2004 IEEE International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004)April 2004 Hong Kong
Computation of Bifbrcation and Maximum
Loading- Limit in Electrical Power Systems
H. Sato, Member, IEEE
Abstract-In this paper, we propose a more efficient
method to calculate the nose point of PV curve by means of
Newton Raphson’s iteration procedures. A problem of the
nose point of PV curve under an operating condition is
formulated as the maximization of system loads with
constraints corresponding to system operating conditions. A
quadratic form with respect to state vector expresses the
objective function. Network operating conditions are
formulated by quadratic equations with respect to state
vector in equality constraints. The problem of maximization
of system load is formulated with a n objective function and
several number of equality constraints in power systems for
the nose point of PV curve. The Lagrange’s multiplier
method is the most common method to the maximizing
problem for the nose point of PV curve with the specified
constraints for power system operating conditions. It is
known that we can obtain the optimal point of the nonlinear
programming problem is null point of the gradients of
Lagrange function. The proposed method is composed of the
Newton Raphson’s iteration-procedure to find out the
optimal point, where the Karush Kuhn Tucker condition is
satisfied. Newton Raphson’s technique has great advantages
in fast quadratic convergence and less computer time.
Numeric examples of the closest bifurcation, the nose point
of PV curve and their applications a r e demonstrated with
use of several model systems for the examination of proposed
methods.
Index Terms-eigenvector, saddle node, bifurcation,
maximum loading limit, Jacobi’s matrix, quadratic form,
non linear programming technique, Lagrange function,
Karush Kuhn Tucker’s condition. PV curve.
1. INTRODUCTION
As power systems are loaded heavily, voltage security
assessment is becoming important for transmission
planning studies. Closest bifurcation and a nose point of
PV curve are considered as useful and reliable indices in
the assessment and enhancement of voltage stability of a
power system. The information of a curve from the nose
point through the bifurcation is known to be quite
important to assess and to control the voltage stability
since it provides optimality for a monitoring and
controlling scheme.
The closest bifurcation is obtained from a series of eigen
problem and refined by a scheme of multi solution
problem of load flow calculation. The nose point of PV
curve is obtained from the voltage distribution
corresponding to maximum load under constraints of
H. Sato is with the Department of Electrical Engineering, Mcisei
University, Hino, Tokyo 191-8506 (c-mail: sato@ee.meisci-u.ac.jp).
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specified network operating condition. The method of
continuous load flow has been believed as the most
efficient technique to find out the nose point of PV curve
in load flow studies.
However, the method is very complicated and requires
long time to reach the nose point.
In this paper, we propose a more efficient method to
calculate the nose point of PV curve by means of Newton
Raphson’s iteration procedures. A problem of the nose
point of PV curve under an operating condition is
formulated as the maximization of system loads with
constraints corresponding to system operating conditions.
A quadratic form with respect to state vector expresses the
objective function. Network operating conditions are
formulated by quadratic equations with respect to state
vector in equality constraints. The problem of
maximization of system load is formulated with an
objective function and several number of equality
constraints in power systems for the nose point of PV
curve. The Lagrange’s multiplier method is the most
common method to the maximizing problem for the nose
point of PV curve with the specified constraints for power
system operating conditions. It is known that we can
obtain the optimal point of the nonlinear programming
problem is null point of the gradients of Lagrange
function.
The most expected method is the Newton Raphson’s
iteration-procedure to find out the optimal point, where
the Karush Kuhn Tucker condition is satisfied. Newton
Raphson’s technique has great advantages in fast
quadratic convergence and less computer time.
In this paper, we propose higher precision and high speed
numeric methods of the closest bifwrcation and the nose
point of PV curve with specified constraints in electric
power systems. Numeric examples of the closest
bifurcation, the nose point of PV curve and their
applications are demonstrated with use of several model
systems for the examination of proposed methods.
11. FORMULATION OF NUMERIC MODELS
A. LoadFlow
Assuming the voltage of the system is given in
rectangular coordinate, the equation of load flow at
typical node i is expressed in equilibrium between the
injective power of generation and the transmitted powers
from other nodes as follows
2004 IEEE International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong Kong

c.+JQi= E i z ( x , , E j y ( i = 1 , 2 , . . - , n ) (1)
= {A,(x, +X,)+2bk)T(XL-x*)=o (11)
j=l
Expanding eq. (l), separating real and imaginary parts, Eq. (1 1) is modified as follows
and reforming those into equations with symmetric
coefficient matrices, we obtain following equation in
quadratic form
where middle point between higher and lower solutions is
y k = x'Akx+2b,Tx (k = 1 , 2 , - * * , m ) (2) defined as follows
where
A, : (mx m) dimensional real symmetric matrix,
b, : m dimensional real coefficient vector, B. Closest Bifurcation
x : m dimensional real state vector of nodal voltages. Voltage collapse index is proposed by F. Alvarado et. al.
as follows.
Taylor series expansion of eq. (2) about a base case
solution of load flow gives

