512
2, May 1992
REPRESENTATION OF FACTS DEVICES
IN POWER SYSTEM ECONOMIC DISPATCH
G.N. Taranto LM.V.G.Pinto
DEE, PUC/RI
Rio de Janeiro, Brazil
Abstract - This paper presents a methodology for representing
FACIS devices such as phase shifters and series compensation in
power system operation. The proposed approach is based on
mathematical decomposition and network compensation techniques.
" r : *
It is possible to incorporate existing optimal pow; flow algorithm,
thus taking advantage of accumulated experience in optimization
methods and reducing software development costs. A case study with
a Brazilianderived system is presented and discussed.
keywords - FACTS, optimal power flow, linear programming.
Recent advances in power electronics have opened a new world in
power systems control. Several control devices are being developed
under this new concept, known as FACIS (Flexible AC Transmission
System) [l].Reference [2] presents eleven electronic devices, already
available or under design, able to change in a fast, effective way, the
network parameters in order to achieve a better system performance.
For example, modem thyristor devices, based on traditional control
concepts, such as phase shifting and shunt or series compensation,
will make it possible to use circuit reactances and voltage angles as
controls for power system operation [3].
Refs. [4] and [SI, among others, show the importance of these new
controls to heavily interconnected bulk power systems. Two types of
phenomena arc analyzed
b o p How, shown in Fig. 1: unwanted flow between utilities may
be formed across an interconnection that forms a closed loop,
even when utilities are able to supply their own load.
I L
Figure 1: Loop Flow
91 SM 4 2 8 - 3 PWRS A paper recommended and approved
by the IEEE Power System Engineering Committee of
the IEEE Power Engineering Society for presentation
at the IEEE/PES 1991 Summer Meeting, San Diego,
California, July 28 -
August 1, 1991. Manuscript
submitted January 28, 1991; made available for
printing May 8, 1991.
08X5-Xi)50~2$03.ooO1992 IEEE
Transactions on Power Systems, Vol. 7, No.
M.V.F.Pereira
Systems Dept., CEPEL
Pamllel Flow, illustrated in Rg. 2: powcr interchange between
utilities, such as A and B, may affect the whole interconnected
network and may cause problems (or be limited) by other
utilities' transmission facilities, such as C.
Parallel Flow
Figure 2 Parallel Flow
The main idca behind FACIS is to usc network parameters as
controls to direct flow, thus eliminating problems caused by
unwanted loop or parallel flows. The potential benefits brought by
the new technologies include reduction of operation and transmission
investment costs, increase of system security and reliability and
increase of transfer capabilities.
This flexibility, however, comes with a price. As the controls
influence each other, a good coordination is xequired in order to
bring all devices to work together, not interfering with each other.
Setting these controls may be a difficult task, and the planner or
operator will nced assistance of computational tools to analyze the
effects of the new devices on system performance. It will thus be
necessary to extend available system analysis tools, such as optimal
power flows (OPFs), to reprcscnt FACIS controls.
This paper presents a methodology for the representation of FACIS
devices such as phase shiften and series compensation in OPF
models. The proposed approach is based on mathematical
decomposition and network compensation techniques. It is possible
to incorporate existing optimal power flow algorithms, thus taking
advantage of accumulated experience in power system optimization
and reducing software development and maintenance costs. A case
study with a Brazilianderived system is presented and discussed.
Control Variables
The proposed modcl can be seen as an extension of the traditional
optimal power flow (OPF), where hvo additional control variables
have bcen introduced:
phase shifter angles, represented as compensation injections in
the circuit terminal buses
series compensation, represented as variations in circuit
reactances
In this work, both variables will be considered continuous and limited
by lower and upper bounds. The extension to discrete variations,
related to phase shifter taps or switched banks in series
compensation is currently under investigation.
T
 573
Network Model REPRESENTATK)N OF FACTS D M C E S

