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Transactions on Power Systems, Vol. 7, No. 3. August 1992

A LEAST SQUARES SOLUTION FOR OPTIMAL POWER FLOW SENSITIVITY CALCULATION

S.V. Venkatesh Wen-Hsiung E. Liu Empros Systems International Minneapolis, Minnesota Abstract: Sensitivities of an Optimal Power Flow (OPF) solution to small changes in bus loads, flow limits, bus voltage limits and other OPF constraints are becoming increasingly important to the utility industry. Many of these sensitivities are not produced by most of existing OPF algorithms. In the paper, a least squares based algorithm is proposed that is suitable for post-OPF sensitivity calculations. The algorithm provides acceptable sensitivities of optimal solutions under the consideration of all important operational and security constraints. The optimal solutions need not be exact. This is especially important for real-time applications where only approximate, but close to the true optimum, solutions are available. The proposed algorithm has been implemented in a production grade computer software and is sufficiently general to be used by other electric power utilities. It is intended to be used as part of the OPF calculations in the new EMS of the Pacific Gas and Electric Company. Test results on a 1700 bus system are presented. Keywords: Optimal Power Flow, OPF sensitivities, Bus Incremental Costs, Least Squares Estimation. Alex D . Papalexopoulos Pacific Gas md Electric Company San Frmcisco, California The effects of changes in the system conditions on the optimal operating states are usually very important for applications in the real time environment. where OPF solutions track the successive power system changes and continually steer the system in the direction of optimal and secure operation. Information regarding the sensitivities of the optimal states with respect t o system changes, such as load variations, operating limit changes, o r constraint parameter changes. can be directly used in many practical applications. For example, the sensitivities of the production cost of generation with respect to changes in the bus active power injections are called Bus Incremental Costs @ICs). A quantity such as BIC can be used to price co-generation. Other similar sensitivities can be used to establish proper pricing methodologies for transmission services such as wheeling. These problems are becoming increasingly important, as the utility industry's focus is shifted from building generation capacity to the transmission part of the business. Other OPF sensitivities such as sensitivity of production cost of generation to change in branch flow limits, can be useful in the planning environment. These sensitivities can help utilities identify expensive bottlenecks in the transmission system and take the necessary actions. BICs and other sensitivities will be automatic by-products of the OPF solution if a full OPF using Newton approach [7] is performed. However, most of the OPF techniques used in the EMS environment, rely on decoupling of the active and reactive formulation [8.9]. Specifically, the OPF problem is decoupled into an active power subproblem and a reactive power subproblem. The active power subproblem determines the values of the active power controls that minimize an objective which is only a function of active power variables while satisfying the active power constraints. The sequential linear programming is usually used to solve this subproblem. Similarly. the reactive power subproblem determines the values of the reactive power controls that minimize an objective function which is a function of reactive power variables while satisfying the reactive power constraints. Usually, a Newton based approach is used to solve this subproblem. During the optimization of the active power (or reactive power) subproblem, the reactive power (or active power) control variables are kept constant. The decoupled approach provides acceptable accuracy and meets the necessary computational performance requirements for real time applications. Unfortunately. it does not provide the necessary BICs and other sensitivities as part of the OPF solutions. Hence, a separate effort is required to obtain the sensitivities.

I. INTRODUCTION
Optimal Power Flow (OPF) functions constitute a set of mathematical tools that help utilities optimize various operating conditions of their power generation-transmission system. [1.2] The objectives of optimization may be minimization of the total production cost, minimization of the transmission line losses, or maintaining secure operation with minimum movement of control variables. The settings of the available controls. such as active power generation output, generator bus voltages, transformer tap positions etc., are adjusted, subject to some constraints of the system, to achieve the specific objective. Mathematically, there are two kinds of constraints -- equality constraints such as power flow constraints. and inequality constraints such as limits on the control variables or operating limits on the equipment and transmission lines. Several OPF solution techniques such as successive linear programming approach [3,4]. successive quadratic programming approach [5,6], and Newton approach [7]have been proposed and implemented. These techniques have attained a fair level of maturity in terms of flexibility, reliability and performance requirements for real life applications.

