A Simultaneous Dynamic Optimization Strategy for Coordinated Voltage Control to Enhance the Voltage Stability of the Electric Power

Systems
Mingbo Liu, Wenjie Zheng, and James A. Momoh, Fellow, IEEE
field current limiters, secondary voltage controllers, etc., and these increase the stress on the high voltage network by increasing the power consumption beyond the capacity of the transmission network for power transfer and voltage support and usually lead to the most common form of voltage instability, the progressive drop of bus voltages [2]. The voltage drop of some buses may lead to voltage collapse or blackout in the end. Voltage control problem is commonly classified into three hierarchical levels, namely, Primary Voltage Control (PVC), Secondary Voltage Control (SVC) and Tertiary Voltage Control (TVC) [2,3]. PVC is conducted via Automatic Voltage Regulator (AVR), synchronous condensers, static Var compensators. SVC controls the OLTC and capacitor banks in the substations slowly and can increase the voltage stability margin and delay the voltage collapse [4] as well as giving a strong voltage support for the area, but it cannot prevent the voltage from progressive drop while in emergency. TVC acts the slowest among the three hierarchies. So it is necessary to give a further study on the optimal voltage control to avoid the voltage collapse, based on the dynamic model of power systems. Literature reviews show that many of the dynamic control strategies are based on the independent control, such as field current control, tap ratio of the OLTC, shunt capacitor banks and load shedding [5,6,7]. The discrete characteristic of control and the coordinated strategies are seldom reported under emergency situations. In [8], the minimum distance from the operating point to the bifurcation boundary is used to evaluate system voltage security. The optimal control direction toward adequate security is then obtained by calculating the sensitivity of the minimum distance with respect to control parameters. The actual dispatch of controls along the optimal direction, which takes into account impacts of economic cost and control availability, is determined as the solution of a multiple-stage optimization problem using differential dynamic programming. [9] first used a security constrained steady-state approach to determine the structure of the optimal control sequence, in terms of the type and amount of control, needed to provide stability and desired security margin. Dynamic analysis based on the dynamic sensitivity method is then carried out to verify the statically obtained schedule and complement it with the optimal value of switching times. [10,11] use model predictive control, based on a model of the controlled system, to predict the future system trajectory according to the current state and applied control actions. The optimal control state according to these

AbstractBased on quasi-steady-state model, the coordinated voltage control problem was represented by an optimization objective subjected to differential-algebraic equations with continuous-discrete time variables. A direct dynamic optimization approach from modern control theories was introduced to solve the dynamic optimization problems. The dynamic optimization problem can be described as nonlinear programming by approximating state variable, algebraic variable and control variable profiles by a family of polynomials on finite time intervals. Considering the discrete control characteristics of the ratios of transformers with on-load tap changers, shunt capacitors and load shedding, a quadratic penalty function was employed to handle corresponding discrete variables. The primal-dual interior point (IP) strategy was applied to solve this nonlinear programming model. The simulation results on New England 10-machine 39-bus system show that the proposed approach can determine effective controls to largely enhance long-term voltage stability of power systems. Index Termsquasi-steady-state model, direct dynamic optimization approach, collocation method, nonlinear primaldual interior point algorithm, discrete control

I. INTRODUCTION

owadays researchers and engineers of power systems are faced with more challenges because of the deregulated electric market. The electric power system itself is evolving through continuing growth with the worlds economies. Modern power system is running more and more close to its limits due to economic and environmental constraints. The companies are tending to maximize the available utilities rather than incremental investment. Stability, security and efficiency are therefore of utmost importance in planning and operating the power systems [1]. The driving force for voltage instability is usually the loads. In response to a disturbance, power consumed by the loads tends to be restored, so the long-term dynamic may be experienced by the action of the On-Load-Tap-Changer (OLTC), thermostats,

