyanswer,onetransmissionlinewillbeopen.2 Usetheiterativelinearizationmethodtosolvetheproblem.Ateveryiteration,aMIPwillbesolved.3 Then,toobtainanonlinearcomparison,steps1and2arerepeatedexceptinstep1,thenonlinearmodel KNITRO describedinsection3isusedandstep2isreplacedwiththesolver’snonlinearsolutionmethods.

    IterativeLinearizedACOPFwithaMIPateveryiterationopeningupto5linesMoreextensively,theACOPFwasrunforopeningupto5lines.Thislimitonthenumberoflinesopenedwasplacedtoachieveareasonableruntime.Additionally,allowingtheprogramopenuptotenlinesdidnotresultinsignificantreductionofthetotalpowerproductioncostversusallowingittoopen5lines.Theprocedureisrepeatedfor4differentapproaches:16and32preprocessedvoltagecutswithlinearandquadraticvoltagestepsizereduction.

    1 Usethemodeldescribedinsection4withtheaddedconstraint∑kzk k’wherek’ 5.Thismeansthatinanyanswer,upto5transmissionlinescanbeopen.2 Usetheiterativelinearizationmethodtosolvetheproblem.Ateveryiteration,aMIPwillbesolved.3 Whentheiterativelinearizationmethodhaseitherconvergedorexceededtheiterationlimit,solvethenonlinearACOPFwithtransmissionswitchingasinsection3butagainthelineconfiguration zk variablesaresetasparametersaccordingtothesolutioninstep2 ,againtoevaluatewhethertheLIV‐ACOPFsolutionwastrulyACfeasible.

    LinearizedACOPFwiththeMIPatthefirstiterationopeningupto5lines.ToreducethecomputationaltimeofsolvingtheACOPF,asecondapproachistorunaMIPonlyonthefirstiterationoftheiterativelinearizationmethod,thenruntheotherLPiterationsonthefixednetworkthatwastheoptimalanswerfromtheMIPrepeatedly.Thestepsusedareasfollows:Theprocedureisrepeatedfor4differentapproaches:16and32preprocessedvoltagecutswithlinearandquadraticvoltagestepsizereduction.

    1 Usethemodeldescribedinsection4withtheaddedconstraint∑kzk k’wherek’ 5.Thismeansthatinanyanswer,upto5transmissionlinescanbeopen.

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    2 Dooneiterationoftheiterativelinearizationmethodtosolvetheproblem.ThisiterationwillsolveaMIP.3 Inthemodeldescribedinsection4,replacethevariableszwithparameters.Thelineconfigurationwillbesettotheoptimalsolutionfoundinstep2.Forexample,ifstep2foundthatalllinesareinthenetworkexceptthelinesfrombus1to4andfrombus2to5,thenz141 1,z251 1,andallotherz 0.4 Solvethemodelinstep3usingtheiterativelinearizationmethod.5 Whentheiterativelinearizationmethodhaseitherconvergedorexceededtheiterationlimit,solvethenonlinearACOPFwithtransmissionswitchingasinsection3,butagainthelineconfiguration zk variablesaresetasparametersaccordingtothesolutioninstep2 ,againtoevaluatewhethertheLIV‐ACOPFsolutionwastrulyACfeasible.

    Itisexpectedthatthismodelwilltakelesstimethanthepreviousmodel,sincelessMIPswillberunduringtheprocess.ProgressiveMIP.ThepurposeofthismethodistoreducethenumberofbranchestheMIPhastoconsiderinthecaseofopeningupto5transmissionlines.Thepreviousapproachhas Nchoose5 Nchoose4 Nchoose3 Nchoose2 Nchoose1 potentialbranches.Inthisapproach,ateachiterationk,withthefirstiterationask 0,thealgorithmdecideswhichofN‐klinestoopenorwhethertonotopenanyadditionallines,withatotalofN‐k 1possibilities.Thisapproachhasupto N 1 N N‐1 N‐2 N‐3 5N‐5potentialbranches,whichismanyfewerthanthepreviousapproach.Table2showsthissignificantreduction.Table2.NumberofPotentialMIPbranches:Normalvs.Progressive NumberofPotentialBranches

    Buses Lines NormalMIP ProgressiveMIP14 20 21,700 9530 41 862,190 20057 86 37,055,939 425118 186 1,806,641,034 925

    Thefollowingprocedureisrepeatedfor4differentapproaches:16and32preprocessedvoltagecutswithlinearandquadraticvoltagestepsizereduction.

    1 Usethemodeldescribedinsection4withtheaddedconstraint∑kzk k’wherek’ 1.Thismeansthatinanyanswer,only1transmissionlinecanbeopen.2 Usetheiterativelinearizationmethodtosolvetheproblem.ThisiterationwillsolveaMIPwithN 1branches.

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    3 Ifalineisopened,fixitasaparameter aka,z 1 .Now,letk’ 2.Notethatsinceonelineisopen,onlyonemorelinecanpossiblybeopened.4 Again,usetheiterativelinearizationmethodtosolvetheproblem.5 Fixallopenlinesasparameters,andincrementk’ k’ 1.6 Repeatsteps4and5untiltheproblemwherek’ 5hasbeensolved.7 Whentheiterativelinearizationmethodhaseitherconvergedorexceededtheiterationlimit,solvethenonlinearACOPFwithtransmissionswitchingasinsection3,butagainthelineconfiguration zk variablesaresetasparametersaccordingtothesolutioninstep2 .ThisisdonetoevaluatewhethertheLIV‐ACOPFsolutionwastrulyACfeasible.

    5.1BRUTE‐FORCEVERSUSMIPONELINEAPPROACHRESULTSTobenchmarkthelinearizedACOPFprogram,boththelinearizedand

    nonlinearACOPFprogramsweresolvedonafixedconfigurationofopen/closedlinesforallpossibleconfigurationsofonelineopenandallothersclosed theBruteForceMethod .Theobjectivefunctionvaluesofalltheseconfigurationsarecompared,andthe‘best’answeristheproblemwiththelowestobjectivefunctionvalue.ThisBruteForceapproachiscomparedtosolvingtheproblemwiththelinearizedACOPFandallowingthemixedintegersolvertofindthebestnetworkconfigurationwithonelineout MIP .Thenonlinear“bruteforce”methodusesIPOPTtosolveeverypossiblenetworkconfigurationwithonelineout,andtheobjectivevaluegivenistheminimumcostofalloftheseconfigurations.Thenonlinear“MIP”methodusesKNITROtosolvethenonlinearMIPwithoneopenline.

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    14‐busproblem.Theresultsforthe14busproblemareshowninTables3and4.Theobjectivefunctionvalueswerewithin2%ofthebest‐knownvalue thenonlinearsolution forboththeMIPandBruteForcemethodsinboththetightandloosecurrentconstrainedcases.Inaddition,allofthelinearapproacheswereatleast4timesasfastasthenonlinearcase.Inthetightcurrentconstrainedcase,thesameline 4‐7 wasswitchedoutbyallbutoneofthe8approaches.Thelinearcaseobjectivevaluesareallveryclosetoeachother–thebiggestdifferenceis0.1%.Removingline4‐7washighlybeneficialinthetightlyconstrainedcase;thetotalgenerationcostwasreducedbynearly10%.Intheloosecurrentconstrainedcase,againthesameline 2‐5 wasselectedtobeswitchedbyallbutoneofthe8approaches.However,theobjectivevaluesofthelinearapproachesdiffermorethaninthetightcurrentcase;thebiggestdifferenceis3.2%.Whilethenonlinearcaseshowsasmallimprovementinthetotalgenerationcostbyswitchingoutaline,someofthelinearapproachesshowanimprovementwhilesomedonot.Inthetightlyconstrainedcase,theMIPrunsfasterthanthebruteforcemethod.Surprisingly,inthelooselyconstrainedcase,theMIPrunsslowerthanthebruteforcemethod;thisislikelynotsignificantduetorun‐to‐runtimingvariability.Table3.OneLineResults:14Bus,TightCurrentConstraintStepSizeFunction Linear Quadratic

    NonlinearNumberofCuts 16 32 16 32WithoutOpeningLines ObjValue 105.69 106.53 105.69 106.53 107.36MIP ObjValue 95.05 95.04 95.05 95.04 93.77OpeningOneLine LineSwitched 4‐7 4‐7 4‐7 4‐7 4‐7 CPUTime 6.25 6.38 5.18 9.32 54.30BruteForce ObjValue 95.04 94.99 95.00 94.97 94.09OpeningOneLine LineSwitched 4‐7 2‐5 4‐7 4‐7 4‐7 CPUTime 6.81 9.44 10.85 14.59 192.12Table4.OneLineResults:14Bus,LooseCurrentConstraintStepSizeFunction Linear Quadratic

    NonlinearNumberofCuts 16 32 16 32WithoutOpeningLines ObjValue 85.94 85.63 85.15 86.13 86.51MIP ObjValue 82.80 85.26 85.54 85.55 84.07OpeningOneLine LineSwitched 2‐5 2‐3 2‐5 2‐5 2‐5 CPUTime 10.89 22.06 5.80 9.80 100.78BruteForce ObjValue 84.94 84.85 85.28 85.29 84.42OpeningOneLine LineSwitched 2‐5 2‐5 2‐5 2‐5 2‐5 CPUTime 8.94 9.47 5.11 6.97 63.52