Papers presented at the Seventeenth PICA Conference at the Hyatt Regency Baltimore Hotel, Baltimore, Maryland, M a y 7 - 10, 1991 Sponsored by the IEEEPower Engineering Society

In the paper, a post-OPF sensitivity calculation algorithm is proposed. It computes Lagrange multipliers. which are indeed the required sensitivities [10.11]. after an OPF solution is obtained. The proposed algorithm involves the formulation of a Lagrangian which includes the appropriate objective function (usually production cost of generation) and all the enforced constraints ( equality and binding inequality constraints). By applying the Kuhn-Tucker conditions. the derivatives of the Lagrangian at the solution with respect to free variables (state variables and control variables) provide a set of overdetermined equations for the Lagrange multipliers. This set of equations, ' however, may not be consistent since the OPF

0885-8950/92%03.00 0 1992 IEEE

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solution in the real-time environment is usually not exact Consequently, a least squares estimation of the Lagrange multipliers with the overdetermind set of equations is used. Mathematical formulation of the least squares problem for the sensitivity calculation is presented. In addition. a computationally efficient method of solving the normal equation is derived. Special care has been taken to accurately model all controls rind all operating and security constraints. The algorithm has been tested on a reasonably large system The results indicate the validity of the approach. This accomplishment fulfils an important need of the utilities, especially in an EMS environment. The paper is organized as follows: In section II, the methodology for the sensitivity calculation is presented. In section III. the modeling of various OPF constraints and variables in the sensitivity calculation is discussed. Test results on a 1700-buses system are reported in section W . Finally, conclusions are drawn in section V.

(3)
x=xs
(4)

x=xs

x=xs

Since an OPF has already been performed,the only unlmom in eq. (4) is A For conciseness, eq. (4) can be rewritten as:
AA=b where:

(5)

A
b=d'

is an nxl vector

ax

is.nmx1vect.m is the number of free variables is the number of binding constraints.

I I . METHODOLOGY FOR SENSITIVITY

CALCULATION The optimal power flow problem can be formulated as (21: Minimize subject t o and where: x f(x)
g(x)

m n

f(x) g(x) = 0 h(x) s0

h(x)

is the set of free variables consisting of control variables and state variables is a scalar objective function represents the power flow constraints consists of the limits on the control variables and the operating limits on the power system.

This is a general constrained optimization problem. The sensitivities of the objective function to the binding constraints are equal to the corresponding Lagrange multipliers' at the solution point [10,11]. In other words, the desired sensitivities, such as bus incremental costs and binding constraint sensitivities. can be obtained from the Lagrangian which explicitly includes the active constraint set at the solution. Consequently, the sensitivity calculation algorithm is a post-calculation procedure for computing the Lagrange multipliers. The Lagrangian, with the knowledge of the active constraint set, can be formulated by including the objective of interest (such as production cost of generation or transmission line losses) and all binding constraints.

Usually, m is greater than n. Therefore, the set of equations in (5) is overdetermined. If an exud OPF solution were available. it would be possible to choose any n independent equations out of the m equations and obtain the solution for the Lagrange multipliers. A, since all m equations are consistent. However, in a real-time enviroment, improvements in the solution speed are more important than the determination of exact optimal solutions. Therefore, at best, only approximate solutions are available. Decoupled formulations. for example, are usually adopted for real-time applications because of their computational performance. Such formulations C M only provide approximate solutions which are reasonably close t o the true optimum. Hence, the m equations in (5) are not guaranteed to be consistent. The solution obtained from a choice of one set of n independent equations may be different from the solution obtained from another set of n independent equations. It is very difficult to determine which set of equations would produce an acceptable solution for A. Furthermore, from the numerical point of view, the selection of a set of independent equations is not trivial, either. A better o use lemst squares estimation where the errors in alternative is t the estimated A are " I [ll]. The residuals of the least squares estimation can then be used as an index of the quality of optimization as well as the sensitivity estimation. This is very similar to the philosophy of bad data detection in power system state estimation where the residuals are used to detect and identify bad measurements. The least squares estimation of the sensitivities is formulated as follows:

where:

A
C(x)

is a vector of Lagrange multipliers is the active Constraints which include all the quality and binding inequality constraints at the solution point.

The solution which minimizes J(X). the normal equation approach

A*, can be determined by

At the optimum, xs, the derivatives of the Lagrangian with r e e variables. are zero, i.e.: respect to the f

13%

In applications such as state estimation, the dimension of the gain matrix, ATA,is equal to the number of buses. The matrix
graph used lo form ATA CM be obtained directly from the power system network without going through actual matrix, multiplication [ 121. However, in the sensitivity estimation, the "nodes" of the matrix graph for ATA in (7) are the constraints which are enforced at the solution obtained from OPF. Hence, in this case. there is no physical network graph Corresponding to the gain matrix. In order to have an efficient approach to build both symbolic and numerical ATA for sparse matrix computations. the Hachtel augmented matrix, H . is used. Consider the matrix H of dimension m+n: m n lwk-4

1.

