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x
.
I
I
--
,
I
I
I
---1 ------1--
I I
I I
I I
-1
_____ __ _____
-2 -1 u 2
xax.s
Fig.2 Divergence using the Newton method
The correction X obtained by the Newton-Raphson algo
rithm can improved from a fxed point scheme using the
second degree expansion:
1
T X = -(J
o
+
2
X Ho )\Fo (16)
Using this correction, the algorithm can be written as follow:
I Let X = Initial value
2 Loop
2.1 X=-Jo \Fo
2.2 X = -(Jo + XTHo )\Fo
2.3 X=X+X
2.4 End_Loop
Method#3 Adjustment of the Jacobian matrix
The solution from the previous method can be modifed by
noticing that the parenthesis of (16) is an estimation of the
Jacobian at X + X/2 :
1
T JI/
2
; Jo +
2
X
Ho
In this method the solution (16) is replaced by:
X = -J
1
/
2
\Fo
(17)
(18)
Using this correction, the algorithm can be written as follow:
1 Let X = Initial value
2 Loop
2.1 X = -Jo \Fo
2.2 X = -J
I/
2
\FO
2.3 X=X+X
2.4 End_Loop
Fig. 3 illustrates the tendency of the method to converge
when J
I/
2
is used instead of the Jo to evaluate the incremental
solution X .
Method#4 Polar Optimal Multiplier Power Flow
The solution of the standard Newton-Raphson method can
be modulated by an optimal factor which produces frther
reductions of the power mismatches [1]-[3]. Diminishing
frther power mismatches aims at reducing the number of
1389
-(x,=tao'(x,
u.
cu
L
x
-u.
-1
-2 -1 o 2
xax.s
Fig.3 Convergence using Jacobian adjustments
iterations and at improving the convergence. The method is
briefy presented. Using the Newton-Raphson solution (14) in
the second Taylor series expression for Fk (3) becomes:
(19)
where the column matrix M can be estimated from a central
diference of Jacobian matrices (12) as follow:
M = XT
Ho X;: -(JI/4 -J
-
I/4)(JO \Fo ) (20)
The value of the adjustment factor k that minimizes the sum
of the square is determined by setting the partial derivative of
Sk to zero, where:
Sk = FIFk
aSk
T
aFk 3
2
)
ak
= 2F
k
ak
= 2(ao k + alk + a
2
k + a3 = 0
(21)
(22)
The derivative comes in the form of a cubic equation with:
ao = 2MTM
al =-3MTFo
a
2
= F6Fo + 2F6M
a3 = -F6Fo = -So
(23)
The power mismatches reduction is accelerated by choosing
the real root that yields the smallest Sk. The algorithm can be
written as follow:
1 Let X = Initial value
2 Loop
2.1 X=-Jo\Fo
2.2 Evaluate k
2.3 X=X+kX
2.4 End_Loop
Method#5 Newton-Raphson in Rectanglar Coordinates
In the Newton-Raphson method with busbar voltage ex
pressed in rectangular coordinates, the unknowns and the
power mismatches are respectively given by:
X = [Xl X
2
X3 X4]
T = [eV
2
eV
3
JV
2
JV
3]
T (24)
The system of linear equations must set the incremental
voltage magnitude of PV busbars to zero:
1V
2
1
= leV
2
+
iJv
2
1
= 0
eV
2
ev
2
+
JV
2
JV
2
= 0
(26)
The method requires the resolution of a larger set of
equations than its polar counterart. The interest in switching
to rectangular coordinates comes into light in the next method.
Method#6 Rectanglar Optimal Multiplier
The Rectangular Optimal Multiplier power fow is the
implementation of method#5 with busbars voltage expressed
in rectangular coordinates [5]. Since the busbars power mis
matches is a quadratic fnction of the unknowns variables,
the second order Taylor series expansion (7) is exact. This
quadratic characteristic is an advantage as it yields more
accurate column matrices (20) used in the determination of
an optimal multiplier.
Method#7 Simple Robust Method
The Simple Robust Method consists in modulating the
Newton-Raphson solution in order to insure that the maximum
element of the magnitude of X continuously decreases [4].
