454 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 32, NO.

1, JANUARY 2017

Decentralized Intraday Generation Scheduling for

Multiarea Power Systems via Dynamic
Multiplier-Based Lagrangian Relaxation
Xiaowen Lai, Haiwang Zhong, Member, IEEE, Qing Xia, Senior Member, IEEE,
and Chongqing Kang, Senior Member, IEEE

AbstractDue to day-ahead forecast error in load demand and NiA Set of buses adjacent to bus i in area A.
renewable generation, there exists inevitable deviation between UA Set of generators in area A.
real-time operation and day-ahead generation schedules. This
UiA Set of generators connected to bus i in area A.
paper introduces a decentralized multiarea intraday generation
scheduling based on nonlinear ac power flow. This approach al- A Set of tie-lines pertaining to area A.
lows for a more reliable and economic operation with the ability A
i Set of tie-lines starting from bus i in area A.
to accurately constrain power and voltage securities at a multi- LA Set of internal lines in area A.
area scale. A dynamic multiplier-based algorithm is employed for
solving the nonlinear multiarea intraday dispatch model, which is
fully decentralized and thus preserves autonomy for each area. The Variables and functions:
dynamic multiplier-based algorithm presents the advantage of ac-
celerated computation compared to conventional static multiplier. Pk ,t Active power output of generator k at time t.
Numerical simulations illustrate the computational performance Qk ,t Reactive power output of generator k at time t.
and practical value of the proposed multiarea intraday generation Vi,t Voltage magnitude of bus i at time t.
scheduling framework and dynamic multiplier-based algorithm. i,t Voltage angle of bus i at time t.
ij,t Voltage angle difference between bus i and bus j at
Index TermsDynamic multiplier, intra-day dispatch, La-
grangian relaxation (LR), multi-area coordination, sensitivity time t.
analysis. TPA(i,j ),t Active power flow on tie-line (i, j) from area A at
time t.
TQA(i,j ),t Reactive power flow on tie-line (i, j) from area A
NOMENCLATURE at time t.
A
P (i,j ),t Lagrangian multiplier associated with the equation
Indices: of active tie-line flow through (i, j) from area A at
time t.
t Index of time steps, from 1 to T . A Lagrangian multiplier associated with the equation
k Index of generators. Q (i,j ),t

i, j Index of buses. of reactive tie-line flow through (i, j) from area A

(i, j) Index of lines, from bus i to bus j. at time t.
A Index of areas. fk () Quadratic dispatch cost of generator i.
B Index of areas adjacent to A, at the other end of tie-lines FP (i,j ) () Active power flow through line (i, j).
in the set A . FQ (i,j ) () Reactive power flow through line (i, j).

Sets:
Set of all areas. Constants:
NA Set of buses in area A. DP i,t Active load demand at bus i at time t.
DQ i,t Reactive load demand at bus i at time t.
Manuscript received September 7, 2015; revised January 24, 2016; accepted Vim ax Maximum voltage magnitude at bus i.
March 16, 2016. Date of publication May 3, 2016; date of current version Vim in Minimum voltage magnitude at bus i.
December 20, 2016. This work was supported in part by the National Natural
Science Foundation of China under Grant 51537005 and in part by the State
Pkm ax Maximum active power output of generator k.
Grid Corporation of China. Paper no. TPWRS-01260-2015. (Corresponding Pkm in Minimum active power output of generator k.
author: Q. Xia.) Qmk
ax
Maximum reactive power output of generator k.
X. Lai is with the State Key Laboratory of Power Systems, Department m in
of Electrical Engineering, Tsinghua University, Beijing 100084, China, and
Qk Minimum reactive power output of generator k.
also with the Power Dispatch and Control Center, Guangdong Power Grid, RkU Ramp up limit of generator k.
Guangzhou 510600, China (e-mail: laixwthu@163.com). RkD Ramp down limit of generator k.
H. Zhong, Q. Xia, and C. Kang are with the State Key Laboratory of m ax
Si,j Transmission capacity of line (i, j).
Power Systems, Department of Electrical Engineering, Tsinghua University,
Beijing 100084, China (e-mail: zhonghw@mail.tsinghua.edu.cn; qingxia@ Gij Element ij of the real part of the admittance matrix.
tsinghua.edu.cn; cqkang@tsinghua.edu.cn). Bij Element ij of the imaginary part of the admittance
Color versions of one or more of the figures in this paper are available online matrix.
at http://ieeexplore.ieee.org. cij Total charging susceptance of line (i, j).
Digital Object Identifier 10.1109/TPWRS.2016.2544863