Biadlng Constralnts

In general, there are three types of binding constraints:

1)

2)

3)

Equality constraints, such IS activeheactive power injection constraints; b c r l control constraints, such as area interchange controls, phase shifter controls, and generator and transformer remote voltage controls; Functional binding constraints, such as M W reserve constraint. net area generation constraints, branch flow constraints and transmission corridor constraints.

A brief description of some of the above constraints is given below. Active Power
a .

(9)
L
d

ConsqgiDt (PIC)

It is shown in the Appendix that if the fust m rowslcolumns of H are ordered and factorized first, ATA will be produced in the lower portion of H. The sparsity structure of the resulting submatrix ATA will not be affected by the ordering of the first m rows/columns as long as they do not mix with the rest of n rows/columns. The remaining n rows/columns are then ordered by minimum degree criterion to provide a sparsity structure for the submatrix ATA. The techniques implemented here do not require major modifications of the traditional sparsity routines. On the other hand, they do eliminate the burden of matrix multiplication when creating the gain matrix in (7).

An active power injection is present at every bus in the network. The k corresponding to these constraints are the desired Bus Incremental Costs. The constraint equation for each bus is written as follows:

Pg - P1+ a * E - Z Pflow = 0 where: Total M W injection of generators connected to the bus Total M W load of the bus Participation factor of the generators o the bus for area interchange connected t and/or dismiuted slack Slack error for area interchange and/or distributed slack Sum of M W flows of branches connected to the bus.

Pg =
P1 = a=

III. MATHEMA 'ICAL MODELLING IN SE? SITIVITY CAL CULATION

All binding constraints at the optimal solution, have to be modeled explicitly in the Lagrangian to obtain accurate constraint sensitivities. Variables have to be modeled as free variables or parameters based on their ability to move at the optimal point obtained by an OPF. These t h r e e important issues - binding constraints. free variables and parameterized variables - are discussed in the following subsections. The modeling information provided below is important because constraints and variables may be modeled differently in the main OPF algorithm. For instance, the successive linear programming approach [3,4] will linearize the constraints about the operating point: this modeling is different from what is needed for the sensitivity calculation. On the other hand, a decoupled approach [8,9] will model active variables and active constraints in the active power sub-problem and reactive variables and reactive constraints in the reactive power subproblem. Furthermore, the main OPF algorithm may not explicitly model power flow constraints such as area interchange constraints and transformer remote voltage constraints. These constraints may be handled in between OPF iterations. The modeling provided below clearly illustrates how all of the constraints and variables can be modeled simultaneously, to produce accurate estimates of the OPF sensitivities. The inclusion of all important operational constraints and their treatment i n a unified way in the sensitivity calculation algorithm is one of the contributions of this work.

E=

x Pflow =

A reactive power injection constraint is present at every bus in the network. If the bus is a generator bus and it is participating in voltage control. then the reactive injection constraint is modified to include terms indicative of the generator's participation in voltage control. The equation for each bus is written as follows: Q~ - Q, + 6 * a * E + Zy* G where: Qg= Ql= Qflow = o

B=

a=
E=

Z.r=
G=

Qkw=

Sum of fixed MVAR injection of generators connected t o the bus Total MVAR load of the bus Factor to change MVAR corresponding to M W slack adjustments participation factor of slack as in eq. (10) Slack enor for area interchange and/or distributed slack Total participation factor of generators for voltage control Total MVAR required for voltage control Sum of MVAR flows of branches connected to the bus.

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constraint

(m
(15)

Area interchange control ensures that tie l i e flows match the scheduled net interchange for each company. When the area interchange option is exercised, an area interchange equation is written for all but the primary company of the network. The reasons are: 1) Specifying interchange for all but one company is sufficient- the interchange for the unspecified company is automatically satisfied; and 2)The primary company is the appropriate choice for not ,specifying interchange. since there is no slack variable corresponding to it- all slack is taken care of by the generator banks on MW control. The area interchange equation for each external company is mitten as follows: PM where: PM= PEIf = Desired area interchange for an external company Firm MW transaction of an external company with p r i m a r y company P a w= Withdrawable MW transaction of an external company with p r i m a r y company

where: Pa= fPfi= transmission corridor.

