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    1

    New Formulations of the Optimal Power

    Flow Problem

    Prof. Daniel Kirschen

    The University of Manchester

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    Outline

    A bit of background

    The power flow problem

    The optimal power flow problem (OPF)

    The security-constrained OPF (SCOPF)

    The worst-case problem

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    What is a power system?

    Generators

    Loads

    Power

    Transmission Network

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    2010 D. Kirschen and The University of Manchester

    What is running a power system about?

    GreedMinimum cost

    Maximum profit

    Photo credit: FreeDigitalPhotos.net

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    2010 D. Kirschen and The University of Manchester

    What is running a power system about?

    FearAvoid outages and blackouts

    Photo credit: FreeDigitalPhotos.net

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    What is running a power system about?

    GreenAccommodate renewables

    Photo credit: FreeDigitalPhotos.net

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    Balancing conflicting aspirations

    Cost Reliability

    Environmental impact

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    The Power Flow Problem

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    Other variables

    Active and reactive power consumed at eachbus:

    a.k.a. the load at each bus

    Active and reactive power produced byrenewable generators:

    Assumed known in deterministic problems

    In practice, they are stochastic variables

    PkW,Qk

    W

    PkL

    ,QkL

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    What is reactive power?

    Active power

    Reactive power

    Photo credit: FreeDigitalPhotos.net

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    G

    Pk

    G,Q

    k

    G Pk

    L,Q

    k

    L

    Pk ,Qk

    Injections

    W

    Pk

    W,Q

    k

    W

    Bus k

    Pk PkG

    PkW

    PkL

    Qk QkG Qk

    W QkL

    There is usually only one Pand Qcomponent at each bus

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    Pk ,Qk

    Injections

    Bus k

    Two of these four variables are specified at each bus:

    Load bus: Generator bus: Reference bus:

    Vkk

    Pk ,QkPk ,VkVk,k

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    Pk ,Qk

    Line flows

    Bus k

    The line flows depend on the bus voltage magnitudeand angle as well as the network parameters(real and imaginary part of the network admittance matrix)

    Vkk

    To bus i To bus jPki ,Qki Pkj ,Qkj

    Gki ,Bki

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    Power flow equations

    Pk

    Vk

    Vi

    [Gki

    coski

    Bki

    sinki

    ]i1

    N

    Qk VkVi[Gki sinki Bki coski ]

    i1

    N

    with:ki

    k

    i, N: number of nodes in the network

    Pk

    ,Qk

    Bus kVkk

    To bus i To bus jPki ,Qki Pkj ,Qkj

    Write active and reactive power balance at each bus:

    k 1,L N

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    The power flow problem

    Pk VkVi[Gki coski Bki sinki ]i1

    N

    Qk VkVi[Gki sinki Bki coski ]i1

    N

    Given the injections and the generator voltages,Solve the power flow equations to find the voltagemagnitude and angle at each bus and hence theflow in each branch

    k 1,L N

    Typical values of N:GB transmission network: N~1,500Continental European network (UCTE): N~13,000

    However, the equations are highly sparse!

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    Applications of the power flow problem

    Check the state of the network

    for an actual or postulated set of injections

    for an actual or postulated network configuration

    Are all the line flows within limits?

    Are all the voltage magnitudes within limits?

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    Linear approximation

    Pk VkVi[Gki coski Bki sinki ]i1

    N

    Qk VkVi[Gki sinki Bki coski ]i1

    N

    Pk Bkiki

    i1

    N

    Ignores reactive power

    Assumes that all voltage magnitudes are nominal

    Useful when concerned with line flows only

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    The Optimal Power Flow Problem(OPF)

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    Control variables

    Control variables which have a cost:

    Active power production of thermal generating units:

    Control variables that do not have a cost:

    Magnitude of voltage at the generating units:

    Tap ratio of the transformers:

    Pi

    G

    Vi

    G

    tij

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    Possible objective functions

    Minimise the cost of producing power withconventional generating units:

    Minimise deviations of the control variables froma given operating point (e.g. the outcome of amarket):

    min Ci(P

    i

    G)

    i1

    g

    min c

    i

    Pi

    G ci

    Pi

    Gi1

    g

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    Inequality constraints

    Upper limit on the power flowing though everybranch of the network

    Upper and lower limit on the voltage at every

    node of the network Upper and lower limits on the control variables

    Active and reactive power output of the generators

    Voltage settings of the generators Position of the transformer taps and other control

    devices

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    Formulation of the OPF problem

    minu0

    f0x

    0,u

    0g x

    0,u

    0 0h x

    0,u

    0 0

    x

    0

    u

    0

    : vector of dependent (or state) variables

    : vector of independent (or control) variables

    Nothing extraordinary, except that we are dealingwith a fairly large (but sparse) non-linear problem.