The method is best described by the following algorithm:
I Let Tlre-lo|J= max(IJo \Fo l)
2 Loop
2.1 X = -Jo\Fo
2.2 while (max(IXI) > Tlre-lo|J) X = X/2
2.3 Tlre-lo|J= max(IXI)
2.4 X=X+X
2.5 End_Loop
Method#8 Runge-Kutta Method
The Newton-Raphson can take the form of the Euler nu
merical integration method [4]. For this purose, let us briefy
redefne f as a function of X:
X
f(X) =
t
= -Jo\Fo
The Euler algorithm can be written as follow:
1 Let t = 1
2 Loop
2.1 X = f(X)t
2.2 X=X+X
2.3 End_Loop
(27)
This approach can be used to resolve a power fow using
the Runge-Kutta method as follow:
1 Let t = 1
2 Loop
2.l k
1
= f(X)
2.2 k
2
=f(X+0.5tk
1
)
2.3 k3=f(X+0.5tk
2
)
2.4 k4 = f(X + t k3)
2.5 X = X + t(k
1
+ 2k
2
+ 2k3 + k4)/6
2.6 Adjust t
2.7 End_Loop
1390
4
The time step can be adjusted using the following rule [4]:
2.6.1 if (max(lk2 -XI) > 0.01
2.6.2 t = max(0.985t, 0.75)
2.6.3 else
2.6.4 t = min(1.015t, 0.75)
2.6.5 end
Method#9 Levenberg-Marquardt Method
The method consists in determining the vanatlOn X
that minimizes the sum of the square of the errors at
X = Xo + X . The Levenberg-Marquardt method is com
monly used in several areas of engineering [9] and is briefy
presented here.
The sum of the square of the errors is a scalar value that
can be written using the frst order Taylor series expansion of
the mismatch fnction F 1.
S
1
F1 TF1
(Fo + Jo X)T(Fo + Jo X)
xTJlJo X + 2XTJlFo + FlFo
The gradient VS
1
vanishes when S
1
at a minimum.
aS
1
aS
1
aS
1
T
--. . . -
aX
1
aX
2
aXn
The correction X required for minimizing Sl is:
(28)
(29)
(30)
This equation provides the same result as (14) but requires
more calculations. One problem persists with this solution due
to the tendency of the method to diverge when the initial point
Xo is far from the solution. The Levenberg-Marquardt method
resolves this problem by introducing an additional constraint
which consists in the distance between the solution and an
initial guess Xo . The new scalar fnction to optimize is the
original fnction to which is added the constraint multiplied
by the Lagrange multiplier A:
The correction X required for minimizing SLMI IS :
X = - (JlJo + AI) \ (JlFo )
(32)
The introduction of the damping factor A in the Levenberg
Marquardt method has the advantage of reducing divergence
problems but results in a solution constrained to be close to
an initial guess Xo which may afect the rate of convergence.
The value of the damping factor A can be adapted during the
iterative process in order to improve both the region and the
rate of convergence.
The algorithm can be written as follow:
1 Let X = Initial value
2 Loop
2.1 Evaluate A
2.2 X = - (J6Jo + AI) \J6Fo
2.3 X=X+X
2.4 End_Loop
Various schemes for determining the damping factor A are
available in the literature. The calculations of the damping
factors in the Levenberg-Marquardt method vary widely ac
cording to the applications and even according to the study
cases. It is generally recognized that larger values of A should
be used for large errors So whenever the initial estimate of
the solution is poor. Larger values of damping factors improve
the region of convergence. The values of the damping factor
A can subsequently be reduced as the distance So decreases
in order to achieve faster convergence. In this application, the
damping factor was arbitrarily chosen to vary linearly with So
on a logarithm scale by a multiplying factor of 0.001:
A = So/lOOO (33)
Method#l O Scaled Levenberg-Marquardt Method
One area of concer for power system engineers is to be able
to converge power fows reliably. Figure 4 illustrates a typical
PV curve with 2 equilibrium points for a constant busbar load
P. Injection of reactive power at the busbar at equilibrium point
A would result in an increase of voltage magnitude. Whereas
at equilibrium point B, injection of reactive power would result
in an decrease of voltage magnitude.
v
0=0
0>0
0<0
0>0
p
Fig.4 PV Cure
From an operation point of view the top part of the PV
curve is considered stable and the bottom part unstable. It is
not possible to determine if an equilibrium point belongs to the
upper part or the lower part of the PV curve merely based on
voltage magnitude thresholds since these values varies widely
for the diferent busbars of the same power system. Further
analysis is required to determine if the power system is stable.