0885-8950 2016 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
See http://www.ieee.org/publications standards/publications/rights/index.html for more information.
LAI et al.: DECENTRALIZED IDGS FOR MULTIAREA POWER SYSTEMS VIA DYNAMIC MULTIPLIER-BASED LR
I. INTRODUCTION
A. Motivation and Aim
S cross-border trading among interconnected power sys-
A tems is accelerating with an increasing need for system-
wide economic efficiency, attention has been raised on the de-
velopment of dispatch models and algorithms to support the
optimal operation of multi-area power systems at different time
scales. This paper is motivated by the need for coordinated
intra-day dispatch with high power flow accuracy for multi-
area power systems such as Chinas NorthernCentralEastern
Interconnections.
Due to day-ahead forecast error in load demand and renew-
able generation, there exists inevitable deviation between real-
time operation and day-ahead generation schedules. Especially
in the recent years, the increasing penetration of intermittent re-
sources such as wind and solar has aggravated the situation and
confronted the system with high variability and uncertainty. This
poses great challenges on the secure and reliable operation of
power systems [1], [2]. One alternative to solve this problem is
to introduce intra-day generation scheduling (IDGS), which fills
the gap between day-ahead generation schedules and real-time
operation and serves as an effective tool for optimal dispatch
over a look-ahead time horizon (typically one to two hours)
within the day. By enforcing IDGS, conventional generation
units can be re-scheduled with the latest forecast information
to meet the net load (demand minus renewable generation) in a
more cost-effective way.
Generally, a linearized dc power flow (DCPF) is used to model
the network in real-time or look-ahead dispatch problems for
simplicity and computational robustness. However, DCPF fails
to consider reactive power as well as voltage magnitudes and
presents inherent power flow inaccuracy. For multi-area inter-
connected power systems with relatively long transmission dis-
tance, there exist high risks of reactive power imbalance and
voltage violation. DCPF based network models are not suffi-
cient to address the power and voltage security in the operation
of such multi-area systems. Therefore, ac power flow (ACPF)
is demanded for multi-area IDGS. ACPF based models can
fully consider the security and operational constraints with re-
active power and voltage magnitudes. Also, ACPF based models
present benefits in terms of active power dispatch as studied in
[3]. With more accurate state estimations and load/renewable
forecasts within 12 h ahead of real-time operation, the com-
putational efficiency and robustness of IDGS with ACPF con-
straints can be well improved. An ac-based IDGS will provide
high credibility in power flow estimation and therefore reduce
the risks of power overload, reactive power imbalance and volt-
age violation. Therefore, ACPF is utilized to model the network
in this paper.
Enforcing intra-day dispatch in a multi-area setting can im-
prove the security and reduce the operational costs of the inter-
connected systems in real-time operation, since the flexibility
of intra-day power exchange schedules would provide mutual
assistance among participating areas. Nevertheless, technical
and institutional barriers impedes the conduction of a central-
ized operation of the entire interconnected systems. Hence, it
becomes necessary to develop decentralized coordination mod-
els and algorithms for multi-area intra-day operation, which
allow each area to carry out its own dispatch independently,
and pursue global optimality by interchanging critical informa-
455
tion (e.g., border variables, marginal costs) with neighboring
areas.
This paper aims at introducing a decentralized multi-area
IDGS with the ability to accurately constrain power and voltage
securities that serves for the purpose of realizing enhanced secu-
rity and economic efficiency for interconnected power systems.
B. Literature Review
Intra-day dispatch, or look-ahead dispatch (or equivalently,
dynamic economic dispatch) in a single-area power system has
been extensively studied in the literature [4][8]. However, co-
ordinated look-ahead dispatch has not been thoroughly investi-
gated in multi-area power systems. A wide variety of optimal
power flow (OPF) formulations and solution methods have been
proposed over the past half-century. A comprehensive discus-
sion of optimization techniques for OPF problems is presented
in [9] and [10]. In the last two decades, studies have been carried
out on the subject of static single-period multi-area OPF [11]
[17]. Although decentralized algorithms on multi-area multi-
interval dispatch are reported in [18][21], they are based on
DCPF and fail to consider reactive and voltage security con-
straints.
Multiple approaches to decentralized multi-area OPF are re-
ported in the literature. Lagrangian relaxation (LR) is the most
commonly adopted technique to decompose the global OPF
problem into regional sub-problems [11][14], [18]. The basic
idea of LR is to relax the coupling constraints by adding them
into the objective function with Lagrangian multipliers, thus
making the problem separable. Augmented Lagrangian based
decomposition has also been applied to multi-area OPF [13],
[14], [22]. In addition, some primal decomposition techniques
are also proposed to solve the multi-area dispatch, such as Ben-
ders decomposition [23] and the marginal equivalent decom-
position method [24]. The above approaches require a central
coordinator either for updating and distributing Lagrangian mul-
tipliers, or for optimizing inter-area power exchanges based on
supply functions of each area. This is sometimes impractical
because such a coordinator may not exist. This paper aims at
proposing a fully decentralized algorithm with no coordinator
for multi-area IDGS problem. An optimality condition decom-
position (OCD) technique, which is essentially a modified ver-
sion of LR, is firstly proposed in [15] and further investigated in
[25], [26]. The OCD method presents advantages of no parame-
ter tuning, minimal information exchange among sub-problems,
and no central coordinator necessary. Ref. [16], [17] extend this
work to DC-OPF problems and implement the algorithm on a
network of computers.
A key factor that affects the convergence speed of the above
LR-based approaches is the use of Lagrangian multipliers. In
the conventional LR approaches, the Lagrangian multipliers
are generally taken as constants within each iteration. The
static point-wise multiplier does not recognize the change of
the marginal cost and thus impedes the convergence of the
decentralized solution. A dynamic multiplier-based (DM) de-
centralized algorithm is proposed to overcome the disadvantage
of static multiplier by the authors in [21] where a linear DC-OPF
problem is modeled. The proposed dynamic multiplier provides
each area the ability to anticipate the ranges of the aggregated
supply functions of their neighboring areas and therefore yields
significantly faster convergence. However, the effectiveness
456 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 32, NO. 1, JANUARY 2017

 
of dynamic multiplier with nonlinear programming (NLP) Qk ,t DQ i,t TQA(i,j ),t
problems has not been investigated.
k U iA (i,j ) A
i

