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Article history:
Received 7 January 2011
Accepted 25 March 2012
Available online 9 April 2012
Keywords:
OR in energy
Dynamic programming
Power distribution networks
Optimal capacitor placement
Reduction of energy losses
a b s t r a c t
Allocation of shunt capacitor banks on radial electric power distribution networks allow reduction of
energy losses and aggregated benets. Four decades ago Durn proposed the use of dynamic programming to nd optimal capacitor placement on these networks; however, with the restricting assumption
of single-ended networks, which precluded its application to real capacitor allocation problems. Subsequently heuristic methods prevailed in the capacitor allocation literature. Here the Extended Dynamic
Programming Approach (EDP) lifts Durns restricting assumption; a richer denition of state and the projection of multidimensional informations into equivalent one-dimensional representations are the supporting concepts. In addition to allow consideration of multi-ended networks, EDP deals with other
requirements of capacitor allocation studies, including the use of both xed and switched capacitors
and representation of voltage drops along the networks. When switched capacitors are considered the
optimization procedure also solves the capacitor control problem, obtaining the best tap adjustments
for them. Case studies with real scale distribution networks put into perspective the benets of the methodology; EDP has the appeal of providing global optimal solutions with pseudo-polynomial computational complexity in the worst-case, and with linear complexity for practical applications.
2012 Elsevier B.V. All rights reserved.
1. Introduction
Distribution networks in a power system connect the distribution substation to the customers. They are designed as a set of radial feeders rooted at the substations, which are subdivided in
primary networks, at the upper level, and secondary networks, at
the lower level (Costa et al., 2011). Difcult combinatorial optimization problems pervades the planning and operation of these networks. They include the denition of the best design and mix of
facilities to meet demands (Benchakroun et al., 1992; Costa et al.,
2011), nding optimal network congurations (Avella et al.,
2005; Queiroz et al., 2009; Rossi et al., 2012), obtaining the best
strategy for service restoration after a fault (Garcia and Frana,
2008) and optimal capacitor allocation.
Shunt capacitors are placed on the primary networks of distribution feeders to reduce technical losses caused by reactive energy
ows; other potential benets of capacitors include voltage regulation, released capacity of equipments and deferred expenditure on
system expansions. The optimal capacitor allocation problem
searches for the best compromise between cost of capacitors and
Corresponding author. Tel.: +55 19 3521 3775/3881, mobile: +55 19 9182 0403;
fax: +55 19 3521 3866.
E-mail
addresses:
chrlyra@densis.fee.unicamp.br,
christiano@pq.cnpq.br
(C. Lyra).
0377-2217/$ - see front matter 2012 Elsevier B.V. All rights reserved.
http://dx.doi.org/10.1016/j.ejor.2012.03.042
150
J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156
k
computed as lk rk Pk vQ
, where rk is the resistance of the line,
2
k
Pk is the active power that ows in the line, Qk is the reactive power
and vk is the voltage at the endmost point k of the line (Gonen,
2008). Capacitors provide complementary reactive power Q C k that
can reduce losses, because lk rk
P k 2 Q k Q C 2
V k 2
when a capacitor Ck
"
Min
C k 2F
s:t:
f C k
k2N
aet st lt P; Q ; V
lt P; Q; V
PP
k2N j2Ak
8t 2 T
t2T
2
2
P tk1;j Q tk1;j
r k1;j
2
v tk1;j
P t
8 t
P
P
PtLk
>
>
< k j2Ak k1;j
P t
t
>
>
Q k1;j Q tLk Q Ck
: Qk
j2Ak
8t 2 T
8
2
2
>
t
>
v
v tk
>
k1;j
>
>
<
t
t
> 2 rk1;j Pk1;j xk1;j Q k1;j
>
>
>
>
:
v k 6 v tk 6 v k
J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156
151
xk1 xk uk
F(xk) is the optimal cost function from the state xk at the stage k,
which represents the best allocation of a total capacitive power
xk, from k until the end of the feeder. The minimization procedure
also gives the optimal control variable for the state xk ; uk xk ; in
other words, it provides the best amount of capacitive power to
be placed at the node k, if a total amount xk of reactive power is installed from node k down to the end of the feeder. Active and reactive power ows (Pk and Qk) are evaluated during the recursive
optimization process using Eq. (3).