The saddle node point of voltage collapse index with

(3)
respect to state variables is corresponding to the closest
where bifurcation. The voltage collapse index has two minimum

Jk(x) = Vy, (x) = 2(A,x + bk , >' (4)

H , (x)= v yk (x) = 2Ak ,
The terms of higher order than 2 will vanish in
rectangular coordinate system.
Higher solution of load flow is equal to the base case
solution as follows.
XH =xo
If lower solution x f xo of load flow exists, the
following equation is hold
Yk(4-Yk(%)=O.
The solution of eq. (8) is lower one as follows,
XL = x
Transposing the first term of right hand side in eq. (3) to
left, we obtain following equation
points of minimum value l ( x ) = 0 at x = x H and
x = x , . The voltage collapse index is a non-negative
(5)
function in m dimensional vector space. If stationary
points exist in the vector space, we can find the saddle
node point within the points. Total differentiation of eq.
(14) with respect to y k for extreme point is given as
follows,
(7)
If the state variable is neither x = xH nor x = xL , the
total derivative dy, ( x ) for relative maximum in eq. (15)
has to be zero. The total differentiation with respect to x
(9) is derived from eq. (2) as follows,
d y k ( x ) = 2 ( A k x + b , ) ' & = Jk(x)dx (16)

4%(4= Yk (4-
Yk (xo)
If we substitute state variable x = xM and direction
1
=Jk 0'( )hn+TAxTHk 0'( (lo) vector dx = xL - xH to eq. (16), then the total derivative
Substituting higher and lower solutions of eqs (7) and (9) dYk(x)= 0 is obtained at x,,,, . Therefore, the voltage
to eq (IO), the equation is modified as follows,
collapse index has a relative maximum value at xM on
the direction dx . On the other hand, a relative minimum
1
AYk (x, = {(A,x, + bk >+(45 + bk >>'Ax exists in a tangential plane orthogonal direction to the
1
2
>
= - (J,(xH + J k (xL - xH
eigenvector in eq. (16).
The closest bifurcation is corresponding to the saddle
node point of voltage collapse index.

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2004 IEEE International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004)April 2004 Hong Kong

C. Saddle Node Point

We can write an equation of a line that passes through the
base case solution xo as follows. If the relation of eq. (23) is satisfied, the saddle node
point is found and calculated from eq. (17) with use of the
x = a( 0 )t + x o eigenvalue and the eigenvector. Otherwise, we replace the
(17) direction vector by eigenvector as follows
The direction vector a(')in eq. (18) is calculated with use
of base case solution X, and over load solution x, as
follows.
We are going back to the calculation of eq. (19). and
continue to estimation of the saddle node point.
D. Maximum Loading Limit
We define the problem of maximum loading limit as the
maximization of total loads in power systems. The
Substituting an arbitrary point x on the line in eq. (17) expression of load is given as negative injection in load
into the equation of Jacobi's matrix for k-th row, we flow equation. Therefore, an object function is formulated
obtain the following expression for the typical load as follows,

P, -+min. (25)

The determinant of Jacobi's matrix k ( x ] is a nonlinear If all loads are increased in proportion to the typical load,
the restriction is subjected to the object function as
equation with respect to a parametert . We can have an follows
eigenequation for a minimum null point from a set of
nonlinear equations in eq. (19) as follows
=pip, (26)

If states of a node are kept in constant value of active or

reactive power, the following restriction subjected to the
We introduce a new parameter 2 for a transformation of objective function,
a variable t as follows

A=--1 If the power factor is kept constant at the node, the

t
following restriction is subjected to the objective function,
If we substitute eq. (21) into eq. (20), a standard form of
eigenequation is obtained for maximum eigenvalue
problem as follows
E. Minimizing Technique
Maximum loading limit is formulated in a quadratic
equation as following objective function,
The eigenequation is solvable by power method. The
reciprocal of eigenvalue is corresponding to the distance
f ( x ) -+min (29)
from xo to the minimum null point of the nonlinear
equation. The eigenvector U") is corresponding to the Restrictions are subjected to the eq. (29).
normal line of tangential plane at the null point. If the
normal line passes through two points of the null point
and the base case solution, the null point is equal to x,,,,
as saddle node point. Therefore, we apply the following Lagrange function of eq. (3 1) without restrictions is
criterion to the check of convergence for the direction derived from the minimizing problem of eq. (29) with
vector and the eigenvector, restrictions of eq. (30) as follows

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2004 IEEE International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong Kong

me divisions.
L(x,A)= j - ( X ) - ' & i i g i ( X ) +min (31) We can draw a normal line to tangential plane at the
i=l
critical point X, with use of U , ,as follows.