C. Contributions and Paper Organization = Vi,t Vj,t (Gij sin ij,t Bij cos ij,t ) ,
j N iA
The key contribution of this paper includes the following:
1) This paper proposes and formulates a decentralized multi- i N A (1c)
area intra-day dispatch framework based on nonlinear
ACPF that: a) fill the gap between day-ahead generation FP2 (i,j ) (Vi,t
A A
, i,t A
, Vj,t A
, j,t ) + FQ2 (i,j ) (Vi,t
A A
, i,t A
, Vj,t A
, j,t )
scheduling and real-time operation; and b) ensures the
power and voltage security of coordinated operation over (Si,j
m ax 2
) , (i, j), (j, i) LA (1d)
multi-area systems with long transmission distances. A
FP (i,j ) (Vi,t A
, i,t B
, Vj,t B
, j,t ) = TPA(i,j ),t : A
P (i,j ),t ,
2) To solve the decentralized nonlinear optimization prob-
lem, which includes reactive power, voltage magnitudes (i, j) A (1e)
and nonlinear transmission constraints and thus very dif-
ferent from our previously published work on linear A
FQ (i,j ) (Vi,t A
, i,t B
, Vj,t B
, j,t ) = TQA(i,j ),t : A
Q (i,j ),t ,
DC-OPF [21], this paper extends the DM algorithm and
realizes a whole new implementation for the nonlinear (i, j) A (1f)
optimization problem. The coupling sensitivities, i.e., the
sensitivities of active/reactive costs with respect to ac- (TPA(i,j ),t )2 + (TQA(i,j ),t )2 (Si,j
m ax 2
) , (i, j) A (1g)
tive/reactive power flows, are taken into account, resulting
in faster convergence. Moreover, transmission losses are RkD Pk ,t Pk ,t1 RkU , k U A (1h)
considered in the stopping criteria of the ac based model Pkm in Pk ,t Pkm ax , k U A (1i)
in this paper.
The remainder of this paper is organized as follows. The Qm
k
in
Qk ,t Qm
k
ax
, k U A
(1j)
IDGS formulation is presented and then decomposed into re-
gional sub-problems in Section II. Section III presents the DM Vim in Vi,t Vim ax , i N A (1k)
algorithm to the solution of decentralized multi-area IDGS and 
summarizes the algorithm procedure. Section IV demonstrates , A , t = 1, 2, . . . , T
numerical simulations. Concluding remarks are presented in
Section V. A
ref ,t = 0, t = 1, 2, . . . , T, for reference area A (1l)
where
II. IDGS FORMULATION
FP (i,j ) (Vi , i , Vj , j ) = Vi2 Gij
In this section, the mathematical formulation of the proposed
IDGS is presented. The problem is then decomposed into re- +Vi Vj (Gij cos ij + Bij sin ij ) (2)
gional sub-problems based on the OCD technique.  cij 
FQ (i,j ) (Vi , i , Vj , j ) = Vi2 Bij
2
A. Centralized Formulation of IDGS +Vi Vj (Gij sin ij Bij cos ij ). (3)
In order to achieve high power flow accuracy in intra-day dis- The objective function (1a) is the minimization of the total cost
patch, the network is modeled using nonlinear ACPF. The dis- of generation. Constraints (1b) and (1c) are the nodal active
patch costs of generators are considered as quadratic functions, and reactive power balance equations, respectively. Constraints
i.e., fk (Pk ,t ) = ak Pk2,t + bk Pk ,t + ck . The centralized IDGS is (1d) represent the apparent flow limits of internal lines in each
formulated as the following continuous NLP problem which area. Equations (1e) and (1f) respectively formulate active and
possesses a nonconvex feasible region: reactive tie-line power flows. Note that there are two sets of
tie-line flow variables TPA(i,j ),t , TQA(i,j ),t and TPB(j,i),t , TQB(j,i),t

T  associated with each tie-line (i, j) at each time step t, one for
min fk (Pk ,t ) (1a) area A and the other for adjacent area B. This redundancy is
A t=1 k U A intended for the decomposition of the problem. Constraints (1g)
s.t. impose apparent flow limits on tie-lines. Constraints (1h) intro-
  duce ramp limits of generators. Pi,0 denotes the initial power
 output of generator i. Constraints (1i) and (1j) are generator
Pk ,t DP i,t TPA(i,j ),t power output limits. Constraints (1l) designate a unique refer-
k U iA (i,j ) A
i ence bus for the multi-area system.
 Since the sensitivity analysis procedure for generating dy-
= Vi,t Vj,t (Gij cos ij,t + Bij sin ij,t ) , namic multipliers requires that the model is continuous, the
j N iA proposed algorithm cannot be applied to mixed integer pro-
gramming (MIP) based unit commitment problems. Unit com-
i N A mitment decisions taken within the day may be considered in
(1b) the model as artificially assigned parameters. Also, bus shunt
LAI et al.: DECENTRALIZED IDGS FOR MULTIAREA POWER SYSTEMS VIA DYNAMIC MULTIPLIER-BASED LR 457

admittances and transformer tap settings are considered constant tions of the original problem, i.e., the optimality of the decentral-
and taken into account when computing the network admittance ized solution is guaranteed. Based on the above decomposition,
matrix. This is appropriate since we assume that the status of the decentralized solution can be achieved via an iterative pro-
shunt capacitors and transformer tap settings remain unchanged cess, which has the property of local convergence to the local
during the relatively short intra-day dispatch interval. It is in- optimal solution under certain conditions [25].
tended to avoid dealing with MIP problems that are much more During each iteration, each area solves its regional sub-
difficult to solve in a decentralized manner. Alternatively, bus problem (4), with Vj,t B B
, j,t , B
P (j,i),t and Q (j,i),t treated as
B
shunt admittances and transformer tap settings may also be con- constants resulting from the solution of adjacent areas in the pre-
sidered as continuous variables and rounded to integers based vious iteration. Once all sub-problems are solved, the boundary
on a certain strategy after the problem is solved. This does not bus voltage magnitudes and angles Vj,t B B
, j,t and the marginal
change the nature of the proposed formulation and the rounding
strategy is out of the scope of this paper. costs for tie-line export P (j,i),t , Q (j,i),t are updated and ex-
B B

