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Page 1 Optimal Power Flow Paper 8 Staff paper by Mehrdad Pirnia Richard O’Neill Paula Lipka Clay Campaigne June 2013 The views presented are the personal views of the authors and not the Federal Energy Regulatory Commission or any of its Commissioners.

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OptimalPowerFlowPaper8

StaffpaperbyMehrdadPirniaRichardO’NeillPaulaLipkaClayCampaigne

June2013TheviewspresentedarethepersonalviewsoftheauthorsandnottheFederalEnergyRegulatoryCommissionoranyofitsCommissioners.

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AComputationalStudyofLinearApproximationstotheConvexConstraintsintheIterativeLinearIV‐ACOPFFormulation

MehrdadPirnia,RichardO’Neill,PaulaLipka,ClayCampaigne

[email protected];[email protected];[email protected];[email protected]

June2013

AbstractandExecutiveSummaryInthispaper,wetesttheeffectofpreprocessedanditerativelinearcutsontheconvexconstraintsmaximumvoltageandmaximumcurrent initerativelinearapproximationofthecurrentvoltageIV formulationoftheACOPF ILIV‐ACOPF problem.ThenonconvexconstraintsarelinearizedusingiterativefirstorderTaylorseriesapproximation.TheILIV‐ACOPFissolvedasasinglelinearprogramorasequenceoflinearprograms.TheILIV‐ACOPFmodelistestedonthe14‐bus,30‐bus,57‐busand118‐busIEEEtestsystems.TheexecutiontimeandthequalityofthesolutionobtainedfromtheILIV‐ACOPFarecomparedfordifferenttestsystemsandbenchmarkedagainsttheequivalentnonlinearACOPFformulation.Theresultsshowexecutiontimeupto8timesfasterandsolutionsclosetothenonlinearsolver.Theperformanceofdifferentalgorithmicparametersvariesdependingonthetestproblem.Asthenumberofpreprocessedcutsforeachbusandlineincreases,therelativeerrordecreases.Theresultsindicatethat16to32constraintsarethebestnumberofpreprocessedconstraintsinatradeoffbetweenaccuracyandsolutiontime.Themarginalvalueofmorethan32andmaybe16preprocessedconstraintsinthissettingisnegative.Nevertheless,thenumberofpreprocessedconstraintscanbesetbasedontheperformanceandrequirementsofthespecificproblembeingsolved.Usingiterativecutsoftenresultsinfasterconvergencetoafeasiblesolution.Whensolvingwithoutusingiterativecuts,thesolutioniswithin18%ofthebest‐knownnonlinearfeasiblesolution;withiterativecuts,thesolutioniswithin2.5%ofthebest‐knownnonlinearsolution.At16or32preprocessedconstraints,solutiontimeisuptoabout8timesfasterthanthenonlinearsolver IPOPT .Disclaimer:TheviewspresentedarethepersonalviewsoftheauthorsandnottheFederalEnergyRegulatoryCommissionoranyofitsCommissioners.

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TableofContents

1.Introduction 42.Nomenclature 53.Formulations 64.LinearApproximations 75.ComputationalResults 96.Conclusion 15References 16

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1.Introduction

SinceCarpentier 1962 introducedACoptimalpowerflow ACOPF problem,theACOPFhasreceivedconsiderableattention.Itisattheheartofpowersystemefficiency.TheACOPFoptimizesthesteadystateperformanceofanACpowersystembyminimizinganobjectivefunctionsuchasgenerationcostormaximizingmarketsurpluswhilesatisfyingsystemconstraintsincludingnodalrealpowerbalance,nodalreactivepowerbalance,boundsonbusvoltages,boundsontransmissionlinesflow,boundsonrealandreactivepowerinjections,andsystemcontingencies.SincetheACOPF’sintroduction,differentobjectivefunctionsandformulationshavebeentried seeCainetal .ThecanonicalACOPFproblemusesrealandreactivepowerinjectionsandthepolarrepresentationofvoltageforthenetworkequations.ACOPFproblemshavenonconvexcontinuousfunctionsandcanbelarge.Moredifficultvariationsincludebinaryvariablesfortopologycontrolandunitcommitment see,forexample,PotluriandHedman .