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    2010 D. Kirschen and The University of Manchester

    Bad things happen

    Photo credit: FreeDigitalPhotos.net

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    Sudden changes in the system

    A line is disconnected because of an insulationfailure or a lightning strike

    A generator is disconnected because of a

    mechanical problem A transformer blows up

    The system must keep going despite such events

    N-1 security criterion

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    Security-constrained OPF

    How should the control variables be set tominimise the cost of running the system whileensuring that the operating constraints aresatisfied in both the normal and all thecontingency states?

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    Formulation of the SCOPF problem

    minuk

    f0x

    0,u

    0 s.t. g

    k(x

    k,u

    k) 0 k 0,...,N

    c

    hk(x

    k,u

    k) 0 k 0,...,N

    c

    uk u0 ukmax

    k 1,...,Nc

    k 0

    k 1,...,Nc

    : normal conditions

    : contingency conditions

    uk

    max

    : vector of maximum allowed adjustments aftercontingency khas occured

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    Preventive or corrective SCOPF

    minuk f0 x0 ,u0 s.t. g

    k(x

    k,u

    k) 0 k 0,...,N

    c

    hk(x

    k,u

    k) 0 k 0,...,N

    c

    uk

    u0

    uk

    maxk 1,...,N

    c

    Preventive SCOPF: no corrective actions are considered

    uk

    max 0 uk

    u0k 1,K N

    c

    Corrective SCOPF: some corrective actions are allowed

    k 1,K Ncu

    k

    max 0

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    Size of the SCOPF problem

    SCOPF is (Nc+1) times larger than the OPF

    Pan-European transmission system model containsabout 13,000 nodes, 20,000 branches and 2,000generators

    Based on N-1 criterion, we should consider the outageof each branch and each generator as a contingency

    However:

    Not all contingencies are critical (but which ones?) Most contingencies affect only a part of the network (but what

    part of the network do we need to consider?)

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    A few additional complications

    Some of the control variables are discrete:

    Transformer and phase shifter taps

    Capacitor and reactor banks

    Starting up of generating units

    There is only time for a limited number ofcorrective actions after a contingency

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    The Worst-Case Problems

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    2010 D. Kirschen and The University of Manchester

    Good things happen

    Photo credit: FreeDigitalPhotos.net

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    but there is no free lunch!

    Wind generation and solar generation can onlybe predicted with limited accuracy

    When planning the operation of the system a

    day ahead, some of the injections are thusstochastic variables

    Power system operators do not like probabilisticapproaches

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    Formulation of the OPF with uncertainty

    min cTp

    0

    p0

    M market-basedgeneration

    6 74 84

    b0

    *Tc

    0p

    0

    ndcT

    additionalgeneration6 74 4 84 4

    s.t. g0(x

    0,u

    0,p

    0,b

    0,p

    0

    nd,s) 0

    h0

    (x0

    ,u0

    ,p0

    ,b0

    ,p0

    nd,s) 0

    u0

    u0

    init u0

    max

    p0

    p0

    M p0

    max

    pmin

    ndb

    0

    T p0

    ndb

    0

    T pmax

    ndb

    0

    T

    b0

    0,1 s

    min s s

    max

    Deviations in cost-free controls

    Deviations in market generation

    Deviations in extra generation

    Decisions about extra generation

    Vector of uncertainties

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    Worst-case OPF bi-level formulation

    maxs

    cTp

    0

    p0

    M b0T c0 p0ndcT s.t. s

    min s s

    max

    p0

    ,u

    0

    ,b

    0

    ,p

    0

    nd arg min cT p0 p0M b0T c0 p0ndcT

    s.t. g0 (x0 ,u0 ,p0 ,b0 ,p0nd

    ,s) 0

    h0(x

    0,u

    0,p

    0,b

    0,p

    0

    nd,s) 0

    u0

    u0

    init u0

    max

    p0

    p0

    M p0

    max

    pmin

    ndb

    0

    T p0

    ndb

    0

    T pmax

    ndb

    0

    T

    b0

    0,1

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    Worst-case SCOPF bi-level formulation

    maxs c

    T

    p0

    p0M

    b0

    T

    c0 p0nd

    c

    T

    s.t. s

    min s s

    max

    p0

    ,p

    k

    ,u

    0

    ,u

    k

    ,b

    0

    ,p

    0

    nd arg min cT p0 p0M b0T c0 p0ndcT s.t. g

    0(x

    0,u

    0,p

    0,b

    0,p

    0

    nd,s) 0

    h0(x

    0,u

    0,p

    0,b

    0,p

    0

    nd,s) 0

    gk(x

    k,u

    k,p

    k,b

    0,p

    0

    nd,s) 0

    hk(x

    k,u

    k,p

    k,b

    0,p

    0

    nd,s) 0

    pk p0 pkmax

    uk

    u0

    uk

    max

    pmin

    ndb

    0

    T p0

    ndb

    0

    T pmax

    ndb

    0

    T

    b0

    0,1