A Screening Technique for Optimally Locating

Phase Shifters in Power Systems

Pariijit Damrongkulkamjorn Prakash K. Arcot Peter Dcouto

Thomas W. Gedra, Ph.D., Faculty advisor School of Electrical and Computer Engineering Oklahoma State University, Stillwater, OK 74078

Abstract
We discuss the problem of optimally locating phase-shifting transformers in power systems after a brief review of the effects of phase shifters on power flow. An exhaustive method of determining the optimal location is discussed based on the use of an optimal power flow ( O P F ) program. We review the O P F problem definition and the Newton-Raphson method of solving it, concentrating on the problem of identification of the binding inequality constraints. We also propose a new formulation of the constraint identification problem using quadratic programming. Finally we propose a screening technique for greatly reducing the computation involved in determining the optimal phase shifter location, and discuss the validation of the screening technique using utility data.

Keywords: Phase shifters, FACTS, power system planning, optimal power flow, O P F , transmission planning

Introduction

Recent advances in high voltage power electronics have allowed the development of a variety of devices which can be used t o better utilise the existing power transmission system. These devices, collectively known as Flexible AC Transmission System (FACTS) devices have been described in a variety of papers (such as [l])and EPRI reports. One of these FACTS devices is the thyristor-controlled phase shifting transformer, and it can be used t o better control the flow of power throughout the power grid. T h e addition of a phase shifter to a power system represents an additional degree of freedom which can be used to better control the flow of real and reactive power. Usually it is not possible t o completely control the flows of power on a system, because the total number of lines is considerably

greater than the number of busses. Each added line adds another real and reactive power flow t o control, while each added bus adds two degrees of freedom with which t o control the flows. Since we do not have enough degrees of freedom t o control all the flows, we simply control some of them, or some combination of them (such as net interchange), and leave the remaining flows t o take whatever values they will, provided that line flow limits or other constraints are not violated. When the unintended results of desired flows cause line limits to be reached, we can no longer increase the flow in the desired direction. This may prevent use of economy cnergy from another area, or may prevent optimal dispatch of generation within a utilitys own service area. The use of a phase shifter can be used to route power around a line which has reached its limit, so that desired transfers can be increased over parallel paths without violating the flow limits of the line representing the bottleneck. Conversely, a phase shifter can force power to flow down a particular line and not in parallel paths which may be heavily loaded or which cannot be used for some other reason (e.g., they belong to someone else who will charge for their use). The purpose of this project is t o develop a screening technique for efficiently determining the optimal location for adding a new phase shifter for real power control into a power network. We define the best location as t h a t which saves the most money each year in system operating costs. In principle, determining the optimal location is simple. One calculates the cost savings for each possible phase shifter location, compared with a base case (with no new phase shifters installed). Since system conditions vary throughout the year, one would have to evaluate the cost savings at many different times of the year, and add up the total cost savings for each possible line. The operating cost at each time, and for each potential phase shifter location, is determined using an optimal power flow (OPF) program. However, the computational burden of evaluating this annual value for every possible line is immense since an additional O P F must be run for each line. We therefore propose a screening technique t o identify only the potential branches for locating the phase shifters based on their marginal values. First, we will review the effect of phase shifters on power flow, then we will discuss the solution of the OPF problem. Finally, we will discuss the screening technique.

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0-7803-1883-8$04.00019941EEE

Effect of Phase Shifters

A phase shifter is special type of regulating transformer which can change the current and voltage phase angles in a trans-

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mission line. A phase shifter consists or two transformers, a transformer in series with the transmission line, capable of creating a voltage change AV, and a variable-tap transformer which supplies a voltage which is 90 out of phase with the voltages on the line. T h e net effect is that the voltage on one side of the series transformer, Vout is given by Vout = A K Since A V and are 90 out of phase, Vout has a phase which is shifted relative to the phase of yn by an angle 4 which depends on the size of AV. This is shown in figure 1. If the phase shift 4 is small, the voltage magnitude is approximately unchanged, so that Vout = l.OeJ*&.