SolvinganACOPFproblemthatmeetspowersystem’sphysicalcriteriahascontinuedtobeachallengeinpowersystemoperations.WhilemostNLPsolversfindlocaloptimalsolutionsmostofthetime,theirlengthysolutiontimesandpoorconvergence especiallywiththeintroductionofbinaryvariables havefocusedattentiononlinearapproximations.Linearprogramming LP methodsplayasignificantroleinsolvingtheseproblemswithmorerobustsolutionsandbetterexecutiontimes.Onecommonlinearprogramapproachisthedistributionfactormodel.Inanotherlinearprogramapproach,therealpartoftheadmittancematrixisconsiderednegligible,reactivepowerandvoltagemagnitudearedroppedfromtheformulation,andbusvoltageanglesareassumedtobenear‐zero Stott,etal.,2009 .

AvastbodyofliteratureproposesdifferentoptimizationmethodstosolvetheACOPFincludingLagrangianapproaches,sequentialquadraticprogramming,sequentiallinearprogramming,interiorpointmethods,andheuristics.Literaturereviewsappearperiodically see,forexample,DommelandTinney,HuneaultandGaliana,Momoh,etal,FrankandSteponaviceandCastilloandO’Neill,2013a).TheliteraturereviewspresentanevolutionofapproachestosolvetheACOPF.Capitanescuetal(2011)reviewsthestateoftheartandchallengestotheoptimalpowerflowcomputationsincludingcorrectivepost‐contingencyactions,voltageandtransientstabilityconstraints,problemsizereduction,discretevariablesanduncertainty.

O’Neillelal(2012a)formulatetheACOPFinseveralways,compareeachformulation’sproperties,andarguethattherectangularcurrent‐voltageor“IV”formulationanditslinearapproximationsmaybeeasiertosolvethanthetraditionalquadraticpowerflow“PQV”formulation.O’Neilletal(2012b)comparesolvingtheIVlinearapproximationoftheACOPFtosolvingtheACOPFwithseveralnonlinearsolvers.Ingeneral,thelinearapproximationapproachismorerobustandfasterthanseveralofthecommercialnonlinearsolvers.Onseveralstartingpoints,thenonlinearsolversfailedtoconvergeorcontainedpositiverelaxationvariablesabovethethreshold.Theiterativelinearprogramapproachfindsanear‐feasiblenear‐optimalinalmostallproblemsandstartingpoints.CastilloandO’Neill(2013b)presentanexperimentalframework,statisticalmethodsandnumericalresultsfromtestingcommercialnonlinearsolverswithseveralACOPFformulationsandinitializations.Theexperimentsindicateaclearadvantagetoemployingarectangularformulationoverapolarformulationandusingmultiplesolvers.

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Inspiteofalltheworkthathasbeendone,theACOPFremains‘verymuchaworkinprogress’ StottandAlsaç,2012 .Further,theystatethatsolutionstotheproblemsencounteredin‘real‐life’are‘noteasytoobtain’andstillrequiresignificantindividualinterventionandtuning.

Inthispaper,wetesttheiterativelinearization IL approachtotheIVACOPFformulation,proposedin O'Neill,etal.,2012 onfourIEEEstandardtestproblems 14‐bus,30‐bus,57‐busand118‐bustestsystems withlinecurrentconstraintsadded.Wevarythenumberofpreprocessedlinearcuts,toapproximatetheconvexquadraticvoltageandcurrentconstraintswithandwithoutiterativeconstraints.Wereportthesolutiontimeandaccuracy.

