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Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University at Buffalo CERTS Review meeting, 8/06/2014 Cornell University, Ithaca, New York

Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

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Page 1: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Efficient AC Optimal Power Flow & Global Optimizer Solutions

Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University at Buffalo

CERTS Review meeting, 8/06/2014 Cornell University, Ithaca, New York

Page 2: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Overview !  Optimal power flow !  Polar vs. Cartesian coordinate system !  Global optimizer !  Research idea !  Our proposed method !  Simulation result !  Conclusions

Efficient AC Optimal Power Flow & Global Optimizer Solutions 1

Page 3: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Optimal Power Flow I !  Finds an optimal solution while satisfying

!  Kirchhoff’s laws !  Operation constraints !  Economic, policy, and/or environmental constraints

!  Plays a key role in operation and planning of !  Smart grid technologies !  Renewable energy integration

!  Nonlinear and nonconvex " difficult to solve !  No guarantee to find a solution !  Heuristic search aiming for a local solution

Efficient AC Optimal Power Flow & Global Optimizer Solutions 2

Page 4: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Optimal Power Flow II OPF in the polar coordinate system !  Control variables

!  Voltage magnitude (E) and angle (!) !  Real (p) and reactive (q) power generation

!  MATPOWER finds a local solution !  Often observes E ~ 1.0 and –!/3 " ! " !/3

Efficient AC Optimal Power Flow & Global Optimizer Solutions

minE ,! ,p,q

Costpi pi( )+Costqi qi( )!" #$

i=1

Ng%

s.t.

gp E,!, p( ) = 0; gq E,!, q( ) = 0flow E,!( ) & 0; E & E & Ep & p & p; q & q & q

'

())

*))

3

Page 5: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Polar vs. Cartesian Coordinate System I !  Power balance equations are

sinusoidal function with ! !  3-bus system:

!  Bus 1: reference bus !  Bus 2: PV bus

!  Power flow solutions at various |v| and power generation at Bus 2

!  Power generation is a function of |v| and ! at Bus 2

!  |v| and ! are independent !  Efficient search in the space of

|v| and ! is possible!

Efficient AC Optimal Power Flow & Global Optimizer Solutions 4

0.90.95

11.05

1.1

−0.08−0.06

−0.04−0.02

00.02

0.04240

250

260

270

280

290

300

Voltage magnitudeVoltage angle

Tota

l rea

l pow

er g

ener

atio

n

Polar fitPT vs. ET, tT

Page 6: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Optimal Power Flow III OPF in the Cartesian coordinate system !  Control variables

!  Real (x) and imaginary (y) components of voltages !  Real (p) and reactive (q) power generation

!  E and g are quadratic functions in x and y !  flow is a quartet function in x and y

Efficient AC Optimal Power Flow & Global Optimizer Solutions

minx,y,p,q

Costpi pi( )+Costqi qi( )!" #$

i=1

Ng

%

s.t.

gp x, y, p( ) = 0; gq x, y, q( ) = 0

flow x, y( ) & 0; E 2 & E x, y( ) & E2

p & p & p; q & q & q

'

())

*))

5

Page 7: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Polar vs. Cartesian Coordinate System II !  Power balance equations are quadratic in x and y !  x and y are dependent !  Saddle points? !  Different strategy

for search

Efficient AC Optimal Power Flow & Global Optimizer Solutions 6

0.9

0.95

1

1.05

−0.1−0.08

−0.06−0.04

−0.020

0.02

220

230

240

250

260

270

280

290

300

Imaginary voltageReal voltage

Tota

l rea

l pow

er g

ener

atio

n

Cartesian fitPT vs. xT, yT

−0.12 −0.1 −0.08 −0.06 −0.04 −0.02 0 0.02 0.040.85

0.9

0.95

1

1.05

1.1

imaginary voltage

real

vol

tage

0.85 0.9 0.95 1 1.05 1.1245

250

255

260

265

270

275

280

285

290

295

real voltage

Tota

l rea

l pow

er g

ener

atio

n

−0.12 −0.1 −0.08 −0.06 −0.04 −0.02 0 0.02 0.04245

250

255

260

265

270

275

280

285

290

295

imaginary voltage

Tota

l rea

l pow

er g

ener

atio

n

Page 8: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Optimal Power Flow IV !  Semi-definite programming (SDP) relaxes non-convexity

