DC optimal power flow modeling using the power

transmission distribution factors

V. H. Hinojosa*, J. Velasquez* and J. Ili
c**
*Department of Electrical Engineering - Universidad Tecnica Federico Santa Mara; Av.
Espa
na 1680, Valparaso - Chile; fono: (+56 32) 265-4357; victor.hinojosa@usm.cl
**Department of Electrical and Computer Engineering - Carnegie Mellon University;
Forbes Avenue 5000, Pittsburgh - USA; fono: (+412) 268-3943; jilic@cmu.edu

Abstract
This research discusses the application of dierent formulations to solve
the DC optimal power flow problem. The authors have programmed the
optimization algorithm using a primal-dual interior point solver based on
the quadratic formulation and nonlinear constraints. The classical DC optimization problem is reformulated using the power transmission distribution
factors. The main advantage of this formulation is the problem dimension reduction. The formulation proposed has been implemented and exhaustively
validated with dierent power systems test and Chilean power system. The
results of the proposed algorithm demonstrate both the feasibility of applying
the methodology to the DC optimal power flow problem and, above all, the
potential applicability of the approach in large-scale power systems. This
is a very important factor when the planners and operators need to solve
many simulations per hour considering dierent topologies and conditions in
real and large-scale power systems. The large quantity of simulations conducted by the authors to solve the DCOPF problem validates the formulation
proposed in this study.
Preprint submitted to Elsevier

September 24, 2014

Keywords: Optimal Power Flow, DC Formulations, Distribution Factors,

Power System Optimization, Interior-point Algorithm.
1. Notation
Throughout this paper, the notation adopted is given below.
n

number of decision variables.

Nb

number of buses.

NG

number of thermal units.

NL

number of transmission lines.

C(Pi ) :

fuel cost of the ith thermal unit.

Pi

active power supplied by thermal unit i.

Pimin

minimum active power of the unit i.

Pimax

maximum active power of the unit i.

rj

resistance of the jth transmission line.

Pjloss

real power loss of the jth transmission line.

fj

total power flow in the transmission line j.

fjmax

maximum power flow of the transmission line j.

xij

reactance of the branch i j.

Pk

net active power injections at bus k.

Pkd

active load of the bus k.

total load of the system.

voltage bus angle at bus k.

Full susceptance matrix.

Branch-node incidence matrix.

A, Ar

Full and reduced bus incidence matrix.

Xmin , Xmax

Variable bounds.

2. Introduction
The concept of optimal power flow (OPF) was first proposed by Carpentier [1] in the early 1960s based on the economic dispatch problem. The OPF
problem has been largely discussed in the specialized literature. A wide range
of models have been developed and adopted to formulate dierent kinds of
optimization problems through dierent objective functions, dierent sets of
decision variables and dierent kinds of constraints [25].
The OPF problem is concerned with the optimization of a steady-state
power system performance, subject to various equality and inequality constraints. The OPF analysis aims at determining the power system operation
state according to cost, planning or reliability criteria without violating system and equipment operating limits. It is one of the most intensely used
tools in many power engineering applications as far as network optimization,
voltage control, state estimation, generation and transmission planning and
markets studies are concerned [6].
2.1. Direct Current (DC) Optimal Power Flow
The problem involved in solving an AC power flow can be illustrated by
the use of direct current circuit. A DCOPF problem is an approximation
for an underlying full alternating current network (ACOPF) under several
simplifying restrictions regarding voltage magnitudes, voltage angles, admittances, and reactive power. When it is not feasible to run a full ACOPF
problem due to time constraints, computing power, or lack of a robust solu-