Therestofthepaperisorganizedasfollows.Section2presentsthenotationtobeusedinfollowingsections.Section3presentsabriefreviewoftheIV‐ACOPFandILIV‐ACOPFformulations.Section4presentsanddiscussesthelinearapproximationtechniques,suchaspre‐processedcuts,iterativecutsandnon‐convexconstraintlinearizations,whichareusedtoapproximatetheIV‐ACOPFformulation.Section5presentsnumericalresultsforthetestsystemsshowingtheperformanceofthismethodcomparedtothenonlinearOPFproblem.Finally,Section6highlightsthemainconclusionsandcontributionsofthepaper.Theappendixcontainsthenumericalresults.2.NotationIndicesandSetsn,m arebus node indices;n,mϵ 1,…,N where Nisthenumberofbuses.k isatransmissionelement.kϵ 1,…,K where Kisthenumberoftransmissionelements.Each

khasapairofterminalbusesnandm.r realpartofthecomplexnumberorvariable superscriptj imaginarypartofthecomplexnumberorvariable superscriptj is ‐1 1/2s istheindexofthepreprocessedconstraintswhere sϵ S 0,1,…,S‐1 .h indexesamajoriteration solvingalinearprogram ofthealgorithmVariablespn istherealpowerinjection positive orwithdrawal negative atbus nqn isthereactivepowerinjectionorwithdrawalatbus nvrn realpartofthevoltageatbusnvjn imaginarypartofthevoltageatbusnvn isthevoltagemagnitudeatbusn.vn vrn 2 vjn 2 1/2

irn realpartofthecurrentatbusnijn imaginarypartofthecurrentatbusnin isthecurrentmagnitudeatbus nwherein irn 2 ijn 2 1/2

irnmk realpartofthecurrentfrombusn tobusm onlinekijnmk imaginarypartofthecurrentfrombusn tobusm onlinekinmk isthecurrentmagnitudeintokatbus n tobusm ;inmk irnmk 2 ijnmk 2 1/2 thecomplexvectorofbusvoltages; thecomplexvectorofbuscurrentinjections, thevectorofrealpowerinjections thevectorofreactivepowerinjections

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ParametersandFunctionscpn pn costfunctionofrealpowerpn atbusncqn qn costfunctionofreactivepowerqn atbusncpln pn linearcostfunctionofrealpowerpn atbusncqln qn linearcostfunctionofreactivepowerqn atbusnbnmk imaginarypartoftheadmittancematrixfork betweenbusnandmgnmk realpartoftheadmittancematrixfork betweenbusnandmpminn minimumrequiredrealpoweratbusnpmaxn maximumallowedrealpoweratbusnqminn minimumrequiredreactivepoweratbusnqmaxn maximumallowedreactivepoweratbusnvminn minimumrequiredvoltagemagnitudeatbusnvmaxn maximumallowedvoltagemagnitudeatbusnvrnh Coefficeintforrealcomponentofbusvoltagecutatnfromiterationhvjnh Coefficeintforimaginarycomponentofbusvoltagecutatnfromiterationhirnh realpartofthecurrentatbusn atthepreviouslinearprogramsolutionijnh imaginarypartofthecurrentatbusn atthepreviouslinearprogramsolutionimaxnmk maximumallowedcurrentmagnitudeonlinekconnectingbusn tobusmirnmkh coefficientoftherealcomponentofthelineflow constraint onlinekanditeration hijnmkh coefficientoftheimaginarycomponentofthelineflow constraint onlinekanditeration h3.Formulations

In2012,O’Neilletal 2012 introducedalinearizationapproachtotheIVformulation.IntheIV‐ACOPFformulation,thenetwork‐widenodal‐balanceconstraintsarelinearinthecurrentandvoltage I YV ,ratherthanthenonconvexpowerflowequationsbasedonpowerandvoltageS VI* .Theobjectivefunctionislinearizedusingastepfunctionapproximation.

IV‐ACOPFFormulation.TherectangularformofthenonlinearIV‐ACOPFisshownbelow.