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    30busproblem.Theresultsforthe30busproblemareshowninTables5and6.Inboththetightlyandlooselyconstrainedcases,thebiggestdifferencebetweentheobjectivevaluesinthelinearapproachesis2%.Inbothtightandloosecurrentconstraintcases,itappearsthatremovingonelinedoesimprovetheobjectivevalue,althoughthisimprovementisverysmall.TheMIPandBruteForcemethodschoosedifferentlinestoopeninthesameproblem,althougheachmethodchoosesthesamelinewithinthelinearapproaches.However,choosingthedifferentlinedoesnotseemtoaffectthevalueoftheobjectivefunction.Here,theMIPhasaclearadvantageovertheBruteForcemethodinthesolutiontime.TheMIPrunsmorethantwiceasfastastheBruteForcemethodinallapproachesexceptforthelooselyconstrainedcasewithquadraticstepsizeand32cuts.Inthebruteforcemethod,linearapproachessolvedatleast4timesasfastasthenonlinearapproach.SincethereweredifferentresultsondifferentsimulationsfortheMIPwiththenonlinearcase,thesimulationresultofthelastruniscapturedhere.Table5.OneLineResults:30Bus,TightCurrentConstraintStepSizeFunction Linear Quadratic

    NonlinearNumberofCuts 16 32 16 32WithoutOpeningLines ObjValue 6.02 6.08 6.02 6.08 6.10MIP ObjValue 5.82 5.91 5.87 5.91 5.74OpeningOneLine LineSwitched 25‐27 25‐27 25‐27 25‐27 25‐27 CPUTime 37.05 40.49 20.71 34.85 536.4BruteForce ObjValue 5.93 5.93 5.92 5.93 5.79OpeningOneLine LineSwitched 6‐28 6‐28 6‐28 6‐28 6‐28 CPUTime 124.8 117.2 93.19 113.6 554.5Table6.OneLineResults:30Bus,LooseCurrentConstraintStepSizeFunction Linear Quadratic

    NonlinearNumberofCuts 16 32 16 32WithoutOpeningLines ObjValue 5.96 5.98 5.96 5.98 6.00MIP ObjValue 5.81 5.81 5.81 5.89 5.74OpeningOneLine LineSwitched 25‐27 25‐27 25‐27 25‐27 24‐25 CPUTime 30.81 66.29 21.67 29.90 633.7BruteForce ObjValue 5.92 5.92 5.92 5.92 5.78OpeningOneLine LineSwitched 6‐28 6‐28 6‐28 6‐28 24‐25 CPUTime 75.39 156.0 89.76 53.73 683.1

  • Page18

    57busproblem.Theresultsforthe57‐busproblemareshowninTables7and8.8Thelineschosentoopenarenotveryconsistentbetweenthedifferentapproaches,suggestingthattheobjectivefunctionhasseveraltopologieswithsimilarobjectivevalues.Theobjectivefunctionvalueswerewithin0.2%ofthebest‐knownvaluewiththebruteforcemethod.Here,theadvantageoftheMIPovertheBruteForcesolutiontimeincreases;theMIPsolvesmorethan25timesfasterthanthebruteforcemethod.However,theBruteForcemethodappearstofindbettersolutions;allsolutionsofthebruteforcemethodareanimprovementovernotswitchinganylines,andallMIPsolutionshavegreatergeneratorcostthantheBruteForcesolutions.Table7.OneLineResults:57Bus,TightCurrentConstraintStepSizeFunction Linear Quadratic

    NonlinearNumberofCuts 16 32 16 32WithoutOpeningLines ObjValue 424.02 422.71 424.07 423.69 433.85MIP ObjValue 424.66 426.98 426.99 426.75 419.08OpeningOneLine LineSwitched 56‐57 38‐48 2‐3 2‐3 9‐13 CPUTime 34.82 54.85 12.15 21.10 3000.1BruteForce ObjValue 421.16 421.65 421.49 421.70 420.71OpeningOneLine LineSwitched 12‐16 38‐49 9‐11 9‐13 48‐49 CPUTime 1,298.15 1,708.27 815.8 1,034.99 10,966.5Table8.OneLineResults:57Bus,LooseCurrentConstraintStepSizeFunction Linear Quadratic

    NonlinearNumberofCuts 16 32 16 32WithoutOpeningLines ObjValue 422.60 422.42 423.27 423.47 425.48MIP ObjValue 426.33 426.98 429.01 426.75 418.47OpeningOneLine LineSwitched 38‐48 38‐48 1‐2 2‐3 3‐4 CPUTime 34.09 54.85 9.62 21.10 2982.6BruteForce ObjValue 421.16 421.65 421.49 421.70 420.71OpeningOneLine LineSwitched 12‐16 38‐49 9‐11 9‐13 48‐49 CPUTime 1,292.2 1,668.6 768.5 964.6 9,287.3

  • Page19

    118busproblem.Theresultsforthe118‐busproblemareshowninTables9and10.Inthetightcurrentconstraintcase,thelinearapproacheschooseeitherline77‐80orline77‐82toberemoved.Intheloosecurrentcase,thereismoredeviationinwhichlineistakenout.TheMIPisagainmuchfasterthanthebruteforcemethodinbothtightlyandlooselyconstrainedcases .Objectivefunctionvaluesarewithin3.2%ofthenonlinearvaluesinthetightcaseandwithin1.5%oftheloosecase.Inthetightcurrentconstraintcase,theobjectivevaluesfoundbytheMIPandthebruteforcemethodareverysimilar.Intheloosecurrentconstraint,thebruteforcemethodappearstofindbettersolutions;alltheobjectivevaluesinthebruteforcemethodareanadvantageovernotswitchinganylines;mostofthesolutionsfoundbytheMIParemorecostlythannotswitchinganylines.Table9:OneLineResults:118Bus,TightCurrentConstraintStepSizeFunction Linear Quadratic

    NonlinearNumberofCuts 16 32 16 32WithoutOpeningLines ObjValue 1,381.15 1,380.4 1,388.3 1,388.3 1,364.9MIP ObjValue 1,379.12 1,378.2 1,385.7 1,385.8 1,344.3OpeningOneLine LineSwitched 77‐82 77‐82 77‐82 77‐82 17‐31 CPUTime 213.1 307.8 256.6 330.1 30,000BruteForce ObjValue 1,379.2 1,378.4 1,384.6 1,384.1 1,368.9OpeningOneLine LineSwitched 77‐80 77‐82 77‐82 77‐80 77‐82 CPUTime 12,303 14,631 6,534.6 16,175 26,359Table10:OneLineResults:118Bus,LooseCurrentConstraintStepSizeFunction Linear Quadratic

    NonlinearNumberofCuts 16 32 16 32

    WithoutOpeningLines ObjValue 1,307.7 1,311.8 1,310.7 1,314.6 1,300.1MIP ObjValue 1,314.1 1,315.2 1,314.4 1,314.4 1,296.8OpeningOneLine LineSwitched 25‐26 25‐26 25‐26 25‐26 24‐70 CPUTime 123.1 186.0 34.56 61.64 322.6BruteForce ObjValue 1,305.3 1,304.9 1,305.9 1,307.6 1,304.6OpeningOneLine LineSwitched 46‐48 100‐104 45‐46 40‐41 19‐20

    CPUTime 22,780 34,747 11,874 16,091 21,236

  • Page20

    COMPARISON:ONEMIP,REPEATEDMIP,ANDPROGRESSIVEMIP14Bus,TightlyConstrainedObjectiveValueFunction LP AllthreemethodsofsolvingtheMIPreportedverysimilarobjectivefunctionvalues,exceptfortheprogressiveMIPwithalinearstepsizefunctionand32cuts,wheretheanswerwasinfeasible seeTable11 .Table11.14Bus,TightlyConstrained:LinearObjectiveValue linearobjective,linearconstraints StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 95.02 95.04 95.10 95.04OneMIP 95.25 95.04 95.25 95.04ProgressiveMIP 95.19 INF 95.42 95.04Nolinesopen 105.69 106.53 105.69 106.53

    LPvs.NLPObjectiveFunctionValueDifferences TheLPvs.NLPObjectiveValueDifferenceiscomputedastheobjectivevaluesoftheNLP‐LP /LP.Asareminder,theNLPObjectiveValueistheanswertotheproblemwherethetransmissionlinesfoundtobetakenoutintheLParefixedusingthesolverIPOPT,andtheACOPFissolvedwiththeoriginal,nonlinearconstraints butwithlinearobjectivefunction .Inthiscase,asshownintables12and13,allthenonlinearanswersareclosetothelinearobjectivevalue,exceptfortheprogressiveMIPwith32cutsandalinearstepsize.Thislargediscrepancyoccursbecausethelinearmethodfindsaninfeasiblesolutionandthenonlinearmethodfindsafeasiblesolution.