Durn (1968) has shown that Eq. (7) is Markovian, meaning that
after k decisions, the effect of the remaining n k decisions depends exclusively on the state after the kth stage and the remaining decisions. In other words, the state xk is independent of
controls u1, . . . ,uk1. This is the case of the P CA problem since the
total capacitive power owing through a node at stage k is not affected by the capacitive power injected into the upstream nodes.
The recursive functional equation is initialized at the end node
of the feeder (say, at its leaf),
Fxn en xn ; un ;
un xn
F x1 MinFx1
x1
xk xk1 uk
The elementary cost (the cost over the next stage) for the control action uk applied at a state xk was dened as ek(xk, uk) (remember that
all voltages vk were assumed to be at their nominal values Vn),
ek xk ; uk f uk
P
t2T
aet st rk
2
t 2 t
P k Q k xk
V n 2
x2 x1 u1 x1 ;
xk1 xk uk xk
10
If there is only one arc downstream from each node, this DP approach requires only one-dimensional states. If there is more than
one arc emanating from some of the nodes, additional state dimensions appear to be needed, one for each lateral branch. With such a
representation, using DP to compute a solution for real feeders with
many lateral branches would meet the curse of dimensionality
an old way to express intractability in the domain of DP. This belief
has been keeping DP away from real scale studies of capacitor
placement in distribution systems (see, for instance, Carlisle et al.,
1997); it is not true, however.
152
J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156
1
xok1;1
C
B xo
B k1;2 C
C
B
Ok1 xk1 B . C
B .. C
A
@
xok1;|
0
14
The points xok1;1 ; xok1;2 ; . . . ; xok1;| of Ok1 xk1 are the values for
which Eq. (13) achieves the minimum value, on each hyperplane
P
xk1 j2J xk1;j (Bertsekas, 1995).
Fig. 2 illustrates the projection procedure for an example with
two lateral branches emanating from a node kthe procedure is
equivalent to creating a dummy k + 1 node and correspondent
xk+1 state that embody the multidimensional informations.
Using these concepts, Eq. (7) can be generalized as follows:
where
Fxk uk F
xk1;j
Fxk1
Auxiliary optimization problems that project the multidimensional informations into one-dimension and the denition of a
vector-valued optimal partition function, for each node with
lateral branches, provides the framework to cope with both
questions.
The next section provides a formal look at these points by discussing a generalized recursive functional equation for EDP.
3.3. Recursive equation for EDP
First, dene the following expression:
!
xk1;j
"
Min
j2Ak
#
Fxk1;j
11
Therefore,
xk1 xk uk
The Markovian property of Eq. (15) is immediate, as the total capacitive power owing through a node with lateral branches at stage k
is still not affected by the injection of capacitive power on upstream
nodes (say, at stages 1, . . . ,k 1).
The recursive dynamic programming process starts at the
leaves of the feeder. For every node k with lateral branches, a projection problem is solved and an optimal partition function Ok1 is
determined. Analogous to single-ended feeders, the recursive
equation (17) is solved at each node k.
When recovering the optimal trajectory in the forward procedure, for nodes without lateral branches, xk+1 is obtained in the
same way as single-ended feeders, applying Eq. (10). When more
than one arc emanates from a node j, each optimal share, xok1;j , is
obtained by applying the optimal partition function at xk1 ;
Ok1 xk1 . The recovery process continues, starting from each
xok1;j , until it reaches all leaves of the feeder.
Calling,
xk1
xk1;j
12
j2Ak
"
Fxk1
xk1
Min
#
Fxk1;j
13
xk1;j
j2Ak
Ok1 : R ! R|
where | is the number of branches emanating from node k (the cardinality of set Ak).
16
j2Ak
uk
15
153
J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156
Bellmans Principle of Optimality provides the formal background to assure global optimality of solutions (Bellman, 2003).