Mingbo Liu is currently a Professor at the Electric Power College, South China University of Technology, Guangzhou, 510640, China. (phone: 86-02022236506; e-mail: epmbliu@scut.edu.cn). W. Zheng is a doctoral visiting student at CESaC, Howard University, Washington, DC, 20059, (e-mail: scutcheng@gmail.com) . J. A. Momoh is the Director of the Center for Energy Systems and Control (CESaC) and a Professor at the Department of Electrical and Computer Engineering (ECE), Howard University, Washington, DC, 20059 USA (phone: 202-806-5350; e-mail: jmomoh@howard.edu).

predictions is then obtained using a search method. [12]employs a pseudogradient evolutionary programming technique to select the optimum control action from the candidate pool. This paper therefore develops an integrated strategy for implementation of optimal correlation of various control methods with different time frames and characteristics. We give a brief literature survey in Section I. The remainder of the paper is organized as follows: Section II gives the quasisteady-state model of the electric power systems, the optimal coordinated control model is presented in Section III and it is converted into a non-linear programming problem in Section IV, the algorithm and simulation result based on New England 10 generators 39 bus test system is presented in Section V and Section VI respectively. II. QUASI STEADY STATE MODEL OF POWER SYSTEMS The quasi-steady state model is described by the following continuous-discrete differential-algebraic equations (DAEs)[2]: 0 = f [ x (t ), y (t ), zc (t ), zd (t ), u(t )] (1)

governors. automatic voltage regulators (AVRs), static var compensators (SVCs), induction motors, HVDC links, etc. the long-term dynamics of secondary frequency and voltage control, load self-restoration, etc. III. OPTIMAL COORDINATED CONTROL MODEL The optimal coordinated voltage control model is stated as:

min J = (V T QV + uT Ru)dt
tu

tf

(5)

0 = f [ x (t ), y (t ), zc (t ), zd (t ), u(t )], t t0 0 = g[ x (t ), y (t ), z (t ), z (t ), u(t )], t t c d 0 zc = hc [ x (t ), y (t ), zc (t ), zd (t ), u(t )], t t0 s.t. + zd (tk ) = hd [ x (t ), y (t ), zc (t ), zd (tk ), u(t )], t t0 umin u(t ) umax Vmin V (tf ) Vmax
(6) where t0 is initial time of fault;

0 = g[ x (t ), y (t ), zc (t ), zd (t ), u(t )]
+ zd (tk ) = hd [ x (t ), y (t ), zc (t ), zd (tk ), u(t )]

(2) (3) (4)

zc = hc [ x (t ), y (t ), zc (t ), zd (t ), u(t )]

tu is time when controls are activated;

t f is the terminal time;
V is voltage deviation at the load buses; Q and R are diagonal weight matrices which reflects the distance between some load buses and fault locations, and the relative cost coefficients of different control methods. J is the cost function defined by the load buses voltage deviations and control cost. The long-term voltage dynamic process include several flips related to zd , according to Eq.(3),as shown in Fig.1.
x or y
disturbance

where, x is a vector of state variables related to the short-term dynamics of generators, turbines, governors, automatic voltage regulators (AVRs), static var compensators (SVCs), induction motors, HVDC links, etc. y is a vector of algebraic variables representing voltage magnitudes and phase angles. zc is the time-dependent continuous state variables vector related to load self-restoration and inner dynamic process of SVC. zd is a time-dependent discrete state variables vector which
+ undergoes step changes from zd (tk ) to zd (tk ) at some times

tk , and this relates to the actions of Over Excitation Limiters

zc fluctuation

(OELs), SVC, etc B A zd variation u is a control profile vector corresponding to AVRs set point, shunt capacitor banks switches, tap ratios of the OLTCs, C B active and reactive power of the load-shedding. (1) stands for the equilibrium equations covering the rotors t motion, AVR, excitation system and induction motors. (2) h h h stands for the network equations. (3) captures discrete events that stem from: Fig.1 Principles for quasi-steady state simulation controllers acting with various delays on shunt compensation, generator setpoints, Load Tap Changers IV. CONVERSION FROM DYNAMIC OPTIMIZATION TO (LTCs),etc. NONLINEAR PROGRAMMING PROBLEM equipment protections such as Over Excitation The optimization problem subjected to a group of Limiters(OELs), etc. differential algebraic equations (DAEs) can be changed into a system protection schemes against short term and long- Nonlinear Programming (NLP) formulation according to the term instabilities, acting on loads and/or generators, etc. following steps: The differential equations (4) relate to a wide variety of 1) the time interval (t0,tf) which is being concerned, can phenomena and controls including: be divided into (tk1,tk)k=1,2,,n. the short-term dynamics of generators, turbines, 2) at each element (tk1,tk), Radau points are employed to

