• Newton-Raphson Method

The most widely used method for solving

simultaneous nonlinear algebraic equations. It
is a successive approximation procedure based
on initial estimate of the unknown and the use
of Taylor’s series expansion. Consider the
solution of the one-dimensional equation given
by
f ( x)  c

If x(0) is an initial estimate of the solution, and

∆x(0) is a small deviation from the correct
solution, we must have
 f(x(0) + ∆x(0))= c
Expanding the left-hand side of the above
equation in Taylor’s series about x(0) yields
(0)
1 d f 
(0)
 df 
2
f ( x )    x   2
(0) (0)
 (x ( 0) ) 2  ...  c
 dx  2!  dx 
Assuming the error ∆x(0) is very small, the higher-
order terms can be neglected, which results in
(0)
 df 
c (0)
   x ( 0)
 dx 
where c (0)  c  f ( x (0) )
Adding ∆x(0) to the initial estimate will result in
the second approximation
c ( 0)
x (1)  x ( 0)  (0)
 df 
 
 dx 
Successive use of this procedure yields the
Newton-Raphson algorithm
c (k )
c ( k )  c  f ( x ( k ) ) (Eq. 1) , x ( k )  (k )
(Eq. 2)
 df 
 
 dx 
 ( k 1)
then x x (k )
 x (k )
(Eq. 3)
Eq. 2 can rearranged as
c ( k )  j ( k ) x ( k ) (Eq. 4)
(k )
where  df 
j  
(k )

 dx 
The relation in Eq. 4 demonstrate that the nonlinear
equation f(x) – c = 0 is approximated by the tangent
line on the curve at X(k) . Therefore, a linear equation
is obtained in terms of the small changes in the
variable. The intersection of the tangent line with the
x-axis results in X(k+1) as demonstrated graphically in
the example below.
The curve f(x)= X3 – 6X2 + 9x – 4 has a root x=4. An
initial estimate of X(0)=6 is assumed.
f(x)

40

20

0 X(3) X(2) X(1) X(0)

1 2 3 4 5 6
• The analytical solution given by the NRM is
Now consider the n-dimensional equations given by
f1 x1 , x2 ,..., xn   c1
f 2 x1 , x2 ,..., xn   c2
...........................
f n x1 , x2 ,..., xn   cn

Expanding the left-hand side of the system of equations in the

Taylor’s series about the initial estimates and neglecting all
higher order terms, leads to the expression
(0) (0) (0)
     
 f1 (0)   f1  x1(0)   f1  x2 (0)  ...   f1  xn (0)  c1
 x1   x2   xn 
(0) (0) (0)
   f   f 
 f 2 (0)   f 2  x1
(0)
  2  x2  ...   2  xn  c2
(0) (0)

 x1   x2   xn 

...........................
(0) (0) (0)
 f n   f n   f n 
 f n     x1    x2  ...    xn (0)  cn
(0)
  (0)
  (0)

 x1   x2   xn 

In matrix form
 f  ( 0 )  f1 
( 0)
 f1  
( 0)

 1    ...   
 c1   f1 ( 0)   x1   x2   xn    x ( 0 ) 
 (0) 
 ( 0) 
 f 2   x ( 0)  
(0) ( 0) 1

     f 2   f 2 
 c 2 f 2       ...    2 
 .   x1   x2   xn    ... 
  ... ...   ( 0) 
(0)  ... ...
cn   f n    ( 0 )   x 
 f n    n 
( 0) ( 0)
 f n   f n 
  ...  
 x  
 1   x2   xn  
In short form, it can be written as
C ( k )  J ( k ) X ( k ) or X ( k )  J ( k ) 1 C ( k )
And the Newton-Raphson algorithm for the
n-dimensional case becomes
X ( k 1)  X ( k )  X ( k ) (Eq. 5)
where  x1( k )   c1   f1 ( k ) 
 (k )   (k ) 
x c   f2  
X ( k )  2  and C ( k )  2
 ...   ... 
 (k )   (k ) 
xn  cn   f n  
 f  ( k )  f1 
(k )
 f1  
(k )

 1    ...   
 x1   x2   xn  
 (k ) (k ) (k ) 

 2 f   f 2   f 2  
J (k )   x    ...  
 1  x2   xn  
 ... ... ... ... 
 (k ) (k ) (k ) 
 f n   f n   f n  
  ...  
 x  
 1   x2   xn  
J(k) is called the Jacobian matrix. Elements of this matrix
are the partial derivatives evaluated at X(k).
• Newton-Raphson Power Flow Solution
For the typical bus of the power system shown
Vi yi1 V1
yi2 V2
Ii .
. yin Vn

yi0

The current entering bus i is given by

n n
I i  Vi  yij   yijV j j i
j 0 j 1
This equation can be rewritten in terms of the bus
admittance matrix as
n
I i   YijV j (Take note of uppercase Y)
j 1

In the above equation, j includes bus i. Expressing this

equation in polar form, we have
n
I i  Yij V j ij   j
j 1

The complex power at bus i is

Pi  jQi  Vi I i
*
Substituting the current Ii (in polar form) in the above
equation n
Pi  jQi  Vi    i  Yij V j ij   j
j 1

Separating the real and imaginary parts,

Pi   Vi V j Yij cosij   i   j 
n
(Eq. 6)
j 1

Qi   Vi V j Yij sin ij   i   j 

n
(Eq. 7)
j 1

These equations constitute a set of nonlinear equations

in terms of the independent variables, voltage
magnitude and phase angle.
Expanding the preceding equations 6 & 7 in Taylor’s
series about the initial estimate and neglecting all
higher order terms results in the following set of
linear equations.
 P2 ( k ) P2
(k )
P2
(k )
P2 
(k )