changed between interconnected areas for the next iteration. The

B. Decentralized Formulation of IDGS iteration terminates when the active and reactive tie-line flows
computed from both sides converge within a certain tolerance
In the centralized model (1), constraints (1e) and (1f) involve (considering transmission losses).
variables from multiple areas and therefore they are recognized
as coupling constraints.
The problem can be decomposed by fixing the boundary vari- III. DM ALGORITHM
ables and introducing the coupling constraints into the objective This section presents the concept of dynamic multiplier, the
function. For example, for area A, constraints (1e) and (1f) sensitivity analysis of Lagrangian multipliers and technical de-
pertaining to other areas are relaxed by adding them into the ob- tails regarding the incorporation of dynamic multipliers into the
jective function, whereas those pertaining to area A are retained sub-problem formulation. The procedure of the proposed DM
with variables of other areas treated as constants. algorithm is summarized in the sequel.
The regional sub-problem is formulated as follows:
T   A. The Concept of Dynamic Multipliers
min fk (Pk ,t ) In the decentralized solution of IDGS, the multipliers B
P (j,i),t
t=1 k U A
 and BQ (j,i),t are the key factor to coordinating multi-area sys-
+ B B B A A
P (j,i),t FP (j,i) (Vj,t , j,t , Vi,t , i,t ) tems in intra-day dispatch. Interpreted as the marginal costs for
(i,j ) A active and reactive power outputs through tie-lines, the multi-
  pliers provide neighboring areas the key information regarding
+ B F (V B
, B
, V A
, A
) (4a) the aggregated supply functions.
Q (j,i),t Q (j,i) j,t j,t i,t i,t
(i,j ) A
In the OCD algorithm presented in [27], the multipliers
are taken as constants resulting from the solution of the sub-
s.t. problems in the previous iteration. The static point-wise multi-
 pliers is then exchanged across interconnected areas to coordi-
A
FP (i,j ) (Vi,t A
, i,t B
, Vj,t B
, j,t ) = TPA(i,j ),t : A nate power interchange. Within an iteration, the static multiplier
P (i,j ),t ,
is not able to recognize the changes of the equivalent supply
function of each area given changing tie-line active and reac-
(i, j) A (4b) tive power exchange. This results in slow convergence or even
A
FQ (i,j ) (Vi,t A
, i,t B
, Vj,t B
, j,t ) = TQA(i,j ),t : A numerical oscillations in the decentralized iterative process of
Q (i,j ),t ,
solving IDGS with the static multiplier-based (SM) algorithm.
(i, j) A (4c) A DM algorithm is proposed and applied to multi-area DC-
OPF by the authors [21] and can be extended to include reac-
(1b), (1c), (1d), (1g), (1h), (1i), (1j),
tive quantities to facilitate the convergence of the decentralized
(1l), (if A is the reference area), IDGS. The dynamic multipliers are generated after each re-
 gional sub-problem is solved. By investigating the sensitivities
, t = 1, 2, . . . , T. of the multipliers associated with active and reactive tie-line
flow equations, the dynamic multipliers can be approximated as
The variables topped with a tilde are variables pertaining linear functions of active and reactive tie-line power imports.
to neighboring areas. They are treated as constants with the Similar to static multipliers, they serve as the equivalent supply
value assigned in the previous iteration and exchanged between functions to neighboring areas to achieve efficient coordina-
tion between areas. However, the dynamic multipliers reveal
interconnected areas. The Lagrangian multipliers B P (j,i),t and the supply functions at a range of complex tie-line flows in-
B
Q (j,i),t associated with (4b) and (4c) of area B, respectively, stead of a single given point. This dynamic view of tie-line flow
can be interpreted as the marginal costs for active and reactive multipliers provides the ability for each area to better anticipate
power export from area B through tie-line (j, i) at time step t. the variations of the aggregated supply function of neighboring
The last two terms in the objective function represent the costs areas.
for importing active and reactive power from neighboring areas. The early awareness of the change of the supply function
It is justified in [25] that through the decomposition, the KKT significantly aids the optimal decision of multi-interval tie-line
conditions of all sub-problems are identical to the KKT condi- flows, which is the key to coordinating the decentralized solu-
458 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 32, NO. 1, JANUARY 2017

tion. Therefore, faster convergence can be anticipated by incor- Hx = [x h(x , p)]T (10)
porating the dynamic multipliers into the decentralized IDGS
solution. The performance of the proposed DM algorithm is Hp = [p h(x , p)]T (11)
demonstrated in Section IV as compared to the state-of-the-
art SM algorithm [27] in which the multipliers are treated as
Gx = [x g(x , p)]T (12)
constants.
Gp = [p g(x , p)]T . (13)
B. Sensitivity Analysis of Multipliers
The dynamic multipliers can be approximated as linear func- Note that m is the number of binding (active) inequality con-
tions of tie-line active/reactive power exports through a sensitiv- straints. As the sensitivity analysis is just local, once problem (5)
ity analysis procedure reported in [28], [29], which is based on is solved, non-binding inequality constraints can be identified
the linearization of the KKT conditions. Here we describe the and disregarded.
general idea of Lagrangian multiplier sensitivity analysis and Thus, in the neighborhood of a specific initial parameter vec-
apply the methodology to approximate the tie-line flow equa- tor p0 :
tion multipliers as functions of tie-line active/reactive power
exports. (p) = M1 N(p p0 ) + (p0 ). (14)
For a general form of NLP problem that is continuous and
twice differentiable:
C. Incorporating Dynamic Multipliers in the Sub-Problems
min f (x, p) (5a) If we consider the tie-line active/reactive power flow variables
s.t. h(x, p) = 0 : (5b) as parameters in the regional sub-problem (4), the sensitivities
of tie-line flow multipliers with respect to tie-line flows can be
g(x, p) 0 : (5c) computed via the sensitivity analysis procedure stated above.
For area B, once its regional sub-problem is solved after each
where decision variable vector x Rn 1 , parameter vec- iteration, the marginal costs for active/reactive power export
tor p Rp1 , equality constraints h(x, p) = [h1 (x, p), . . . , from area B can be approximated as functions of active/reactive
hl (x, p)]T , inequality constraints g(x, p) = [g1 (x, p), . . . , tie-line flows in a form similar to (14):
gm (x, p)]T , and and are the Lagrangian multiplier vectors
associated with equality and inequality constraints, respectively. B
B
P = SP P (TP TP ) + SP Q (TQ TQ ) + P (15)
B B B B
Once the above problem is solved, we can differentiate the
KKT conditions at the current optimal point. The sensitivities of B
x, and , subject to perturbation of p, can be obtained by mod- B
Q = SQ P (TP TP ) + SQ Q (TQ TQ ) + Q (16)
B B B B