tion algorithm, a common substitute is to decouple the problem and iterate

with a DCOPF.
For the DC approximation, the following three assumptions are considered: 1) branches can be considered lossless (in particular, branch resistances
and charging capacitances are negligible); 2) all bus voltage magnitudes are
close to 1p.u.; and 3) voltage angle dierences across branches are small
enough.
In the literature review, the model most accepted by researchers in power
systems problems is the so-called DC model. In electrical power systems,
this classical formulation has been broadly used by researchers to solve operation problems such as unit commitment, optimal power flow, security constrained optimal power flow, security constrained unit commitment, transmission planning and co-optimization of generation and transmission planning.
2.2. Literature review and contributions
When using DC network modeling assumptions and limiting polynomial
costs to second order, the problem can be modeled using a quadratic cost
function with linear (nodal power balance and power flows in the transmission
lines) and nonlinear constraints (transmission losses). In order to transform
the quadratic objective function, the researchers have considered linearizing
the fuel cost of the generators using a linear function. In the state of the
art, the linear fuel cost is applied to solve operation problems (unit commitment and optimal power flow) and planning problems, while the quadratic
objective function is used in optimal power flow problems.
In this study, the authors have used three formulations to solve the
4

DCOPF problem. The main dierence between the three formulations is the
number of decision variables in the optimization problem. The first formulation is the classical DCOPF formulation which uses the power generation
and the voltage phase angles as decision variable. Based on expansion planning formulations, the authors have proposed a second DCOPF formulation
using the power generation, the voltage phase angles and the power flows on
the transmission lines as decision variables resulting in a significantly larger
optimization problem, so it is used to compare and validate the performance
of the algorithm. Finally, the authors have achieved an ecient formulation
using the power transmission distribution factors (PTDF) and the Y bus
matrix, so the network balance constraints are transformed in a global power
balance equation, and the transmission limit constraints are a function of the
distribution factors and the net power injection. With this transformation,
there is a very important reduction in the dimension of the optimization
problem.
The DCOPF approach using the PTDF-based formulation solves the optimization problem taking into account only the active power generation of
each unit as decision variables; this formulation does not depend on the voltage bus angles. Therefore, the main advantage of this formulation is the
reduction of the solution space, so the algorithm can speed up the convergence process. This is a very important factor, because in each electricity
control room (ISO), the OPF problem and/or approximation must be solved
many times per day (for instance every 5 minutes), and the solution space
could be very complex considering the dimension of the transmission network
(number of buses) especially with large-scale power system. An added bene-

fit of using the distribution matrix would be loss estimation. The drawback
of this approach is that the solution does not compute the voltage bus angles
to draw some conclusions about the system, but using the nodal admittance
matrix Ybus , it is possible to quickly calculate these angles.
Advances in algorithms are changing linear programming and a new class
of algorithm is emerging. Changes began in 1984 when N. Karmankar published his paper [7] introducing interior-point methods to solve linear and
nonlinear programming problems. In [8], the authors compare the interiorpoint method with classic simplex method solved with M inos. The results
in that study show the interior-point method is not as eective on smaller
dimension problems, but as problem get larger, it becomes more eective
than M inos.
In this study, the authors have decided to use the interior-point algorithm to solve the optimization problem, because this algorithm has no problems solving the quadratic objective function and nonlinear constraints. The
methodology has been implemented and exhaustively validated with dierent
power systems. In order to evaluate the solution obtained by the algorithm,
the authors have used M atP ower. Moreover, the DCOPF computed by
M atP ower uses the primal-dual interior point as well [9].
It is quite evident from the comparisons that the proposed methodology provides the better formulation. The results of the proposed algorithm
demonstrate both the feasibility of applying the methodology to the DCOPF
problem and, above all, the potential applicability of the approach in medium
and large-scale power systems. Finally, a realistic Chilean case has been successfully analyzed in this study.

The paper is organized as follows: Section 3 shows the classical DCOPF

formulations used in the technical literature. Section 4 presents and introduces other formulations to solve the DCOPF problem. The authors give
an overview of the algorithm and computational implementation issues used
to solve the optimization problem in Section 5. Section 6 provides numerical results of the algorithm applied to several electrical power systems using
dierent formulations. Finally, conclusions are made and derived in Section
6.
3. Optimal power flow formulation
Its mathematical formulation as a large-scale non-convex and nonlinear
programming was proposed in the beginning by Dommel and Tinney [10].
3.1. DCOPF classical formulation
The classical DC optimization problem can be represented by the following formulation:
1. Fuel cost of thermal units: The total fuel cost of the units can be expressed in terms of the real power output.