As our attention will be focused on the loop and parallel flow

problems, which a n mainly concerned with the rcdirection of active Rsprasentation of phase shifters
power flows across the system, the linearized (DC)power flow model
was felt to be adequate. As a consequence, voltage and stability The addition of a phase shifter to a power system affects cq.(2):
problems are not taken into account at this stage. Additional AC
power flow and stability studies should be performed in order to Fij = yij (8, t $ij) (6)
assess feasibility with respect to these aspects and make adjustments
to the proposed solution, if required. where $ij is the phase shifter angle, which is now 'a control variable
in the linearized OPP:
The DC power flow model represents the two Kirchoff laws:
Min C G
a) flow conselvation at each node: subjcct to
SFtG=L
S F t G = L (1) F - yS8- yS$ = 0
-
where: -G r G r -c
S node-branch incidence matrix FS F
G vector of active bus generations
L vector of active bus loads

b) loop law:
where 9 and $ a n the limits on phase shifter angles.
Fij = yij eij for all circuits (i-j} (2)
Although the above representation is straightforward, it cannot be
where: accomodated by the specialized algorithm [4 used to solve the
Fij active power flow in circuit i-j linearized OPF (5). However, it is possible to rewrite problem (7)in
8ij = Oi - 8j angle across circuit i-j a more suitable lorm by dividing the flow Pi in (6) into two
yij inverse of reactance (susceptance) of circuit i j components [q:

The set of equations (2) is represented in matrix notation as: F IJ,-- F b "IJ + Pij (8)

-
F 798 = 0 (3) where Fbij is the component associated with the circuit suseeptancc

where: Fbij = yij eq (9)

' indicates transpose
y diagonal matrix of circuit susceptances and Pij is associated with the phase shifter angle
Equations (1) and (3) are usually combined as: Pij = yij $ij (10)

EB+G=L (4) The phase shifter flow component Pij can be nprcscnted by
conrpensution injections P in the circuit terminal nodes, as shown in
where E = SYS'. Given G and L, the linear system (4) is solved by Pigurc 3.
sparse techniques to produce 8. Equation (3) is then used to
calculate the active power flows. 4
C)ptimal Power Flow

The objective of the OPF is to minimize system operation costs,

subject to operating constraints such as network equations, limits on
circuit flows and bounds on generation. The linearized OPP
corresponds to a linearpbgrunuriing (LP)problem:

Min C G ei
subject to
SF+G=L
F - ysve = o
-
Ga Gs E
pu 6
LsFs F
Figurc 3: Phase shifter Compensation Injections
where:
C generation cost vector (it is possible to represent nonlinear cost In other wrds, the phase shifter control is transformed into a
curves as piecewise linear curves) "generator" which can be easily handled by the specialized OPF
- algorithm [q. The only modification that is required is to represent
G and -G generation limits the fact that the 'generatof P affects busts i and j simultancously. A
i; and F circuit flow limits similar modification is described in [8] for the problem of circuit
switching and in [9] for the calculation of load supplying capability in
There are very efficient algorithms available for solving the linearized transmission planning.
OPF problem (5). One of the most widely used is based on a
compnu fomiulofion, in which the problem is rewritten in terms of "Generation"limits for P are also obtained from (10):
the generation variables G alone [6].

1-- 1
 574

Representation of Series Compensation c) let 7' be the optimal solution of (15); set the lower bound

As mentioned previously, the series compensation will be reprcscntcd L = 6(7*);

as a modification of the circuit reactance or, equivalently, of its Solve the linearized OPF for the the trial susceptances 7*,
inverse (the circuit susceptance 7). As in the case of phase shiftcrs, d)
produced in step b (second-stage problem):
the circuit susceptance can in principle be represented directly as a
control variable in the OPF probleni ( 5 ) : W* = Min CG
subject to
Min C G (13.1)
SF+G=L
subject to F - 7'90 = 0
SFtG=L (13.2) -
F - 7S'o = 0 (13.3) -
G s GIG
-
-G s G s -G (13.4) Fs F
FrFs F (13.5)
whcrc if1 ifb, ifg, and iff are the simplex miiIti@iers
7'75 f (13.6) associated to the constraints of (16) at the optimal solution
(to be discussed later);
where 7 and 3 are h i t s on susccptance variation.
e) set the the iippr bound i = w*, the optimal solution value
Note, however, that the OPF problem (13) is miilinear, due to the of the second-stage problem (16);
product of 7 and 0 in equation (13.3). Thus, it is not possible to use
linear programnung techniques, and it becollies necessary to develop note that W * (and hence 5 ) corresponds to the "true'
a new approach to solve the optimization problem. operation cost @(y*)for the trial decision 7'

