A Higher Order Interior Point Method to Minimize

Active Power Loss in Electric Energy Systems

Marcos J . Rider. Student Meinber. IEEE. V. Leonardo Paucar. Senior Member. IEEE.
Ariovaldo V. Garcia. Member-. IEEE and Manfred F. BedriAana. Student Member-. IEEE

Absrrircr-In
this paper the artive power loss minimization
problem is formulated as an optinial power flow (OFF), inrluding
equality and inequality nonlinear ronstraints which represent the
power system serurity conditions. The OPF has been solved using
the multiple predirtor--rorrertor interior point method. of the
family of higher order interior point methods, enhanced with an
optimal computation of the step length. The optimal roniputation
of the primal and dual step sizes minimizes the primal and dual
objertive funrtion errors. respectively, assuring a rontinuous
decrease of the errors during the iterations of the interior point
method. The proposed methodology has heen applied to minimize
the artive power loss of IEEE-30, 1EEE-57, IEEE-I18 and IEEE300 bus test systems. 1-est results indicated that the ronvergenre
is farilitated a n d the numher of iterations may be small.

Index 7knns-A rt ive power I oss m in i i n iza 1io n. r om pet it ive

elertrir markets. intttrior point method, nonlinear programming,
optimal power flom.

1. INTRODUCTION
CTlVE power loss minimization of electrical power
systems (EPS) is considered a requirement of current
competitive electricity markets. In EPS planning and
operation, the security and reliability are assessed using a
number of computer programs which include the optimal
power flow (OPF). An objective of OPF problem solution is to
determine the optimal steady-state operation of EPS. The OPF
problem may be modeled such as a nonlinear programming
(NLP) problem with technical and economic constraints. [ I ]
Classical methods to solve OPF include the sequential linear
and quadratic programming, gradient and Newton methods.
Recently it has been used the interior point method (IPM).
Originally developed to solve linear programming problems
(LP), the IPM provides better computational performance for
large scale problems than classical approaches such as the
simplex method 123. IPM may be adapted to solve NLP
problems. The IPM has been applied to optimize the power
systems operation with p e a t success [3] solving problems
such as the optinial power flow 141, reactive power dispatch
[5]$ state estimation 161, loadability maximization 173. voltage

stability [SI, hydrothermal coordination 191 and securih

constrained economic dispatch [IO]. Most of IPM applications
in power systems use the primal-dual interior point methods
(PD-IPM) despite of the large number of iterations and some
divergence problems during the search directions computation
by Newton method (NM). Mehrotra proposed best search
directions by solving two linear equation systems [ I I ] which
define the predictor and corrector steps of the predictorcorrector primal-dual interior point method (PCPD-IPM).
Results with PCPD-IPM may be enhanced by adding anothei
corrector step to the optimization process resulting in the
multiple predictor-corrector interior point method (MPC-IPM)
that belongs to the fanlily of higher order IPM [ 121. Empirical
evidence suggests that NM: when used in the IPM procedure.
needs an adequate computation of the primal and dual step
sizes in order to facilitate the NM iterations convergence [ 131.
In this paper is proposed a methodology for power loss
minimization using an OPF model solved with an enhanced
MPC-IPM procedure that includes an optimal computation of
primal and dual step sizes which minimize the primal and dual
objective function errors, respectively. The methodology has
been applied to the IFEE-30, IEEE-57, IEEE-I 18 and IEEE300 test systems. Results have indicated that convergence is
facilitated and the iterations number may be small.

]].THEOPTIMAL POWER FLOWMODEL

The OPF problem consists of minimizing the active power
loss subject to security constraints. Control variables are the
voltages at generalion buses, shunt reactive powers and
transformers tap positions. The optimization model is given as
rib

in

l'n,,

)n.!/ COS (6n.y

+ 6, - di1.T ,J + P,lnt

(1

J=I

subject to:
nh

~ V ~ V , Y ~ c o s ( 0 , + d , - 6 , ) - P ~ , + P U i = Oi =: l , ...,nb (2)
/=I

~ V I V l Y , , s i ~ i ( / 3+,d,,
, - d,)-Q,,

+ Q,,

= 0 ; i = 1 ,__.,
nb

(3)