 ... ... 
  n  V2  Vn  
 P2 ( k )   2  2 
(k )

   : (k ) : : : : :  
 :   Pn Pn Pn Pn   : 
(k ) (k ) (k )

 P ( k )    ...
 n  V2
...    ( k ) 
 Vn   n 
 n   2 (k )
 ____    Q2 Q2 Q2 Q2   ____ 
(k ) (k ) (k )

Q ( k )    ...
 n  V2
...   V ( k ) 
 Vn   2 
 2   2
 :   : (k ) : : : : :  : 
 (k )   Qn Qn
(k )
Qn
(k )
Qn    V ( k ) 
(k )

Qn   ... ...   n 

  2  n  V2  Vn 
 
In the above equation, bus 1 is assumed to be the slack
bus. The Jacobian matrix gives the linearized
relationship between small changes in voltage angle
Δδi(k) & voltage magnitude Δ Vi(k) with the small
changes in real and reactive power small ΔPi(k) and
ΔQi(k) . Elements of the Jacobian matrix are the partial
derivatives of Eqs. 6 & 7 evaluated, evaluated Δδi(k) &
voltage magnitude Δ Vi(k) . In compact form , it can be
written as
 P   J1 J 2    
Q   J  
J 4   V 
   3
The diagonal and off-diagonal elements of J1 are
Pi
  Vi V j Yij sin  ij   i   j  (Eq. 8)
 i j i
Pi

  Vi V j Vij sin ij   i   j  (Eq. 9)
 j
The diagonal and off-diagonal elements of J2 are
Pi
 2 Vi Yii cos ii   V j Yij cosij   i   j  (Eq. 10)
 Vi j i

Pi
 Vi Yij cos ij   i   j  j i
Vj (Eq. 11)
The diagonal and off-diagonal elements of J3 are
Qi
  Vi V j Yij cos ij   i   j  (Eq. 12)
 i j i

Qi
  Vi V j Yij cosij   i   j  j i (Eq. 13)
 j
The diagonal and off-diagonal elements of J3 are
Q
 2 V Y sin    V Y sin      
i
(Eq. 14)
 Vi
i ii ii j ij ij i j
j i

Qi (Eq. 15)

  Vi Yij sin  ij   i   j  j i
Vj

The terms ΔPi(k) and ΔQi(k) are the difference

between the scheduled and calculated values,
known as the power residual, given by
Pi ( k )  Pi sch  Pi ( k ) (Eq. 16)
Qi( k )  Qisch  Qi( k ) (Eq. 17)
The new estimates for bus voltages are
 i( k 1)   i( k )   i( k ) (Eq. 18)

Vi ( k 1)  Vi ( k )   Vi ( k )
(Eq. 19)
The procedure for power flow solution by the Newton-
Raphson method is as follows:
1. For load buses, where Pisch and Qisch are specified,
voltage magnitudes and phase angles are set equal to
the slack bus values, or 1.0 and 0.0, that is Vi(0) = 1.0
and δi(0)=0. For voltage-controlled buses, where Vi
and Pisch are specified, phase angles are set equal to
the slack bus angle, δi(0)=0.
2. For load buses, Pi(k) and Qi(k) are calculated from Eqs. 6
& 7 and ΔPi(k) & ΔQi(k) are calculated from Eqs. 16 &
17.
3. For voltage-controlled buses, Pi(k) and ΔPi(k) are
calculated from Eqs. 6 & 16, respectively.
4. The elements of the Jacobian matrix (J1, J2, J3, and J4)
are calculated from Eqs. 8-15.
5. The linear simultaneous equation is solved directly by
optimally ordered triangular factorization and
Gaussian elimination.
6. The new voltage magnitudes and phase angles are
computed from Eqs. 18 & 19.
7. The process is continued until the residual ΔPi(k) and
ΔQi(k) are less than the specified accuracy,
Pi (k )  

Qi(k )  

Example: Obtain the power flow solution by the

Newton-Raphson method for the system of Example
6.8 (Saadat, page 217).
Line impedances converted to admittance and the
resulting bus admittance matrix is
 20  j50  10  j 20  10  j30
Ybus   10  j 20 26  j52  16  j32
 10  j30  16  j32 26  j 62 

Converting the bus admittance matrix to polar form

53.85165  1.9029 22.360682.0344 31.622781.8925 
Ybus   22.360682.0344 58.13777  1.1071 35.777092.0344 
 31.622781.8925 35.777092.0344 67.23095  1.1737
 From Eqs. 6 & 7, the expressions for real power at bus 2
& 3 and the reactive power at bus 2 are
P2  V2 V1 Y21 cos  21   2  1   V22 Y22 cos  22  V2 V3 Y23 cos 23   2   3 

P3  V3 V1 Y31 cos  31   3  1   V3 V2 Y32 cos 32   3   2   V32 Y33 cos  33

Q2   V2 V1 Y21 sin  21   2  1   V22 Y22 sin  22  V2 V3 Y23 sin  23   2   3 

Elements of the Jacobian matrix are obtained by taking

partial derivatives of the above equations with
respect to δ2 ,δ3 and V2 .
These are
P2
 V2 V1 Y21 sin  21   2  1   V2 V3 Y23 sin  23   2   3 
 2