Min ∑n cpln pn cqln qn 1

irn ∑mkirnmk foralln 2

ijn ∑mkijnmk foralln 3

irnmk gnmk vrn‐vrm ‐ bnmk vjn ‐ vjm forallk 4

ijnmk bnmk vrn‐vrm gnmk vjn ‐ vjm forallk 5

pn vrnirn vjnijn foralln 6

pn pmaxn foralln 7

pminn pn foralln 8

qn vjnirn‐vrnijn foralln 9

qn qmaxn foralln 10

qminn qn foralln 11

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vrn 2 vjn 2 vmaxn 2 foralln 12

vminn 2 vrn 2 vjn 2 foralln 13

irnmk 2 ijnmk 2 imaxnmk 2 forallk 14

TheaboveIV‐ACOPFformulationhas6Nvariablesas P,Q,Vr,Vj,Ir,Ij .Asshownin 2 ‐ 5 ,thecurrentflowequationsarelinear.Theseequationsreplacethequadraticortrigonometricformsofthepowerflowequations rectangularandpolarforms intraditionalACOPFmodels.Inthisformulation,realpowerequation 6 andreactivepowerequation 9 arequadraticnonconvexfunctionsofcurrentandvoltagewithbounds 7 , 8 , 10 ,and 11 .Maximumbusvoltagemagnitudeandcurrentflowlimits 12 and 14 arequadraticconvexconstraints.Theminimumvoltagemagnitudeconstraintisanonconvexquadraticconstraint 13 .

4.LinearApproximationsIterativeLinearCurrentVoltage ILIV ‐ACOPF.ToformtheILIV‐ACOPFfromtheaboveACOPFproblem,wereplacetheconvexconstraintswithstronglinearcuts.Strongcutsarehyperplanesthataretangenttotheconstraintsetsandcontaintheconstraints.Theselinearconstraintsformalinearrelaxation outerapproximation ofnonlinearconvexconstraints.ThenonconvexconstraintsareapproximatedbyfirstorderTaylor’sseriesapproximations.Pre‐processedcuts.Preprocessedcutsonthecurrentandvoltagemaximummagnitudeconstraintsareputintothemodelatthefirststep.Thestrongiterativecutsateachmajoriterationareaddedwhenalinearprogramsolutionviolatesanonlinearconvexconstraint.Thesecutsareaddedandkeptuntiltheconvergencecriteriaissatisfied.Themaximumvoltageandcurrentmagnitudeconstraints 12 and 14 formacirclewithitsinterior,generically,x2 y2 r2.Weaddstronglinearcutstocreateacircumscribingpolygon,asshowninFigure1.Foranyangleθ,letx rcosθandy rsinθ.Since rcosθ 2 rsinθ 2 r2, x,y isapointonthecircleandxx yy r2isastrongcutforanyθ.

Figure 1: Polygon circumscribing a circle

Now,letθs 2π/s,xs rcos θs andys rsin θs wheresϵ 1,…,S S.TheconstraintsetdefinedbySisaregularpolygon,themaximumconstraintviolationofthecircleisthedistancefromavertexofthepolygon,x,totheradiusr,wherex r/cos 2π/S .Themaximumrelativeerrorofthepolygonisx/r 1/cos 2π/S assincreasescos 2π/S approaches1.Table1showsx/rwhenS 4,8,16,32and64areusedtoapproximatethecircle.Forexample,increasingthecutsfrom4to16

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cutsincreasestheratiox/rfrom1.41to1.02.Adding32cutsprovidesacloseapproximationtotheactualfeasibleareaoftheconvexconstraints.