J=l

QZY 5 (IG,5

Manuscript sent March 30. 2003 This work has been supported bv thr
Brazilian Institulions CNPq and CAPES
Marcos J Rider and Ariovaldo V Garcia are with the Depanment of
Electric Energ\ S\ stems State Universiw of Campinas (UNICAMP)
Campinas - SP Brazil (k-mails { mirider, arij@dsee fee unicamp br)
V Leonardo Paucar and Manfred F Bedriiiana are with the Depanment of
Electrical Enpineering Federal Universih, of Maranhao (UFMA) Slo Luic
MA Brazil (E-mails { Lpaucar manfred bedrinana]@ieee orel

: i = I, ...,ng

(4)

5 VI 5 VIma' ; i = I, ...,~ 7 b

(5)

QSh,""" 5 QSh, 5 QSh,"'"

Tap,!"" 5 Tap, 5 Tap,?

: i = I, ...,nsh

(6)

; i = I, ...,nf

(7)

where ns is the slack bus number. PG,and Qc, are the real
180

0-7803-7863-6/03/$17.00
02003 IEEE

ell,

where 1': I,,I,, z3. and i, are Lagrange multipliers vectors.

According to Fiacco and McCormick's theorem [ 141, if p'
decreases monotonically to zero during the iterative process:
the solution of ( I O ) approaches the local solution of (9). If
is local minimum of (IO), x* meets the first order necessarr;
optimality conditions of Karush-Kuhn-Tucker (KKT): that is:

and reactive power Fenerated at bus i. PI,,and

are the real
and reactive power loads at bus I . I/', and 6, are the voltage
magnitude and angle at bus i. and B,, are the magnitude and
angle of element ij of admittance matrix. nb, ng, nsh and nt are
the number of buses, generators, shunt compensators and
transformers. respectively. Eqs. ( 2 ) : (3) represent the power
flow equations. Inequalities (4)-(7) represent the maximum
and minimum limits of the reactive power generations
bus voltages (V), shunt conipensators (Qsh). and transformer
tap positions (Tup),respectively.

(eG),

111. THEHIGHER-ORDER
INTERIOR

POINTMETHOD

The OPF formulation shown in ( 1 )-(7) can also be written

as a general nonlinear programming problem, given by

Min f(x)
subject io :

g(x) = 0

(8)

h' I h(x) 5 h"

XI

Ix Iat'

=O

=O
=O
=O
=O

(12)

=O

+ j 7 zq

=0

=O

F(w) =0
- pkS,-]e+ il
- p'S2'e

=0

=o

SI?s2, sj,s4

20

+ z1

+ z3 + i 4
+ SA + XI - XI(
l x + s4 - XI'
sl+ s2 + hi - h"

- pkS,'e
(9)

F(w)=

- x i +XI' = O
+XI1

+ z 2 + zl

- pkS;'e

- h(x) - S? + h" = 0

-X-Sq

=O

where,

-s,-s,-h'+h"=O

-s3 -s4

=O

where 17 j ( x ) is gradient of f(x); Jg(x) and Jh(x) are the

Jacobians of equality and inequality constraints; SI, S2, S3. and
S, are diagonal matrices containing SI, s2, s3. and s,; e is a
vector of ones. Eq. (1 2 ) may be written in compact form as

where x represent the control variables, f(x) is the objective

function; g(x) and h(x) are equality and inequality constraints,
21 and I are superscripts for upper and lower limits. The
inequality constraints of (8) are transformed in equality
constraints by using non-negative slack variables (s,, s2, s3, s,)
141, [SI that are included inf(x) as logarithmic terms.

Min f(x)
subject to :
g(x)

VS,L =
- pkS;'e + z l
VS,L =
- pkSz'e + z1 + z 2
Vs,L =
- p k S < ' e+ z1
VS4L=
- p k S i 1 e+ z3 + z 4
V1,L =
s3 + s4 + x' - x"
V i 4 L=
Ix + s4 - xl(
V2,L =
s1 + s2 + h' - h"
Vi?L=
h(x) + SI - h"
VxL = Vf(x)- Jg(x)'.y + Jh(X)'i?
VYL =
-g w

S?