form the interpolation polynomials. Assume the fact that there are n collocation points at each time interval, the Radau interpolation polynomial has the accuracy of 2n2 [21,22] compared to the Gaussian interpolation polynomial which has an accuracy of 2n1. Though the Radau collocation is one degree lower than Gaussian collocation in accuracy, it provides a stable solution by setting the boundary terminal point of one element as the start point of the next. The state variables are approximated by a family of polynomials as follows:

c ( x ) = 0 s.t. xmin x (t ) xmax

where,

(15)

x = (Yk ,q , zc k ,q , uk ,q ), J : R n R and c( x ) : R n R m
V. DISCRETE NONLINEAR PROGRAMMING A. Primal-Dual Interior Point Method with Discrete Penalty Functions We reform the nonlinear programming model as the compress format and after employing the slack variables, inequality constraints can be turned into equality constraints and the problem is then converted into the following forms: F = min J ( x ) (16)

zc (t ) = zc,k 1 + h q (
q=1

ncol

t tk 1 dzc ) dt k , q h

(7)

where, zc,k-1 is the starting point of zc at element (tk 1 , tk ) , dzc /dtk , q is the derivative of qth collocation point at the kth element,

q() represents the polynomial of order ncol that satisfies: q (0) = 0 q =1,..., ncol (8)

q( r ) = q ,r q, r = 1,..., ncol

(9)

c ( x ) = 0 x + su = xmax s.t. x sl = xmin s , s 0 u l

(17)

where r is the location of the rth collocation point within each element. Continuity of the differential profile is satisfied through the following equations:

zc, k = zc, k 1 + h q (1)

q=1

ncol

dzc dt k , q

(10)

Further, logarithm barrier functions are invited to guarantee that the slack variables are all positive, Lagrangian multipliers are augmented to the function. Taken into account the fact that OLTCs, shunt capacitor banks and load shedding are all have discrete characteristics, [18] introduce a positive quadratic penalty function to handle the discrete variables. Thus we have:
T L = J ( x ) y T c( x ) yu ( x + Su xmax ) ylT ( x Sl xmin )

we employ the Radau collocation points here to set constraints for the state variables at the end of each element and to stabilize the system. A similar way is invited to deal with the algebraic variables and control variables as follows:

ln Slj ln Suj +
j =1 j =1

1 p j ( x1 j u1 jb )2 2 j=1

(18)

t tk 1 ) yk , q (11) h q =1 ncol t t u(t ) = h q ( k 1 ) uk , q (12) h q =1 where yk,q, uk,q are the value of the algebraic variables and control variables at the qth collocation point in the kth elements respectively. q() is the Lagrangian polynomial that satisfies: q ( r ) = q ,r , q, r = 1,..., ncol (13) y (t ) = h q (
ncol

where, y, yu, yl, are vectors of lagrangian multipliers. is the barrier parameter. j is the penalty factor for discrete variable x1j. x1jb is the adjacency area center of x1j. According to the KKT condition, we have:

Lx =J x ( x ) c T ( x ) y yu yl +b ( x xb ) = 0 x L y = c ( x ) = 0 Lyu = x + Su xmax = 0 Lyl = x Sl xmin = 0 LSu = SuYu e1 + e1 = 0 LSl = SlYl e1 e1 = 0