    92

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    100

    16 32 16 32

    Linear Quadratic

    Objectiv

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  • Page21

    Table12.14Bus,TightlyConstrained:NLPObjectiveValue nonlinearconstraints,linearobjective StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 95.06 95.07 95.06 95.06OneMIP 95.41 95.06 95.42 95.06ProgressiveMIP 95.43 94.95 95.26 95.06Table13.14Bus,TightlyConstrained:%DifferencebetweenLPandNLPObjectiveValueStepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 0.04 0.04 ‐0.05 0.02OneMIP 0.17 0.02 0.18 0.02ProgressiveMIP 0.26 INF ‐0.17 0.02

    CPUTime Table14showsthatusingonlyoneMIPatthebeginningdramaticallyreducesthetimetosolvetheswitchingproblem.TheprogressiveMIPhasaslightadvantageoverusingoneMIP.Table14.14Bus,TightlyConstrained:CPUTime seconds StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 34.68 101.03 26.75 59.09OneMIP 8.36 20.60 15.83 22.56ProgressiveMIP 7.11 15.18 6.24 14.15

    ‐3%

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    LP vs. NLP % Differen

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  • Page22

    14Bus,LooselyConstrainedObjectiveValueFunction LP Thelinearobjectivevaluesfoundbyallmethodsarerelativelyclose,asseeninTable15,excepttherepeatedMIPwithlinearstepsizefunctionappearstodeviatefromalltheothermethods,althoughitstillfindsafeasiblesolution.Table15.14Bus,LooselyConstrained:LinearObjectiveValue linearobjective,linearconstraints StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 82.53 82.10 84.65 84.38OneMIP 84.49 85.08 84.49 85.08ProgressiveMIP 85.01 85.21 85.09 85.36Nolinesopen 85.94 85.63 85.15 86.13

    0.00

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    16 32 16 32

    Linear Quadratic

    CPU Tim

    e (s)

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    81.0081.50

    82.0082.5083.00

    83.5084.0084.50

    85.0085.50

    16 32 16 32

    Linear Quadratic

    Objectiv

    e Va

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    Repeated MIP

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  • Page23

    LPvs.NLPObjectiveFunctionValueDifferences Tables16and17displaythatthenonlinearandlinearobjectivevaluesarewithin1%exceptfortherepeatedMIPmethodwithlinearstepsizereductions.However,thenonlinearobjectivevalueforthiscaseiscloseto85ratherthan82,whichiswhattheoneMIPandprogressiveMIPmethodsfound.Table16.14Bus,LooselyConstrained:NLPObjectiveValue nonlinearconstraints,linearobjective StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 85.20 85.43 85.21 85.20OneMIP 85.11 85.12 85.11 85.11ProgressiveMIP 85.02 85.36 85.10 85.23Table17.14Bus,LooselyConstrained:%DifferencebetweenLPandNLPObjectiveValueStepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 3.13 3.90 0.66 0.97OneMIP 0.73 0.05 0.73 0.04ProgressiveMIP 0.02 0.18 0.01 ‐0.15

    ‐1%0%1%1%2%2%3%3%4%4%5%

    16 32 16 32

    Linear Quadratic

    LP vs N

    LP: %

     Differen

    ce

    Repeated MIP

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  • Page24

    CPUTime Table18showsthattheoneMIPmethodsolvedsignificantlyfasterthantherepeatedMIPmethod,andtheprogressiveMIPmethodsolvedsignificantlyfasterthantheprogressiveMIPmethod.However,thereisnotaclearpatternwhichnumberofcutsorstepsizefunctionisfaster.Table18.14Bus,LooselyConstrained:CPUTime seconds StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 258.65 152.38 126.00 165.26OneMIP 22.08 59.40 23.12 40.16ProgressiveMIP 4.21 5.15 9.77 5.14

    30Bus,TightlyConstrainedObjectiveValueFunction LP Theresultsofsolvingthe30bussystemwithtightcurrentconstraintsaregiveninTable19.Allmethodsfoundafeasibleanswerforthisproblem.Likethepreviousproblem,therepeatedMIPmethodwithlinearstepsizefunctionseemedtofindanswersthatdeviatedfromalltheothermethods.Table19.30Bus,TightlyConstrained:LinearObjectiveValue linearobjective,linearconstraints StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 5.83 5.83 5.96 5.93OneMIP 5.94 5.97 5.96 5.97ProgressiveMIP 5.89 5.90 5.93 5.93Nolinesopen 6.02 6.08 6.02 6.08

    0306090120150180210240270

    16 32 16 32

    Linear Quadratic

    CPU Tim

    e (s)

    Repeated MIP

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  • Page25

    LPvs.NLPObjectiveFunctionValueDifferences Tables20and21revealthattheNLPsolutionwasveryclosetotheLPsolutionintheOneMIPandProgressiveMIPapproaches;however,thenetworkconfigurationfoundbytheLPintherepeatedMIPcases exceptforthelinearstepsizewith16cuts wasinfeasibleonceallthenonlinearitieswereconsidered.Table20.30Bus,TightlyConstrained:NLPObjectiveValue nonlinearconstraints,linearobjective StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 5.97 INF INF INFOneMIP 5.99 5.98 5.99 6.01ProgressiveMIP 5.94 5.98 5.95 6.07Table21.30Bus,TightlyConstrained:%DifferencebetweenLPandNLPObjectiveValueStepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 2.30 INF INF INFOneMIP 0.81 0.25 0.54 0.67ProgressiveMIP 0.80 1.31 0.40 2.20

    5.75

    5.80

    5.85

    5.90

    5.95

    6.00

    16 32 16 32

    Linear Quadratic

    Objectiv

    e Va

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  • Page26

    CPUTime FromTable22,weseethattheprogressiveMIPapproachsolvedsignificantlyfasterthantheoneMIPapproachthatsolvedtheproblemmuchfasterthantherepeatedMIPapproach.Table22.30Bus,TightlyConstrained:CPUTime seconds StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 3908.01 6886.65 1718.02 2409.33OneMIP 763.19 1001.37 806.55 1000.99ProgressiveMIP 24.85 34.15 20.71 41.44

    0%2%4%6%8%10%12%14%16%18%20%

    16 32 16 32

    Linear Quadratic

    LP vs. NLP:  %Diffe

    rence

    Repeated MIP

    One MIP

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  • Page27

    30Bus,LooselyConstrainedObjectiveValueFunction LP Table23showsthattherepeatedMIPapproach exceptforthe16cuts,quadraticstepsizecase seemedtofindsignificantlydifferentanswersthanthosefoundbyusingOneMIPandtheProgressiveMIP.Table23.30Bus,LooselyConstrained:LinearObjectiveValue linearobjective,linearconstraints StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 5.82 5.83 5.93 5.81OneMIP 5.94 5.89 5.95 5.90ProgressiveMIP 5.89 5.90 5.90 5.91

    LPvs.NLPObjectiveFunctionValueDifferences Thereisonlyonecasewherethenetworkconfigurationfoundbythelinearapproachwasnotfeasible–therepeatedMIP,quadraticstepsize,16cutscaseasseeninTables24and25.Otherwise,thedifferencebetweentheanswersfromtheNLPandtheLPare3.1%orless.Table24.30Bus,LooselyConstrained:NLPObjectiveValue nonlinearconstraints,linearobjective StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 5.94 5.97 INF 6.00OneMIP 5.98 5.94 5.99 5.94ProgressiveMIP 5.98 5.95 5.95 5.98Nolinesopen 5.96 5.98 5.96 5.98

    5.70

    5.75

    5.80

    5.85

    5.90

    5.95

    6.00

    16 32 16 32

    Linear Quadratic

    Objectie

     Value

     (LP)

    Repeated MIP

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  • Page28

    Table25.30Bus,LooselyConstrained:%DifferencebetweenLPandNLPObjectiveValueStepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 2.01 2.36 INF 3.09OneMIP 0.67 0.82 0.77 0.70ProgressiveMIP 1.43 0.87 0.80 1.16

    0%

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    LP vs. NLP:  %Diffe

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  • Page29

    CPUTime Again,asseeninTable26,theprogressiveMIPwasmuchfasterthanoneMIPthatwasmuchfasterthantheprogressiveMIP.TherepeatedMIPseemedtorunmuchfasterwhenaquadraticstepsizewasused.Table26.30Bus,LooselyConstrained:CPUTime seconds StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 8834.50 7083.96 2871.75 1831.51OneMIP 1000.54 1002.15 1000.51 1000.98ProgressiveMIP 25.99 29.75 20.17 28.86

    57Bus,TightlyConstrainedObjectiveValueFunction LP Inthiscase,Table27showsthat5outofthe12approachesfoundinfeasiblesolutions.OnlytherepeatedMIPconsistentlyfoundafeasiblesolution.TheoptimalobjectivevaluefoundbytherepeatedMIPdifferedgreatlybetweenthelinearandquadraticcase.Table27.57Bus,TightlyConstrained:LinearObjectiveValue linearobjective,linearconstraints StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 417.41 417.39 426.67 425.75OneMIP INF INF INF INFProgressiveMIP INF 428.56 426.15 427.96Nolinesopen 424.02 422.71 424.1 423.7

    0100020003000400050006000700080009000

    16 32 16 32

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    CPU Tim

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  • Page30

    LPvs.NLPObjectiveFunctionValueDifferences TheconfigurationsfoundbytheLPsolutionwereinfeasiblein9outofthe12differentapproachesasdisplayedinTables28and29.Thissuggeststhatthe57busproblemwithatightcurrentconstraintislikelytobecomeinfeasibleduringswitching.Aconstraintenforcingthevoltageminimumwouldneedtobeaddedtoavoidtheseinfeasibilities.Table28.57Bus,TightlyConstrained:NLPObjectiveValue nonlinearconstraints,linearobjective StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 426.93 427.25 INF INFOneMIP INF INF INF INFProgressiveMIP INF INF 427.62 INFTable29.57Bus,TightlyConstrained:%DifferencebetweenLPandNLPObjectiveValueStepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 2.23 2.31 99.98 99.99OneMIP 99.93 99.68 95.29 99.77ProgressiveMIP 99.95 85.03 0.34 100.00

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  • Page31

    CPUTime Table30revealsthatonceagain,theprogressiveMIPwasmuchfasterthanoneMIPwasmuchfasterthantherepeatedMIPapproach.Table30.57Bus,TightlyConstrained:CPUTime seconds StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 4001.22 6003.74 4528.23 3115.72OneMIP 1015.75 1020.67 1009.96 1011.68ProgressiveMIP 138.03 182.29 80.39 139.19