M W limit on the transmission comdor

Sum of MW flows through lines in the

2.

Free Varlablcs

+ PEIf + PEIw - CTie flows = 0

Derivatives of the Lagrangian are taken with respect to all free variables. These variables are free to move during the optimization. There are three types of free variables:

1 . State variables 2 . Active control variables 3. Reactive control variables.

State variables are :

1. 2. 3. 4.

ZTie flows =

Sum of tie line MW flows leaving the external company.

v o frvC)

Voltage angles Voltage magnitudes Transformer taps used for remote voltage control Phase-shifters on MW flow control 5 . Total MVAR required for remote voltage control by transformers (See handling of remote voltage control by transformers) 6. Total MVAR required for voltage control by generators (Similar t o 5 above) 7. Slack variables for each company for the interchange modeling. Active control variables are :

When several transformers control I remote bus, they share the MVARs required to maintain the voltage at its scheduled values. An equation is written for every participating transformer as follows: B * F - Qflow = O where: B= F= Qflow = Flow MW The branch flow MW constraint is mitten as follows:

1. 2. 3. 4. 5.
6.

Generatorbanks Phase-shifters Sheddableloads Economy interchange - Finn transactions Economy interchange - Withdrawable transactions Economy interchange - Capacity transactions.

Participation factor of transformer in remote voltage control Total MVAR required for remote voltage control MVAR flow through the transformer.

Reactive control variables are :

1. 2. 3. 4.

Generator voluge magnitudes

Static VAR compensators Voltage transformers Capacitor/Reactor shunts.

3.

Parameterlzed Variables

where: Pm= Pf = missionw

MW limit on branch MW flow through the branch.

r Cons&

(CRC)

A transmission conidor constraint is a constraint on the s u m of the M W flows through a set of lines included in the "corridor." The constraint is written as follows:

When a state variable such as voltage magnitude at a bus is at its limit i n the OPF solution, it can be handled explicitly by including it as a constraint in the Lagrangian. Altematively. it may be handled by treating the l i m i t e d variable as a parameter. The former results in a straightforward implementation; the latter will significantly reduce the dimension of matrix, used to solve for sensitivities, since at the solution point many variables could be at their limits. If a limited variable is treated as a parameter, its Lagrange multiplier, and hence its sensitivity, can be determined as a function of other Lagrange multipliers as follows:

1398

should stay the same for both executions in order to get meaningful results. Table 2. BICs for Selected Buses where:
= '

Lagrange multiplier of parameter sensitivity of objective with respect to parameter

=

ar.
ap

Partial derivative of Lagrangian with respect to parameter Partial derivative of objective with respect to parameter Lagrange multiplier of constraint i Partial derivative of constraint i with respect to parameter. As can be seen, the largest difference between the results of the sensitivity calculation algorithm for the exact solution and the differencing method did not exceed 1 . 0 percent. And also it did not exceed 4 . 0 percent between the results of the sensitivity analysis for the approximate OPF solution and the differencing method. This illustrates the fact that the least squares approach for sensitivity calculation can be successfully used after an approximate (but close to the true optimum) OPF solution has been obtained. The largest differences between the exact and the approximate OPF solutions are presented in Table 3. Table 3. LXffqgces of the Exact and Approximate Solution

a = ap
Li =
aCi -

ap =

IV. TEST RESULTS

The proposed least squares based sensitivity calculation algorithm has been implemented and tested on an actual 1700bus system. Table 1 shows the main characteristics of the tested network.

..
Total Generation Total Load Number of buses Number of Branches Number of Generators Number of KV Controls Number of LTC Controls Number of Shunt Conmls Number of External Comnanies