h(x)+ ~2 - h"
Vf(x) - J ~ ( x ) +~ Jh(x)'
y
z2 + j"i4

Including the slack variables in f(x):

- g(x)
J=I

/=I

SubJect to

Eq. (1 3) may be solved by Newton method that implies in

solving a system of linear equations at iteration k :

g(x) = 0

- s l - s 2 - h h l + h U= O

(10)

J , ( d ) A d = -F(\d )

-h(x)-s?+h" = O

where J f - is the Jacobian of F(14,) and A141 is the vector of

corrections in the independent vector w. Afier solving (14) at
each iteration k . an estimate of the variables is obtained by

=o
+xu =o

-s3 -s4 - x i + x u

-x-s4

(14)

where ph > 0 is a barrier parameter. ti& and ndh are the

numbers of control variables and inequality constraints.
The Lagrangean function L of ( 1 0 ) is

J=l

J=l

- ? ' 7 g ( ~ ) - i : ( - ~ , - ~ ? - h h l + h U ) - r 9 ( - h ( x ) -+s zh " )

-1: ( - S 3 - s q

- x i +x")-z::

(-W-S4

+XI')

...( 1 1)

a',, and aid are respectively the primal and dual step sizes.
The maximum primal and dual step sizes at iteration k are

190

the one-dimensional search problem shown in Eq. (1 8).

-Sk

- s2
y m i n ( L ) , y min(-),
A.$4

As,

min pinf ( x k +a+)

As2

As@

(18)
0 -< ai 5
After the computation of optimal primal step size a;, the
primal variables (x, sb s2, s3 e s4) are updated using the Eq.
(]Sa), then the step akdis computed by solving the onedimensional search problem shown in Eq. (19).

aimax

subject to

min dinf(xk+',yk+a$Ay,z,"+a$Az,,z,k +aiAzz,)

min (

subject to
scalar y E (0,l) is a safety factor to assure the non negativity
conditions of the next point, a typical value is y = 0.99995.
The errors of the primal and dual functions at iteration k are:

maxb,!

dinf(x k , yk . zk2 . zk4 ) =

With the optimal dual step size a k d , the dual variables (y, zI,
z3 e zq) are updated through Eq. (15b). The two line search
: and akd,
problems for the computation of the optimal steps a
see Eqs. (18) and (1 9), are solved using the bisection method.
The so-called complementarity gap (residual value of the
complementarity condition) is computed at iteration k by

z2,

- hl(xk)]maxbl(xk)- h,"

I(Vf(x')- Jg(xk)'yk
+

(19)

0 6 ad 6 admaw

+($

+(z,")'s," +($ +z$)'s$ (20)

+ Jh(xk)'z,k + ''zi11,

pk =($)'s,"

llxkll*

In iteration k the value of pk is computed based on the

decrement of the complementarity gap

... (17b)
For Eq. (15) the primal and dual step sizes are defined as
akpE [0 akpma]
and a k d E [0 a k d m a ] , respectively. Typically,
the effect of a; and akdin the primal and dual functions
errors, respectively, is shown in Fig. 1.

+:;)'st

where p E (0,l) is the expected decrement of p k and is

called the centering parameter. A typical value is p = 0.2.
The convergence criteria of the NM are

pinz(xk) I
I lo-'

dinf ( x k ,y k ,z t ,z,k)

pk

Computation of dw of (14) involves the factorization of JF

and the solution of two triangular systems. Factorization of JF
is a computationally intensive task of IPM iterations. Mehrotra
[l 13 obtained best search directions dw by solving two linear
equation systems in each iteration k. These two systems define
the predictor and corrector steps, requiring the same matrix JF
and different independent vectors in (14). Thus, only one
factorization of JF is needed for both steps. Matrix JF is
D

Fig. 1. Effect of the primal and dual step sizes in the functions errors.