    0%

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    LP vs. NLP:  %Diffe

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    Repeated MIP

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    0

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  • Page32

    57Bus,LooselyConstrainedObjectiveValueFunction LP Table31showsthat6ofthe12approachescouldnotfindafeasiblesolutiontothelooselyconstrained57busproblem.Table31.57Bus,LooselyConstrained:LinearObjectiveValue linearobjective,linearconstraints StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 419.36 416.56 INF 426.51OneMIP INF INF INF INFProgressiveMIP INF 426.41 425.79 424.63Nolinesopen 422.6 422.4 423.3 423.5

    LPvs.NLPObjectiveFunctionValueDifferences AsseeninTables32and33,9ofthe12approachescouldnotfindafeasiblesolutionwiththe57busproblemwithloosecurrentconstraint.Table32.57Bus,LooselyConstrained:NLPObjectiveValue nonlinearconstraints,linearobjective StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP INF 427.47 INF INFOneMIP INF INF INF INFProgressiveMIP INF INF 428.93 430.18

    050100150200250300350400450500

    16 32 16 32

    Linear Quadratic

    Objectiv

    e Va

    lue (LP)

    Repeated MIP

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  • Page33

    Table33.57Bus,LooselyConstrained:%DifferencebetweenLPandNLPObjectiveValueStepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP n/a 2.55 n/a n/aOneMIP n/a n/a n/a n/aProgressiveMIP n/a n/a 0.73 1.29

    CPUTime Table34showsthattheprogressiveMIPissignificantlyfasterthantheoneMIPapproach,whichisusuallymuchfasterthandoingarepeatedMIP.Inthiscase,usingtheprogressiveMIPisboththefastestmethodandthemostlikelytofindafeasiblesolution.Table34.57Bus,LooselyConstrained:CPUTime seconds StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 20007.06 7005.45 1031.57 4388.51OneMIP 1016.32 1019.00 1010.00 1010.06ProgressiveMIP 138.00 182.26 71.79 122.51

    ‐20%

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  • Page34

    118Bus,TightlyConstrainedObjectiveValueFunction LP AsseeninTable35,thereisonlyoneapproach oneMIP,linearstepsize,16cuts wherethelinearsolvercannotfindafeasiblesolution.Table35.118Bus,TightlyConstrained:LinearObjectiveValue linearobjective,linearconstraints StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 1381.32 1377.03 1385.04 1380.17OneMIP INF 1389.79 1385.13 1390.99ProgressiveMIP 1377.49 1377.63 1381.14 1382.52Nolinesopen 1381.2 1380.4 1388.3 1388.3

    LPvs.NLPObjectiveFunctionValueDifferences Tables36and37showthattheNLPwasabletofindafeasiblesolutiontothesameconfigurationoflinesastheLPwheretheLPapproachcouldnotfindafeasiblesolution.Inallothercases,thenonlinearsolutionwaswithin1%ofthelinearsolution.Table36.118Bus,TightlyConstrained:NLPObjectiveValue nonlinearconstraints,linearobjective StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 1388.74 1386.37 1387.64 1384.41OneMIP 1385.19 1391.23 1385.19 1391.23

    13501355136013651370137513801385139013951400

    16 32 16 32

    Linear Quadratic

    Objectiv

    e Va

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  • Page35

    ProgressiveMIP 1383.35 1383.37 1382.15 1382.82Table37.118Bus,TightlyConstrained:%DifferencebetweenLPandNLPObjectiveValueStepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 0.53 0.67 0.19 0.31OneMIP INF 0.10 0.00 0.02ProgressiveMIP 0.42 0.42 0.07 0.02

    CPUTime WhiletheprogressiveMIPwasfasterthanoneMIPwhichwasfasterthantherepeatedMIP,theprogressiveMIPapproachwascomparativelymuchfasterinthe57buscasesthanthiscase.Table38showstheprogressiveMIPspeedingupsolutiontimesbetween1.2and2.4x;in57buscase,theprogressiveMIPspedupsolutiontimesbyatleast5xversustheoneMIPapproach.Table38.118Bus,TightlyConstrained:CPUTime seconds StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 7008.08 3010.86 4089.92 4014.06OneMIP 1106.94 1149.24 1033.84 1043.54ProgressiveMIP 591.78 936.41 422.64 652.28

    ‐20%

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    16 32 16 32

    Linear Quadratic

    LP vs. NLP:  % Differen

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  • Page36

    118Bus,LooselyConstrainedObjectiveValueFunction LP AsseeninTable39,the118bussolutionsmainlydifferinthelinearstepsize,repeatedMIPapproachversusalloftheotherapproaches.Table39.118Bus,LooselyConstrained:LinearObjectiveValue linearobjective,linearconstraints StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 1291.18 1301.09 1314.15 1316.88OneMIP 1313.85 1311.76 1313.47 1314.60ProgressiveMIP 1306.34 1307.86 1314.62 1315.33Nolinesopen 1307.7 1311.8 1310.7 1314.6

    0

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    16 32 16 32

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    Repeated MIP

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    1280

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    16 32 16 32

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    Progressive MIP

  • Page37

    LPvs.NLPObjectiveFunctionValueDifferences Therewasonelineconfigurationoutthe12approacheswherethenonlinearsolvercouldnotfindafeasiblesolution,seeninTables40and41.Otherwise,thenonlinearanswerswerewithin2%orlessofthelinearanswers.Likeinsomeoftheothercases,thenonlinearsolutionfortheconfigurationfoundwiththerepeatedMIP,linearstepsizeismoreconsistentwiththeotherapproachesthanthelinearsolution.Ifweexcludethelinearstepsize,repeatedMIPapproachandtheinfeasibleanswer,thenonlinearsolutioniswithin1%ofthelinearsolution.Table40.118Bus,LooselyConstrained:NLPObjectiveValue nonlinearconstraints,linearobjective StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 1317.14 1319.32 1322.53 INFOneMIP 1318.49 1315.89 1318.77 1315.55ProgressiveMIP 1317.29 1317.29 1325.20 1322.33Table41.118Bus,LooselyConstrained:%DifferencebetweenLPandNLPObjectiveValuesStepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 1.97 1.38 0.63 99.99OneMIP 0.35 0.31 0.40 0.07ProgressiveMIP 0.83 0.72 0.80 0.53

    CPUTime AsdisplayedinTable42,boththeoneMIPandprogressiveMIPapproachesrunmuchfasterthantherepeatedMIPapproaches;However,theprogressiveMIPisslowerthantheoneMIPapproachwhenthelinearstepsizeisused.

    0%2%4%6%8%10%12%14%16%18%20%

    16 32 16 32

    Linear Quadratic

    LP vs. NLP:  % Differen

    ce

    Repeated MIP

    One MIP

    Progressive MIP

  • Page38

    Table42.118Bus,LooselyConstrained:CPUTime seconds StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32RepeatedMIP 13009.89 13033.29 5003.83 6012.06OneMIP 1075.83 1134.47 1014.72 1038.70ProgressiveMIP 1159.56 2642.57 666.49 818.48

    010002000300040005000600070008000900010000110001200013000

    16 32 16 32

    Linear Quadratic

    CPU Tim

    e (s)

    Repeated MIP

    One MIP

    Progressive MIP

  • Page39

    6. SummaryFromthisstudy,weseethattransmissionswitchingprovidescostbenefitsin

    ACsystems.Tables43and44showthatthemagnitudeofthiscostsavingsisverydependentonthecurrentconstraints;oneobtainsmoresavingswithlowerlinelimits.Wefindthatthelinearapproximationgenerallyachievesaboutthesameamountofsavingsastheoriginalnonlinearprogram;however,therearecaseswherethelinearprogramfindsabetteranswer likethe14buscasewithloosecurrentlimits oraworseanswer likethe14buscasewithtightcurrentlimits .Inthiscase,openingthefirstlineprovidesthemostofthebenefits.TheconflationoftheMIPplusthechangingfixedpointsoccasionallyleadstoabetteranswerwithallowingonelineopenratherthanfivelinesopen.Thisisoftenduetothefivelinesopenproblemchoosinganetworkconfigurationthatisbetterinthefirstiterationthanopeningonelinebutworsewhentheproblemhasfinallyconverged.Table43.%SavingswithuptoonelineopenCurrentConstraint Method 14 30 57 118Loose Linear 3% 3% 0% 0% IPOPT 2% 4% 1% 0%Tight Linear 11% 3% 0% 0% IPOPT 13% 5% 3% 0%Table44.%SavingswithuptofivelinesopenCurrentConstraint Method 14 30 57 118Loose Linear 4% 2% 1% 1% IPOPT 2% 1% 0% 0%Tight Linear 10% 3% 1% 0% IPOPT 12% 3% 1% 0%7. Conclusions

    TheoneMIPapproachsolvesthe14and30busproblemsquickerthantherepeatedMIPapproachandwithin4%orlessoftherepeatedMIPobjectivevalue.However,whiletheoneMIPapproachhasfastperformanceinthe57and118busproblems,boththeoneandrepeatedMIPapproachesfindworsesolutionsthannotswitchinganylinesinmanyofthecases.Inthelargernetworks,itappearsthatthereareeithermultipleoptimalsolutionsormultiplenetworkconfigurationsthathaveaverysimilarcost. ThelinearizedACOPFismuchfasterthantheunmodifiedACOPFandusuallyfindssolutionswithin1%oftheACOPF.TheprogressiveandoneMIPapproachesaremuchfasterthantherepeatedMIPapproachandgenerallygiveanswerswithin1%oftherepeatedMIPapproach.However,thereareinstanceswherethe

  • Page40

    linearizedACOPFfindsanoptimalnetworkconfigurationthatisnotfeasibleintheunmodifiedACOPF,duetothelinearizedACOPFfindingasolutionwithvoltagesthatarebelowtheminimumthreshold.