Z = min

{N
G

}
C(Pi )

(1)

i=1

The fuel cost can be defined by C(Pi ) = ai + bi Pi + ci Pi2 ; where ai ,

bi and ci are the fuel cost coecients of the ith thermal unit.
The optimization problem is subject to the following constraints:
2. Network balance: There is a balance for the active power for each kth
bus of the transmission system (linear nodal power balance constraints).
7

Pk Pkd B k = 0

(2)

Where the voltage angle setting at reference bus is ref = 0.

3. Generation output limits: For all generators, the active power outputs
must be restricted within their lower and upper limits.

Pimin Pi Pimax

(3)

4. Transmission limits: The power flow through the jth transmission line
must be within its capacity limits (thermal limit constraints).

fjmax

i j
xij

fjmax

(4)

The decision variables in this optimization problem are the voltage angles
and the active power generation of each unit. In the above formulation, the
voltage bus angles should be constrained.
3.2. Second DCOPF formulation
For instance in expansion planning problems, there is another formulation proposed in the technical literature to consider the network balance constraint. In that modeling, the network balance constraint is divided using the
Kirchos current law constraint, and the Kirchos voltage law constraint.
In the planning formulation the voltage and current constraint are nonlinear,
but in the DCOPF formulation these constraints are linear due to the integer
decision variables are not considered in the modeling.
This formulation using the current and voltage constraints has the same
objective function, and it may be represented by the following equations:
8

1. Kirchos current law: This constraint represents the conservation of

power in each kth bus of the transmission system.

S f + Pk Pkd = 0

(5)

2. Kirchos voltage law: This constraint is an expression of the Ohms

law for the equivalent DC network. Notice that the existence of a potential function associated with the network buses is assumed, and so
Kirchos voltage law is implicitly taken into account (the conservation
of energy in the equivalent DC network).

fj (i j ) = 0

(6)

fjmax fj fjmax

(7)

3. Transmission limits:

The decision variables in this optimization problem are the voltage angles,
the power flows on the transmission lines and the active power generation.
The main disadvantage for this formulation is the growth of the solution
space, so the authors use this formulation to compare the modeling proposed
in this study.
4. DCOPF formulation using the power transmission distribution
factors
The DC power flow model can also be used to compute the sensitivities of
branch flows to changes in nodal real power injections, called generation shift
9

factors [11]. These nj x nk sensitivity matrices, also called power transmission

distribution factors (PTDF), and these factors show the approximate change
in the line flow for changes in generation on the network configuration. The
PTDF are calculated using the equation (8):

P T DF = diag(B) Ar (Ar diag(B) ATr )1

(8)

The optimization problem including the power losses on the transmission

network can be represented by the following formulation:
1. Network balance: The linear power balance constraint can be transformed to a single constraint using the admittance bus matrix Ybus .
NG

(N
b

i=1

)
d

P +P

loss

NG

(
)
P D + P loss = 0

(9)

i=1

k=1

The power generated by the thermal units must be able to meet the
power load plus the transmission losses. In the DC model, the method
must estimate the system losses. Through the considerations made in
a DC power flow [11], equation (10) could be developed to estimate the
power losses using the power transmission distribution factors.

P loss =

NL

rj fj2 =

j=1

NL

rj (P T DF (P P d ))2

(10)

j=1

2. Transmission limits: The power flow through the jth transmission line
can be computed using the power transmission distribution factors, so
the line flow constraints are just a product of the PTDF matrix and
the net power injection.