Then, taking the derivative with respect t o the phase-shifter angle 4, we obtain

Yn +

yn

Thus the flow of real power can be controlled by using the phase shifter.

Locating Phase Shifters

Yn Figure 1: Voltages for a phase-shifting transformer. Next we look a t the effect of a phase shifter on the voltage and current in a transmission line. Referring t o figure 2, we have represented the phase shifter by an ideal transformer with complex t a p ratio T : 1, where T = e+. The complex
n

vi

v k

Although complete control of power flow would be possible if a phase shifter were installed in every line, this would obviously not justify the cost involved. Instead, we concentrate on finding the best location in the power system for a single new phase shifter. We define best in terms of money. T h e additional control that a phase shifter provides over power flows can be used t o reduce real power losses or t o work around constrained transmission lines, and thus to save money. We refer to the instantaneous (hourly) cost savings due to installing a phase shifter at a particular location as the incremental ualue (IV) of the phase shifter, while the annual cost savings we call the total incremental value (TIV). For a particular line, the incremental value of a phase shifter can be found, using an optimal power flow technique, by finding the optimal cost of system operation with the phase shifter and comparing t o a base case with no phase shifters. These incremental values must be evaluated for a number of base cases which are representative of changing conditions throughout the year. T h e incremental values can then be combined to give the total annual value of locating a phase shifter in a particular line as shown in (3), where ht is duration in hours:
T

Figure 2: P h a s e shifter installed in a transmission line. power through the transformer must be conserved, so that S = KI: = -&I:. Since K / E ; = T , t o conserve complex power we must have I k = -T*Ii. Now taking into account the line impedance yL-y (or g + j b in rectangular form), we can write
-Ik

(3)
t=l

yeJ7(E; - vk) = yeJ7(T*K vk) -TIk

I; =

= yeJ7(K - Tvk),

where we have used the fact t h a t TT = llT112 = 1. In matrix form, we have

Although calculating the TIV of phase shifters using a large number of OPFs is certainly possible, it does seem extremely computationally intensive, since a single O P F must be run for each potential location (plus the base case with no new phase shifters) and for each time period t throughout the year. The purpose of the screening technique, t o be described later, is to reduce this computation by concentrating only on those locations which are most promising. But first we will review the Newton-Raphson method of solving the OPF problem.

T h e important thing t o note about this impedance matrix is that it is not symmetrical, as it is when phase shifters are not present. The main use of phase shifters is to control real power flow. We continue t o look only at a single line, as in figure 2. Let the phase angles of the bus voltages be denoted e;, and let the complex power be S; = P; j Q ; . Finally, let us define +;k = 0; - 6 k - 4 - 7 . We can use (1) to write an expression for the real power flows at each end of the transmission line in terms of $;k:

Optimal Power Flow by the Newton-Raphson Method

P i
P k

= gK2 - I/vkyCOs(+ik)
=

gv,

vivkyCOS(-$,ik).

The optimal power flow ( O P F ) problem is to minimize the total cost of real power generation C(Y), where Y is a vector of control variables such as bus voltages, bus angles, transformer t a p settings, angles of (previously existing) phase shifters, etc., subject t o a set of equality and inequality constraints. Here C ( Y ) = C;(P;(Y)), where P;(Y) is the real power generation at bus i and Ci is the cost real power generation at bus i, measured in %/hour. The equality constraints are the power flow equations. T h e inequality constraints consists of operational limits such as transmission line flow constraints,

cy==,

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bus voltage constraints, generator reactive power limits, etc. One way to obtain the O P F solution is t o use the NewtonRaphson (N-R) method [2, 3, 41. T h e Lagrange function for the O P F problem can be expressed as:

where the upper or lower limit may be infinite. We assume that we are dealing with the constraints in linearbed form, that is,
z ~

<i 2: + aTAz 5 Z H ~ ,

(9)

where zp is

zi

evaluated at our initial value z,and

.L~(Y, = C(Y) A)
m

Xm(zm(y> - 2-1,

(4)