ifying them in such a way that the linearized KKT conditions

for the problem still hold [28], [29] where B P , Q are active/reactive tie-line flow multiplier vectors
B

 T that represent the marginal costs for active/reactive power ex-

x ports from area B, TB B
P , TQ are active/reactive tie-line flow vari-
= M1 N (6) able vectors, and a tilde on the top denotes their value from the
p p p
current solution. SP P , SP Q , SQ P , SQ Q are submatrices con-
where M and N are the Jacobian of the KKT optimality con- taining the sensitivities of active/reactive multipliers with re-
ditions system of the problem (5) with respect to (x, , ) and spect to active/reactive tie-line flows. They are extracted from
parameters p, respectively [28]: (6) by selecting corresponding rows and columns.
Let FB B
P and FQ denotes the vector of active/reactive tie-line
flow expressions composed of FP (j,i) (Vj,t B B
, j,t A
, Vi,t A
, i,t ) and
Fxx HTx GTx Fxp

M = Hx 0 0 , N = Hp . (7) FQ (j,i) (Vj,t , j,t , Vi,t , i,t ), respectively. Given that FP = TB
B B A A B
P

Gp and FB Q = T B
Q hold during the sensitivity analysis procedure,
Gx 0 0
the dynamic multipliers can be equivalently expressed as func-
tions of FB B
P and FQ , i.e.,
The vectors and submatrices in (7) are defined below:

Fxx = xx f (x , p) B B B B
P = SP P FP + SP Q FQ + RP (17)


l 
m
B B B B
Q = SQ P FP + SQ Q FQ + RQ (18)
+ i xx hi (x , p) + j xx gj (x , p) (8)
i j
where
Fxp = xp f (x , p)
B
P = SP P TP + P
RB
B

l 
m (19)
+ i xp hi (x , p) + j xp gj (x , p) (9)
B
Q = SQ P TP + Q .
RB B
i j (20)
LAI et al.: DECENTRALIZED IDGS FOR MULTIAREA POWER SYSTEMS VIA DYNAMIC MULTIPLIER-BASED LR 459

By substituting (17) and (18) into (4a), the objective function considered, which is different from DC-OPF cases:
of the sub-problem for area A becomes the following:
A
TP (i,j ),t + TPB(j,i),t TPLOSS
(i,j ),t < P ,


T  (i, j) , t = 1, 2, . . . , T (24)
min fk (Pk ,t )
t=1 k U A A
TQ (i,j ),t + TQB(j,i),t TQLOSS
(i,j ),t < Q ,
1 1 B T
+ (FB )T SP P FB B B B
P + (FP ) SP Q FQ + RP FP (i, j) , t = 1, 2, . . . , T (25)
2 P 2
1 1 B T where TPLOSS LOSS
(i,j ),t and TQ (i,j ),t are active and reactive transmission
+ (FB T B B B B
Q ) SQ P FP + (FQ ) SQ Q FQ + RQ FQ (21)
2 2 losses on tie-line (i, j) at time step t, respectively, i.e.,