10

fjmax P T DF (P P d ) fjmax

(11)

The decision variable in this optimization problem is the active power

generation supplied by each unit.
5. Primal-dual interior point solver
The theoretical foundations for interior-point methods consist of three
crucial building blocks: 1) Isaac Newtons method for solving nonlinear equations, and hence for unconstrained optimization; 2) Joseph Lagranges methods for optimization with equality constraints; and 3) Anthony Fiacco and
Garth McCormicks barrier method for optimization with inequality constraints.
In the past decade, primal-dual algorithms has emerged as the most important and useful algorithm from the interior-point class [12, 13]. The
interior-point method has become more and more popular in the OPF field
because of its excellent computational performances. The general nonlinear
optimization problem can be represented as follows:

min f (X)
X

(12)

subject to:
G(X) = 0

(13)

H(X) 0
Xmin X Xmax
11

(14)

where the linear and nonlinear constraints are incorporated into G(X)
and H(X) constraints (13).
Firstly, slack variables Z are added to inequality constraints to convert
them to equality constraints. Then nonnegative constraints on slack variables
are eliminated by placing them in a barrier objective function:
[
f (X)

min
X

ni

]
ln(Zm )

(15)

m=1

subject to:
G(X) = 0

(16)

H(X) + Z = 0
Z>0
As the parameter of perturbation approaches zero. For a given value
of , the Lagrangian for this equality constrained problem is the following:

L (X, Z, , ) = f (X) + G(X) + (H(X) + Z)

ni

ln(Zm )

(17)

m=1

Taking the partial derivatives with respect to each of the variables yields
the following equations:
T
LX (X, Z, , ) = fX + GTX + HX

(18)

LZ (X, Z, , ) = eT [Z] 1

(19)

L (X, Z, , ) = GT (X)

(20)

12

L (X, Z, , ) = H T (X) + Z T

(21)

And the Hessian of the Lagrangian with respect to X is given by (22).

LXX
(X, Z, , ) = fXX + GXX () + HXX ()

(22)

5.1. First order optimality conditions

The first order optimality (Karush-Kuhn-Tucker) conditions for this problem are satisfied when the partial derivatives of the Lagrangian above are all
set to zero.
F (X, Z, , ) = 0
(23)

Z>0
>0
where:

LX T
[ ]

Z e
F (X, Z, , ) =

G(X)

H(X) + Z

fxT + T GX + T HX
[ ]
Z e
G(X)

(24)

H(X) + Z

5.2. Newton step

The first order optimality conditions are solved using Newtons method.

13


[
FX FZ F

LXX

GX

HX

GTX

] Z

= F (X, Z, , )
F

T
HX

LXX T

X
[ ]

Z e

Z
Z
=

G(X)
0

H(X) + Z
0

(25)

(26)

This set of equations can be simplified and reduced to a smaller set of

equations [9] by solving explicitly for in terms of Z and for Z in terms
of X. Taking the second row of (26) and solving for , it is possible to
compute as follows:
= + [Z]1 (e []Z)

(27)

Solving the fourth row of (26) for Z yields:

Z = H(X) Z HX X

(28)

Then, substituting (27) and (28) into the first row of (26) results in:

T
T
(LXX + HX
[Z]1 []HX )X + GTX + HX
[Z]1 (e + []H(X)) = LX T

(29)
Defining the matrix M and N as follows:
14

T
M LXX + HX
[Z]1 []HX
T
M = fXX + GXX () + HXX () + HX
[Z]1 []HX
T
N LX T + HX
[Z]1 (e + []H(X))
T
[Z]1 (e + []H(X))
N = fXT + T GX + T HX + HX

(30)

(31)

Combining (33), (34) and the third row of the (26) results in a system
of equations of reduced size (32), so the Karush-Kuhn-Tucker conditions can
be transformed into the following border-blocked system:
The Karush-Kuhn-Tucker conditions can be transformed into the following border-blocked system:

GTX

GX

{z
K

N
G(X)

(32)

The inverse of the matrix K is the main step to compute the decision
variables (X) and the Lagrangian multipliers (). Defining the matrix
M and N as follows:
T
M = fXX + GXX () + HXX () + HX
[Z]1 []HX

(33)

T
N = fXT + T GX + T HX + HX
[Z]1 (e + []H(X))