  • Page41

    REFERENCESM.B.Cain,R.P.O’Neill,A.Castillo.“HistoryofACOptimalPowerFlowProblems,”FERCStaffPaper,2012.C.Campaigne,P.A.Lipka,R.P.O’Neill,andS.S.Oren.“TestingStepSizeLimitsforSolvingtheLinearizedCurrentVoltageACOptimalPowerFlow,”FERCStaffPaper,2013.E.B.Fisher,R.P.O’Neill,andM.C.Ferris.“Optimaltransmissionswitching,”IEEETrans.PowerSyst,vol.23,no.3,pp.1346‐1355,Aug.2008.J.D.Fuller,R.Ramasra,andA.Cha,“Fastheuristicsfortransmissionlineswitching,”IEEETrans.PowerSyst.,vol.27,no.3,pp.1377–1386,Aug.2012.K.W.Hedman,R.P.O’Neill,E.B.Fisher,andS.S.Oren,“Optimaltransmissionswitching–sensitivityanalysisandextensions,”IEEETrans.PowerSyst,vol.23,no.3,pp.1469‐1479,Aug.2008.K.W.Hedman,R.P.O’Neill,E.B.Fisher,andS.S.Oren,“Optimaltransmissionswitchingwithcontingencyanalysis,”IEEETrans.PowerSyst,vol.24,no.3,pp.1577‐1586,Aug.2009.P.A.Lipka,R.P.O’Neill,andShmuelOren,“DevelopingLineCurrentmagnitudeConstraintsforIEEETestProblems,”FERCStaffPaper,2012.R.P.O’Neill,AnyaCastillo,M.B.Cain.“FormulationtotheACOptimalPowerFlowProblemandLinearizations,”FERCStaffPaper,2012.J.Ostrowski,J.Wang,andC.Liu,“Anti‐IslandinginTransmissionSwitching”,2012inreview .Exploitingsymmetryintransmissionlinesfortransmissionswitching,”IEEETrans.PowerSyst.,vol.27,no.3,pp.1708–1709,Aug.2012.MehrdadPirnia,RichardP.O’Neill,PaulaA.Lipka,ClayCampaigne,“AComputationalStudyofLPApproximationtotheIVACOPFFormulation,”FERCStaffPaper,2012.

  • Page42

    T.PotluriandK.W.Hedman,“ImpactsofTopologyControlontheACOPF,”inIEEEPESGeneralMeeting2011,SanDiego,CA,July2012.Ruiz,P.A.,Foster,J.M.;Rudkevich,A.;Caramanis,M.C.,“TractableTransmissionTopologyControlUsingSensitivityAnalysis,”IEEETrans.PowerSyst.,vol.27,No.3,pp.1550‐1559,Aug.2012UniversityofWashington,DeptofElectricalEngineering,“PowerSystemTestCaseArchive,”May2010.Available:http://www.ee.washington.edu/research/pstca/index.html.R.D.Zimmerman,C.E.Murillo‐Sánchez,andR.J.Thomas,“MATPOWRStead‐StateOperations,PlanningandAnalysisToolsforPowerSystemsResearchandEducation,”IEEETrans.PowerSyst.,vol.26,no.1,pp.12‐19,Feb.2011.

  • Page43

    Appendix:DetailedNumericalResultsA.1FULLREPEATEDMIPVERSUSMIPONLYONFIRSTPASSRESULTS14busproblem.TablesA.1andA.2showhowtherepeatedMIPcomparestotheapproachofusingonlyoneMIP.Inthetightlyconstrainedcase,theobjectivevaluesareverysimilarbetweenbothapproaches,differingatthemostby0.25%.UsingoneMIPhasasignificanttimeadvantage.Thelinesopeneddifferslightly,withtherepeatedMIPchoosingtoopentwolinesinsomechaseswhiletheapproachusingoneMIPonlyresultsinonelinebeingopened.ThelooselyconstrainedcasedisplaysmorevariabilitybetweentheapproachesusingoneMIPandtherepeatedMIP,althoughthereisalsomorevariabilitybetweenstepsize/numberofcutsapproaches.However,thebiggestdifferenceinobjectivefunctionvaluesis3.5%.TheapproachusingoneMIPisatleasttwiceasfastastherepeatedMIPapproach.ThelinesopenvarybetweenoneMIPandrepeatedMIPwiththerepeatedMIPapproachopeningline3‐4butneveropeningline6‐12,whichtheoneMIPapproachopensineverycase.However,bothcasesopenline2‐5,andthelinesopenedintheoneMIPapproachexceptforline6‐12areopenedinoneoftherepeatedMIPapproaches.TableA.1.Repeatedvs.OneMIP:14Bus,TightCurrentConstraint StepSizeFunction Linear Quadratic NumberofCuts 16 32 16 32 #LinesOpen

    ObjectiveValueNoLinesOpen 0 105.69 106.53 105.69 106.53RepeatedMIP 5 95.02 95.04 95.10 95.04

    OneMIP 5 95.25 95.04 95.25 95.04CPUTime RepeatedMIP 5 34.7 101.0 26.7 59.1 OneMIP 5 8.4 20.6 15.8 22.6

    No.ofLinesOpenedRepeatedMIP 5 1 1 1 1OneMIP 5 2 1 2 1

    LinesOpened RepeatedMIP 5 4‐7 4‐7 4‐7 4‐7 OneMIP 5 2‐5 4‐7 2‐5 4‐7 4‐7 4‐7

  • Page44

    TableA.2:Repeatedvs.OneMIP:14Bus,LooseCurrentConstraint StepSizeFunction Linear Quadratic NumberofCuts 16 32 16 32 #LinesOpen

    ObjectiveValueNoOpenLines 0 85.94 85.63 85.15 86.13RepeatedMIP 5 82.53 82.10 84.65 84.38

    OneMIP 5 84.49 85.08 84.49 85.08CPUTime RepeatedMIP 5 258.6 152.4 126.0 165.3 OneMIP 5 22.1 59.4 23.1 40.2

    No.ofLinesOpenedRepeatedMIP 5 2 5 5 5OneMIP 5 5 5 5 5

    LinesOpenedRepeatedMIP 5 2‐5 2‐5 2‐5 2‐5 3‐4 3‐4 3‐4 3‐4

    4‐9 4‐5 4‐5 9‐14 4‐7 4‐7 12‐13 4‐9 4‐9 OneMIP 2‐5 2‐5 2‐5 2‐5 4‐5 4‐5 4‐5 4‐5 4‐7 4‐7 4‐7 4‐7 4‐9 4‐9 4‐9 4‐9 6‐12 6‐12 6‐12 6‐1230busproblem.TableA.3showsthatthetightcurrentconstraintcasehasuptoa2.3%gapbetweentheoneandrepeatedMIPapproaches.Thereisaclearadvantagetoopeninglines.UsingoneMIPisatleasttwiceasfastasusingaMIPateverystep.Inbothcases,line6‐28isopened,buttheotherfourlinesarecompletelydifferentinthecaseoflinearandquadraticstepsizewith16cuts;3linesaredifferentforthelinearandquadraticstepsizewith32cuts.InTableA.4,theloosecurrentconstraintcasehasuptoa2%gapbetweentheoneandrepeatedMIPapproaches.However,theoneMIPapproachalwaysfindsamorecostlyanswerthantherepeatedMIPapproach;insomecases,openinglineshasaminorimpact.Again,theoneMIPapproachismuchfasterthantherepeatedMIPapproach.Inbothtightandloosecases,thequadraticstepsizewithrepeatedMIPappearstorunmuchfasterthanthelinearstepsize.Allcasesopenthelineconnectingbuses6and28;theotherlinesopenedvarygreatlybetweentheoneandrepeatedMIPapproachesaswellasthedifferentstepsizeandnumberofcutsapproaches.