!  W = [xT yT]T[xT yT] !  Rank(W) = 1 is relaxed with W # 0 !  If solution W is rank-1 " global solution !  If not

!  In other application areas W " #2qqT

!  In power systems, no physically meaningful solution !  SDP yields a lower bound of all local minimizers

Efficient AC Optimal Power Flow & Global Optimizer Solutions 7

minW ,p,q

Costpi pi( )+Costqi qi( )!" #$

i=1

Ng

%

s.t.pgi & pd

i = Tr ' pi W( ); qgi & qdi = Tr 'q

iW( );Ei

2 ( Tr )iW( ) ( Ei

2; p ( p ( p; q ( q ( q; W!0

*+,

-,&

& flowl

2Tr YlW( ) Tr !YlW( )

Tr YlW( ) &1 0

Tr !YlW( ) 0 &1

!

"

.

.

.

.

.

#

$

/////

! 0

Page 9: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Global Optimizer I Algorithms seeking for the global optimizer !  Stochastic methods

!  Simulated annealing !  Direct Monte-Carlo sampling !  Stochastic tunneling

!  Deterministic methods !  Cutting plane method, and !  Branch-and-bound method

!  Our goal is to guarantee to find the global optimizer if exists

Efficient AC Optimal Power Flow & Global Optimizer Solutions 8

Page 10: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Global Optimizer II Branch-and-reduce (BR) !  BARON is a widely used commercial software package to find

the global solution !  OPF in the polar coordinate system cannot be solved with

BARON because it does not take sinusoidal functions !  Convexification through a linear approximation !  Rule for selecting supporting lines in sandwich algorithm

!  Maximum error rule !  Two sub-regions

Efficient AC Optimal Power Flow & Global Optimizer Solutions 9

M. Tawarmalan and N. Sahinidis, “Global optimization of mixed-integer nonlinear programs: A theoretical and computational study”, Mathematical Programming, vol. 99, no. 3, pp.563 -591, 2004.

O

!(xj)

!(xj)

!(xj) !(xj)

!(xj)

"

Angular Bisector

(a) Interval bisection

(d) Chord rule

(e) Angle bisection

S

R

S

R

S

R

(f) Maximum projective error

S

R !(xj)

S

R

O

S

R

(b) Slope Bisection

(c) Maximum error rule

xlj xu

j xj

xj

xj

xj

xlj xu

j xj xj

xlj xu

j

xlj xu

jxlj xu

j

xlj xu

j

O

O

O

O

Figure 3: Rules for selecting supporting lines in sandwich algorithms

10

Page 11: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Global Optimizer III BARON !  Flow chart !  Up to 9-bus system

!  Time limit !  Linear relaxations !  Used for lower bound

Efficient AC Optimal Power Flow & Global Optimizer Solutions 10

From: Assembled by T. Lipp, “BARON: Branch and reduce optimization navigator”, Available at http://web.stanford.edu/class/cme334/docs/2011-12-01-BARON

Page 12: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Global Optimizer IV Branch-and-bound method (BB) !  At a given SDP solution, divide the feasible region with the

control variables !  Within the feasible region, the global solution is sandwiched

!  Upper bound found by a local minimizer !  Lower bound found by a convexified OPF !  If upper bound and lower bound are close enough, the

global solution in the region is found !  Search for all the regions and find the best solution

" the global optimizer !  Observation:

!  BB finds the global optimizer !  Finding the global solution #" Searching for the region that

the global solution exists

Efficient AC Optimal Power Flow & Global Optimizer Solutions 11

Page 13: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Global Optimizer V MITSUBISHI group implements BB for OPF

!  U set by CONOPT and L set by SDP !  Compare two L’s " keeps track of a “better” SDP

Efficient AC Optimal Power Flow & Global Optimizer Solutions 12

only remains to resolve the contribution in the dual functionsdue to x in (3) and due to W in (6). For this consider theconditions under which infx xTA(ξ)x is finite-valued. Thisoccurs only when A(ξ) � 0. It is easily seen that the samecondition is required for the term infW�0 Tr(A(ξ),W) tobe finite valued. This establishes that the Lagrangian dual ofthe OPF (4) is equivalent to the dual of the SDP relaxation(7). The equivalence is far more general and can be shownto hold for any QCQP [24].