Terms of the form zm(Y) - tm= 0 represent equality and binding inequality constraints, and {A,} is the corresponding set of Lagrange multipliers. The inequality constraints t h a t are active are enforced as equalities. There are various methods for determining the binding inequality sets such as the trial iterations method [2], or the linear-programming-like method of [4]. We will discuss identification of the binding inequality constraints further in the next section. To satisfy the first-order conditions for a constrained local minimum cost we must find the values of the control variables Y and multipliers X such that the first derivatives of LO with respect to Y and X are zero:
g(z)

also evaluated at our starting point z. T h e equality constraints w i l l be just the r e d and reactive power balance oqustions (we do not assume t h a t they have been linearized). For the problem where no inequality constraints are enforced, let us write the N-R equation (6) as

= VLO =

[&]
Ea

= 0,

(5)

where z is a vector composed of Y and A. Note that we do not write complementary slackness conditions for the inequality constraints because we assume that we know which ones are binding and are enforcing them as equality constraints. Equation (5) can be solved iteratively using the N-R method. In each iteration, we begin with the result of the previous iteration (or a guess, if it is the first iteration), say z, and (6) is solved t o obtain the update vector Az:

Now let us suppose t h a t we wish t o enforce the inequality constraints, and we know which of them are binding. We could just append some multipliers p to our state vector g, redimension W and g accordingly, and use (6). However, in preparation for the discussion which follows, let us treat the new multipliers p separately from the vector z (which includes only Y and A). Let us express the value of Az from (6) in two parts: Azo, computed from (ll), and a second correction, composed of Azl and p , which we can think of an adjusting the basic N-R correction t o respect the enforced inequality constraints. Keeping the new inequality constraints separate, (6) can be rewritten as

H
or

-JT

W A Z = --g(z),

(7)

where A is a matrix whose columns are the derivatives 4 for 1 those constraints which are being enforced, I is a vector of upper and lower limits for those constraints being enforced, and p i s a vector of Lagrange multipliers for those constraints. Note that because of the way we have written this equktion, the implied convention ir not the standard Kuhn-Tucker convention. Instead, the convention is that
2.
r--2Hi

where J is a matrix of first partial derivatives of the constraint equations with respect t o Y and H is a symmetric matrix of second partial derivatives of the Lagrange function L with respect t o Y. All the derivatives W and 9 are evaluo ated at our initial value z. After each iteration, the inequality constraints must be re-checked to determine which are binding. Finally, the value of z to start the next iteration is set to z Az.

5. -Z L ~ a ZLi<*<ZHi

* *
3

pi50
>O
pi=o.

We can think of (12) as two equations,

Identification of the Binding Inequalities in OPF

or

WoAzi = A p ,
and or

(15)

In this section and the next (and only in these two sections), we will use a slightly different notation that in the rest of the paper. We will use Xi only to denote the multipliers for equality constraints, while we will use p i to denote the multipliers for inequality constraints, in order to emphasize the distinction. The treatment here begins by expanding on the treatment in [4], and then presents a new formulation. The inequality constraints for the O P F will be of the form

- A T . (AZO A z ~ = z0 - Z + )

(16)

Az := ATAzl = t z0 - ATAzo, (17) where A z is the change in the constraint function due to the second correction A Z I . Since W Ois invertible (if not, we wl have trouble with (6)!), (15) expresses how Azl must il be picked for a given p . To make this more explicit, 4.q = WC'Ap must hold. Substituting this into (17), we obtain

A~ = A ~ W ; I A ~ =

* - zo - A

~ A ~ ~ (18) .

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T h e interpretation of this equation is that we must pick p t o eliminate the mismatch in x of Ax = z - x o - ATAzo, which remained after t h e first correction Azo. once we have picked p , we can calculate the correction Az1 by using (15). This two step procedure for calculating the N-R updates may seem a bit complicated, assuming we already know which constraints are binding. But the real difficulty with implementing the N-R algorithm is in fact finding out which constraints are binding. The setup is the much the same as we just discussed. In particular, the second corrections Azl and p must still satisfy (14) and therefore (15). However, now the constraints t h a t we are looking a t (represented by the A matrix and t h e values x o and a) are merely a list of constraints that we suspect might b e binding. This list of constraints could consist of all possible constraints (a thorough but inefficient strategy), or it could consist only of constraints which are violated as a result of the N-R update AZO.This list of potentially binding constraints could also include constraints which have recently been enforced, but are not currently violated. Since we do not know that the constraints under consideration are actually binding, we must replace (17) and (18) by