13 if T - I- s 6 , where 6 is a prestablished tolerance, stop; the

W E DECOMPOSJTION APPROACH
Our proposed approach is based on the observation that the
optimization problem (13) becomes easier to solve if the control
decisions are taken in fwo stages:
in the first stage, decide on a trial susccptance value, To, subject
to the upper and lower bounds 7 I 7' s 7
i n the second stage, given the susceptance value 7 * , solve the
linearized OPF problem using the specialized algorithm [GI
including the representation of phase-shiftcrs, if desired.
optimal solution has been reached;
otherwise, update the approximate function z(7) and
return to step (b)
The critical point in the Benders decomposition scheme is the
updating of the approxiniate function g(7).As seen above, there is a
set of multipliers (if) associated to the constraints of (16) at the
optimal solution. These niultipliers measure the variation of the
operation cost W * with respect to incremental variation in system
parameters. Therefore, they can be used to construct a linear
- npprosinrotion to cl(-() around the trial point 7':

The special features of this two-stage dccision problem can be

exploited by a mathematical technique known as Bendcrs
decontposirion (101,which has been successfully used to solve powcr
system problems in several different planning and operations areas
111-161.
As seen in step (c), ~ ( 7 ' cormponds
) to w * , the optimal operation
cost associated to the trial value 7'. The vector A7 is the sensitivity
of the operation cost with respect to the circuit susceptance, and is
calculated as [14]:

In the Benders decomposition scheme, the optimal operation cost of if7aj = (ifdi - Tdj + ifrij)(Oj - Oi) for all {ij'} (18)
the second-stage problem is seen as a scalar ftiricrioii @(y) of the
first-stage dccision 7. This function indicates the "consequences" of
The approxiniate function Z(7) is a piecewise linear function,
each series compensation action 7 in ternis of operation costs. If this
constructed from the approximations (18) obtained in successive
function was available, the complete OPF problem (13) could be
stated as the following reduced problem, written only in tcmis of the iterations, as illustrated in Figure 4.
decision variables 7:

Min a(7)
subject to
2 s 7s 7
The Benders decomposition is a technique for conmtcting ol(y),
based on the iterative solution of the linearized OPP for different
values of 7. The Benders algorithm is summarized in the following
steps:

a) start with an appraximafe firrrcfion ?i,(y) which is a lower

bound to the "true" (unhiown) function a(7)
(for example, set 5(7) = o for all 7);
b) solve an approximate reduced problem, known as inasto'
problem, for the approximate cost function:

Min z(7)
r"
subject to
2 s 7s 7 Figure 4: Construction of 6(7)