I49700MW 147600 M W 1700

2130 330 480 330 110
12

The algorithm has been inco rated with a successive linear programming based OPF, a T e w t o n based OPF and also a combination of both. In the test results, the successive linear programming based OPF that minimiis the production cost of generation, was used to provide the basic exact OPF solution. Subsequently, the sensitivity algorithm was used to calculate the sensitivities of the production cost of generation in the system with respect to changes in the bus active power injections (BICs). The fmt column in Table 2 shows the results of this calculation for 1 0 sample buses. In the second column, the estimated BICs for an approximate (but close to the true optimum) OPF solution are illustrated. This solution is obtained by the same OPF algorithm after appropriately relaxing the convergence tolerances and keeping the penalty factors copstant throughout the optimization. The residual (sum of squares of errors in the estimation) is 0.019 for the exact OPF solution and 0.244 for the approximate solution. In addition to the results from the sensitivity method. the values of the BICs at these buses calculated by the differencing method (two OPF executions with and without 1 M W load increase at each bus in the system) are presented in the third column of Table 2. The binding sets (including power flow constraints)

BICs provide an insight into the economic dispatching mechanism and the ability to estimate the influence of active power injection variations on the optimal solution, while all operating and security constraints are satisfied. They can be used to establish proper pricing methodologies for cogeneration, wheeling and other transmission services. In today's competitive environment, BICs can enhance a utility's ability to maximize services that involve economically beneficial transactions, t o provide fair and equitable rates and to mitigate, to a large extent, the level of subsidization of one class of customers by another. For example, in the above test, a customer connected to bus 1 should compensate the utility by a larger amount than a customer connected to bus 10 for the same type of service. Estimation of BICs for the approximate solution for the 1700 bus transmission system using a CYBER 860 required 8.0 CPU seconds that can be further improved. The dimension of the Hachtel matrix in eq. (9) is 6736 x 6736. Table 4 compares the CPU time required to estimate the BIC at one of the system buses using the proposed algorithm and the differencing method. The time for the BIC estimate consists of the CPU time of a simple backward and forward substitution. (The time reported for the differencing method does not include

1399

the overhead needed to start the OPF for the second execution -this overhead time can be substantial. ) Naturally. the time for the differencing method depends on the OPF algorithm used to produce the optimal solution. This does not affect the sensitivity calculation because the sensitivity algorithm operates "outside" an OPF environment. As can be seen, the efficiency gained from the use of the sensitivity calculation is substantial and this conclusion is expected to be applicable regardless of the OPF algorithm used. Table 4. CPU Time for BIC E Sensitivity

V. CONCLUSION
A least squares based algorithm, which computes the sensitivities of optimal operating states with respect to system changes, has been proposed. These changes include load variations. operating and security limit changes and constraint parameter changes. The optimal solutions. that can be provided by any OPF algorithm. do not need to be exact. The OPF sensitivities of the proposed algorithm can be very useful t o utilities in today's competitive energy markets. They can be used to establish proper pricing methodologies for cogeneration, wheeling and other transmission services. Furthermore, they can provide important information in identifying expensive bottlenecks in the system, whose elimination could produce substantial savings. The major contributions of this work include: The suitability of the proposed algorithm for computing sensitivities for approximate (but close to the true optimum) OPF solutions - an important need of utilities, especially m a real-time environment. The accurate modeling of all activeheactive. local/global controls and all operating and security constraints in the OPF algorithm. L s k of modeling of the constraints. such as those for area interchange control, in the OPF formulation, leads to inaccurate results. The OPF algorithm used may not explicitly model these constraints, even if they use a Lagrangian formulation. The implementation of a new approach to form and factorize the gain matrix, which considerably eases the programming effoxt The least squares algorithm has been implemented and is sufficiently general to be used by other utilities. It has been tested under a wide variety of conditions on a large scale power system. Test results prove the validity of the methodology. Low residuals obtained for all test cases strongly indicate that the produced OPF sensitivities are accurate when the OPF solutions are reasonably close to the true optimum. The proposed algorithm operates in conjunction with a successive linear programming-based OPF. a Newton-based OPF and a combination of both. All four components are intended to be part of the optimization capability of a major EMS. The sensitivity calculation methodology developed in this paper provides the utilities a well tested approach for OPF sensitivity calculation.

. s .m
Differencing

A Sample Bus from the 1700-Bus Network

0.584

16.00

Similar sensitivities can be computed for all controls and operating and security constraints that are binding at the optimal solution. These sensitivities can provide useful information in identifying expensive bottlenecks in the system whose elimination, in the form of incremental generation additions and transmission upgrades. could produce substantial savings. Table 5 shows the binding constraint sensitivities (BCS) of an exact solution for one control (a generator bank) and four constraints (an interchange constraint between two companies, a branch flow. a transmission corridor and a net area generation constraint). The sensitivities for the binding controls/constraints calculated by the differencing method are also included in Table 5. The largest difference between the results of the proposed OPF sensitivity calculation algorithm and the differencing method did not exceed 1.0 percent.