(34)

5.3. Algorithm
The Newton update can then be computed in the following three steps:
1. Compute X and using (32)

15

2. Compute Z using (28)

3. Compute using (27)
4. Check convergence
The search direction may not be a good direction as it regularly happens
that only a small step can be taken along this direction before the positivity
constraints (Z > 0) are violated. Moreover, in order to maintain strict
feasibility of the trial solution, the algorithm truncates the Newton Step by
scaling the primal and dual variables by p and d , respectively; where these
scale factors are computed as follows:
(
(
) )
Z
m
min
p = min Z

,1
m <0
Zm

(35)

(
(
) )
m
min
d = min m <0
,1
m

(36)

Resulting in the variables updates below.

X X + p X
Z Z + p Z
+ d

(37)

+ d
The parameter is a constant scalar with a value slightly less than one.
The scalar is a safety factor to guarantee that the next point meets the strict
positivity conditions, with typical value of 0.99995.
In the algorithm, during the Newton-like iterations, the perturbation parameter must converge to zero in order to satisfy the first order optimality

16

conditions of the original problem. We use the following rule to update

each time, after updating Z and [9]:

ZT
ni

(38)

Where is a scalar constant between 0 and 1. The M atP ower package

uses 0.1.
6. Illustrative examples and simulation results
Several power systems are considered to inspect and verify the proposed
formulation. The authors have conducted many experiments in order to
validate the formulation, and determine the best performance of the formulations. The algorithms were programmed in M atLab on a computer with
the following characteristics: Intel Core i7 3930 (3.20GHz) with RAM 32GB.
6.1. DCOPF formulation using the distribution factors
The first power system that the authors validated has three buses and two
transmission lines. The load is in the bus 3, and the generation in the bus 1
and bus 2. The reactance of the line 1-2 is 0.092 p.u., and the reactance of
the line 2 - 3 is 0.17 p.u. The transmission power losses in the optimization
problem have not been considered in the model.
In the first example, the transmission lines have a transmission capacity

of 100M W , so the power generation cannot supply the load of the

customers.
The DCOPF problem is solved using only the power generation of
each unit as the decision variable of the optimization problem based
17

on distribution factors to model the transmission constraints. The solution for the optimization problem does not converge. In Table 1,
it is shown the convergence criterions used in the implementation of
the interior-point method: a) feasibility condition (f eascond), gradient condition (gradcond), complementary condition (compcond), cost
condition (costcond). The solution converges when these variables are
lower than 106 . The variables f eascond, gradcond, compcond and
costcond are used by M atP ower to analyze the convergence process as
well, so we can compare the quality of the solution (optimal solution).
In addition, the gamma value is included in the Table in order to give
information about the convergence process.
During the Newton iterations, the perturbation parameter called gamma
() must converge to zero in order to satisfy the first order optimality
conditions of the primal problem. In the algorithm programmed by the
authors, there is a non-convergence condition (1/252 ). The limit
value represents the spacing of floating point numbers used by M atlab.
The process stops when, after searching in the 8th iteration, its value
is greater than the limit value.
The authors have verified the PTDF-based formulation increasing the

capacity of the transmission lines to 200M W . The optimization algorithm converged in 9 iterations (f eascond = 0.00, gradcond = 1.37 x
1016 , compcond = 2.86 x 1007 and costcond = 3.82 x 1010 ).
The optimal cost of both solutions is 2570[$/h], and the power generation is P1 = 150M W and P2 = 200M W . The results are also compared