stating the problem of finding the binding inequalities as a quadratic programming (QP) problem. To see how this can be done, note that the Lagrange multipliers, which satisfy the conditions in (13), can be thought of as a space-saving representation of multipliers for the upper and lower constraints. In particular,

where pf is the (nonnegative) Lagrange multiplier for the constraint that xi 2 x ~ i and py is the (nonnegative) La, grange multiplier for the constraint that xi X H ~ . If we break u p the multipliers in this way, we obtain t h e standard Kuhn-Tucker conditions, with nonnegative Lagrange multipliers. These conditions can be expressed as quadratic objective functions of the Ax, p t , and p - . In particular, we have the complementary slackness condition p'(Ax - X L L ) = 0. Note t h a t if p and Ax are ' within their appropriate bounds (pf 2 0 and Ax 2 X L L ) , p:(Ax - X L L ) is a nonnegative function. T h e same argument applies for the function -pf(Ax - X L H ) : it should b e zero, but if Ax and p; are within their respective bounds, it will be nonnegative. Finally, we would like to make sure that pf and pi- are not simultaneously positive. So we can hope that p t p i = 0: if both p t and py are within their respecx L - xo -A ~ 5 A X = A ~~ Z 5 X H - x o - A ~ A Z ~ A ~ A , (19) tive bounds, their product will be nonnegative (although we would like it to be zero). and So we have three quadratic objective functions, each of xLL AZ = A ~ w , - ' A ~ xLH, (20) which is nonnegative if the respective variables are within where X L L = X L - X ' - A ~ A Z O X L H = X H - X ~ - A ~ A Z O .their allowed limits, but all of which will be zero if the Kuhnand The interpretation of I L L and X L H is that the are the size of Tucker conditions are satisfied. the correction Ax require t o exactly hit the lower and upper Thus the problem of identifying the binding constraints bounds (respectively) of the constraint x. can be stated as a quadratic programming problem, the obThe suggestion of [4] is that the inequality (20) can be jective function of which will be zero if we correctly identify converted t o a linear-programming-like problem. Our interthe binding constraints. Specifically, t h e problem is pretation of this is that we want to find Ax and p such that

<

<

<

-A~w,-'A
XLL

[y]=o,
XLH,

(24)

where vT = [Ax pt 11-3, subject t o

(22)

5 AX 5

AV
ZLLi

0,

and subject to the complementary slackness conditions (13). The authors of [4] suggest t h a t , through a sequence of pivot operations exchanging the complementary variables Ax; and pi, the set of binding constraints may be efficiently identified. However, unlike standard linear programming, convergence is not guaranteed through the continual reduction of an objective function. Also, the required signs of the p; change from negative to positive and back, as the Ax; take on their upper and lower bounds as a result of pivoting. Thus the approach of [4] can best be described as "linear-programming-like." We found t h a t , for our purposes, a slightly different approach was more expedient.

5 Axi Pt 2 and p2
where

5 ZLHir
0

.-[
A=

I 0
-I

I 0

-I

:I, -; I,
f=[

0,

I - A ~ w , - ~ A A~w,-'A

and

3.

Quadratic Programming to Identify Binding Inequalities

Although the conditions (13) do not lend themselves to a formulation involving a linear function of the variables (and thus to an L P approach), the Kuhn-Tucker conditions are, by their nature, quadratic. We chose to exploit this fact by

After the Q P has been solved, we recombine pt and /Iusing, (23). Then we can use (15) t o obtain the second correction Az,. Although the QP approach might not be the most computationally efficient way possible t o handle the binding inequalities, it was the best choice for our purposes. Since we wrote our O P F program using the MatLab language, we could quickly set up the problem and the use the MatLab function "qp." We have had good success with this approach so far.