When we obtain the relative minimum of eq. (29), the

following Karush Kuhn Tucker's condition is required, X = u,t + X U (38)
For example, we can calculate the point of state vector on
the normal line to satisfy the condition of constant power
factor by following equation.

uTAkut2+ X ; A , X , +2b;x,
where
= tan4i(uTA,lut2 + x;Amx, + 2b;x,) (39)

We can have similar equations for other conditions. A

The Karush Kuhn Tucker condition of eqs. (32) and (33)
are simultaneous nonlinear equations with respect to x
and A . Newton Raphson's method is the most powerful
in various nonlinear programming techniques to obtain
the solution of eqs. (32) and (33). We calculate the
correction AX and AA from derivatives of the
conditions as shown in eq. (35).
where
H ( x ,A) = v;L(x,A)
parameter t for dominant node is calculated with eq. (39).
The state vector for the parameter t is obtained by eq.
(38). Points on a PV curve are obtained by load flow
calculation with initial guess of the vector mentioned
above.
111. NUMERIC EXAMPLES
In this section, we present the application of the proposed
method on two example test systems.
A. Example Test Svstem 1
The determinant of Jacobi's matrix is calculated on a line
that passes through solutions of base case and overload in
six-bus model of Ward and Hale as shown in Figure 1.
200
I

Newton Raphson's iteration scheme is given as follow

(37)
0 0.1 0.2 0.3 0.4 0.5 0.6
Parameter t [pul
If the process of Newton Raphson's method is calculated
from appropriate initial guess, several iterations are
required for convergences to relative minimum. Figure 1 Determinant of Jacobi's matrix on a line

F. PV Curves We calculate the least null point of the determinant of

One of important applications is to draw PV curves for
planning, monitoring, control, etc. for the computation of
closest bifurcation and maximum loading limit in power
systems.
We can draw a line that passes through the saddle node
point of voltage collapse index with respect to the base
case solution from the maximum loading limit. The line is
first approximation to critical curves. Critical points are
obtained by the solution method of eigenvalue and
eigenvector to improve accuracy of approximated
Jacobi's matrix with use of the power method for the
largest eigenvalue and its corresponding eigenvector. The
approximation of the closest bifurcation is parallel
movement from a line of the normal at the null point to a
line that passes the base case solution. Results of the
processes are shown in Table 1.
Power method is applied to compute the largest
eigenvalue A and its corresponding eigenvectoru . The
value of error tolerance is for the check of
convergence.

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2004 E E E International Conference on Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004)April 2004 Hong Kong

B. Example Test System 2

Table 1 Convergence to saddle node point We demonstrate the proposed computation to the test
model of IEEE14. Firstly, we compute the determinant of
. . .. I Jacobi’s matrix on a line that passes through the base case
0 2.16556 0.461774 0.922635 I 10 solution and a small overloaded point as shown in Figure
1 1.92063 0.520662 0.998898 I 11 4.
2 1.92955 I 0.518256 I 0.999870 I 11 The hard characteristics to compute the least null point are
3 1.94654 I 0.513733 I 0.999980 I 10 anticipated from the comparison with the shape of the
curves in Figures 1 and 4. We compute the algorithm
from the null point of Jacobi’s matrix to the saddle node
The maximum loading limit for the six-bus model is by the proposed method described in eqs. (17) to (24). In
computed. Eight iterations are required to converge within the earlier steps, we observe slightly large number of
the error tolerance of low6
as shown in Figure 2. iterations to obtain the largest eigenvalue in example test
system 2 as shown in Table 2. The characteristics for the
2 eigensystem may be improved with change of overloading
E O factor.
0
L
’c
0 -2
E
r
.T -4
m
M
4 -6

-8
1 2 3 4 5 6 7 8
No. of iteration

Figure 2 Rate of convergence to maximum loading limit

with use of nonlinear programming technique
0 0.5 1 1.5 2 2.5 3 3.5

We obtain two points of the closest bifurcation and Parameter t b”1

maximum loading limit. The line segment between the

closest bifurcation and the maximum loading limit Figure 4 Determinant of Jacobi’s matrix on a line
calculates the first approximation to critical line. We find
accurate critical point with a technique of linear search. Table 2 Convergence to saddle node
Parameter t for a dominant load is calculated by eq. (39)
on the normal line at the critical point. Point on PV curve
0.399999 2.50000 0.61 1306
is obtained by the computation of load flow with the
0.636363 1.57143
initial guess derived from eq. (38). We can plot the PV
0.65 1997 1.53375
curve with use of these points as shown in Figure 3.
0.703204 1.42206
1 4 I 0.767605 1.30275 I 0.999378 I 16
5 I 0.831023 1.20334 I 0.999529 I 15
0.8 6 0.889750 1.12391 0.999692 14
7 0.936344 1.06798 0.999858 12
-
n
0.6 8 0.966944 1.03419 0.999952 11
Y