18

with the interior-point algorithm used by M atP ower, and both solutions are the same - the optimal solution.
6.2. DCOPF formulation applied to Garvers system
This system represents the Garvers case in the ninth period [14]. The
transmission system is based on the actual topology, and the authors have
included in the transmission network one circuit in 3-5 right-of-way, one
circuit in 4-6 , and three circuits in 2-6. The expansion formulation uses
artificial generation (Ai ) in bus 2, 4 and 5 to model the loss of load. Notice
that the optimization problem is always feasible due to the presence of these
generators, whose generation estimates the power loss of the customers.
In Table 3, it is shown the convergence values for each generator using the
classical formulation (M1) and the PTDF-based formulation (M3) to model
the DCOPF problem.
Using the PTDF-based formulation, the authors have solved the problem
in 14 iterations, meanwhile the classical formulation solved the problem in
15 iterations; the algorithm needs one more to achieve convergence. The
optimal cost of both solutions is 19139.75[$/h], which was validated with the
interior-point algorithm used by M atP ower. In the power flow solution, it
is verified is verified that none of the power units and transmission elements
are overloaded. In addition, there is no loss of load in bus 2, 5 and 5.
In the power flow solution, the power flow in the transmission line 2-3 is
100M W . In this case, the system has an active transmission constraint, so
the test is used to demonstrate the performance of the PTDF-based formulation when there is an active transmission constraint in the network.

19

6.3. DCOPF problem using dierent formulations

The first test system (9-bus system) consists of three generators and nine
transmission lines. The second test system (14-bus system) consists of five
generators and twenty transmission lines. The third system (30-bus system) consists of six generators and forty-one transmission lines. The forth
system (39-bus system) consists of ten generators and forty-six transmission lines. The fifth system (57-bus system) consists of seven generators and
eighty transmission lines. The sixth system (118-bus system) consists of fiftyfour generators and one hundred eighty-six transmission lines. The seventh
system (300-bus system) consists of sixty-nine generators and four hundred
eleven transmission lines. The technical data are obtained from M atP ower
[15].
1. Classical formulation (M1): This problem considers as decision variables the voltage angles and the active power generation, so the number of decision variables is n = nb + nG . In addition, the number of
the equality constraint is e = nb + nL + nG , and the number of the
inequality constraints is i = 2 nL + 2 nG .
In order to compute the decision variables and the Lagrangian multipliers, the inverse of the matrix K (32) must be solved, so the complexity
of the problem depends on the dimension of this matrix. For the classical formulation, the dimension of this square matrix is dim(K) =
(nb + nG ) + (nb + 1) = 2nb + nG + 1.
2. Second formulation (M2): This problem considers as decision variables
the voltage angles, the power flows on the transmission lines and the
active power generation, so the number of decision variables is n =
20

nb + nL + nG . In this case, the number of the equality constraint

is e = 2 nL + 1, and the number of the inequality constraints is
i = 2 nL + 2 nG . In this formulation, the dimension of the K matrix
is dim(K) = (nb + nL + nG ) + (nb + nL + 1) = 2nb + 2nL + nG + 1.
Thereby, there are 2nL variables bigger than the classical formulation.
3. DCOPF using PTDF-based formulation (M3): This problem considers
as decision variable only the active power generation supplied by each
unit, so the number of decision variables is n = nG . In addition, the
number of the equality constraint is e = 1, and the number of the
inequality constraints is i = 2 nL + 2 nG . The dimension of the K
matrix is dim(K) = nG + 1, which is the lower dimension in all formulations - for instance there are 2nb variables lower than the classical
formulation -, so the authors recommend its application to a large-scale
power system in order to obtain a lower simulation time.
This section validated the performance of three DCOPF formulations.
The results are compared with the DCOPF problem computed by M atP ower
which uses the classical formulation. In Table 2, it is shown the results of
the simulations including information related to dimension of the K matrix,
number of iterations and optimal cost. The results obtained by the four
formulations are the same (cost, power generation level, and power flows in
the transmission lines). All formulations work very well with both transmission and generation inequality constraints. Therefore, the authors concluded
that the three formulations are equivalent. Moreover, the simulation time
for instance in the IEEE 9-bus system is: 1) 0.0069s considering the classical formulation ; 2) 0.0108s considering the second formulation ; 3) 0.0030s
21