1- r--- -

We can see in the Figure that the piecewise linear function &(7)
Over the linear approximations
to the
for each 7. Therefore, the maSter problem (14) in step (b) of the
decomposition algorithm can be represented as a LP problem:
%7) = Min 0
subject to
7' 7s 7
0 L w1 t n: (7 - 7')
crrwZ+nj(7-72)
a>wnt n.3 ( 7 - r",
The updating of z(7) in each iteration of the decomposition
algorithm corresponds to the addition of a linear constraint to the
master problem (19).
Finally, it should be noted that the OPF problem with series
compensation (and hence a(7))may be nonconvex [14]. In this case,
it will not be possible to guarantee convergence to the global
optimum in the decomposition scheme. Reference [ll] describes a
technique for identifymg these situations.
CASE STUDY
The proposed methodology was applied to a reduced network of the
Brazilian Southern- Southeastem system with 124 buses, 272 circuits
and SO generators shown in Figure S. As 90% of the generation in
the Brazilian system comes from hydroelectric plants, the objective
function in the OPF is the minimization of load curtailments
required to alleviate operating constraint violations [9,11].
Figure 5: Brazilian south/southeast system
The hydrological scenario corresponded to low inflows to the
reservoirs in the southeast region and high inflows to the reservoirs
in the south region. The linearized OPF without F A C E devices
indicated that would not be possible to transfer enough power from
the south region, and that a load curtailment of 122 h4W would be
required in the Foz do Iguacu bus.
1- I I
515
The possibility Of "pensation representcd in five
circuits, indicated in Figure 5. The algorithm converged in two
iterations, indicating a compensation in the hia-Ivaipora circuit.
This control action eliminated the load curtailment.
Figure 6 shows in more detail the region of interest. We can observc
that the maximum energy transfer capability from the South to the
Southcast was limited by the circuit IvaiporaSalto Santiago. The flow
in the parallel circuit Mia-haipora is far from its maximum limit.
The control was theiefore typical of a parallel flow problem: by
decreasing the susceptrnce of Areia-Ivaipora, the flow wds diverted to
this path, and transfer capability was enhanced.
-*-
rm or-
c . novm
SOUTH
Figure 6 Parallel Flow Problem
A second study was then run with phase shifters replacing the series
compensators in the same five circuits. A similar solution was found:
an increase of the angk across hia-Ivaipora, leading to an increase
in the circuit flow.
C@APWATlONAL ASPECTS
The algorithm was implemented in both mainframe and PC versions.
The tests were carried out on a 20MHz 80386/387 micro-computer.
The execution times were as follows: 10 seconds for the series
compensation and 3 seconds for the phase snifter.
CONCLUSIONS
This paper described a methodology for representing FACI'S devices
such as series compensation and phase shifters in optimal power flow
(OPF) models. A linearized network model (DC power flow) was
used. The linearized OPF model corresponds to a linear
programming (LP) problem, which can be efficiently solved by
specialized algorithms.
Controlable phase shifters were represented as compensation
injections in the circuit terminal buses. These injections are easily
represented as generations in the existing OPF solution algorithm,
with a small modification.
The representation of series compensation is more complex, because
the resulting OPF problem becomes nonlinear. A twcMtage
optimization procedure was then applied: in the f m t stage, trial
values for series compensation are decided. In the second stage, given
these trial values, a conventional linearized OPF is solved. The
feedback from the second-stage problem to the first-stage problem is
given by sensitivity vectors, which indicate the variation of system
operation cost with respect to incremental variations in the series
compensation values. This sensitivity vector can be seen as a
"gradient" direction to improved operation cost.
?he proposed approach is easy to implement and is computationally
efficient. It also allows the use of the existing OPF algorithms with
minor modifications, thus reducing software development and
maintenance effort.
~-
 ~
576
FURTHER RESEARCH
The following topics are currcntly being investigated:
the sensitivity indices X 7 can be calculated even for circuits in
which series compensation is not installed; therefore, they can
indicate attractive sites for installing these devices: a high value
of ~7 indicates that a series compensator would improve
operation costs; conversely, a low value of r7 indicates that the
device would not be benetitial; a similar sensitivity index can be
obtained for phase shiftcrs
these sensitivity indices can also be uscd as part of a global
optimization scheme to produce the leastcost allocation of
FACTS devices, i.e. minimizing the sum of device iiivestnicnt
costs and system operation costs. This scheme is also based on
decomposition, and is similar to the approach proposed i n [ll]
for transmission expansion planning
the proposed techniques can be extendcd to AC optimal power
flow models, thus taking voltage aspects into account. In this
case, it is also possible to represent another F A C E device, the
static VAr compensator, using the tcchnques dcvcloped i n
Rclercncc [lS].
PSEFENCES
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BIOGRAPHIES
Glauco Ncry Taranto was born in 1965 in Rio de Janeiro, Brazil. He
rcceivcd his B.Sc from the State University of Rio de Janeiro
(UEIU) and M.Sc. from the Catholic University of Rio de Janeiro
(PUC/IU) in 1991. He is now working for his D.Sc. d e p e in
el ect r ica I engineering.
Leonlina Maria Viana Graziadio Pinto was born in Coimbra,
Portugal in 1958. She received her BSc in Electric Engineering, USc
in Computer System Engineering and DSc in Mathematics from the
Federal University of Rio de Janeiro. She is now with the Catholic
University of Rio de Janeiro (PUC/RJ) working in research and
edurdlion in planning and operation of electrical systenls.
Mario Vciga P c m . P e r c h was born in Rio de Janeiro, Brazil, in
1YS3. I-IC rcceivcd his B.Sc. in Systems/Electrical Engineering from
I'UC i n 1975 and MSc and DSc degrees from COPPE/UFRJ in 1976
arid 1985 rcspcctively. Since 1975 he has been employed by CEPEL,
the Brazilian Electric Power Research Center, where he worked as a
project coordinator in the arkas of Electric Systems Operation and
Planning. During 1984 and 1985 he was on loan to EPRI, where he
worked as a project manager in projects related to the same areas.
During 1989 and 1930 he was on sabbatical leave in PUC, the
Catholic University of KOde Janeiro.