Ideas and data structures borrowed from network ow optimization algorithms streamline the required computations (Bradley
et al., 1977; Ahuja et al., 1993).
3.4. Time complexity of EDP
Call N the number of nodes of the feeder, and Qmax the maximum reactive load power owing in the substation. Considering
that EDP adopts state discretizations of the injected capacitive
power, and that the total amount of injected capacitive power is
not allowed to exceed Qmax, then the number of possible states
for any given stage is bounded by bQmaxc.
The main procedures for solving problem P CA with EDP are the
following.
1. Solve Eq. (8) for each leaf node. It should be noticed that
the number of possible controls for each stage does not
exceed bQmaxc, since there can not be more controls than
state discretizations. Therefore, the time complexity for
computing Eq. (8) for all leaf nodes is bounded by
O(NbQmax c).
2. Solve the DP Iterative Functional Equation (7) for each
non-leaf node. Solving Eq. (7) for a stage k requires
determining the optimal control uk for each state xk+1
(O(bQmaxc2)). Thus, the time complexity to compute Eq.
(7) for all non-leaf nodes is bounded by O(NbQmaxc2).
3. Solve the Projection Equation (13) for each node with
lateral branches. The maximum number of lateral
branches for any given node is less than N. In addition,
the projection can be performed for two lateral branches
(O(bQmaxc2)) followed by one at a time consideration of
the other lateral branches (O(NbQmaxc2)). Accordingly,
the time complexity to compute Eq. (13) for every node
with lateral branches is bounded by O(N2bQmaxc2).
4. Recover the optimal trajectory, using Eq. (10) and the
optimal partition functions given by Eq. (14). The process
to recover the optimal trajectory computes one state
and one control for each node; therefore, time complexity
is bounded by O(N).
On the whole, the EDP time complexity is bounded by
O(N2bQmaxc2) which shows that it is a pseudo-polynomial algorithm (Garey and Johnson, 1979; Papadimitriou and Steiglitz,
1998). However, this is a worst-case analysis, while real instances
have a small number of lateral branches at a single node (see
Willis, 2004, Chapter 13). In addition, the possible sizes for capacitors are quite limited in practice (Table 2), resulting in a small
amount of state discretizations (rarely above one hundred). The
case studies conrm that, on the average case, the EDP time complexity is linear (O(N)), depending primarily on the feeder size.
4. Considering switched capacitors
It is simple to study the optimal allocation of switched capacitors instead of xed capacitors with the EDP approach discussed
so far. Indeed, the only necessary change is to consider the possibility of the best tap adjustment for uk, when computing the elementary cost in Eq. (6).
A more interesting study is to consider the optimal allocation of
both xed and switched capacitors. Here is a case where two
dimensions for the state at a node k are necessary: xfk to represent
the total xed capacitive power owing in the arc immediately upstream optimally divided among all branches emanating from k; xsk
"
Min
#
P
P
S
f C k g C k aet st lt P; Q ; V
C k 2F ;C Sk 2S k2N
18
t2T
8t 2 T
Q tk
P
j2Ak
)
Q tk1;j
Q tLk
Q Ck
Q iC S
k
19
2
t 2 t
P
P
Q k xk
ek xk ; uk f ufk g usk aet st r k k
V n 2
t2T
"
xk
xfk
xsk
"
xfk1 ufk
xsk1 usk
20
#
21
154
J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156
Table 1
Main data for the distribution networks.
V tk hk
v tk
ek xk ; uk ; v k f uk
aet st
t2T
2
t 2 t
Pk Q k xk
rk
t 2
vk
22
P
ek xk ; uk ; v k f ufk g usk aet st rk
t2T
2
t 2 t
P
Q xk
k 2k
t
vk
23
Network
Number of
nodes
Number of
feeders
Nodes w/l
branches
Total
(MW)
Total
(MVAR)
A
B
C
D
70
2645
6246
7500
1
11
30
10
7
511
1143
1304
3.80
42.76
131.97
61.60
2.69
20.72
66.90
29.57
Table 2
Capacitor banks.