  • Page45

    TableA.3:Repeatedvs.OneMIP:30Bus,TightCurrentConstraint StepSizeFunction Linear Quadratic NumberofCuts 16 32 16 32 #LinesOpen

    ObjectiveValueWithoutOpeningLines 0 6.02 6.08 6.02 6.08

    RepeatedMIP 5 5.83 5.83 5.96 5.93 OneMIP 5 5.94 5.97 5.96 5.97CPUTime RepeatedMIP 5 3908.0 6886.7 1718.0 2409.3 OneMIP 5 763.2 1001.4 806.5 1001.0#ofLinesOpened RepeatedMIP 5 5 5 5 3 OneMIP 5 5 5 5 5LinesOpened RepeatedMIP 5 6‐28 6‐28 6‐28 6‐28 9‐11 9‐11 9‐11 9‐11 10‐21 10‐21 10‐21 25‐27 10‐22 10‐22 10‐22 23‐24 16‐17 23‐24 OneMIP 5 6‐28 6‐28 6‐28 6‐28 10‐20 10‐20 10‐20 10‐20 12‐15 12‐15 12‐15 12‐15 14‐15 16‐17 14‐15 16‐17 25‐27 25‐27 25‐27 25‐27TableA.4.Repeatedvs.OneMIP:30Bus,LooseCurrentConstraint StepSizeFunction Linear Quadratic NumberofCuts 16 32 16 32 #LinesOpen

    ObjectiveValueWithoutOpeningLines 0 5.96 5.98 5.96 5.98

    RepeatedMIP 5 5.82 5.83 5.93 5.81 OneMIP 5 5.94 5.89 5.95 5.90CPUTime RepeatedMIP 5 8834.5 7084.0 2871.7 1831.5 OneMIP 5 1000.5 1002.1 1000.5 1001.0#ofLinesOpened RepeatedMIP 5 5 5 5 4 OneMIP 5 5 4 5 4LinesOpened RepeatedMIP 5 4‐12 6‐28 6‐9 6‐9 6‐28 9‐11 6‐28 6‐28 16‐17 10‐21 9‐10 25‐27 18‐19 10‐22 9‐11 27‐19 23‐24 23‐24 25‐27 OneMIP 5 6‐28 6‐28 6‐28 6‐28 12‐15 10‐21 12‐15 10‐21 14‐15 14‐15 14‐15 14‐15 19‐20 15‐18 19‐20 15‐18 25‐27 25‐27

  • Page46

    57busproblem.Inthetightlyconstrainedcase,therepeatedMIPfindsafeasiblesolutionwhiletheoneMIPapproachdoesnot,displayedinTableA.5.Thelineschosentoopenareverydifferentbetweenthetwocases.Intheboththetightlyandlooselyconstrainedcases TableA.6 ,theoneMIPapproachdoesnotfindafeasiblesolution,whiletherepeatedMIPfindsafeasiblesolutionin3ofthe4approaches.ThereasontheoneMIPapproachfindsinfeasiblesolutionsisthatthenetworkconfigurationitchoosesinthefirstiterationisinfeasible,butinthefirststage,moreinfeasibleareaisinthelinearprogramthatiscutoffbyiterativevoltageconstraintslater.TableA.5.Repeatedvs.OneMIP:57Bus,TightCurrentConstraint StepSizeFunction Linear Quadratic NumberofCuts 16 32 16 32 #LinesOpen ObjectiveValue WithoutOpeningLines 0 424.02 422.71 424.1 423.7 RepeatedMIP 5 417.4 417.4 426.7 425.8 OneMIP 5 INF1 INF INF INFCPUTime RepeatedMIP 5 4001 6003 4528 3116 OneMIP 5 10167 1021 1010 1012#ofLinesOpened RepeatedMIP 5 5 4 3 5 OneMIP 5 5 5 5 5LinesOpened RepeatedMIP 5 1‐15 3‐4 9‐10 2‐3 2‐3 3‐15 9‐13 3‐4 11‐13 22‐38 11‐13 3‐15 13‐15 53‐54 22‐38 53‐54 54‐55 OneMIP 5 9‐10 9‐13 9‐10 9‐13 9‐55 10‐51 9‐55 10‐51 11‐43 13‐49 11‐43 13‐49 14‐46 14‐46 14‐46 14‐46 35‐36 38‐44 35‐36 38‐44

  • Page47

    TableA.6.Repeatedvs.OneMIP:57Bus,LooseCurrentConstraint StepSizeFunction Linear Quadratic NumberofCuts 16 32 16 32 #LinesOpen ObjectiveValue

    NoLinesOpen 0 422.6 422.4 423.3 423.5RepeatedMIP 5 419.4 416.6 INF 426.5

    OneMIP 5 INF INF INF INFCPUTime RepeatedMIP 5 20007 7006 1032 4389 OneMIP 5 1016 1019 1010 1010No.ofLinesOpened RepeatedMIP 5 5 5 5 5

    OneMIP 5 5 5 5 5LinesOpened RepeatedMIP 5 3‐4 6‐7 8‐9 1‐2

    14‐15 9‐11 13‐49 1‐15 19‐20 9‐13 14‐46 11‐41 34‐35 12‐13 15‐45 12‐17 49‐50 12‐16 49‐50 54‐55 OneMIP 5 9‐10 9‐10 9‐10 9‐10 9‐55 9‐13 9‐55 9‐13 14‐46 10‐51 14‐46 10‐51 25‐30 11‐13 25‐30 11‐13 44‐45 14‐46 44‐45 14‐46

  • Page48

    118busproblem.Inthetightlyconstrainedcase TableA.7 ,therepeatedandoneMIPapproachesfindsolutionswithin1%ofeachotherifthecasewheretheoneMIPapproachfindsaninfeasiblesolutionisnotincluded.TheoneMIPapproachismorethan2.5timesfasterthantherepeatedMIPapproach.ThereisalargevarianceinwhichlinesareselectedtobeopenbetweentherepeatedandoneMIPapproaches,andbetweenthedifferentstepsizeandnumberofcutsapproaches.TheoneMIPapproachfindshighercostssolutionsthattherepeatedMIPapproach,andintwocasesfindsworsesolutionsthanwhennolinesareopen.Inthelooselyconstrainedcase TableA.8 ,feasiblesolutionsarefoundinbothrepeatedandoneMIPapproaches,andtheanswersarewithin2%ofeachother.However,boththerepeatedMIPandoneMIPapproachesfindsomesolutionsthatareworsethannotopeninganylines.TheoneMIPapproachrunsfivetimesfasterormorethantherepeatedMIPapproach.Thelinesopenedvarygreatlybetweenthedifferentapproaches,althoughsomesamelinesshowupinseveraldifferentapproaches.TableA.7.Repeatedvs.OneMIP:118Bus,TightCurrentConstraint

    StepSizeFunction Linear Quadratic

    NumberofCuts 16 32 16 32

    #LinesOpen

    ObjectiveValue WithoutOpeningLines 0 1381.2 1380.4 1388.3 1388.3RepeatedMIP 5 1381.3 1377.0 1385.0 1380.2

    OneMIP 5 INF 1389.8 1385.1 1391CPUTime RepeatedMIP 5 7008 3011 4090 4014 OneMIP 5 1107 1149 1034 1044No.ofLinesOpened RepeatedMIP 5 5 5 5 5

    OneMIP 5 5 5 5 5LinesOpened RepeatedMIP 5 60‐61 5‐6 34‐36 42‐49

    61‐62 6‐7 35‐36 60‐62 61‐64 47‐49 42‐49 61‐62 75‐77 48‐49 77‐82 92‐94 77‐82 77‐80 82‐83 93‐94 OneMIP 5 32‐113 8‐30 32‐113 8‐30 77‐82 47‐49 77‐82 47‐49 92‐94 48‐49 92‐94 48‐49 92‐100 92‐93 92‐100 92‐93 109‐110 94‐100 109‐110 94‐100

  • Page49

    TableA.8.Repeatedvs.OneMIP:118Bus,LooseCurrentConstraint

    StepSizeFunction Linear Quadratic

    NumberofCuts 16 32 16 32

    #LinesOpen

    ObjectiveValueWithoutOpeningLines 0 1307.7 1311.8 1310.7 1314.6

    RepeatedMIP 5 1291.2 1301.1 1314.2 1316.9 OneMIP 5 1313.9 1311.8 1313.5 1314.6CPUTime RepeatedMIP 5 13010 13033 5004 6012 OneMIP 5 1075.8 1134.5 1014.7 1038.7#ofLinesOpened RepeatedMIP 5 5 5 5 4 OneMIP 5 5 0 5 0LinesOpened RepeatedMIP 5 1‐2 1‐2 41‐42 65‐68 8‐30 54‐55 42‐49 82‐83 11‐12 64‐65 49‐66 99‐100 65‐68 76‐118 68‐81 110‐112 94‐100 80‐99 110‐112 OneMIP 5 61‐64 n/a 61‐64 n/a 75‐118 75‐118 77‐80 77‐80 92‐102 92‐102 100‐103 100‐103A.2PROGRESSIVEMIPIntheTablesthatfollow,theLinearObjValueistheobjectivevalueofthelineariterativesolver.TheNLPObjValueisthevalueofthenonlinearsolutionwhenthenetworkisfixedastheoptimalnetworkfoundinthelineariterativesolver.TheMIPgapisthegapbetweenthebest‐knownlinearsolutionandthefinalMIPanswer.NewOpenedLinedesignateswhichlinewasopenedintheproblem.Forexample,thefirstproblemonlyallowsonelineopen.Then,thenextproblemfixesthatlineasopenandseesifthereisanotherlinethatwouldbebeneficialtoopen,andsoforth.14bus.Thelinearandnonlinearsolutionsinthe14buscase–bothforthetightandlooseconstraints A.9andA.10 ‐arewithin0.6%ofeachotherexceptforonecasewherethelinearsolverfoundaninfeasiblesolution.Liketherepeated/oneMIPapproaches,thelinesopenedinthetightcurrentconstraintcasewere4‐7and2‐5.Theloosecurrentconstrainedcaseconsistentlyopenslines2‐5,3‐4,and4‐7,butdiffersonthe4thand5thlinesopened anda5thlineisonlyopenedinonecase .Thelinearsolutionwasveryclosetothenonlinearsolutionforthecorresponding

  • Page50

    network.ThetotalCPUtimeforallthelinearcasesupto5linesopenisclosetotheCPUtimeofusingoneMIP.TableA.9.ProgressiveMIP:14Bus,TightCurrentConstraint

    StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32NumberofLines

    Open ObjValue 1 95.05 95.07 95.06 95.04 2 95.04 95.06 95.06 94.98 3 95.33 95.07 95.41 94.99 4 95.14 95.06 95.41 95.00 5 95.19 INF 95.42 95.04NLPObjValue 1 95.06 95.04 95.05 95.07 IPOPT 2 95.06 95.00 95.03 95.06 3 95.41 95.05 95.40 95.06 4 95.41 94.99 95.28 95.06 5 95.43 94.95 95.26 95.06CPUTime 1 1.3 1.9 1.0 1.9 2 1.1 1.6 0.7 1.4 3 1.7 2.6 1.5 2.9 4 1.4 4.1 1.7 3.7 5 1.7 5.0 1.4 4.3NLPCPUTime 1 1.1 1.1 0.9 3.2 IPOPT 2 1.3 1.3 0.9 1.0 3 2.2 1.3 2.4 1.2 4 4.5 1.6 2.1 2.1 5 5.7 2.0 6.7 1.4LinearIterations 1 4 4 4 4 2 4 3 4 3 3 2 4 3 3 4 3 3 4 2 5 2 3 2 4MIPGap 1 1.5E‐15 2.7E‐15 1.5E‐15 2.7E‐15 2 2.8E‐04 9.5E‐15 1.0E‐14 8.4E‐15 3 4.4E‐15 1.3E‐05 3.9E‐15 2.8E‐14 4 1.3E‐14 9.5E‐04 4.2E‐04 9.6E‐04 5 2.2E‐14 8.5E‐04 1.4E‐14 3.9E‐14NewOpenedLine

    1 4‐7 4‐7 4‐7 4‐72 None None None None

    3 2‐5 None 2‐5 None 4 None None None None 5 None None None None

  • Page51

    TableA.10.ProgressiveMIP:14Bus,LooseCurrentConstraint StepSizeFunction Linear Quadratic

    NumberofCuts 16 32 16 32NumberofLines

    Open ObjValue 1 85.17 85.17 85.28 85.61 2 85.03 84.97 85.11 85.20 3 85.04 85.08 85.03 85.09 4 84.98 85.24 85.08 85.36 5 85.01 85.21 85.09 85.36NLPObjValue 1 85.61 85.61 85.61 85.29 IPOPT 2 85.25 85.20 85.20 85.01 3 85.10 85.10 85.09 85.10 4 85.09 85.36 85.10 85.20 5 85.02 85.36 85.10 85.23CPUTime 1 0.9 1.3 0.9 1.2 2 0.8 1.3 2.1 1.3 3 0.8 1.0 2.0 1.0 4 0.6 0.8 2.1 0.8 5 1.2 0.7 2.6 0.8NLPCPUTime 1 1.0 1.0 0.8 1.2 IPOPT 2 1.0 1.9 1.2 1.8 3 3.4 4.1 0.7 1.7 4 1.8 3.5 0.7 2.6 5 3.2 4.8 0.6 1.4LinearIterations 1 6 6 4 4 2 4 4 5 4 3 3 3 3 3 4 2 2 4 3 5 3 3 3 2MIPGap 1 3.4E‐15 8.5E‐16 3.4E‐15 8.5E‐16 2 3.0E‐14 3.1E‐15 2.8E‐14 8.6E‐16 3 1.4E‐15 1.0E‐15 1.5E‐15 3.6E‐15 4 4.6E‐15 4.8E‐15 2.9E‐15 1.9E‐14 5 1.4E‐15 3.7E‐14 4.5E‐15 1.1E‐14NewOpenedLine 1 2‐5 2‐5 2‐5 2‐5 2 3‐4 3‐4 3‐4 3‐4 3 4‐7 4‐7 4‐7 4‐7 4 None 9‐14 12‐23 9‐14 5 4‐5,4‐9 None None None

  • Page52

    30bus.Inthe30buscasewithtightcurrentconstraints A.11 ,thelinearobjectivevalueiswithin3%oftheobjectivevalueexceptfortwocases–onewheretheydifferby12%andonewherethesolutionisinfeasible.Withloosecurrentconstraints A.12 ,thelinearobjectivevalueiswithin2%ofthenonlinearobjectivevalue.TherepeatedandoneMIPapproachessharesomeofthesamelinesasopenedbytheprogressiveMIPapproach,butthelinesopenedarenotexactlythesamebetweentheapproachesorwithinthedifferentstepsizefunctionsandnumberofcutswithinthesameapproach.Inthe30busproblem,onlyonesolutionisfoundtobeinfeasible–whenlines6‐28,10‐21,and9‐11areopenedinthetightlyconstrainedcasewithquadraticstepsize,32cuts,andupto4linesopen.TableA.11.ProgressiveMIP:30Bus,TightCurrentConstraint

    StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32NumberofLines

    Open ObjValue 1 5.92 5.93 5.92 5.93 2 5.88 5.89 5.93 5.89

    3 5.89 5.90 5.94 5.89 4 5.90 5.90 5.92 5.94 5 5.89 5.90 5.93 5.93NLPObjValue 1 5.93 6.10 5.97 6.76 IPOPT 2 5.94 5.94 5.97 5.94 3 5.94 5.96 5.94 5.94 4 5.95 5.95 5.95 INF 5 5.94 5.98 5.95 6.07CPUTime 1 6.4 8.8 6.7 9.1 2 5.4 7.7 3.6 6.5

    3 4.7 6.9 3.8 5.2 4 4.6 5.5 3.3 19.1 5 3.7 5.3 3.2 1.5NLPCPUTime 1 3.7 2.2 2.4 1.9 IPOPT 2 11.8 8.2 7.2 6.0 3 7.5 5.6 7.3 6.8 4 4.8 4.6 6.6 2.1 5 6.6 4.9 7.4 1.8LinearIterations 1 4 3 4 3 2 2 4 2 4 3 4 2 4 2 4 2 2 3 9

  • Page53

    5 2 2 3 2MIPGap 1 1.7E‐07 1.7E‐07 1.7E‐07 1.7E‐07 2 1.7E‐07 1.7E‐07 1.7E‐07 1.7E‐07 3 1.7E‐07 1.7E‐07 1.7E‐07 1.7E‐07 4 1.7E‐07 1.7E‐07 1.7E‐07 1.7E‐07 5 1.8E‐07 1.7E‐07 1.7E‐07 7.6E‐09NewOpenedLine 1 6‐28 6‐28 6‐28 6‐28 2 10‐21 10‐21 10‐17 10‐21 3 14‐15 15‐18 25‐27 None 4 15‐18 14‐15 18‐19 9‐11 5 12‐15 None 12‐14 15‐18TableA.12.ProgressiveMIP:30Bus,LooseCurrentConstraint

    StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32NumberofLines

    Open ObjValue 1 5.92 5.92 5.92 5.92 2 5.92 5.92 5.93 5.92

    3 5.90 5.89 5.89 5.89 4 5.90 5.90 5.90 5.90 5 5.89 5.90 5.90 5.91NLPObjValue 1 5.94 5.92 5.93 6.04 IPOPT 2 5.93 5.92 5.94 5.92 3 5.94 5.94 5.96 5.94 4 5.96 5.95 5.95 5.97

    5 5.98 5.95 5.95 5.98CPUTime 1 4.6 5.5 4.5 6.2 2 5.5 7.7 3.5 6.4

    3 4.8 6.0 4.5 6.2 4 5.1 5.7 3.7 5.5 5 5.9 4.8 3.9 4.5NLPCPUTime 1 6.8 6.6 8.5 2.8 IPOPT 2 3.7 3.8 8.9 4.0 3 18.5 3.2 8.5 2.8 4 3.5 6.5 5.3 11.7

    5 5.7 7.6 8.1 3.6LinearIterations 1 4 2 4 2 2 2 2 2 2 3 4 2 4 2 4 10 2 4 2 5 3 2 4 2

  • Page54

    MIPGap 1 1.7E‐07 1.7E‐07 1.7E‐07 1.7E‐07 2 1.7E‐07 1.7E‐07 1.7E‐07 1.7E‐07 3 1.7E‐07 1.7E‐07 1.7E‐07 1.7E‐07

    4 1.7E‐07 1.7E‐07 1.7E‐07 1.7E‐07 5 1.7E‐07 1.7E‐07 1.7E‐07 1.7E‐07NewOpenedLine 1 6‐28 24‐25 6‐28 24‐25 2 25‐27 6‐28 19‐20 6‐28 3 10‐21 10‐21 10‐21 10‐21 4 10‐20 14‐15 10‐20

    527‐30,18‐19 12‐14

    57bus.The57busproblem A.13andA.14 exhibitssomepeculiarities.Therearemanycaseswherethelineariterativesolverfindswhatitbelievestobeafeasiblesolution,butthenonlinearsolverrevealsthattheconfigurationisnotfeasible usuallyduetoviolatingtheminimumvoltageconstraint .Outofthe20differenttestsperformedforthetightcurrentcase,only8findafeasiblesolution.However,thisapproachismuchfasterthaneventheoneMIPapproachanddoesnotperformanyworsethantheoneMIPapproach.Thetightlyconstrainedproblemappearstobeverysensitivetowhatapproachisused.Thefirstthreeproblems,whereupto1,then2,then3linesareallowedopenallhavethesamenetworkconfiguration;however,thenonlinearsolverfindssomesolutionsthatarefeasibleandsomethatareinfeasibleforthe2and3linesopencases.Thisislikelyduetodifferentstartingpointsbeingusedinthenonlinearsolver.Inaddition,itissurprisingthatsomeoftheapproachesrecommendopeningadditionallinesevenwhenitappearstoincreasethetotalcost seethelinearstepsizefunctionwith32cuts;eachadditionallineopenincreasesthecost,althoughthesolverhastheoptionnottoopenanyadditionallines0.Intheloosecurrentcase,only14ofthe20testsfindafeasiblesolution.Thelooselyconstrainedcasealsoappearstobesensitivetowhatstepsizeandnumberofcutsapproachisused.Italsoopensthesamethreelinesinallapproaches,butforupto2or3linesopen,thenonlinearsolvercanfindafeasiblesolutionwiththegivenconfigurationinsomeapproachesandnotinothers,likelyduetothestartingpointused.Inaddition,thelinearapproachalsoopenslinesinsomecaseswhenitincreasesthetotalcost seethequadraticstepsizefunctionwith16cuts,forexample .