considering the PDTF-based formulation ; and 4) 0.0067s considering the application of M atP ower. It is shown that the simulation time can be reduced
with the formulation proposed in this study.
One important characteristic of the interior-point method applied to these
power systems is that the number of iterations depends very little on the
problem size.
Lastly, in M atP ower, there is another power system case called case2383wp.m.
This case represents the Polish 400, 220 and 110kV networks during winter 1999-2000 peak conditions, and consists of three hundred twenty-seven
generators and two thousand eight hundred ninety-six transmission lines.
The optimal cost of the solution is 1796588.57[$/h]. The authors have used
M atP ower to solve the DCOPF, and the optimal cost is the same.
6.4. Chiles Large Northern Interconnected System (SING)
The transmission network used in the study corresponds to a reduced version of the trunk transmission system. The transmission system is comprised
of two voltage levels, 220kV and 110kV , so the system has 17 generation units
(3 run-of-river units and 14 thermal units), 76 bus, 83 transmission lines,
and 10 transformers. The technical parameters and the load of the SING
power system were obtained from the website of the Center for Economic
Load Dispatch of the Large Northern Interconnected System (CDEC-SING,
www.cdec-sing.cl).
We have modeled the load of the power system on February 13, 2014
considering the peak load at 22pm (1854.80M W ). The thermal units for
the DC-OPF problem have been selected based on the short-term generation
scheduling given by the CDEC-SING.
22

Using the PTDF-based formulation, the authors have solved the DCOPF
problem in 27 iterations. The optimal cost of the solution is 100266.54[$/h],
which was obtained by M atP ower as well. In the solution, the transmission
line Atacama - Domeyko 220kV is used to its maximum capacity, so the
Lagrangian multiplier associated is 440.16[$/M W h].
In addition, the power system losses are estimated using equation (10).
The interior-point algorithm does not have problem to model the quadratic
transmission losses.
The PTDF-based formulation has been implemented and exhaustively
validated with dierent test power systems and the SING system. The results of the proposed algorithm demonstrate both the feasibility of applying
the methodology to the DCOPF problem and, above all, the potential applicability of the approach in large power systems.
Nowadays, the authors are implementing and including some constraints
in order to model and simulate the AC optimal power flow, and the transmission and generation expansion planning problem. The authors have applied
the DCOPF formulation using the PTDF-based formulation in a previous
study of transmission expansion planning [16], so the previous results were
very promising.
Nowadays, the authors are programming the interior-point method in
DIgSILEN T P owerF actory using the DIgSILEN T Programming Language (DPL). The DPL oers an interface to the user for the automation
of tasks in the P owerF actory program. The DPL script language uses syntax quite similar to the C + + programming language. Previous results are
very encouraging, so the DPL adds a new dimension to the DIgSILEN T

23

P owerF actory program by allowing the creation of optimization algorithms

to carry out operation and planning problems.
7. Conclusions
This study has presented an analysis of dierent formulations to model
the DCOPF problem; i.e., dierent sets of decision variables. The formulations have been implemented and exhaustively validated with dierent test
power systems and the SING system using an interior-point solver. The
interior-point algorithm has been used due to its excellent computational
performance. The authors have achieved an ecient formulation for the
solution of a large-scale power system using only the power generation supplied by each unit as decision variable in the optimization problem. In the
PTDF-based formulation, the network balance constraints are converted in
a global power balance equation, and the transmission limit constraints are
a function of the power transmission distribution factors and the net power
injection. The main advantage of this formulation is the reduction of the
solution space, so the algorithm can speed up the convergence process. This
is a very important fact in electricity control rooms where the OPF problem and/or approximation must be solved many times per hour. Several
experiments were conducted to determine the performance of the proposed
methodology in dierent power systems from small to large-scale. The results
were compared with dierent formulations which do not use the distribution
factors. The results of the proposed algorithm demonstrate both the feasibility of applying the methodology to the DCOPF problem and, above all,
the potential applicability of the approach in large-scale power systems.
24

8. Acknowledgements
This study was supported in part by the Chilean National Commission
for Scientific and Technological Research (CONICYT) under grant Fondecyt
1130793.