(19) (20) (21) (22) (23) (24)

we can deduce from Eq.(7),(10)-(12) that the state variables must be continuous, algebraic and control variables vary continuously in each element but some flips may happen at the boundaries. As a matter of fact, the total number of variables is increased due to the introduction of the Radau points, but algebraic variables and control variables can have the same discrete level as the state variables [19, 20]. We divided the time intervals [t0, td] and [td, tf] into n1 and n2 elements respectively with the same step. They satisfy n1+n2=n, so that the dynamic process described by Eq.(5)and Eq.(6) can be transformed into the nonlinear programming as follows:

Newton method is employed to solve the nonlinear equations (19)-(24), and the correction equations in compress form is as follows:
T x A H c x = (25) c x 0 y Ly 0 B. The proposed algorithm steps Step 1 Initialization. Input the system parameters and the upper and lower limits of the constraint conditions. Input the primal and dual variable initial value, set suitable value for the

min J ( x )
nR n

(14)

accelerator factors, convergence tolerance NLP1 and NLP2, and maximum iteration times k=0. Step 2 Compute the compensation gap

g = ( yli sli yui sui )+ ( ywi swi yhi shi ) and the barrier
parameter , if g< NLP2 and the maximum mismatch of KKT conditions is smaller than NLP2, then output the optimization result, or continue. Step 3 If the discrete variables violate the limits, then set the penalty factors to zero. If the discrete variables do not violate the limits, then check if the penalty function has been introduced into the process, if, then calculate the adjacency area center, go to step 5, if not, then continue. Step 4 Check if the condition for introducing the discrete penalty function is satisfied, if the variation of the discrete variable between the former and current step is smaller than 0.1, i.e. g<0.1,then calculate the adjacency area center and introduce the penalty function, or set the penalty factor to zero. Step 5 Calculate the correction direction and calculate the step size of the primal and dual variables. Step 6 Calculate the primal and dual variables, and set k = k+1, return to Step.2. Step 7 Check the status of overexcitation limiters(OXL) and armature current limiters(ACL). If one of them is activated, then change the model and return to step 2, reevaluate the model. If not, terminate the process and print out the results. VI. TEST SYSTEM TOPOLOGY AND SIMULATION RESULTS The New England 39-bus test system, shown in Fig.3, is used to verify the validity of the coordinated voltage control.
30 37 25
i =1 i=1

r1

r2

operation, load shedding are available at bus 4,8,15,16,20, and the corresponding step is 0.05, shunt capacitor banks are available at bus7,8,15,18,21, the upper limits are 0.3 p.u, and the corresponding step is 0.05, transformers 11-12,12-13,1920 are OLTCs, the upper limit and lower limit for transformer 11-12 and 12-13 are 1.106 and 0.906, while the transformer19-20 is 1.16-0.96, step size is 0.0125 for all the transformers. At t=0s, assume a fault at line 8-9 and thus lead to a line tripping, load at bus-8 increase from 5.22+j1.76 to 8.352+j2.816. The initial values of the variables are showed in TABLE I.
TABLE. I INITIAL VALUE OF THE CONTROL VARIABLES
Control variables AVR Set points OLTC tap ratio Shunt capacitor banks Coefficients of load shedding Initial values Vref(30)=1.047 5 V, Vref(31)=0.982 V, Vref(32)=0.983 1 V, Vref(33)=0.997 3 V, Vref(34)=1.012 3 V, Vref(35)=1.0493 V, Vref(36)=1.063 5 V, Vref(36)=1.027 8 V, Vref(38)=1.026 5 V, Vref(39)=1.03 V n(12-11)=1.006, n(12-13)=1.006, n(19-20)=1.06 QC(7)=0, QC(8)=0, QC(15)=0, QC(18)=0, QC(21)=0 kl(4)=1, kl(8)=1, kl(15)=1, kl(16)=1, kl(20)=1