  • Page55

    TableA.13.ProgressiveMIP:57Bus,TightCurrentConstraintStepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32NumberofLines

    Open ObjValue 1 423.10 421.42 423.95 424.04 2 423.18 422.85 422.79 422.84

    3 422.14 424.44 423.66 424.45 4 427.76 424.84 425.20 423.44 5 INF 428.56 426.15 427.96NLPObjValue 1 429.56 429.56 429.56 429.56 IPOPT 2 INF INF 430.28 430.30 3 427.43 INF INF INF 4 INF INF INF 426.17

    5 INF INF 427.62 INFCPUTime 1 37.1 60.1 35.6 52.4 2 20.5 36.5 9.4 12.7

    3 21.7 38.2 14.8 28.3 4 32.3 15.8 12.1 17.5 5 26.4 31.6 8.4 28.3NLPCPUTime 1 29.4 28.2 15.9 27.4 IPOPT 2 86.9 26.6 33.3 25.5 3 49.3 248.3 40.2 51.1 4 7.0 32.6 12.7 48.7

    5 7.3 62.4 32.1 9.8LinearIterations 1 4 7 4 4 2 4 10 3 3 3 4 20 4 5 4 20 3 5 3 5 20 3 3 20MIPGap 1 2.5E‐15 5.1E‐14 2.5E‐15 5.1E‐14 2 1.5E‐14 1.4E‐14 7.3E‐04 1.0E‐03 3 2.0E‐14 1.9E‐15 9.6E‐16 1.9E‐15

    4 9.6E‐16 3.3E‐15 3.6E‐15 4.7E‐04 5 3.4E‐13 1.9E‐15 7.9E‐04 6.8E‐16NewOpenedLine 1 3‐4 3‐4 3‐4 3‐4 2 54‐55 54‐55 53‐54 53‐54 3 22‐38 22‐38 22‐38 22‐38 4 32‐34 1‐15 1‐15 14‐15 5 20‐21 3‐15 12‐13 13‐14

  • Page56

    TableA.14.ProgressiveMIP:57Bus,LooseCurrentConstraintStepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32NumberofLines

    Open ObjValue 1 421.36 422.93 423.09 423.27 2 422.19 422.92 423.42 422.75

    3 421.99 421.78 423.61 423.34 4 428.17 422.95 424.81 424.44 5 INF 426.41 425.79 424.63NLPObjValue 1 425.14 425.14 425.14 425.14 IPOPT 2 426.43 426.43 426.44 425.10 3 426.21 INF 426.51 INF 4 INF 432.88 INF 426.55 5 INF INF 428.93 430.18CPUTime 1 33.1 48.0 31.3 48.7 2 29.2 26.8 8.6 14.1

    3 18.2 37.1 13.3 23.5 4 31.5 32.1 10.8 17.2 5 26.1 38.3 7.8 19.1NLPCPUTime 1 26.8 19.9 21.6 27.5 IPOPT 2 53.0 22.2 53.1 29.3 3 28.8 19.6 39.5 79.5 4 19.0 47.9 10.6 27.0 5 11.8 17.9 70.3 59.3LinearIterations 1 4 4 4 4 2 10 3 4 3 3 6 10 4 4 4 20 11 5 3 5 20 20 3 3MIPGap 1 9.4E‐15 4.9E‐13 9.4E‐15 4.9E‐13 2 1.4E‐14 6.0E‐15 7.4E‐04 7.4E‐04 3 2.7E‐16 5.7E‐15 5.1E‐15 3.6E‐15 4 1.8E‐15 1.8E‐15 0.0E 00 2.7E‐15 5 1.4E‐12 9.5E‐04 8.1E‐04 4.1E‐16NewOpenedLine 1 3‐4 3‐4 3‐4 3‐4 2 54‐55 54‐55 54‐55 54‐55 3 22‐38 22‐38 22‐38 22‐38 4 32‐34 14‐15 1‐15 1‐15 5 21‐22 13‐14 12‐13 9‐11

  • Page57

    118bus.Inthetightlyconstrainedproblem A.15 ,thelinearobjectivevalueiswithin1%orlessofthenonlinearobjectivevalueexceptforonecase upto2linesopen,32cuts,quadraticstepsize .Thefirstlineopenedisthesameinallcases.The2nd,3rd,and4thlinesopenedareconsistentwithinthesamestep‐sizeapproach.However,thenonlinearprogramcannotfindafeasiblesolutioninthe2linesopen,32cuts,quadraticstepsizecasewhileitcanfindafeasiblesolutioninthe2linesopen,16cuts,quadraticstepsizecasewiththesamenetworkconfiguration;thisdifferenceislikelyduetothedifferenceinstartingpoints.Inthelooselyconstrainedproblem A.16 ,thedifferencebetweentheobjectivevaluethelineariterativeprogramfoundandthenonlinearprogramfoundislessthan1%,andtherewerenotanyinfeasiblesolutions.Thefirstlineopenedisconsistentinallapproaches,whiletheotherlinesthatareopeneddifferbetweenapproaches.TableA.15.ProgressiveMIP:57Bus,TightCurrentConstraint

    StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32NumberofLines

    Open ObjValue 1 1379.12 1378.16 1385.68 1385.79 2 1377.59 1378.33 1385.31 1384.70

    3 1377.37 1376.77 1381.49 1383.92 4 1376.41 1376.80 1382.34 1382.95 5 1377.49 1377.63 1381.14 1382.52NLPObjValue 1 1385.82 1385.82 1385.82 1385.97 IPOPT 2 1384.13 1384.13 1385.63 INF 3 1383.26 1383.27 1384.40 1383.95 4 1383.05 1383.05 1383.15 1383.63

    5 1383.35 1383.37 1382.15 1382.82CPUTime 1 182.7 279.3 186.3 339.5 2 108.0 181.2 26.6 46.0

    3 101.3 183.9 82.9 125.4 4 106.6 161.6 65.9 40.8 5 93.2 130.5 61.0 100.5NLPCPUTime 1 174.1 8.0 101.4 54.6 IPOPT 2 213.6 11.5 148.8 235.9 3 142.4 9.7 107.0 167.4 4 127.1 10.4 139.6 119.3

    5 125.5 8.0 178.0 125.5

  • Page58

    LinearIterations 1 3 3 9 15 2 3 3 2 4 3 3 3 3 15 4 3 3 5 4

    5 3 3 6 6MIPGap 1 7.2E‐15 3.0E‐14 7.2E‐15 3.0E‐14 2 9.9E‐04 7.0E‐04 8.4E‐04 1.0E‐03 3 7.4E‐04 9.2E‐04 3.4E‐04 7.5E‐04

    4 5.9E‐04 4.5E‐04 9.3E‐04 8.2E‐04 5 8.8E‐04 9.1E‐05 9.8E‐04 8.8E‐04NewOpenedLine 1 77‐82 77‐82 77‐82 77‐82 2 82‐96 82‐96 60‐62 60‐62 3 47‐49 47‐49 77‐82 77‐82 4 48‐49 48‐49 82‐96 82‐96 5 45‐49 45‐49 61‐62 93‐94TableA.16.ProgressiveMIP:118Bus,LooseCurrentConstraint

    StepSizeFunction Linear QuadraticNumberofCuts 16 32 16 32NumberofLines

    Open ObjValue 1 1310.10 1309.91 1315.61 1313.40 2 1309.08 1310.11 1315.14 1315.23

    3 1308.54 1311.02 1316.49 1312.51 4 1310.71 1308.90 1312.58 1318.96 5 1306.34 1307.86 1314.62 1315.33NLPObjValue 1 1316.32 1316.32 1316.42 1316.38 IPOPT 2 1317.05 1317.11 1321.49 1317.02 3 1317.17 1317.32 1317.02 1316.68 4 1317.06 1317.43 1317.26 1320.89

    5 1317.29 1317.29 1325.20 1322.33CPUTime 1 470 1597 437 1506 2 192 303 42 74

    3 173 247 54 50 4 201 250 34 336 5 123 245 99 88NLPCPUTime 1 168 120 91 136 IPOPT 2 130 120 179 155 3 115 119 149 254 4 232 177 123 101

    5 200 117 171 173LinearIterations 1 11 11 7 5

  • Page59

    2 11 13 6 6 3 10 11 8 2 4 11 10 4 5 5 2 9 5 2MIPGap 1 3.9E‐14 4.0E‐14 3.9E‐14 4.0E‐14 2 9.7E‐04 2.2E‐11 1.0E‐03 7.3E‐04 3 2.2E‐11 2.2E‐11 9.8E‐04 8.5E‐04

    4 4.3E‐09 3.3E‐04 9.6E‐04 4.4E‐04 5 2.2E‐11 7.8E‐04 8.4E‐04 4.0E‐04NewOpenedLine 1 80‐81 80‐81 80‐81 80‐81 2 69‐77 69‐77 8‐30 61‐64 3 61‐64 23‐24 94‐100 23‐24 4 76‐118 61‐64 47‐49 59‐63 5 75‐77 76‐118 65‐68 94‐100