Capacity (kVAr)
150
300
450
600
900
1200
3494
3553
3628
4026
4992
5958
4494
4553
4628
5026
5992
6958
6. Case studies
Four networks from different distribution systems were used to
evaluate the EDP approach (see Table 1). The rst one (A) is a small
70-bus test system adopted by Baran and Wu (1989). The other
networks are real large scale instances of distribution systems in
the state of So Paulo (Brazil): a 2645-bus system (B), a 6246-bus
system (C) and a 7500-bus system (D). The feeders in systems B
D have signicant voltage drops and power losses.
The sizes and costs of the capacitor banks are summarized in
Table 2. Other parameters used were an energy value of 60 US$/
MWh and a 5 year payback period for investments in capacitors,
with interest of 15%. Since detailed load proles for the networks
were not available, a simple load scenario was adopted for all case
studies; this scenario used the information about maximal demands at the nodes to obtain load proles with ve different levels
(0.3, 1.0, 0.8, 0.8, 0.6) and different durations (6, 6, 6, 3 and 3 h)
note the simplifying assumption of considering the same load
curve shape for all nodes.
Three different versions of the EDP algorithm were considered:
EDP-1 EDP algorithm for xed capacitors with voltages at their
nominal values (vk = Vn, "k);
EDP-2 EDP algorithm for xed capacitors considering voltage
drops along the feeders (vk Vn);
EDP-3 EDP algorithm for both xed and switched capacitors
considering voltage drops along the feeders (vk Vn).
All algorithms were coded in C++ using the GCC 4.3 compiler
without optimization ags. Computational tests were run on a PC
with a Core 2 Quad 3.0 GHz processor and 4 GB of RAM, running
under GNU/Linux.
155
J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156
Table 3
Results for the EDP-1 approach.
Table 7
Results for xed and switched banks (EDP-3 approach).
Network
Savings (%)
Time (s)
Network
Savings %
Time (s)
A
B
C
D
21.42
673.40
1837.22
1652.03
15.62
553.91
1508.08
1301.04
27.05
17.75
17.92
21.25
0.02
0.35
1.23
1.78
A
B
C
D
21.42
673.4
1837.22
1652.03
15.62
545.91
1487.98
1262.28
27.0
18.9
19.0
23.6
0.04
2.38
7.83
14.16
Table 4
Results for the EDP-2 approach.
Table 8
Economic benets for xed and switched banks.
Network
Savings (%)
Time (s)
A
B
C
D
21.42
673.40
1837.22
1652.03
15.62
547.18
1491.82
1270.33
27.05
18.74
18.80
23.10
0.03
0.52
1.66
2.24
Table 5
Economic benets of the EDP-1 approach.
Network
Savings (%)
Total (kVAr)
A
B
C
D
11,502
362,540
988,551
892,386
9941
314,355
862,018
727,189
13.56
13.29
12.80
18.51
900
9300
30,000
14,250
Network
Initial cost
(US$)
Final cost
(US$)
Savings
(%)
Fixed
(KVar)
Switched
(kVAr)
A
B
C
D
11,502
362,540
988,551
892,386
9941
313,037
858,483
717,376
13.56
13.65
13.16
19.61
900
10,500
32,100
19,650
0
1200
2100
1200
Table 9
EDP-2 versus a hybrid genetic algorithm (HGA).
Network
Initial
cost
(US$)
EDP
cost
(US$)
HGA
cost
(US$)
EDP
(kVAr)
HGA
(kVAr)
EDP
time
(s)
HGA
time
(s)
A
B
C
D
11,502
362,540
988,551
892,386
9941
313,354
859,874
720,118
9941
315,579
866,109
751,252
900
11,400
33,600
19,650
900
8850
29,700
12,600
0.03
0.52
1.66
2.24
0.04
10.30
22.47
115.9
Table 6
Economic benets of the EDP-2 approach.
Network
Savings (%)
Total (kVAr)
A
B
C
D
11,502
362,540
988,551
892,386
9941
313,354
859,874
720,118
13.56
13.57
13.02
19.30
900
11,400
33,600
19,650
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J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156