For NLP applications that adopt the IPM, the primal and
dual step sizes are computed as the maximum primal and dual
step sizes by using Eq.(16) (a; = akpma*,
a k d = akdmm).
Empirical evidence suggests that NM, when used in IPM, will
need an adequate computation of the primal and dual step sizes
in order to facilitate the convergence. In this work is proposed
an optimal computation of the primal and dual step sizes
which minimizes the primal and dual objective function errors,
respectively, assuring a continuous decrease during iterations
of IPM procedure (See Fig. 1). The step akpis the solution of
191

O
O
0
O
I
0
0
0

O O O I O
0
0 0 0 1 1
0
, O I O O O
0
D 4 1 1 0 0
0
I 0 0 0 0
0
I
O
O
O
O
~
0 0 0 0 0
0
0 0 0 0 0
Jh
0 0 'i 0 JhT H ,
0 0 0 0 0 - J g

O D , O

O D
O O
0 I
O
O
I
O
I
O
0
0
0
0

0
0
0
0
0
T 0
0
0

Jg'
0
(23a)

/=I

/=I

Hki!), H,(xV, Hh(xk) = Hessian matrices of the objective

function,'equality and inequality constraints, respectively. D,=
Si'Zi, 0 2 = S i i (Zi + Z j , 0 3 = S,"Z3 and 0, = S i i (Z, + ZJ.
Zi, Z2, Z3, Z, are diagonal matrices defined by components z i ,
z2, z3, z4. ndg is the number of equality constraints variables.

a) Predictor step
The affine-scaling direction dwaJ is first computed by [l 11

- z1
-22

-z,

where ASi"<
AS,"J and ASJJ are diagonal matrices
defined by components As//,As*af,A.93aJ and As4@,respectively
Since both the predictor and corrector steps use the same
matrix (JF), the additional computational effort for the
predictor-corrector method consists in the solution of a linear
system for computation of Awaf. The technique proposed by
Mehrotra is well-accepted and used for the computation of
better search directions in the IPM. However, better yet results
can be obtained by adding another corrector step to the
process. The resulting method is called multiple predictorcorrector (MPC). The use of MPC method may improve the
convergence performance, resulting in a smaller number ad
iterations [12]. The m-th corrector step consists of solving

- 23
-z3 -z4

-s3 -s4 - X I + x u
-Ix-s, +xu
-sl-s2-h1+hu
- ~ ( x ) - s +, h"
-Vf(x)+ J g ( x ) T y - J h ( x ) T z 2 - i T z 4

JF (Wk

JF(Wk

g(x)
dwaJis used to obtain an estimate for the independent vector
of the corrector step and for the barrier parameter pa[ To
estimate the value of pd, the primal and dual step sizes along
the affine-scaling direction (a,"';a / / ) are computed by (1 6),
like the maximum primal and dual step sizes, respectively. An
estimate for the complementarity gap is given by
Paf = ( z :

(zf

+ a$AzZpf j T (s:

+ a ; AsZpf)+

+ a f A+ + z i + a f h ~ ;)fT (s," + a5As;f) +

(z," + a z f A z f f ) T ( s :
(z," + a:f

(25)

AS$)+

kif + z t + a$

)T ( s t

+ a;fAstf)

when tn = 0, Awo = Awaf. The number of corrections tn for

iteration k varies, if tn = 1 the MF'C method corresponds to the
conventional predictor-corrector method. In this paper, the
corrector (m + 1) is computed only if it is possible to obtain a
decrease in the complementarity gap at iteration m
(p"' < p
m-i) and m is less than a maximum iteration count M (M is
typically equal to 5). If p 2 p m-' at iteration m, the process is
interrupted and the search direction Aw = Aw m-i is used. Test
results indicate that larger gains are obtained in further
iterations, as opposed to the beginning of the iterative process.

An estimate for pay is obtained by

IV. COMPUTER
TESTRESULTS

b) Corrector step
The direction dw is computed by
S;'(pfe-Aqf&Zff)-Z1
Yil(p"fe - As;f (AzZff + A @ ) )

- z2 - 21

s;'(paf e - hS,"f;f) - z3
y;'(paf e - AS;~ ( A Z ; +
~ A$ )) - z3 - z4
-s3-s4-x1ix'J
-1x-s, + x u
-sI - s2 - h' + h"
- h(x) - ~2 + h"
- V f ( ) iJg(x)Ty - Jh(x)T z2 - iTz4

