Abstract-The optimal power flow (OPF) problem is nonconvex and generally hard to solve. In this paper, we propose a semidefinite programming (SDP) optimization, which is the dual of an equivalent form of the OPF problem. A global optimum solution to the OPF problem can be retrieved from a solution of this convex dual problem whenever the duality gap is zero. A necessary and sufficient condition is provided in this paper to guarantee the existence of no duality gap for the OPF problem. This condition is satisfied by the standard IEEE benchmark systems with 14, 30, 57, 118 and 300 buses as well as several randomly generated systems. Since this condition is hard to study, a sufficient zero-duality-gap condition is also derived. This sufficient condition holds for IEEE systems after small resistance (10 −5 per unit) is added to every transformer that originally assumes zero resistance. We investigate this sufficient condition and justify that it holds widely in practice. The main underlying reason for the successful convexification of the OPF problem can be traced back to the modeling of transformers and transmission lines as well as the non-negativity of physical quantities such as resistance and inductance.
This paper is concerned with the optimal power flow (OPF) problem. We have recently shown that a convex relaxation based on semidefinite programming (SDP) is able to find a global solution of OPF for IEEE benchmark systems, and moreover this technique is guaranteed to work over acyclic (distribution) networks. The present work studies the potential of the SDP relaxation for OPF over mesh (transmission) networks. First, we consider a simple class of cyclic systems, namely weakly-cyclic networks with cycles of size 3. We show that the success of the SDP relaxation depends on how the line capacities are modeled mathematically. More precisely, the SDP relaxation is proven to succeed if the capacity of each line is modeled in terms of bus voltage difference, as opposed to line active power, apparent power or angle difference. This result elucidates the role of the problem formulation. Our second contribution is to relate the rank of the minimum-rank solution of the SDP relaxation to the network topology. The goal is to understand how the computational complexity of OPF is related to the underlying topology of the power network. To this end, an upper bound is derived on the rank of the SDP solution, which is expected to be small in practice. A penalization method is then applied to the SDP relaxation to enforce the rank of its solution to become 1, leading to a near-optimal solution for OPF with a guaranteed optimality degree. The remarkable performance of this technique is demonstrated on IEEE systems with more than 7000 different cost functions.
This paper is concerned with the securityconstrained optimal power flow (SCOPF) problem, where each contingency corresponds to the outage of an arbitrary number of lines and generators. The problem is studied by means of a convex relaxation, named semidefinite program (SDP). The existence of a rank-1 SDP solution guarantees the recovery of a global solution of SCOPF. We prove that the rank of the SDP solution is upper bounded by the treewidth of the power network plus one, which is perceived to be small in practice. We then propose a decomposition method to reduce the computational complexity of the relaxation. In the case where the relaxation is not exact, we develop a graph-theoretic convex program to identify the problematic lines of the network and incorporate the loss over those lines into the objective as a penalization (regularization) term, leading to a penalized SDP problem. We perform several simulations on large-scale benchmark systems and verify that the global minima are at most 1% away from the feasible solutions obtained from the proposed penalized relaxation.
This paper is concerned with the optimal power flow (OPF) problem. We have recently shown that a convex relaxation based on semidefinite programming (SDP) is able to find a global solution of OPF for IEEE benchmark systems, and moreover this technique is guaranteed to work over acyclic (distribution) networks. The present work studies the potential of the SDP relaxation for OPF over mesh (transmission) networks. First, we consider a simple class of cyclic systems, namely weakly-cyclic networks with cycles of size 3. We show that the success of the SDP relaxation depends on how the line capacities are modeled mathematically. More precisely, the SDP relaxation is proven to succeed if the capacity of each line is modeled in terms of bus voltage difference, as opposed to line active power, apparent power or angle difference. This result elucidates the role of the problem formulation. Our second contribution is to relate the rank of the minimum-rank solution of the SDP relaxation to the network topology. The goal is to understand how the computational complexity of OPF is related to the underlying topology of the power network. To this end, an upper bound is derived on the rank of the SDP solution, which is expected to be small in practice. A penalization method is then applied to the SDP relaxation to enforce the rank of its solution to become 1, leading to a near-optimal solution for OPF with a guaranteed optimality degree. The remarkable performance of this technique is demonstrated on IEEE systems with more than 7000 different cost functions.
We have recently observed and justified that the optimal power flow (OPF) problem with a quadratic cost function may be solved in polynomial time for a large class of power networks, including IEEE benchmark systems. In this work, our previous result is extended to OPF with arbitrary convex cost functions and then a more rigorous theoretical foundation is provided accordingly. First, a necessary and sufficient condition is derived to guarantee the solvability of OPF in polynomial time through its Lagrangian dual. Since solving the dual of OPF is expensive for a large-scale network, a far more scalable algorithm is designed by utilizing the sparsity in the graph of a power network. The computational complexity of this algorithm is related to the number of cycles of the network. Furthermore, it is proved that due to the physics of a power network, the polynomial-time algorithm proposed here always solves every full AC OPF problem precisely or after two mild modifications.
We consider a network of devices, such as generators, fixed loads, deferrable loads, and storage devices, each with its own dynamic constraints and objective, connected by AC and DC lines. The problem is to minimize the total network objective subject to the device and line constraints over a time horizon. This is a large optimization problem with variables for consumption or generation for each device, power flow for each line, and voltage phase angles at AC buses in each period. We develop a decentralized method for solving this problem called proximal message passing. The method is iterative: At each step, each device exchanges simple messages with its neighbors in the network and then solves its own optimization problem, minimizing its own objective function, augmented by a term determined by the messages it has received. We show that this message passing method converges to a solution when the device objective and constraints are convex. The method is completely decentralized, and needs no global coordination other than synchronizing iterations; the problems to be solved by each device can typically be solved extremely efficiently and in parallel. The proximal message passing method is fast enough that even a serial implementation can solve substantial problems in reasonable time frames. We report results for several numerical experiments, demonstrating the method's speed and scaling, including the solution of a problem instance with over 30 million variables in 5 minutes for a serial implementation; with decentralized computing, the solve time would be less than one second. We propose a decentralized optimization method which efficiently solves the D-OPF by distributing computation across every device in the network. This method, which we call proximal message passing, is iterative: At each iteration, every device passes simple messages to its neighbors and then solves an optimization problem that minimizes the sum of its own objective function and a simple regularization term that only depends on the messages it received from its neighbors in the
We investigate the geometry of injection regions and its relationship to optimization of power flows in tree networks. The injection region is the set of all vectors of bus power injections that satisfy the network and operation constraints. The geometrical object of interest is the set of Pareto-optimal points of the injection region. If the voltage magnitudes are fixed, the injection region of a tree network can be written as a linear transformation of the product of two-bus injection regions, one for each line in the network. Using this decomposition, we show that under the practical condition that the angle difference across each line is not too large, the set of Pareto-optimal points of the injection region remains unchanged by taking the convex hull. Moreover, the resulting convexified optimal power flow problem can be efficiently solved via semi-definite programming or second order cone relaxations. These results improve upon earlier works by removing the assumptions on active power lower bounds. It is also shown that our practical angle assumption guarantees two other properties: (i) the uniqueness of the solution of the power flow problem, and (ii) the non-negativity of the locational marginal prices. Partial results are presented for the case when the voltage magnitudes are not fixed but can lie within certain bounds.
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