Such analysis can be computationally demanding if all buses
are be analyzed. It can however be determined that the higher
the voltage magnitude at a bus bar, the more it is likely to
belong to the upper part of the PV curve. It can thus be
advantageous to use a power fow mechanism that promotes
high voltage magnitudes.
Additional control over the Levenberg-Marquardt method is
provided by scaling the mismatch fnction as follow:
1391
min
x
N
]
2
S
_ [i
(
X
) -
Zi
I
L 2
i1
l
i
(34)
Written in a more compact form with an additional con
straint on the distance between the solution and an initial guess
Xo, the objective fnction to optimize becomes:
SSLMI = FIR-
1
F
1
+ A(X - XO)T(X - Xo) (35)
In state estimation [10]:
Zi
is the ith measurement, which is set to zero.
i
is the measurement estimation, in this case the
active and reactive power mismatches at the busbars.
12
is the variance of the instrument used for the ith
,
measurement.
R is a diagonal matrix composed of the variances for
each measurements.
R = diag (li, I , ... ,I) (36)
The correction X required for minimizing SSLMI is then
given by:
X = - (JlR-
1
JO + AI) \ (JlR-
1
FO) (37)
Accurate instruments are characterized with small variances.
The R -
1
matrix elements can thus be seen as confdence
factors associated with each power mismatches. For active
power, a factor of 1 was arbitrarily used. For reactive power,
confdence factors of 0.2 , 2 and 20 were used for voltage
magnitudes de 0.90 , 1.0 and 1.1 0 pu respectively. Higher
priority is thus given for buses with high voltage magnitudes.
For the 3-bus system of Fig. 1:
R-
1
= diag (1,1, 2
X10
1
0X(!
V31
-
1 )
(38)
III. ApPLICATION TO POWlR S.sTlVs
The convergence properties of the methods are compared
by changing the initial values of the voltage of PQ buses and
the angle of PV and PQ buses from the converged solution by
a factor K as follow:
Vini
t
ial
=
V{;nvcrgcd
(39)
It should be noted that for K=1 the case is already con
verged and no additional iterations are required, whereas K=O
is equivalent to a fat start with all the unknown voltages
initialized to 1.0 pu. Simulation results are presented for a
3000-bus system. Power fows are successively solved starting
from an adjustment factor of 1 down to 0 with a step of 0.0 l .
The process is terminated when convergence is not reached
within 60 iterations, when there is divergence, or when the
voltage of at least one busbar differs from the K=1 solution by
more than 0.01 pu. Table I illustrates statistics about the power
fow methods on a 3000 busbar system. For adjustment factors
K inside the range [K
min
,l
]
, the power fows successflly
converged to the K=1 solution. For K
min
>O, the power fow
method required information on the fnal solution up to various
degrees to converge correctly.
TABLE I STATISTICS ON bus3000.cf Ill)
Method
I K
min I W i t (sec) I
Status
I:NR 0.90 0.10 30.19 Voltage diference
2:NRH 0.86 0.14 Sl .89 Divergence
3:NRJ 0.86 0.14 3S.30 Voltage difference
4: POM 0.89 0.11 89.0S Voltage difference
S:RNR 0.89 0.11 27.S3 Divergence
6:ROM 0.87 0.13 78.78 Voltage diference
7: SRM 0.90 0.10 34.37 Iteration limit
8:RK 0.88 0.12 604.70 Divergence
9:LM 0.16 0.84 30.98 Voltage diference
10:SLM 0.00 l .00 3l .04 All cases converged
0.9 -"
,
,
(
0.8 -
g
0.7 - (
,
E ,
0.6 -
0
0.5 - "
,
' ,
c 0.4 -
0
'0
0.3
(
r ,
0.2 -"
Region of convergence for bus3000.cf
-
,
,
- - _1 -
,
,
- - -1-
,
,
- -
---
, ,
_1 ___1
-
-
-
_. _ -_L _ . __
, , ,
, ,
_1 - __ -
, , ,
, , ,
-"- --f-
, ,
, , ,
-" - --, --. -
5 6
Method #
10
Fig. 5 Region of convergence for diferent power flows
The NR method successflly converged the 3000-bus case
to the initial voltage profle for K=0.90. For values of K below
0.90, the NR method failed to converge to the original solution.
Table 1 presents the minimum value of K for each method.