The optimal value of the Lagrangian dual yields a lowerbound on the original problem due to weak duality for thenonconvex OPF. The optimal value of the SDP relaxationlikewise yields a lower bound on the original problem, evenif the rank ≤ 2 condition fails. So we have,

LD = SDP = dual SDP ≤ OPF (2)

and the optimal Lagrangian multipliers corresponding to theLagrangian dual are nothing but the optimal dual vectorfor the SDP. However, computationally they are not equiv-alent. Finding the optimal Lagrangian multipliers might bea challenge in practice as the Lagrangian dual of the OPFis non-smooth, and the convergence behavior of nonsmoothalgorithms tend to be slower compared to their smoothcounterparts [25]. On the other hand, the SDP relaxation isa smooth problem that can be solved in polynomial time byinterior point algorithms [26].

III. GLOBAL OPTIMIZATION BY BRANCH AND BOUND

The branch and bound method is a general purpose globaloptimization technique for a wide class of nonconvex prob-lems. It solves the problem P by constructing a convexrelaxation R, that is easy to solve and provides a lowerbound (L) on the optimal objective function value (Figure1a). The upper bound (U ) can be arrived at by using localminimization, which also yields a feasible solution. If U −L

is sufficiently small, the procedure terminates with the currentupper bounding solution. Otherwise, the feasible region isrecursively partitioned, and the procedure is repeated (Figure1b) until the gap U − L is sufficiently small. Nodes arefathomed if the lower bound L is greater than the currentbest upper bound (Figure 1c). We refer the interested readerto [27] for additional information.

Objective

Variable

P

R

U

L

(a) Lower and UpperBounding

Objective

Variable

P

R

R1

R2U

L

(b) Domain Subdivi-sion

R

R1 R2

Subdivide

Fathom

(c) Search tree

Fig. 1: Branch and Bound Schematic

In this work, the upper bounding problem is done throughCONOPT [28], a local nonlinear programming (NLP) solver.The lower bounding is done through either the SDP relax-ation or the Lagrangian dual, both of which are equivalent

but could differ in computational performance. If there isan optimality gap, the feasible region is partitioned intotwo sub-regions, over which the procedure is repeated. Thepartitioning is done as follows. At the root node 0 of thebranch and bound tree, define

B0 :=

PG

QG

ef

:

Pmini ≤ P

Gi ≤ P

maxi , i ∈ NG

Qmini ≤ Q

Gi ≤ Q

maxi , i ∈ NG

(V mini )2 ≤ e

2i + f

2i ≤ (V max

i )2, i ∈ N

PGi

QGi

PGi

QGi

PGi

QGi

R R1 R2R4

R2R3

(a) Rectangular Bisections

Rei

fi

(V maxi )2

R2

ei

fi

(V maxi )2

R1

(V mini

)2+(V maxi

)2

2

(V mini )2

(b) Radial bisections

Fig. 2: Domain subdivision in the B & B algorithm.

Subproblems R1 and R2 are created by either rectangularbisection on PG

i or QGi , or by radial bisection on the voltage

magnitudes (e2i + f2i ) as shown in Figure 2. The newly

generated bounds B̄,

B̄ :=

PG

QG

ef

:

P̄mini ≤ P

Gi ≤ P̄

maxi , i ∈ NG

Q̄mini ≤ Q

Gi ≤ Q̄

maxi , i ∈ NG

(V̄ mini )2 ≤ e

2i + f

2i ≤ (V̄ max

i )2, i ∈ N

replace the existing bounds in the upper bounding problemOPF and in the Lagrangian dual & SDP relaxations.

A. Lagrangian dual based branch and bound

The minimization of the Lagrangian in (3) is tractablebecause it can be decomposed into individual problemsfor the generators, line flows and voltages as follows. Thedecomposition for the generator and voltage subproblemsfollows along the lines of [23]. The line flow subproblemhowever represents an extension of the work in [23].Generator subproblems: (LD1

i ) ∀i ∈ NG

minPG

i ,QGi

i∈NG

[c2i(PGi )2 + c1iP

Gi + c0i + αiP

Gi + βiQ

Gi ]

s.t. Pmini ≤ PG

i ≤ Pmaxi , ∀i ∈ NG

Qmini ≤ QG

i ≤ Qmaxi , ∀i ∈ NG

(8)It is easy to see (8) is convex and can be solved analyticallyfor each generation variable.Line flow subproblems: (LD2

ij) ∀(i, j) ∈ L

minPij ,Qij

λijPij + γijQij

s.t. Pij ≤ Pmaxij , (Pij)2 + (Qij)2 ≤ (Smax

ij )2(9)