236

Screening Technique

The purpose of the screening technique is to avoid calculating the incremental values of new phase shifters at every possible location in the system. Instead, a small number of potential locations are chosen based on their marginal values. T h e incremental values are then calculated only for these locations. The hope is t h a t those locations with low marginal values (and thus eliminated by the screening technique) are those with low incremental values. In order t o evaluate the marginal value of a new phase shifter at a particular line ik, (4) is modified t o include a new control variable 4 i k (representing the phase shifter angle at branch ik) which is artificially constrained t o be zero. The Lagrangian for the new O P F problem is then
Lik(Yi

get the total incremental value of the new phase shifter at branch ik for each branch ik not ruled out by the screening method. Then the optimal location for the phase shifter can be determined by comparing the total incremental values. We can visualize the basis of the screening technique a little better if we consider the relation between marginal and incremental values graphically. To do so, let us define the function x i , ( $ ) t o be the optimal value of the Lagrange multiplier on the constraint $ i k = 4. Thus the marginal d u e X i k we discussed above becomes h ( 0 ) in the modified notation, since it represents the multiplier on the constraint $ i k = 0. So for any value of the parameter $, the interpretation of the multiplier A i k ( 4 ) is the marginal change in the total cost as the constraint d i k = 4 is changed slightly. In other words,

XI 4 i k r A+;*)

=
xm(Um(y $ i k )
m

c(y, i k ) 4

- am) - X + ; , d i k . ( 2 5 )

The purpose of including the phase shifter but constraining $& t o be zero is simply t o determine the multiplier &,,, which represents the amount the objective function could be improved by relaxing the constraint &k = 0 by a small amount. T h a t is, Adik represents the marginal value of the new phase shifter in branch ik. Because the new OPF problem is constrained to have $ i k = 0, the optimal values Y * and A' calculated from (25) are the same as t h a t calculated in the base-case O P F . Furthermore, if we evaluate the first order condition

As we vary 4 from 0 t o q5rk, the multiplier x ; k ( $ ) will vary = O from the marginal value x ; k ( o ) t o the value Xik(f&) (this is because, if we constrain the angle &k t o be equal to its unconstrained optimal value, the multiplier for this constraint must be zero). This can be seen in figure 3. We

we obtain
A+;,, =

BC(Y.3 4 i k )
adik

+Ex'
m

anm(Y*, dik) a$ik

(27)

Thus, the marginal values A+;,, can be determined by evaluating derivatives of the Lagrangian (25) with respect t o d i k , evaluated at &k = 0 and optimal values Y and A' obtained ' from the base case. T h e marginal values for the T base cases, representing typical periods throughout the year, are then combined in a weighted sum t o give the total (annual) marginal values,
T
T M V i k

Figure 3: T h e multipliers

Xik(4)

as

varies.

can now relate the marginal cost to the incremental cost using the diagram. We can write

=
t=1

ht A+;,, ( t ) ,

(28)

just as incremental values are combined in (3). After eliminating those locations with low total marginal values, the optimal cost C * ( d ; k ) is calculated for each of the remaining locations by running a modified O P F with the phase shifter installed at t h a t location. T h e incremental values are then calculated for each period i as
IVik

Thus, in figure 3 , X i k ( 0 ) represents the marginal value, while the area under the curve represents the incremental value. The basis of the screening technique is t h a t , while a large marginal value may not guarantee a large incremental value (see A13 in the figure), small marginal values are unlikely t o yield large incremental values (see AX,). We hope t h a t there is a large enough correlation between incremental and marginal values in real power systems t o make this heuristic a good basis for a screening tool.