The time in sec. represents the cpu time required to solve
the K=0.90 case. Since the converged case is given by K=I,
and that successive power fows are solved by progressively
decreasing the factor K, the region of convergence illustrated
in Fig S is given by:
w =
1
- K
min
(40)
It should be noted that only the SLM method successflly
solved the fat start case, followed closely by the Levenberg
Marquardt Method.
IV. OPTIMIZING THE DAMPING FACTOR IN LM
The selection of damping factor is frther investigated. The
damping factor . has a signifcant efect on the error (28) of
the solution of the Levenberg-Marquardt method. Optimizing
the damping factor insures that the power mismatch is mini
mum at each iteration and increases the rate of convergence.
Curve#1 of Fig. 6 illustrates the resulting error Sl versus .
for the fat start case. The initial error So is given on curve#1
for a damping factor equal to infnity. For illustrative purose,
the initial error is represented by point A on the .=105 axis.
In LM, . is arbitrary evaluated using .=So/1000 resulting
in point B. Minimization technique was then used to obtain
frther reduction in the error fnction leading to point C.
1392
6
Incrementing the voltage leads to curve#2 with an initial error
represented by point D. Repeating this process, yielded to the
expected fnal solution.
S versus lambda
10
4
I
10
'
-
10
'
-
-
-
--
( 10
1 _
::M_...._AG
10
'
Lambda
Fig. 6 S versus Lambda
CONCLUSION
This paper has described techniques for improving the ro
bustness of power fow. Most of the techniques provide better
region of convergence at reasonable computational expenses.
Theses methods can easily be incorporated within existing
power fow engines and may become serviceable for solving
difcult cases.
REFERENCES
[ I ] S. Iwamoto, Y Tamura, "A Load Flow Calculation Method for III
Conditioned Power Systems," IEEE Trans. Power App. Syst., vol. PAS-
100, no. 4, pp. 1736-1743, Apr. 1981.
[2] P.R. Bijwe, S.M. Kelapure, "Nondivergent Fast Power Flow Methods,"
IEEE Trans. Power Syst., vol. 18, no. 2, pp. 633-638, May 2003.
[3] L.M.C. Braz, C.A. Castro, "A Critical Evaluation of Step Size Opti
mization Based Load Flow Methods," IEEE Trans. Power Syst., vol. 15,
no. I, pp. 202-207, Feb. 2000.
[4] F. Milano, "Continuous Newton's Method for Power Flow Analysis,"
IEEE Trans. Power Syst., vol. 24, no. I, pp. 50-57, Feb. 2009.
[5] J.E. Tate, TJ. Overbye, "A Comparison of the Optimal Multiplier in
Polar and Rectangular Coordinates," IEEE Trans. Power Syst., vol. 20,
no. 4, pp. 1667-1674, Nov. 2005.
[6] A.M. Sasson, F. Viloria, and F. Aboytes "Optimal Load Flow Solution
using the Hessian Matrix," IEEE Trans. Power App. Syst., vol. PAS-92,
issue. I, pp. 31-41, Jan. 1973.
[7] PJ. Lagace, M.H. Vuong, and I. Kamwa, "Improving Power Flow
Convergence by Newton Raphson with a Levenberg-Marquardt Method,"
Proc. Power and Energ Soc. General Meeting., pages: 1-6, Pittsburgh,
USA, 20-24 July 2008.
[8] MATLB The Language of Technical Computing, Mathematics, The
Mathworks Inc., 2005.
[9] R.L. Lines, and S. Treitel, "A Review of Least Squares Inversion and
its Application to Geophysical Problems," Geophysical Prospecting, vol.
32, pp. 159-186, 1983.
[10] AJ. Wood, B.F. Wollenberg, Power Generation Operation and Control,
2nd Edition, John Wiley & Sons, New York, 1996, ISBN 0-471-58699-4.
[I I ] iEEE Common Data Format for the 3000 bus System, bus3000.cf
http://profs.ele.etsmtl.ca/pjlagace/Recherche/site.html
Pierre Jean Lagace received B. A. Sc., M. A. Sc. and Ph. D. degrees in
electrical engineering from Ecole Poly technique de Montreal, QC, Canada in
1982, 1985 and 1988 respectively. From 1988 to 1991, he was Assistant
Professor with Norwich University, Northfeld, VT. From 1991 to 1996,
he was a researcher with Hydro-Quebec, Varennes, QC, Canada in power
systems sofware development. Currently he is a professor with the Ecole de
technologie superieure in Montreal.