A. Gopalakrishnan, et. al., “Global optimization of optimal power flow using a branch and bound algorithm”, in Communication, Control, and Computing, Allerton, pp. 609–616, 2012

Page 14: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Global Optimizer VI MITSUBISHI group implements BB for OPF !  Simple bisection of the feasible region

!  Voltage magnitude: radial bisections !  Real power generation: rectangular bisections !  Reactive power generation: rectangular bisections

Efficient AC Optimal Power Flow & Global Optimizer Solutions 13

only remains to resolve the contribution in the dual functionsdue to x in (3) and due to W in (6). For this consider theconditions under which infx xTA(ξ)x is finite-valued. Thisoccurs only when A(ξ) � 0. It is easily seen that the samecondition is required for the term infW�0 Tr(A(ξ),W) tobe finite valued. This establishes that the Lagrangian dual ofthe OPF (4) is equivalent to the dual of the SDP relaxation(7). The equivalence is far more general and can be shownto hold for any QCQP [24].

The optimal value of the Lagrangian dual yields a lowerbound on the original problem due to weak duality for thenonconvex OPF. The optimal value of the SDP relaxationlikewise yields a lower bound on the original problem, evenif the rank ≤ 2 condition fails. So we have,

LD = SDP = dual SDP ≤ OPF (2)

and the optimal Lagrangian multipliers corresponding to theLagrangian dual are nothing but the optimal dual vectorfor the SDP. However, computationally they are not equiv-alent. Finding the optimal Lagrangian multipliers might bea challenge in practice as the Lagrangian dual of the OPFis non-smooth, and the convergence behavior of nonsmoothalgorithms tend to be slower compared to their smoothcounterparts [25]. On the other hand, the SDP relaxation isa smooth problem that can be solved in polynomial time byinterior point algorithms [26].

III. GLOBAL OPTIMIZATION BY BRANCH AND BOUND

The branch and bound method is a general purpose globaloptimization technique for a wide class of nonconvex prob-lems. It solves the problem P by constructing a convexrelaxation R, that is easy to solve and provides a lowerbound (L) on the optimal objective function value (Figure1a). The upper bound (U ) can be arrived at by using localminimization, which also yields a feasible solution. If U −L

is sufficiently small, the procedure terminates with the currentupper bounding solution. Otherwise, the feasible region isrecursively partitioned, and the procedure is repeated (Figure1b) until the gap U − L is sufficiently small. Nodes arefathomed if the lower bound L is greater than the currentbest upper bound (Figure 1c). We refer the interested readerto [27] for additional information.

Objective

Variable

P

R

U

L

(a) Lower and UpperBounding

Objective

Variable

P

R

R1

R2U

L

(b) Domain Subdivi-sion

R

R1 R2

Subdivide

Fathom

(c) Search tree

Fig. 1: Branch and Bound Schematic

In this work, the upper bounding problem is done throughCONOPT [28], a local nonlinear programming (NLP) solver.The lower bounding is done through either the SDP relax-ation or the Lagrangian dual, both of which are equivalent

but could differ in computational performance. If there isan optimality gap, the feasible region is partitioned intotwo sub-regions, over which the procedure is repeated. Thepartitioning is done as follows. At the root node 0 of thebranch and bound tree, define

B0 :=

PG

QG

ef

:

Pmini ≤ P

Gi ≤ P

maxi , i ∈ NG

Qmini ≤ Q

Gi ≤ Q

maxi , i ∈ NG

(V mini )2 ≤ e

2i + f

2i ≤ (V max

i )2, i ∈ N

PGi

QGi

PGi

QGi

PGi

QGi

R R1 R2R4

R2R3

(a) Rectangular Bisections

Rei

fi

(V maxi )2

R2

ei

fi

(V maxi )2

R1

(V mini

)2+(V maxi

)2

2

(V mini )2

(b) Radial bisections

Fig. 2: Domain subdivision in the B & B algorithm.