where
B
FB
P = FB B A A
P (V , , V , ) (22)
B (27)
FB B B A A
Q = FQ (V , , V , ). (23)
It is worth noting that the modified objective function (21)
takes into account not only the impact of active tie-line flows
on marginal costs of active power export, but also the coupling
sensitivities between active/reactive flow and costs. This char-
acteristic reflects the fact that the change of reactive tie-line
flow would affect the transmission losses and thus impact the
marginal cost of active power export. This is a unique contri-
bution of the dynamic multipliers to faster convergence of the
decentralized IDGS.
D. Proposed Algorithm Procedure
The procedure of the proposed DM algorithm to the decen-
tralized IDGS solution is summarized as follows:
Step 1) Initialization: Set all complex tie-line flows to zero
(flat-start) or the result obtained in the previous intra-
day dispatch stage (warm-start). Each area performs
an autonomous local dispatch.
Step 2) Dynamic multipliers generation: With the current
dispatch solution, each area computes the sensitivi-
ties of multipliers with respect to tie-line flows. Gen-
erate dynamic multipliers as linear functions of ac-
tive/reactive tie-line power exports.
Step 3) Information exchange: Exchange dynamic multipli-
ers and boundary bus voltage magnitudes and angles
between adjacent areas.
Step 4) Regional dispatch: Each area solves its own sub-
problem with the information exchanged from neigh-
boring areas.
Step 5) Convergence check: If convergence criteria are met,
dispatch the result and move forward to the next
intra-day dispatch stage; otherwise, return to Step 2.
As the intra-day dispatch moves forward, load forecasts need
to be updated accordingly and the decentralized algorithm
carried out repeatedly in upcoming intra-day dispatch stages.
Warm-start strategy can be utilized to improve the computa-
tional efficiency.
The algorithm terminates when the active and reactive tie-
line flows computed from both ends of each tie-line converge
within a certain tolerance. Here, transmission losses must be
TPLOSS
(i,j ),t = FP (i,j ) (Vi , i , Vj , j ) + FP (j,i) (Vj , j , Vi , i )
(26)
TQLOSS = FQ (i,j ) (Vi , i , Vj , j ) + FQ (j,i) (Vj , j , Vi , i ).
(i,j ),t
P (MW) and Q (MVar) are active and reactive power flow
tolerance. P and Q are chosen according to the need for ac-
curacy, such as 0.011 (MW/MVar) for a small system or 110
(MW/MVar) for a large system.
Note that the initial starting point has significant impact on
the number of iterations and convergence for both static and
dynamic multiplier approaches. In the decentralized procedure,
Lagrangian multipliers are the key to finding optimal solutions.
Each iteration could be considered as a new guess based on
current solution for more proper multipliers that correspond to
a point closer to the optimal. Therefore, a good starting point
is vital to quickly acquiring the optimal multipliers. It is a sig-
nificant advantage of dynamic multiplier that the change of
multiplier can be estimated within each iteration, and thus facil-
itates the search for optimal multipliers. Please note that in order
to eliminate the impact of starting point on the performance of
both static and dynamic multiplier approaches, flat-start strategy
(i.e., setting all complex tie-line flows to zero) is employed in
the 2-Area IEEE RTS simulations.
IV. NUMERICAL SIMULATIONS
To verify the effectiveness of the proposed algorithm, numeri-
cal simulations on the 2-area IEEE RTS, a 3-area 354-bus system
and test systems with multiple areas and tie-lines are carried out
in this section. Centralized optimization (CO), the SM and the
DM algorithms are evaluated. The algorithm is implemented
using MATLAB R2014a on a Lenovo ThinkPad T440s laptop
with an Intel Core i7 2.1G CPU and 8 GB memory. Regional
sub-problems are solved in parallel using IPOPT package [30].
A. 2-Area IEEE RTS
Illustrative studies are conducted on the 2-area IEEE RTS
[31]. The system consists of 48 buses, 66 generators, 76 internal
lines and three tie-lines. The generator cost data given in MAT-
POWER package are utilized. To differentiate the two areas, the
operational costs of generators in area 2 are doubled.
Single-period OPF (T = 1) is carried out on the system with
the winter peak load (5700 MW in total) [31]. The convergence
tolerance is set as P = 0.01 MW, Q = 0.01 MVar. Flat-start
is employed for initializing tie-line flow.
460 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 32, NO. 1, JANUARY 2017

TABLE I TABLE II
COMPUTATIONAL STATISTICS OF THE 2-AREA IEEE RTS RESULTS OF THE 2-AREA RTS VIA DM IN THE CONGESTION CASE

Method Total cost ($) Iter. No. Time (s) Obj. Err. (%) Sol. Err. (%) Line#10 (MVA) Tie-line#3 (MVA)

CO 151 474.41 - 0.127 - - Case Total cost ($) Iter. Time (s) from to from to
SM 151 474.08 47 3.055 0.0002 0.0056
DM 151 474.74 11 1.152 0.0002 0.0095 A 151 474.74 11 1.152 86.16 87.15 171.19 168.52
B 156 385.65 19 2.182 79.11 80.00 187.73 183.90
C 151 693.91 11 1.202 87.04 88.07 150.00 147.95

1) Centralized Versus Decentralized: To demonstrate the

computational efficiency and optimization accuracy of the pro- TABLE III
posed decentralized algorithm, CO, the SM and the DM algo- RESULTS OF THE 2-AREA RTS VIA SM AND DM UNDER
VARIOUS COST SETTINGS
rithms are performed. Table I compares the results of CO, SM
and DM in terms of total dispatch cost, number of iterations,
computation time and relative errors. Relative objective error No. of converged Ratio of converged Average Average
and relative solution error are defined as follows: Method cases cases (%) iterations time (s)