The proposed methodology has been implemented using the

MATLAB version 6.1. All simulations were conducted on a
PC Pentium IV. The IEEE 30, 57, 118, and 300-bus test
systems have been used in the simulations. In Table I it is
shown relevant information for all systems used in the tests.
Also, the initial active power loss (Ploss) is shown.
The following values were set: po = 0.01, y = 0.99995, p =
0.2,and M = 5. A summary of the simulations is presented in
Table 11, where x is the number of primal variables, xlu is the
number of primal variables with lower and upper bound, nec
and nic are the number of equality and inequality constraints,
respectively, PIoss represents the minimum active power loss.
In Table 111 are presented the details of the convergerice
evolution of some values during for the IEEE 300-bus system.
In Table 111 may be noted that the primal and dual functions
errors decrease continuously during the iterations.
An important feature of IPM is that the number of iterations

192

does not depend on the size or the number of variables of the

optimization problem (see Table 11), being a very robust tool
to be used for several power system applications. The results
obtained for the active power loss minimization problem are
compatible with other results reported in the literature.

REFERENCES
M. IliG, F.D. Galiana and L.H. Fink, Power Sysfems Restructuring,
Kluwer Academic Publishers, 1998.
N. Karmarkar, A new polynomial-time algorithm for linear
programming, Combinaforica4, pp. 373-395, 1984.
V.H. Quintana, G.L. Torres and J. Medina-Palomo, Interior-point
methods and their applications to power systems: A classification of
publications and software codes, IEEE Trans. Power Systems, vol. 15,
pp. 170-176, Feb. 2000.
G.L Torres and V.H. Quintana, An Interior-point methods for non-linear
optimal power flow using voltage rectangular coordinates, IEEE Trans.
Power Sysfems, vol. 13,110. 4, pp, 121 1-1218, Nov. 1998.
S. Granville, Optimal reactive dispatch through interior point methods,
IEEE Trans. Power Sysfems, vol. 9, pp.136-146, Feb. 1996.
H. Wei, H. Sasaki, J. Kubokawa and R. Yohoyama, An interior point
methods for power systems weighted nonlinear L1 norm static state
estimation, IEEE Trans. Power Systems, vol. 13, no. 2, pp. 617-623,
May 1998.
G.D. Irisarri, X. Wang, J. Tong and S. Mokhtari, Maximum loadability
of power systems using interior point method nonlinear optimization,
IEEE Trans. Power Systems, vol. 12, no. 1, pp. 162-172, Feb. 1997.
X. Wang, G.C. Ejebe, J. Tong and J.G. Waight, Preventivekorrective
control for voltage stability using direct interior point method, IEEE
Trans. Power Systems, vol. 13, no. 3, pp. 878-883, Aug. 1998.
J. Medina, V.H. Quintana, A.J. Conejo and F.P. Thoden, A comparison
of interior-point codes for medium-term hydro-thermal coordination,
IEEE Trans. Power Systems, vol. 13, no. 3, pp. 836-843, Aug. 1998.
X. Yan and V.H. Quintana, An efficient predictor - corrector interior
point algorithm for security-constrained economic dispatch, IEEE
Trans. Power Systems, vol. 12, no. 2, pp. 803-810, May 1997.
S. Mehrotra, On the implementation of a primal-dual interior point
method, SIAM Joumal on Optimization, vol. 2, pp. 575-601, 1992.
T.J. Carpenter, I.J. Lustig, J.M. Mulvey and D.F. Shanno, Higher-order
predictor-corrector interior point methods with applications to quadratic
objectives, SIAM Journal on Optimization, vo1.3, no.4, pp.696-725,
1993.
R. Fletcher and S. Leyffer, Nonlinear programming without a penalty
function, Uni. of Dundee, Dundee, U.K., Numeric. Anal. Rep. NA/I71,
Sept. 22, 1997.
A.V. Fiacco and G.P. McCormick, Nonlinear programming: Sequential
unconstrainedminimization techniques, John Wiley & Sons, 1968.