Subproblems R1 and R2 are created by either rectangularbisection on PG

i or QGi , or by radial bisection on the voltage

magnitudes (e2i + f2i ) as shown in Figure 2. The newly

generated bounds B̄,

B̄ :=

PG

QG

ef

:

P̄mini ≤ P

Gi ≤ P̄

maxi , i ∈ NG

Q̄mini ≤ Q

Gi ≤ Q̄

maxi , i ∈ NG

(V̄ mini )2 ≤ e

2i + f

2i ≤ (V̄ max

i )2, i ∈ N

replace the existing bounds in the upper bounding problemOPF and in the Lagrangian dual & SDP relaxations.

A. Lagrangian dual based branch and bound

The minimization of the Lagrangian in (3) is tractablebecause it can be decomposed into individual problemsfor the generators, line flows and voltages as follows. Thedecomposition for the generator and voltage subproblemsfollows along the lines of [23]. The line flow subproblemhowever represents an extension of the work in [23].Generator subproblems: (LD1

i ) ∀i ∈ NG

minPG

i ,QGi

i∈NG

[c2i(PGi )2 + c1iP

Gi + c0i + αiP

Gi + βiQ

Gi ]

s.t. Pmini ≤ PG

i ≤ Pmaxi , ∀i ∈ NG

Qmini ≤ QG

i ≤ Qmaxi , ∀i ∈ NG

(8)It is easy to see (8) is convex and can be solved analyticallyfor each generation variable.Line flow subproblems: (LD2

ij) ∀(i, j) ∈ L

minPij ,Qij

λijPij + γijQij

s.t. Pij ≤ Pmaxij , (Pij)2 + (Qij)2 ≤ (Smax

ij )2(9)

A. Gopalakrishnan, et. al., “Global optimization of optimal power flow using a branch and bound algorithm”, in Communication, Control, and Computing, Allerton, pp. 609–616, 2012

Page 15: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Global Optimizer VII !  Branch-and-bound method

!  CONOPT solution is needed at every nodes !  Initial CONOPT solution is the global optimum !  3-bus example: $obj = 10-3

!  Branch-and-reduce method !  Does not reflect

the complexity of OPF !  Slow convergence at

$obj = 10-2

Efficient AC Optimal Power Flow & Global Optimizer Solutions 14

A. Gopalakrishnan, A. U. Raghunathan, D. Nikovski, and L. T. Biegler, “Global optimization of optimal power flow using a branch & bound algorithm,” in Communication, Control, and Computing (Allerton), 2012 50th Annual Allerton Conference on. IEEE, 2012, pp. 609–616.

Page 16: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Global Optimizer VIII MITSUBISHI group implements BB for OPF !  CONOPT and SDP to find upper and lower bounds

!  Even if SDP finds a rank-1 solution, the gap between two bounds can be nonzero because CONOPT find a local solution " needs to check feasibility of SDP solution

!  SDP solution is not exploited !  Regardless SDP solution, bisect |v|, p, and q

!  No bisection for voltage angle !  Objective function is convex on

!  Real power generation, and reactive power generation " p- and q- bisection may not be efficient

Efficient AC Optimal Power Flow & Global Optimizer Solutions 15

Page 17: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Research Idea I Divide-and-conquer (DC)

!  It starts with a feasible solution (so-far-the-best, SFTB) !  Based on a given SDP solution, it divides the feasible region !  Within the feasible region, SDP finds a lower bound

!  If the lower bound # SFTB, not worthwhile to explore " terminate the node

!  If the lower bound < SFTB !  Rank-1 (feasible), update SFTB !  Multiple rank solution, prune the node

!  If no nodes to explore, terminate the process and claim SFTB is the global solution

Efficient AC Optimal Power Flow & Global Optimizer Solutions 16

Page 18: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Research Idea II Angular cut

!  BB only considers the bisection of voltage magnitudes !  SDP finds a solution (red dot)

!  DC makes the circular cut and angular cut through the red dot

!  Efficient way to narrow down the region !  Exploit the SDP solution

" No revisit to infeasible W

Efficient AC Optimal Power Flow & Global Optimizer Solutions

vi ! vi ! vi and !i !!i !!i

17

Page 19: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Research Idea III Meaning of multiple rank solution

!  Primary eigenvector q1 is an approximation of W !  Secondary eigenvector can be the maximum deviation that a