’ 0.4 We compute the nose point of PV curve of the example

test system 2. The solution of Karush Kuhn Tucker’s
I I I
0.2 I I I
I
I
I I condition is calculated by means of Newton Raphson’s
method.
We choose a set of initial guess from the null point of
0.45 0.5 0.55 0.6 0.65 0.7 0.75 0.8 Jacobi’s matrix as same as the saddle node. The
P [PUI characteristic of the convergence to the optimum point is
obtained as shown in Figure 5.
Figure 3 PV curve for node 6

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2 0 0 4 IEEE International Conference o n Electric Utility Deregulation, Restructuring and Power Technologies (DRPT2004) April 2004 Hong K o n g

The maximum loading limit is formulated in minimization

of a quadratic function with constraints of quadratic
functions. The nonlinear programming problem is solved
0 by Newton Raphson’s technique with well-chosen initial
0
t guess. We are able to have a line that passes the saddle
% -2
node of the voltage collapse index and the nose point of
E
5
z -4
PV curve for the first approximation to critical curve. It is
M possible to find an accurate critical point with the linear
3 search of the null point of Jacobi’s matrix. The method
-6
provides theoretical foundations for ATC, TTC, and
-8 others.
1 2 3 4 5 6 7
No. of iteration The method is extremely efficient and applicable to large-
scale power systems.
Figure 5 Rate of convergence to maximum loading limit
with use of nonlinear programming technique
V. REFERENCES
The closest bifurcation and the saddle node have been [I] H. Sato, “The Closest Load Flow Limit in Electrical Powcr
Systems by Monte Calro Simulation,” IEEJ Trans. PE, vol. 123, pp.
obtained by the method mentioned above. We draw a
5-12, Jan. 2003 (in Japanese).
straight line as first approximation to the critical curve. [2] H. Sato, “A Method of Minimum Search on a Surface of Marginal
The PV curve is plotted in Fig. 6. Load Flow,“ The Papers ojTechnica1 Meeting IEE Japan, PR-99-
130. PSE-99-130, 1999 (in Japanese).
[3] V. Ajjarapu, B. Lee, “Bibliography on Voltage Stability,” IEEE
1.2
Trans Power Syst. vol. 13, No. 1, pp. 115-125, 1998.
[4] I. Dobson, “Observation on the Geometry of Saddle Node
1
Bifurcation and Voltage Collapse in Electrical Power Systems,”
IEEE Trans. Circuit Syst. Vol. 39, No. 3, pp. 240-243, 1992
0.8
r l
[5] C. A. Canizares and F. Alvarado, “Point of Collapse and
& 0.6 Continuous Method for Large AC/DC Systems,” IEEE Trans.
> Power Syst. Vol. 8, No. 1, pp. 1-8, 1993.
0.4 [ 6 ] F. Alvarado, 1. Dobson and Y. Hu, “Computation of Closcst
Bifurcation in Power Systcms,” IEEE Trans. Power Syst. PWRS-9,
0.2 No. 2, pp. 918-928, 1993
[7] N. Yorino, S. Harada and H. Chen, “A Method to Approximate A
0 Closest Loadability Limit Using Multiple Load Flow Solutions,”
0.8 1 1.2 1.4 1.6 1.8 2 IEEE Trans. Power Syst. Vol. 12, No. I , pp. 424-429, 1997..
[8] N. Yorino, T. Shuto, S. Harada and H. Sasaki, “An Improvcd to
p [PUI Approximate Closest Saddle Node Bifurcation Based on Multiple
Load Flow Solutions - A New Method of Voltage Stability Load
Figure 6 PV curve for node 3 of the example test system 2 Flow and Control,” IEEJ Trans. PE, Vol. 119-B, No. 4, pp. 507-
515, 1999, (in Japanese).

IV. CONCLUSION
This paper has proposed an efficient method for the
computation of the closest bifurcation and the minimum-
loading limit.
We formulate mathematical models for the saddle node of
the voltage collapse index, multiple solutions of load flow,
maximum loading limit, critical curve, and others with
quadratic forms. The technique of the linear search plays
important roll to find the null point of Jacobi’s matrix
from the base case solution or a specified point. The
linear search is formulated in the minimum eigenproblem
with respect to a parameter. The approximation of the
closest bifurcation is parallel movement from a line of the
normal at the null point to a line that passes the base case
solution. The method has an advantage of quick
convergence. Good approximation is obtained within a
few iterations. We propose a method to improve the
accuracy.

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