The objective function is integration from t0 to tf, we choose a suitable tf to make it practical. We can see from Fig 4 that if we do not control the system, the voltage magnitude will drop continuously and lead to the voltage collapse in the end around 260s. The goal is to minimize the voltage magnitude deviations at the load buses and the absolute value should not be under 0.85 p.u, we start to calculate the controls from t=200s, and the integration interval is 30s, step size is 5s to correlate the delay of the OXL and ACL which are set to 15s, i.e. tu=200 stf=230 s.
1.04 1.00 U/pu 0.96 0.92 Bus-5 0.88 Bus-7 Bus-8 0 50 100 t/s 150 200 250 Bus-9

26 27

28

29 38 G 16 21

2 1 G 39 15 4 5 7 8 G 31 13 12 11 10 G 32 G 14 3 18

17

0.84

Fig. 4 Voltage response curves after disturbance

24 G 36 23 19 20 34 22 33 35

TABLE. II ACTIVATION OF OXLS AND ACLS

time/s t=15 s t=40 s t=125 s t=155 s t=250 s OXLs and ACLs status OXL=1 at G31,G32 ACL=1 at G30 OXL=1 at G37 OXL=1 at G35 OXL=1 at G33 ACL=1 at G31

Fig. 3 New England 39-bus system

We used the dynamic load model in [2]. The total number of loads is 19. Provided the fact that the AVRs of all the 10 generators are adjustable, set the upper and lower limits to 1.1p.u and 0.9p.u, the OXL and ACL status are taken into account during

The OXL and ACL activation sequence is shown in Table II. The flips of the trajectory demonstrate the discrete property of the systems and they correspond to the Eq(3). It is clear that the system voltages will suffer a progressive drop and then collapse. During the optimization process, we choose the 50 as

the weights for the voltage deviations at load buses, the weights for the control are 1.
TABLE. III VALUES OF CONTROL VARIABLES AFTER OPTIMIZATION
Control variables AVR Set points/pu OLTC tap ratios Shunt capacitor banks/pu Coefficients of load shedding Initial values Vref(30)=1.058 V, Vref(31)=0.963 V, Vref(32)=0.976 Vref(33)=1.011 V, Vref(34)=1.022 V, Vref(35)=1.061 Vref(36)=1.069 V, Vref(36)=1.043 V, Vref(38)=1.028 Vref(39)=1.003 n(12-11)=1.012 5, n(12-13)=1.037 5, n(19-20)=1.125 QC(7)=0.3, QC(8)= 0.3, QC(15)=0.1, QC(18)=0.05, QC(21)=0.05 kl(4)=0.95, kl(8)= 0.95, kl(15)=1, kl(16)=1, kl(20)=1

The optimization codes are developed in Visual Studio 2005, equipped Laptop with Intel Celeron M processor 1.5GHz1GB DDR2 Memory. The total optimization time for 30s interval is 8.515s. We notice that the matrix pattern of the correction equations is suitable to perform a multi-frontal method [31] which is designed for the matrix of the form

0 or . We 0 0

calculate the eigenvalues of the matrix and some are negative, so the correction matrix is symmetric indefinite system, PAP = LDL factorization is introduced to calculate the indefinite system. With the multifrontal method, it substantially speeds up the optimization. VII. CONCLUSIONS AND DISCUSSIONS The paper develops an integrated method for coordinated voltage control and the contribution is summed up as: 1) it enhances the long-term voltage stability after disturbances or contingencies via various control methods, and minimizes the control cost through different weight coefficients. 2) Collocation method is employed to deal with the discontinuity of the discrete control variables and enhances the accuracy of the state variables and algebraic variables in the finite elements. 3) Quadratic penalty function can deal with the discrete variables simply and with high efficiency. 4) Multifrontal method is invited into the decomposition to speed up the most time consuming part of the calculation. The proposed strategy has potential ability to commit real-time controls or predict the long term voltage stability. With the real-time measurement technology such PMUs, the parameters of the load model can be obtained and adjusted through state estimation. This research work is an ongoing work that is currently being extended to a longer time interval for simulation. In the future, moving finite elements will be employed to decide the precise flips of the discrete variables. Suitable permutation before performing the multifrontal method and exploration of the fill-in reductions will further speed up the optimization. Initial results have shown promise in this important direction that is of interest and valuable to the researchers. VIII. ACKNOWLEDGMENTS The authors wish to acknowledge the funding received from the National Natural Science Foundation of China (NSFC) in support of this research activity under Grant Award 50777021. Authors wish to give appreciation to the Chinese Scholarship Council for the funding as well. We would also like to thank the support received from students and staff working on the project at the South China University of Technology, Guangzhou, China. Gratitude also forwards to Center for Energy Systems and Control (CESaC), an interdisciplinary research and education Center located at Howard University, Washington, DC.