Table1:MaximumrelativeerrorNumber of linear cuts

Angle in radians (π/n)

Cos (angle) 1/ Cos (angle)

4 0.785 0.707 1.414 8 0.393 0.924 1.082 16 0.196 0.981 1.020 32 0.098 0.995 1.005 64 0.049 0.999 1.001

Iterativecuts.Letxh,yhbeasolutionatthemajoriterationh.Ifxh,yhviolatesamaximummagnitudeconstraint,thatis,zh2 xh2 yh2 r2.Leta r/zh,x axhandy ayh,then

x2 y2 axh 2 ayh 2 a2 xh2 yh2 a2 zh2 r2

Forvoltageconstraints,x,yandrarereplacedwithvrnh,vjnhandvmaxn.Forthecurrentconstraintsx,yandrarereplacedwithirnmh,irnmhandimaxnmk.Thesenewiterativeconstraintsreducethefeasibleareaandmakethecurrentoptimalsolutioninfeasible.Ateachiteration,theiterativeconstraintsareadded:

vrnhvrn vjnhvjn vmaxn 2

irnmkhirnmk ijnmkhijnmk imaxnmk 2

Theminimumvoltageconstraintisaddressedbyanactivesetapproach,thatis,itisonlyactivatedwhentheconstraintisviolated.Nonconvexconstraintlinearization.ThenonconvexconstraintapproximationisafirstorderTaylorseriesapproximationandisupdatedateachmajoriteration.Theminimumvoltageconstraintisaddressedbyanactivesetapproach.

Usingthepre‐processediterativecutsandfirstorderTaylorseriesapproximationthelinearproblematmajoriterationhis:

LPh Min∑n cpln pn cqln qn 15

irn ∑mkirnmk foralln 16

ijn ∑mkijnmk foralln 17

irnmk gnmk vrn‐vrm ‐bnmk vjn ‐ vjm forallk 18

ijnmk bnmk vrn‐vrm gnmk vjn ‐ vjm forallk 19

pn vrnhirn vjnhijn vrnirnh vjnijnh‐vrnhirnh‐vjnhijnh foralln 20

pn pmaxn foralln 21

pminn pn foralln 22

qn vjnhirn‐vrnhijn vjnirnh ‐ vrnijnh ‐ vjnhirnh vrnhijnh for handalln 23

qn qmaxn foralln 24

qminn qn foralln 25

cosθsvrn sinθsvjn vmaxn foralln,s 26

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vrnhvrn vjnhvjn vmaxn 2 foralln,h 27

cosθsirnmk sinθsijnmk imaxnmk forallk,s 28

irnmkhirnmk ijnmkhijnmk imaxnmk 2 forallk,h 29

Equations 15 ‐ 19 , 21 , 22 , 24 and 25 arethesameinbothformulations.Equations 26 and 28 arethepreprocessedcuts.TheminimumandmaximumlimitsforrealandreactivepowerarelinearizedateachiterationusingfirstorderTaylorseriesapproximationin 20 and 23 .Finallyanewvoltageandcurrentcutforeachinfeasibilityin 27 and 29 areaddedineachiteration.

ThelinearizedproceduretosolvetheaboveACOPFproblemis:

1. Initialization:seth 0andvrn0 1,vjn0 0forallbusesn.Computethestartingvaluesof irnmk and ijnmk using equations 2 and 3 . Calculate and add the preprocessedconstraints.

2. Seth h 1.SolvetheaboveLPhmodel.3. Computetherealandreactivepowermagnitudeusingthenonlinearequations.Compute

the voltage magnitude vnh vrnh 2 vjnh 2 1/2. Calculate the average and maximumpercentviolationofthevoltage,realpower,andreactivepowerfromtheirminimumandmaximumlimits.Ifthesumoftheaveragepercentviolationsofthevoltage,realpower,and reactive power is under a certain threshold, and the maximum violations of thenodalvoltage,realpower,andreactivepower isalsoundera threshold, thesolution isdeclaredtobeACfeasible.Thesolutionprocess isstoppedandtheanswerisreturned.Otherwisecontinue.