'v't'e

ect I

Sample Binding Constraints

BCS by the Sensitivity Method 16.14

BCS by the Differencing Method 16.28

G e n e r a t o r h4W
Branch Flow M W Transmission Corridor Flow Mw

12.55

VI. ACKNOWLEDGEMENTS
The sensitivity algorithm can also be used to evaluate the impact of reasonable changes in system parameters and constraint limits on the optimal solutions (by multiplying the estimated Sensitivities with the magnitude of the change in parameters). Multiple OPF studies (differencing method) can also be used to produce the same results with higher accuracy, however, at a substantially higher computational cost. To ensure acceptable results, for these applications with the proposed algorithm, it is essential to verify that the active set (i.e.. the set of binding constr8jnts) does not change because of the system parameter and constraint limit changes. The authors acknowledge the many useful technical discussions they had with Prof. B. Wollenberg. Mr. W. Tmey. and Mr. C. Impamto during the development of this work.

VII.
[l]

REFERENCES

J. Carpentier, "Contribution a. 1 'etude du Dispatching

Economique," Bulletin de la Societe Francaise des Electriciens. Vol. 3. pp. 431447, Aug. 1962.

H.W. Dommel and W.F. Tinney, "Optimal Power Flow Solutions," IEEE Transactions on Power Apparatus and Systems, Vol. PAS-87. pp. 1866-1876, Oct. 1968. B. Stott, J.L. Marinho. "Linear Programming for Power System Network Security Applications," IEEE Transactions on Power Apparatus and Systems, Vol. PAS-98, No. 3, May/June 1979. B. Stoa. 0. Alsac. "Experience with Successive Linear Programming for Optimum Rescheduling of Active and Reactive Power." Proceedings for the CIGRE/IFAC Symposium on Control Applications to Power System Security, Florence, Sept. 1983. R.C. Burchett, H.H. Happ. K.A. Wugau. "Large Scale Optimal Power Flow." IEEE Transactions on Power Apparatus and Systems, Vol. PAS-101, pp. 3722-3732. Oct. 1982. R.C. Burchett. H.H. Happ. D.R. Vierath. "A Quadratically Convergent Optimal Power Flow," IEEE Transactions on Power Apparatus and Systems, Vol. PAS-103, pp. 3267-3276, NOV. 1984. D.I. Sun,B. Ashley, B. Brewer, B.A. Hughes and W.F. Tinney, "Optimal Power Flow by Newton Approach," IEEE Transactions on Power Apparatus and Systems, Vol. PAS-103, NO. 10, pp. 2864-2880, Oct. 1984. A.D. Papalexopoulos, C.F. Imparato and F.F. Wu, "Large-scale Optimal Power Flow: Effects of Initialization, Decoupling and Discretization." IEEE Transactions on Power Apparatus and Systems, Vol. PWRS4. pp. 748-759. May 1989. (A-1)

Note that P , P , T

=I,,, ,since P, is a permutation matrix.

The matrix F is the triangular factorization matrix which bring o zero. The matrix P is a the lower left submatrix of H t permutation matrix which provides the first m rows/columns with new order Pm while keep the original order for the rest of n rows/columns. One should notice that no matter what ordering is used in matrix Pm. the resulhg lower submatrix will always be ATA. the submatrix ATA is formed. minimum degree ordering scheme is applied. Triangular factorization is continued for the rest of n rows/columns. BIOGRAPHIES received his B .Tech in Electrical Engineering from the Indian Institute of Technology, Madras, India and M.S. in Electrical Engineering from the University of Texas at Arlington. Since 1986 he has been with Empros Systems International (a division of Control Data) working on Optimal Power Flow, Security dispatch, Voltage control and other related functions. His primary areas of interest are power systems analysis and optimization.
S. V V e n k a t e s h