fdec fcen SM 33 64.7 59.80 4.083
Obj. Err. = 100%
fcen DM 51 100.0 18.43 2.012

 
 xdec xcen 
Sol. Err. =   100% (28)
xcen  in slow convergence; whereas for DM, the relevant amounts con-
where fdec and fcen are optimal objectives of decentralized (SM
or DM) and centralized methods, respectively; xdec and xcen are
vectors containing active/reactive generator outputs obtained via
decentralized and centralized methods, respectively.
As listed in Table I, the optimal objective and solution of both
SM and DM coincide with the results of CO within the tolerance.
It is fair to claim that the proposed DM as well as SM guarantees
local optimality. Moreover, one may observe that DM requires a
longer computation time than CO. This is because the test system
contains only two areas and therefore parallel computing would
not be of great help to improving computational efficiency. Keep
in mind that the proposed algorithm is not intended to improve
computational efficiency but to achieve regional decomposition
aiming for dispatch autonomy and data privacy. In real-world
interconnected power systems that typically consist of more
areas, a parallel implementation will reduce the computation
time more significantly.
One may observe that in this case the SM yields a lower total
cost that the CO. This is basically due to the termination criteria
tolerance in the LR of the coupling constraints, i.e., tie-line
active and reactive power flow equations. When the algorithm
terminates, the coupling constraints are satisfied within the given
error, leading to a solution with tiny infeasibility and possibly
a lower cost than the feasible optimal solution. The degree of
infeasibility can be alleviated as we choose a smaller tolerance.
Also, a tiny infeasibility could be easily compensated by the
system in real time operations.
2) SM Versus DM Algorithm: For the given tolerance, SM
and DM converged after 47 and 11 iterations, respectively. The
proposed DM algorithm significantly improves the convergence
of the decentralized solution of multi-area IDGS. Figs. 1 and 2
illustrate the iterative evolution of active tie-line power export
multipliers, active tie-line flow and reactive tie-line flow via SM
and DM, respectively. In each sub-figure, the solid lines are
multipliers or tie-line flows computed by the from area of the
tie-lines, while the dashed lines are amounts computed by the
to area.
For SM, the tie-line multipliers and flows converged to the op-
timal values after some severe initial oscillations, which resulted
verged rapidly to the optimal values, yielding a much smoother
evolution.
3) Considering Versus Neglecting Active/Reactive Coupling
Sensitivities: To investigate the effect of considering the ac-
tive/reactive coupling sensitivities in constructing dynamic mul-
tipliers, the DM algorithm is modified to neglect the coupling
sensitivities, i.e., setting matrices SP Q and SQ P to null in ob-
jective function (21).
When neglecting the active/reactive coupling sensitivities, the
DM converged after 17 iterations. Fig. 3 illustrates the iterative
evolution of active tie-line power export multipliers, active tie-
line flow and reactive tie-line flow. By comparing Figs. 2 and
3, one can observe that the DM yields a smoother evolution of
the relevant amounts when considering active/reactive coupling
sensitivities.
4) Uncongested Versus Congested: Here, we study the ef-
fectiveness of the proposed method under congested situations.
To impose intra- and inter-area congestions, modifications on
transmission line limits are made. The following three cases are
tested:
A) Unconstrained case. No congestion occurs.
B) Intra-area congestion case. The apparent flow limit of
Line #10 in Area 1 is reduced to 80 MVA.
C) Inter-area congestion case. The apparent flow limit of
Tie-line #3 between Area 2 and Area 3 is reduced to 150
MVA.
The results of the above three cases computed via DM are
summarized in Table II. Apparent power flows from both ends
of Line #10 and Tie-line #3 in different cases are listed. The DM
successfully managed both intra- and inter-area congestions.
The number of iterations and the computation time did not vary
much.
5) Convergence Performance Evaluation: To investigate the
convergence improvement of the DM approach versus the SM
approach in a statistical sense and verify its robustness, tests
are carried out with various generation cost settings. Multiple
generation cost settings are created by varying the scale of the
cost coefficients from 5.5 to 0.5 by a step of 0.1 for Area 1,
from 0.5 to 5.5 by a step of 0.1 for Area 2. The results yielded
by SM and DM are summarized in Table III.
LAI et al.: DECENTRALIZED IDGS FOR MULTIAREA POWER SYSTEMS VIA DYNAMIC MULTIPLIER-BASED LR 461

Fig. 1. The iterative evolution of (a) active tie-line multipliers, (b) active tie-line flows and (c) reactive tie-line flows via SM for the IEEE RTS.

Fig. 2. The iterative evolution of (a) active tie-line multipliers, (b) active tie-line flows and (c) reactive tie-line flows via DM considering active/reactive coupling
sensitivities for the IEEE RTS.

Fig. 3. The iterative evolution of (a) active tie-line multipliers, (b) active tie-line flows and (c) reactive tie-line flows via DM not considering active/reactive
coupling sensitivities for the IEEE RTS.

The number of iterations for both SM and DM is limited to

100. Table III reports the number (ratio) of successfully con-
verged cases and the average number of iterations (time) of
converged cases. As shown in the table, the DM has better con-
vergence performance and robustness than the SM under various
cost settings. Note that flat-start is employed in this case, result-
ing in greater number of iterations.

B. 3-Area 354-Bus System

The proposed approach is further tested on a 3-area 354-bus
system. The system is created by interconnecting three IEEE
118-bus system with tie-lines, as shown in Fig. 4. The system
consists of 354 buses, 558 internal lines, 162 generators and
3 tie-lines. The tie-line parameters are obtained from [27], as
shown in Table IV. The first digit in each bus number denotes
area number and the remaining digits denote the bus number
within each area. The generator cost data included in MAT-
POWER package are utilized. To differentiate the three areas,
the cost functions of the generators in areas 1, 2, 3 are multiplied
by 1.5, 1.25, 1.0, respectively.
To simulate a real-world realization of the proposed IDGS, the
load profile is constructed using real load data from a provincial
Fig. 4. The topology of the 3-area 354-bus test system.
power grid in southern China. The one day load data with a
15-min resolution are scaled down and applied to the system.
Active bus loads are allocated in the original proportion; reactive
bus loads are determined based on fixed power factors.
The day-ahead load forecast is depicted by the black bold
curve in Fig. 5. Ten real load scenarios are simulated by adding
Gaussian noises (zero mean, 3% standard deviation) to the day-
ahead forecast profile, as depicted by the light gray curves in
Fig. 5. For simplicity, short-term load forecast errors are ignored,
462 IEEE TRANSACTIONS ON POWER SYSTEMS, VOL. 32, NO. 1, JANUARY 2017

TABLE IV TABLE VI
TIE-LINE PARAMETERS OF THE 354-BUS SYSTEM CHARACTERISTICS OF THE TEST SYSTEMS

Tie-lines r (p.u.) x (p.u.) b (p.u.) Rating (MVA) Case Areas Tie-lines Buses Generators Internal lines

10902040 0.02610 0.0703 0.01844 500 4A-6T 4 6 472 216 744

10273042 0.05300 0.1830 0.04720 500 4A-9T 4 9 472 216 744
20853090 0.01050 0.0288 0.00760 500 6A-10T 6 10 708 324 1116
6A-15T 6 15 708 324 1116
8A-14T 8 14 944 432 1488
8A-21T 8 21 944 432 1488

TABLE VII
RESULTS OF THE TEST SYSTEMS VIA SM AND DM

Iterations Time (s)

Case SM DM SM DM

4A-6T 95 21 22.17 4.18

4A-9T 159 53 36.74 13.15
6A-10T 213 83 34.90 15.59
6A-15T * 131 * 32.08
8A-14T 279 128 52.62 29.66
Fig. 5. Day-ahead load forecast and real load profile.
8A-21T * 174 * 42.04

TABLE V *means: Did not converge after 300 iterations.