= C * ( $ i k = 0) - c * ( d : k ) j

(29)

where 4;; is the optimal phase angle for the new phase shifter, C'(q53) is the optimal cost with the new phase shifter and C * ( $ ; k = 0) is the base case optimal cost. Finally, ( 3 ) is used t o combine the incremental values from each period to

Summary

The principal task of the project has been the development of an OPF program written in the MatLab language. The

237

main O P F code has been written, and the code t o evaluate the marginal values has also been written. Although the main Newton-Raphson iteration seems quite simple, it disguises some complicated calculations, and many lines of code were generated t o set up the equation W A z = -9. We also had some difficulty finding a systematic way t o identify the binding inequality constraints. This issue was resolved when we realised that the constraint identification could be formulated as a Q P as described in section 6. Preliminary tests have been run on a 5 bus system, which is the high-voltage portion of the IEEE 14-bus test system. T h e results of these tests can be used only t o verify t h a t the O P F is working, since the system is quite small and much of the data has been made up (load flow d a t a does not contain information on generator cost curves, and in many cases, the fields which supposedly contain transmission line limits are empty). We have also obtained loadflow and generator cost data from a local Oklahoma utility representing its own system and much of the surrounding area at various times throughout the year. We plan to continue testing the O P F on this d a t a as well as various IEEE standard test cases in order t o validate the screening technique. Using d a t a from a single period t , we will compute the incremental values of phase shifters in every possible location. This exhaustive computation will tell us the true optimal location for the phase shifter. We will then evaluate the marginal values of the phase shifters to determine how well-correlated the lines with high marginal values are with those with high incremental values. If the large marginal values are well-correlated with large incremental values, this means that a very small number of lines can be retained by the screening technique (for calculation of incremental value) without screening out the true optimum location. Since the calculation of the incremental value requires running a separate O P F for each line, the screening technique would greatly reduce the total computation. Conversely, if the marginal and incremental values are poorly correlated, we cannot eliminate as many possible locations by the screening technique without the danger of screening out the true optimum location. In this case, the screening technique would not result in a large computational saving, and would be unsuccessful. If the screening algorithm seems to be successful, future work would involve validating the technique over multiple time periods t and developing a thresholding heuristic t o decide how many lines t o retain for evaluation of incremental value.

References
N. G. Hingorani. Flexible AC transmission. IEEE Spectrum, pages 40-45, April 1993. D. I. Sun, B. Ashley, B. Brewer, A. Hughes, and W. F. Tinney. Optimal power flow by Newton approach. IEEE lkansactions on Power Apparatus and Systems, PAS103(10):2864-2875, October 1984. D. I. Sun, K. D. Demaree, and B. Brewer. Application and adaptation of Newton for optimal power flow. In Ap-

plication of Optimization Methods for Economy/Security Functions i n Power System Operations, pages 14-19, 1990. An IEEE Tutorial.

G. A. Maria and J. A. Findlay. A Newton optimal power flow program for Ontario Hydro EMS. IEEE Transactions on Power Systems, PWRS-2(3):576-581, August 1987.

Parnjit D a m r o n g k u l k a m j o r n received her B.Eng. from Kasetsart University, in Bangkok, Thailand, and her M.S. in electrical engineering from Oklahoma State University in Stillwater. She is currently working on he! Ph.D. in electrical engineering at Oklahoma State University, where her research interests include power systems, power system economics and control.
Prakash K. A r c o t received his B.E. from Karnataka Regional Engineering College in Surathkal, India. He worked as a design engineer in the Power Systems and Energy Management Division at Fichtner Consultants India. He is currently enrolled in the masters program in electrical engineering at Oklahoma State University in Stillwater. His current interests include power systems, real time control and energy management. Peter Dcouto received his B.E from Regional Engineering College Trichy, Madras University, India. He worked as a Deputy Manager (Design) at Bharat Heavy Electricals India. He is currently working on his masters degree in electrical engineering at Oklahoma State University in Stillwater. His current interests include power systems, controls, and instrumentation. Thomas W. Gedra received his B.E.S. and M.S.E. degrees from The Johns Hopkins University in Baltimore, Maryland. He worked at Westinghouse Electric Corporation on algorithms for synthetic aperture radar before attending U.C. Berkeley, where he received a Ph.D. in electrical engineering in December, 1991. He is now an assistant professor at Oklahoma State University in Stillwater, where his current research interests include power systems, power system economics, and stochastic systems and control.

Conclusion

If the screening technique proves effective based on testing with realistic utility data, it will greatly reduce the computational burden of determining the optimal location of phase shifters in a large power system. This screening technique may also be useful for other flexible AC transmission devices such as series capacitors, tap-changing transformers, etc.[l]

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