Wen-Hslung E.LIu received the B.S. degree from National Taiwan University in 1981, the M.S. degree in 1984 and Ph.D Upon P-Q DecompositioK" IEEE Transactions on Power degree in 1987 both from the University of California, Apparatus and Systems, Vol. PAS-101. No.2. pp.397Berkeley, in Electrical Engineering and Computer Sciences. He 405, Feb. 1982. was a research assistant at U.C. Berkeley from 1983 to 1987 and worked for Bonneville Power Administration during the D.G. Luenberger, p , summer 1986. Since September 1987, he has been with Empros 2nd edition, Addison-Wesley Publishing Co., 1984. Systems Intemational (a division of Control Data), where he is currently a Senior Engineer in the Network Analysis Group. P.E. Gill, W. Murray, M.H. Wright, Practical . . Alex.D.Popalexopoulos (S '81 - M '85 - SM '90) received Academic Press, 1981. the Electrical and Mechanical Engineering Diploma from the National Technical University of Athens, Greece in 1980, the F. Aschmoneit. "Optimal Power System Static-State M.S. degree in Electrical Engineering in 1982 and the Ph.D Estimation." Roc. PSCC. 1977. degree in Electrical Engineering in 1985, from the Georgia Institute of Technology, Atlanta, Georgia. Since October 1985, he has been a member of the Pacific Gas and Electric APPENDIX Company's Systems Engineering Group. working on the development of advanced applications for PGBrEs new Energy Consider the Hachtel augmented matrix H as in section II. The Management System including network equivalencing. optimal first m rows/columns are factorized with arbitrary ordering power flow, transmission constrained economic dispatch and without mixing with the last n rows/columns. It can be system load forecasting. His primary research interests include presented by matrix multiplication as follows: applications of large-scale systems theory to the real-time control of power systems, dynamic simulation of power systems and electromagnetic transient analysis. Dr. F * P * H * PT Papalexopoulos is a member of Sigma Xi and the Technical Chamber of Greece.

R.R. Shoults and D.I. Sun, "Optimal Power Flow Based

.-

1401

Discussion
A. P. Sakis Meliopoulos and X. Y. Chao: The authors should be

commented for introducing Least Square estimation methods to estimate the sensitivities associated with constraints in an Optimal Power Flow. The concept is extremely practical since many times one does not have a converged optimal power flow for a variety of reasons, such as load changes since last OPF solution etc. In a real time application it is also desirable to know a measure of the accuracy of the estimated sensitivities.A direct way to compute an accuracy measure of the sensitivities is Define W-/ Where
=

diag(abs( A i

b))

iis the estimated sensitivities

=

Compute z

(ATWA)-

The diagonals of the matrix Z provide an estimate of the square error of the computed sensitivities (see reference 1). On another matter, it appears to use that there may be the cases where the inverse of the gain matrix A%, [ A % ] - may be ill-conditioned. Have you encountered these conditions and if yes, what safeguards are you using to avoid the problem. Reference

111 A. P. Meliopoulos, A. D. Papalexopoulos, R. P. Webb, and C. Blattner, Estimation of Soil Parameters from Driven Rod Measurements, IEEE Transactions of Power Apparatus and Systems, Vol. PAS-103, No. 9, pp. 2579-2587, September 1984.

S. V. Venkatesh, Wen-Hsiung E. Liu, and Alex D. Papalexopoulos: We thank Professor Meliopoulos and Dr. Chao for their valuable discussion and comments. The sensitivity calculation algorithm presented in the paper is a post-calculation procedure for computing the Lagrange multipliers. These Lagrange multipliers are solutions of the set of overdetermined linear equations in (5). These equations are not guaranteed to be consistent. Hence, a least squares solution was used in our algorithm. The value of the minimized objective function (6), i.e. summation of the squares of estimation residuals, will be a good index for the consistency of these linear equations. Consequently, one may use it as an index for the quality of the optimization solutions produced by OPF algorithms. The method suggested by the discussers will be useful additional information regarding the estimation variance for each sensitivity calculated by the least squares algorithm. The possibility of numerical ill-conditioning for the normal equation has been well investigated in the power system state estimation problem. Many different alternative solution algorithms, such as Hachtel method, orthogonal method, etc., are available to mitigate the effects of ill-conditioning. Any one of these numerically robust algorithms can be applied to our sensitivity calculation, if necessary. As a matter of fact, as a fall-back position, we have implemented an orthogonal based method to solve this problem. However, during our development and testing, we have never encountered any numerical instability. This may be due to the nature of the matrix A that does not contain either small or large numbers and its singular values are not small. In other words, the condition number of matrix A is small and the condition number of AA is still acceptable. Another problem that we watched very carefully was the closeness of the optimal solution to other non-binding constraints which may render the sensitivities invalid. The results of testing strongly indicated that this was not a problem, either.