“true” voltage exists from the primary eigenvector !  Largest element in the secondary eigenvector indicates the

direction of the maximum deviation !  W – #1

2q1q1T " #2

2q2q2T: rank-1 approximation

Efficient AC Optimal Power Flow & Global Optimizer Solutions 18

#1q1

q2

v

Page 20: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Research Idea IV !  Need for a sub-optimization problem

!  SDP solution may not be rank-1 !  Eigenvalue decomposition of W " #2qqT, but #q is not inside

the feasible region !  We need an indicator (red dot) to divide the feasible region

!  Sub-optimization problem !  Need a vector v to approximate W !  The vector must be inside the feasible region !  Looking for a local solution

!  No need for EVD

Efficient AC Optimal Power Flow & Global Optimizer Solutions

minv

vvT !WF

s.t. v " v " v and ! "! "!

#$%

&%' v

19

Page 21: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Our Proposed Method I !  Checking the feasibility of the SDP solution

!  Eigenvalue decomposition in %(N3) !  &2

2/&12 ' 0 " when to ignore the second eigenvalue?

!  Solve the sub-optimization problem " v !  Power balance equations !  Inequality constraints !  If v is infeasible, check W – vvT

!  Comparison between the solution from SDP and SFTB !  Terminate the node that is not worthwhile to explore !  Terminate the node if SDP solution is feasible

Efficient AC Optimal Power Flow & Global Optimizer Solutions 20

Page 22: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Our Proposed Method II !  Two thresholds due to numerical errors

!  Checking feasibility of the SDP solution !  Comparison between SDP solution and SFTB

!  If SDP finds a multiple rank solution and the relative difference " $obj, then terminate the node

!  MITSUBISHI group choose $obj = 10-3

!  Penalized SDP relaxation: extra payment to q at $ !  SDP solution becomes rank-1 !  System cost increases ~2(10-4 !  As $ increases, wants to reduce

q generation " low voltage sol. !  MATPOWER also find the same sol. !  Low-rank sol. costs $!

Efficient AC Optimal Power Flow & Global Optimizer Solutions 21

R. Madani, et. al. “Convex relaxation for optimal power flow problem: Mesh networks”, In Proc. Asilomar Conference on Signals, Systems and Computers, November 2013.

Page 23: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Our Proposed Method III Divide-and-conquer !  MATPOWER " SFTB0 !  Criteria to terminate a node

!  Feasible SDP solution !  SDP # SFTB ( (1-$obj)

!  Criteria to check feasibility !  v from the sub-problem !  ||vvT – W||F " $F !  Violation of constraints " $vio

!  Breadth first search !  Active node " prune

Efficient AC Optimal Power Flow & Global Optimizer Solutions 22

1st generation

2nd generation

3rd generation

4th generation

Page 24: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Our Proposed Method IV Divide-and-conquer !  Criteria to terminate a node

!  Feasible SDP solution !  SDP # SFTB ( (1-$obj)

!  Criteria to check feasibility !  v from the sub-problem !  ||vvT – W||F " $F !  Mismatch from constraints " $mis

Efficient AC Optimal Power Flow & Global Optimizer Solutions 23

Page 25: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Simulation Environment !  IEEE 14-bus system

!  5 generators !  20 lines

!  MATPOWER finds !  System cost: $3091.4 # initial

SFTB !  DC OPF

!  System cost: $3048.8 !  SDP finds a rank-3 solution

!  Physically not meaningful !  System cost: $3077.1 # lower

bound for the global solution

Efficient AC Optimal Power Flow & Global Optimizer Solutions 24

Page 26: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

MATPOWER Solution !  System cost = $3091.4/h !  Real power loss = 2.739MW

!  Violation

where !  ||%||2 = 1.5(10-8

Efficient AC Optimal Power Flow & Global Optimizer Solutions 25

v =

1.0501.0421.0271.0181.0261.0160.9790.9660.9670.9670.9870.9980.9900.958

!

"

####################

$

%

&&&&&&&&&&&&&&&&&&&&

; ! / rad =

0.000-0.025-0.074-0.057-0.045-0.038-0.0470.014-0.080-0.077-0.060-0.056-0.059-0.091

!

"

####################

$

%

&&&&&&&&&&&&&&&&&&&&

;

v2=1.050

v2= 0.958

'()

*)

pG MW =

68.80840.00060.00060.00032.931

!