4. The optimal values from this iteration are used to calculate the iterative cuts and theTaylor’sseriesapproximationasdescribedabove.Gotostep2.

Steps2,3and4arecalledamajoriteration.

5.ComputationalResultsWeexaminetheperformanceoftheILIV‐ACOPFproblemwiththepreprocessedcutsand

withiterativecuts LP‐IterIVCut andwithoutiterativecuts LP‐NoIterIVCut .TheIEEE14‐bus,30‐bus,57‐busand118‐bustestsystemswithtightandlooselinecurrentlimitsareusedtotesttheperformanceofeachprocedure.SincetheIEEEtestproblemshavenogenericlinecurrentlimits,weusedtheapproachin Lipka,O’NeillandOren,2013 toestablishthelinecurrentlimitsshowninTable2.TheresultsarethenbenchmarkedagainstanonlinearIV‐ACOPFproblem NLP LPObjective withthesamelinearobjectivefunctionasthelinearizedproblem.Forthe14‐bus,30‐busand57‐bustestsystems,theconvergencecriteriaforthesumoftheaveragerelative tothebound violationsofthevoltage,realpower,andreactivepowerisunder0.005andthesumofthemaximumviolationsofthevoltage,realpower,andreactivepowerisunder0.001.However,becausethesetolerancelevelscauseconvergencedifficultyforthe118‐bussystem,theyarechangedto0.05and0.01respectively.

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Table2:RatiosusedtocalculatecurrentlimitsandNLPobjectivevalueandExecutiontime 14Bus 30Bus 57Bus 118BusTightConstraint %ofMaximumOptimalCurrent 18.5 93.3 76.2 24.3MaxCurrentLevel 0.2264 0.3092 1.4027 0.9294objectivefunctionvalue 107.4 6.092 432.2 1388.4Executiontime sec 1.12 5.23 20.28 87.59LooseConstraint %ofMaximumOptimalCurrent 51.1 95.4 77.0 71.9MaxCurrentLevel 0.6246 0.3162 1.4168 2.7536objectivefunctionvalue 86.51 5.973 425.5 1315.5Executiontime sec 0.89 5.81 30.92 70.72

TheproblemsweresolvedonanIntelXeonE7458serverwith864‐bit2.4GHzprocessorsand64GBmemory.TheproblemswereformulatedinGAMS Rosenthal,etal.,2007 .ThenonlinearsolverusedwasIPOPTversion3.8 Waechter,2007 .ThelinearsolverwasGUROBI5.0Rothberg,etal.,2010 .

Inthefollowingsections,allresultsarenormalizedbytheresultsfromtheIPOPTnonlinearsolvertodemonstrateabettercomparisonamongthemodelsandtestproblems.Theactualvaluesareintheappendix.Effectofpreprocessedcuts.Asshowninfigures2‐5,forbothlooseandtightcurrentconstraints,asthenumberofpreprocessedcutsincreases,theobjectivefunctionvalueinmostcasesgetsclosertothenonlinearobjectivefunctionwithiterativeandwithoutiterativecuts.However,asthenumberofpreprocessedcutsincreasesbeyond32,theexecutiontimeincreasesandthereislittle,ifany,improvementintheobjectivefunctionvalue.Thebestperformancemeasuresfortheexecutiontimeandtheobjectivefunctionvalueareobtainedwith16or32preprocessedcuts.Forthe16and32preprocessedcuts,inallbutonecase 14‐bustestsystemwithloosecurrentlimitsanditerativecuts theILIVsolvesfasterthantheIPOPT.Inmostcases,theILIVtakeslessthanhalftheCPUtime.Effectofiterativecuts.Iterativecutsareimportantinimprovingtheaccuracyoftheobjectivefunctionvalue.Inallcases,whentheiterativecutsareimplemented,theobjectivefunctionvalueissignificantlyimprovedandisveryclosetotheNLPobjectivefunctionvalue.Inaddition,theycanreducetheexecutiontime,asthelinearmodelconvergesmuchfaster.Forallthetestsystemsthesolutionconvergedinlessthan5majoriterations.

