A Majorization-Minimization Approach to Design of Power Transmition Networks

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    A Majorization-Minimization Approach to

    Design of Power Transmission Networks1

    Mini-Workshop on Optimization and Control

    Theory for Smart Grids

    Jason Johnson, Michael Chertkov (LANL, CNLS & T-4)

    August 10, 2010

    1

    To appear at the 49th IEEE Conference on Decision and Control,http://arxiv.org/abs/1004.2285

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    Introduction

    Objectivedesign the network, both the graph structure andthe line sizes, to achieve best trade-off between efficiency (low

    power loss) and construction costs.

    Our approach was inspired by work of Ghosh, Boyd and

    Saberi, Minimizing effective resistance of a graph, 09.

    Overview

    resistive network model (DC approximation)

    convex network optimization (line sizing) non-convex optimization for sparse network design

    robust network design

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    Resistive Network ModelBasic current flow problem (power flow in AC grid):

    graph G injected currents bi

    sources bi > 0 sinks bi < 0

    junction points bi = 0 line conductances ij 0

    ui

    ij

    Network conductance matrix:

    Ki,j() =

    k=i ik, i = j

    ij, {i,j} G

    Solve K()u = b for node potentials ui. Line currents given by

    bij = ij(uj ui).

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    Resistive Power Loss

    For connected G and > 0,

    u = K1b (K + 11T)1b.

    Power loss due to resistive heating of the lines:

    L() =ij

    ij(ui uj)2 = uTK()u = bTK()1b

    For random b, we obtain the expected power loss:

    L() = bTK()1b = tr(K()1 bbT) tr(K()1B)

    Importantly, this power loss is a convex function of .

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    Convex Network Optimization

    We may size the lines (conductances) to minimize power loss

    subject to linear budget on available conductance:

    minimize L()

    subject to 0

    T

    C

    is cost of conductance on line .

    Alternatively, one may find the most cost-effective network:

    min0{L() + T}

    where 1 represents the cost of power loss (accrued overlifetime of network).

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    Four Examples Optimal Network Design

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    Imposing Sparsity (Non-convex continuation)We now add a zero-conductance cost on lines:

    min0 {L() + T

    + T

    ()}

    where (t) is (element-wise) unit step function.

    We smooth this combinatorial problem to a continuous one,replacing the discrete step by a smooth one:

    (t) =

    t

    t +

    t0 1

    0

    1

    The convex optimization is recovered as and thecombinatorial one as 0.

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    Majorization-Minimization Algorithm

    Approach inspired by Candes and Boyd, Enhancing sparsity by

    reweighted L1 optimization, 2009.

    Uses majorization-minimization heuristic for non-convexoptimization. Iteratively linearize about previous solution:

    (t+1) = arg min0

    {L() + [ + ((t))]T}

    results in a sequence of convex network optimization problemswith reweighted .

    Monotonically decreases the objective and (almost always)converges to a local minimum.

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    Four Examples Sparse Network Design

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    Adding Robustness

    To obtain solutions that are robust of failure of k lines, wereplace L() by the worst-case power dissipation afterremoving k lines:

    L\k() = maxz{0,1}m|1Tz=k

    L((1 z) )

    This is still a convex function. It is tractable to compute onlyfor small values of k.

    Method can be extended to also treat failures of generators.

    Solved using essentially the same methods as before...

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    Four Examples Robust Network Design

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    Conclusion

    A promising heuristic approach to design of power transmission

    networks. However, cannot guarantee global optimality.

    Future Work:

    Bounding optimality gap?

    Use non-convex continuation approach to place generators possibly useful for graph partitioning problems

    adding further constraints (e.g. dont overload lines)

    better approximations to AC power flow?

    Thanks!

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