TABLE
I
CHARACTERISTICS
OF TEST SYSTEMS
Dados
nb
ng
nsh
nl
nt
Ploss(Mw)

IEEE30
30
6
4
37
4
17.90

IEEE57
57
7
5
65

IEEEI 18
118
54
12
177
9
133.36

IEEE300
300
69
12
36 1
50
413.11

RESULTS OBTAINED FOR TEST SYSTEMS

IEEE30
IEEE57
lEEEl18
63
128
244
34
72
127
49
101
169
10
12
66
16.53
24.56
122.84
8
7
9

IEEE300
649
350
518
81
379.43
12

15

28.46

TABLE
I1
Dados
X

xlu
nec
nic
PIOSS(Wj
iterations

TABLE
Ill

iter

a kn

0.0000
0.3449
0.4922
0.8145
0.8576
0.7505
0.4052
0.7883
0.5768
0.4469
0.7068
0.9164
0.9738

2
3
4
5
6
7
8
9
10

11
12

SOLUTION OF IEEE 3oo-BUS TEST SYSTEM

akd
pinfk
dinfk
Pk
0.0000 2.574eMl 1.657etOO 4.352e-01
0.2643 I ,598eMI 1.180e+00 3.849.~-01
0.0671 7.828eM0 I.O02e+OO 3.646e-01
0.2393 1.195e+00 6.832e-01 2.870e-01
0.6896
1.745e-01 2.043e-01 1.120e-01
0.9051 4.344e-02 1.972e-02 1.574e-02
0.7360 2.962e-02 5.543e-03 5.262e-03
0.871 1 7.697e-03 8.743e-04 1.239e-03
0.5972 3.725e-03 3.877e-04 5.400e-04
0.3205 2.997e-03 1.789e-04 3.547e-04
0.7042 1.991e-03 5.225e-05 1.059e-04
0.9445 4.032e-04 7.143e-06 6.584e-06
0.9965
1.176e-05 1.375e-06 6.794e-08

Pk
2.OOOe-03
1.778e-03
1.600e-03
1.354e-03
5.333e-04
7.520e-05
2.5 18e-05
5.949e-06
2.596e-06
1.706e-06
5.095e-07
3.168e-08
1.584e-09

V.CONCLUSION
A model for active power loss minimization has been
presented. This model uses a methodology based on an
optimal power flow in which the objective function minimizes
the active power output of the slack generator. The OPF has
been solved with a multiple predictor-corrector interior point
method, of the family of higher order interior point methods,
enhanced with an optimal step length computation approach.
The optimal computation of the primal and dual step sizes
permits the minimization of the primal and dual objective
function errors, respectively, assuring a continuous decrease of
the primal and dual objective function during the iterations of
the interior point method procedure.
The IEEE 30-bus, IEEE 57-bus, IEEE 11&bus and IEEE
300-bus systems have been used to test the methodology.
Results of the tests have indicated that the convergence is
facilitated and the number of iterations may be small.

Marcos J. Rider was born in Lima, Peru in 1975. He received the B.S. (with
honors) and P.E. degrees from National University of Engineering (UNI),
Lima, Peru, and the M.S. degree from Federal University of MaranhPo
(UFMA), Brazil, all in electrical engineering. Currently he is working towards
a Ph.D. degree in electrical engineering at State University of Campinas
(UNICAMP), Brazil. His research areas are the development of methodologies
of optimization and applications of artificial intelligence in power systems.

V. Leonard0 Paucar (M90-SM99) was born in Lima, Peru. He received the

B.S. (first-class honors) and P.E. degrees from UNCP of Peru, the M.S. degree
from Catholic University of Chile and the Ph.D. degree from State University
of Campinas (UNICAMP), Brazil, all in electrical engineering. He is a
Professor at National University of Engineering (UNI), Peru, and at present is
a Visiting Professor at Federal University of MaranhPo (UFMA), Brazil. His
research interests include the applications of artificial intelligence techniques
in power systems security and electricity markets.
Ariovaldo V. Garcia received his B.S. and Ph.D. degrees in electrical
engineering in 1974 and 1981, respectively, from State University of
Campinas (UNICAMP), Brazil, where he is currently an Associate Professor
of Electrical Engineering. He has served as a consultant for a number of
organizations. His general research interests are in the areas of planning and
control of electrical power systems.
Manfred F. Bedrifiana was bom in Lima, Peru. He received the B.S. degree
in electrical engineering (first-class honors) from National University of
Engineering (UNI), Lima, Peru. Currently he is working towards a M.S degree
in electrical engineering at Federal University of MaranhPo (UFMA), Brazil.
His research areas are electricity markets and security assessment of electrical
energy systems.

193