STATISTIC RESULTS OF THE 3-AREA 354-BUS SYSTEM

rived systems are shown in Table VI. The largest test system
Iterations Time (s)
consists of 8 areas, 21 tie-lines, and 944 buses.
Method Min Max Avg Min Max Avg The convergence tolerance is set as P = 5 MW, Q = 5
MVar. The active tie-line flows and multipliers are initialized
CO - - - 1.54 2.12 1.83 from DC-OPF solutions. The reactive tie-line flows are initial-
SM 1 69 17.11 0.25 13.21 2.91
DM 1 18 5.22 0.31 7.08 1.62
ized as zero and voltage magnitudes as one p.u. The number of
iterations is limited to 300.
Table VII summarizes the results obtained via SM and DM
in terms of the number of iteration and computation time. It
namely, intra-day dispatch is carried out based on the exact real is observed from Table VII that the proposed DM achieves
load data. better convergence performance than the SM in all cases. The
The system is studied over 96 intervals (15-min) with T = 8, results demonstrate the effectiveness of the DM with systems
i.e., a look-ahead horizon of 2 h. The convergence tolerance is that consist of a large number of areas and tie-lines. It is also
set as P = 1 MW, Q = 1 MVar. The results obtained from indicated from the results that the number of areas and tie-lines
the previous intra-day dispatch stage is utilized to initialize the has strong impacts on the speed of convergence. Generally,
tie-line bus voltage magnitudes, angles and tie-line multipliers cases with a smaller number tie-lines yield faster convergence
for the decentralized algorithms. The decentralized algorithms or a better chance of convergence. The reason is that cases with
are implemented in parallel. more areas and tie-lines have more boundary variables that need
Table V summarizes the statistics of the computational perfor- coordination.
mance of the SM and DM algorithms throughout the 96 times of
intra-day dispatch computation. The minimum, maximum and V. CONCLUSION
average number of iterations and computation time are reported.
Since a warm-start strategy is employed, the number of itera- To fill the gap between day-ahead generation scheduling and
tions is significantly reduced. In this case, the DM algorithm real-time operation, and to ensure the power and voltage security
has a faster convergence rate as compared to the SM. The DM of coordinated operation over multi-area systems, a multi-area
yields a considerable raise in the computational efficiency on IDGS framework is proposed and formulated in this paper. To
average compared to the SM and takes less computation time solve the IDGS efficiently, a DM algorithm is proposed to facil-
than CO when implemented in parallel. itate the convergence of the decentralized iterative procedure.
The sensitivity of the active/reactive tie-line multipliers with
respect to active/reactive tie-line power exports is analyzed to
C. Multiple Test Systems Evaluation
generate dynamic multipliers for exchange between neighbor-
Multiple test systems are evaluated using the SM and DM to ing areas during each iteration. Compared with conventional
further investigate the performance of the proposed approach point-wise multipliers, the proposed dynamic multipliers serve
with large-scale systems. The test systems are created by repli- as more accurate supply functions of tie-line power exports. The
cating the IEEE 118-bus system, with increasing number of numerical simulations demonstrate faster convergence and high
interconnected areas and tie-lines. The characteristics of the de- computational efficiency of the proposed DM algorithm.
LAI et al.: DECENTRALIZED IDGS FOR MULTIAREA POWER SYSTEMS VIA DYNAMIC MULTIPLIER-BASED LR
The proposed multi-area IDGS framework and algorithm
could have significant potential for practical implementation
in interconnected power systems needing for high power flow
accuracy in intra-day dispatch. Future work will investigate the
real-world application of the decentralized DM algorithm in
large-scale power systems.
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Xiaowen Lai received the Ph.D. degree in electri-
cal engineering from Tsinghua University, Beijing,
China, in 2015.
He is currently a Power Dispatch Engineer at
the Power Dispatch and Control Center, Guang-
dong Power Grid, Guangzhou, China. His research
interests include electricity market and economic
dispatch.
Haiwang Zhong (S10M13) received the Ph.D. de-
gree in electrical engineering from Tsinghua Univer-
sity, Beijing, China, in 2013.
He is currently a Lecturer at Tsinghua University.
His research interests include generation scheduling
optimization, demand response, and electricity mar-
kets.
Qing Xia (M01SM08) received the Ph.D. de-
gree from the Department of Electrical Engineering,
Tsinghua University, Beijing, China, in 1989.
He is currently a Professor with Tsinghua Uni-
versity. His research interests include electricity mar-
ket, generation scheduling optimization, power sys-
tem planning, and load forecasting.
Chongqing Kang (M01SM07) received the Ph.D.
degree from the Department of Electrical Engineer-
ing, Tsinghua University, Beijing, China, in 1997.
He is currently a Professor at Tsinghua Univer-
sity. His research interests include load forecasting,
low-carbon electricity, power system planning, and
generation scheduling optimization.