"

######

$

%

&&&&&&

qG MVA =

0.00319.49223.81424.000+5.787

!

"

######

$

%

&&&&&&

! =geq

max gineq, 0( )

"

#$$

%

&''

geq = 0; gineq ! 0

Page 27: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

DC OPF Solution !  System cost = $3048.8/h

Efficient AC Optimal Power Flow & Global Optimizer Solutions 26

! / rad =

0.000-0.033-0.105-0.074-0.058-0.044-0.0590.006-0.092-0.091-0.071-0.066-0.071-0.106

!

"

####################

$

%

&&&&&&&&&&&&&&&&&&&&

; pG MW =

81.83040.00040.00060.00037.170

!

"

######

$

%

&&&&&&

'pGDC ( pG

MATPOWER

2

pGMATPOWER

2

= 0.20

Page 28: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

SDP Solution !  System cost = $3077.1/h ($3091.4/h from MATPOWER) !  Rank(W) = 3, ||%||2 = 0.12

Efficient AC Optimal Power Flow & Global Optimizer Solutions 27

W = EDET

! ! 2 =

14.4050.0500.022

"

#

$$$

%

&

'''

!W ( !12u1u1

T

! v = !1u1

; vEVD

=

1.0491.0411.0291.0251.0301.0221.0081.0460.9860.9840.9991.0060.9980.972

)

*

++++++++++++++++++++

,

-

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

; "EVD / rad =

0.000-0.021-0.069-0.051-0.040-0.028-0.0310.037-0.069-0.067-0.050-0.046-0.050-0.080

)

*

++++++++++++++++++++

,

-

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

.

v2=1.049

v2= 0.972

/01

21

pG MW =

60.10840.00060.00060.00041.115

)

*

++++++

,

-

.

.

.

.

.

.

qG MVA =

0.0009.71321.80824.00024.000

)

*

++++++

,

-

.

.

.

.

.

.

Page 29: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Performance of Our Algorithm I !  DC method

!  Early termination based on the quality of multiple rank sol. !  Visited 20,000 nodes to find the global solution !  ||%||2 = 2.3(10-6 (0.12 for SDP) !  $obj = 3(10-4 (10-3 for BB)

!  Problems observed !  High cost of SDP

for a large system !  Sub-optimization problem:

most time consuming !  Many nodes to visit

Efficient AC Optimal Power Flow & Global Optimizer Solutions 28

"#$!%#&!

Page 30: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Performance of Our Algorithm II Divide-and-conquer method !  System cost in $/h

!  This study = 3081.0 !  MATPOWER = 3091.4 !  SDP = 3077.1

!  Lowest voltage magnitude !  This study = 0.983 !  MATPOWER = 0.958 !  SDP = 0.972

!  Real power loss in MW !  This study = 2.309 !  MATPOWER = 2.739 !  SDP = 2.223

Efficient AC Optimal Power Flow & Global Optimizer Solutions 29

v =

1.0501.0411.0281.0291.0341.0331.0161.0370.9970.9951.0101.0171.0090.983

!

"

####################

$

%

&&&&&&&&&&&&&&&&&&&&

; ! / rad =

0.000-0.022-0.071-0.056-0.044-0.033-0.0410.021-0.074-0.072-0.055-0.051-0.054-0.084

!

"

####################

$

%

&&&&&&&&&&&&&&&&&&&&

;

v2=1.050

v2= 0.983

'()

*)

pG MW =

63.98040.00060.00060.00037.329

!

"

######

$

%

&&&&&&

qG MVA =

0.0003.12719.11723.80113.978

!

"

######

$

%

&&&&&&

Page 31: Efficient AC Optimal Power Flow & Global Optimizer Solutions · Efficient AC Optimal Power Flow & Global Optimizer Solutions Zhe Hu, Göktürk Poyrazo!lu, and HyungSeon Oh University

Conclusions !  Our DC finds the global solution in an efficient way by

!  Dividing regions with voltage cut and angular cut !  Finding the ideal place to prune using the sub-optimization

problem !  Terminating a node efficiently

!  Issues identified with high computation cost regarding !  Sub-optimization problem !  SDP with a large system !  Many nodes to visit

Efficient AC Optimal Power Flow & Global Optimizer Solutions 30