TABLE III shows the value for all of the control variables. The voltage profiles after applying the controls are demonstrated in Fig 5.
1.04 1.00 U/pu 0.96 0.92 0.88 0 400 t/s 800 1 200 8 5 7 9

Fig. 5 Voltage response curves with coordinated voltage control

We can conclude that the voltage magnitudes are back to normal after the optimization. Taking into account the fact that we cannot predict the status of the ACLs and OXLs, we can not assign a fixed data structure for the matrix of correction equations. Further more, because of the introduction of Radau collocation, the variables are triple the original form. The dimension of the correction equations is up to 1395*1395 and the pattern of the original form of the matrix and various methods used for permutation and their corresponding patterns are monitored using MATLAB subroutines [23-33]. Table IV shows the non-zeros and computation time corresponding to different permutation methods. The data is based on the first iteration time of the optimization.
TABLE IV NONZEROS AND CALCULATION TIMES FOR FACTORIZATION WITH DIFFERENT PERMUTATION METHODS Methods Natural colperm symamd symrcm LDL' GMRES non-zeros time/s 535860 120222 1.922 0.234 81095 0.157 97460 0.203 25483 0.094 -1.219

where, colpermpermutations based on increasing non-zeros counts in columns. symamdpermutations based on symmetric approximate minimum degree. symamdsymmetric approximate minimum degree. symrcmpermutations based on reversed symmetric CuthillMcKee methods. GMRESGeneral Minimum RESidual Methods.

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X. BIOGRAPHIES
Mingbo Liu received the B.S. degree from Huazhong University of Science and Technology, Wuhan, China, in 1985, the M.S. degree from Harbin Institute of Technology, Harbin, China, in 1988, and the Ph.D. degree from Tsinghua University, Beijing, China, in 1992, all in electrical engineering. He is currently a Professor at the Electric Power College, South China University of Technology, Guangzhou, China. His research interest is mainly in the application of optimization methods to power systems and stability analysis of power systems. Wenjie Zheng received the B.Sc from Nanjing University of Science and Technology, Nanjing, in 2004, he is a Ph.D student in South China University of Technology, Guangzhou. Currently, funded by the Chinese Scholarship Council and the National Natural Science Foundation of China, he is a visiting student in the Center for Energy System and Control (CESaC), Howard University. His areas of interest are power system analysis, operation and control, Long-term voltage stability simulation, assessment and control. James A. Momoh (M76SM89F99) received the B.S.E.E. degree from Howard University, Washington, D.C., the M.S.E.E. degree from Carnegie Mellon University, Pittsburgh, PA, the M.Sc. degree in systems engineering from the University of Pennsylvania, Philadelphia, and the Ph.D. in electrical engineering from Howard University, in 1975, 1976, 1980, and 1983, respectively. He is a former Program Director in the Engineering Directorate of the Division of Electrical Communication and Systems (ECS) at the National Science Foundation (NSF) in Arlington, VA. He is also former Chairman of the Electrical Engineering Department at Howard University, and is the Director of the Center for Energy Systems and Control (CESaC) at Howard University. His research interests include power system reliability and power system optimization, automation and intelligent systems, and economics and risk assessment in a deregulated power system environment. He is currently developing an interdisciplinary research/ education program in power, economics, regulation, and environmental adaptive systems. Dr. Momoh has received several awards/honors including the 1987 Presidential Young Investigator Award, and was the recipient of the 1989 ASEE Excellence Educator.

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