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26

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Software

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Table 1: Not convergence process for the optimization problem using PTDF factors

iter obj. funct.

0
1665.0
1
1914.5
2
1921.1
3
2226.7
4
2226.7
5
2226.7
6
2226.7
7
2226.7
8
2226.7

step
0.21
0.79
1.75
1.75
1.25
0.90
0.90
0.90
0.90

feascond
630
0.252
0.251
0.204
0.204
0.204
0.204
0.204
0.204

gradcond
4.481
0.159
0.309
0.286
0.002
4.90e-09
8.98e-11
1.20e-11
9.52e-12

compcond costcond
gamma
0
0
1
2.24
0.15
0.084
1.68
0.003
0.063
0.58
0.16
0.020
3.66
8.931e-06
0.125
264.72
5.76e-07
9.029
506305
1.14e-09
17268.6
1.94e+13 5.67e-14 6.61e+11
1.48e+25
0
5.06e+23

Table 2: Application of the dierent formulation to the DCOPF problem

System
9 bus

14 bus

30 bus
39 bus
57 bus
118 bus
300 bus

M1
M2
M3
M atP ower
M1
M2
M3
M atP ower
M1
M2
M3
M atP ower
M3
M3
M3
M3

dim(K) num iter

22
14
40
14
4
14
22
14
34
11
74
12
6
11
34
11
67
10
149
10
7
10
67
10
11
11
8
10
55
11
70
15

27

cost[$/h]
20393.15
20393.15
20393.15
20393.15
7642.59
7642.59
7642.59
7642.59
960.09
960.09
960.09
960.09
41263.94
41006.74
125954.42
706240.27

Table 3: Convergence process values (MW) of the DCOPF problem

iter
0 M1
M3
1 M1
M3
2 M1
M3
3 M1
M3
4 M1
M3
5 M1
M3
6 M1
M3
7 M1
M3
8 M1
M3
9 M1
M3
10 M1
M3
11 M1
M3
12 M1
M3
13 M1
M3
14 M1
M3
15 M1
M3

P1
A2
75.0 120.0
75.0 120.0
148.1
0.0
147.0
0.0
154.0
0.0
152.5
0.0
159.5
0.0
159.3
0.0
174.7
0.0
174.5
0.0
174.0
0.0
174.0
0.0
165.7
0.0
160.8
0.0
165.7
0.0
160.8
0.0
150.0
0.0
150.0
0.0
150.0
0.0
150.0
0.0
150.0
0.0
150.0
0.0
150.0
0.0
150.0
0.0
150.0
0.0
150.0
0.0
150.0
0.0
150.0
0.0
150.0
0.0
150.0
0.0
150.0
0.0
-

P3
180.0
180.0
280.2
280.5
290.7
288.7
294.3
293.1
356.2
360.0
360.0
360.0
360.0
360.0
360.0
360.0
330.4
330.4
330.4
330.4
330.4
330.4
330.4
330.4
330.4
330.4
330.4
330.4
330.4
330.4
330.4
-

28

A4
A5
P6
80.0 120.0 300.0
80.0 120.0 300.0
-6.1 14.4 438.4
-8.1 11.1 444.6
-20.0
0.1 450.1
-20.0
0.0 453.7
-19.8
0.0 441.0
-20.0
0.0 442.4
-19.2
0.0 362.0
-19.8
0.0 358.6
-12.5
0.0 353.5
-19.2
0.0 353.1
-12.5
0.0 298.0
-8.7
0.0 265.6
0.0
0.0 298.0
-8.7
0.0 265.6
0.0
0.0 223.2
0.0
0.0 223.2
0.0
0.0 223.2
0.0
0.0 223.2
0.0
0.0 223.2
0.0
0.0 223.2
0.0
0.0 223.2
0.0
0.0 223.2
0.0
0.0 223.2
0.0
0.0 223.2
0.0
0.0 223.2
0.0
0.0 223.2
0.0
0.0 223.2
0.0
0.0 223.2
0.0
0.0 223.2
-