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Figure2.ObjectiveFunctionPercentDifferenceandCPUTimeRelativetotheNonlinearSolverforLooseCurrentLimitandNoIterativeCuts

Figure3.ObjectiveFunctionPercentDifferenceandExecutionTimeRelativetotheNonlinearSolverforLooseCurrentLimitandIterativeCuts

Figure4.ObjectiveFunctionPercentDifferenceandExecutionTimeRelativetotheNonlinearSolverforTightCurrentLimitandNoIterativeCuts

0

0.2

0.4

0.6

0.8

1

1.2

1.4

4 16 32 128 360

Per

cen

t d

iffe

ren

ce

Number of Cuts

14-bus30-bus57-bus118-bus

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Figure5.ObjectiveFunctionPercentDifferenceandExecutionTimeRelativetotheNonlinearSolverforTightCurrentLimitandIterativeCuts6.ConclusionAsthenumberofpreprocessedconstraintsforeachbusandlineincreases,therelativeerrordecreases.Fortheproblemstested,theresultsindicatethat16to32constraintsarethebestnumberofpreprocessedconstraintsinatradeoffbetweenaccuracyandsolutiontime.Themarginalvalueofmorethan32andmaybe16preprocessedconstraintsinthissettingisnegative.Nevertheless,thenumberofpreprocessedconstraintscanbesetbasedontheperformanceandrequirementsofthespecificproblembeingsolved.Usingiterativecutsoftenresultsinfasterconvergencetoafeasiblesolution.Whensolvingwithoutusingiterativecuts,thesolutioniswithin18%ofthebest‐knownnonlinearfeasiblesolution;withiterativecuts,thesolutioniswithin2.5%ofthebest‐knownnonlinearsolution.At16or32preprocessedconstraints,solutiontimeisuptoabout8timesfasterthanthenonlinearsolver IPOPT .Thisapproachmaybeusefulinsolvingoptimaltransmissiontopologyandunitcommitmentproblemsbecausemixed‐integerlinearsolversaremuchfasterthanmixed‐linearnonlinearsolvers.

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ReferencesMaryB.Cain,RichardP.O’Neill,AnyaCastillo,“HistoryofOptimalPowerFlowandFormulations,”FERCStaffTechnicalPaper,December2012,http://www.ferc.gov/industries/electric/indus‐act/market‐planning/opf‐papers/acopf‐1‐history‐formulation‐testing.pdfFlorinCapitanescu,JoseLuisMartinezRamos,PatrickPanciatici,DanielKirschen,AlejandroMaranoMarcolini,LudovicPlatbrood,LouisWehenkel,“State‐of‐the‐art,challenges,andfuturetrendsinsecurityconstrainedoptimalpowerflow,”ElectricPowerSystemsResearch,August2011.J.Carpentier,"Contributionál’étudedudispatchingéconomique,"BulletindelaSociétéFrançaisedesÉlectriciens,vol.3,no.8,pp.431‐447,1962.AnyaCastilloandRichardPO’Neill,“SurveyofApproachestoSolvingtheACOPF”,FERCStaffTechnicalPaper,March2013a,http://www.ferc.gov/industries/electric/indus‐act/market‐planning/opf‐papers/acopf‐4‐solution‐techniques‐survey.pdf

AnyaCastilloandRichardPO’Neill,“ComputationalPerformanceofSolutionTechniquesAppliedtotheACOPF”,FERCStaffTechnicalPaper,March2013b,http://www.ferc.gov/industries/electric/indus‐act/market‐planning/opf‐papers/acopf‐5‐computational‐testing.pdf

H.W.DommelandW.F.Tinney,"OptimalPowerFlowSolutions,",IEEETransactionsonPowerApparatusandSystems,vol.PAS‐87,no.10,pp.1866‐1876,Oct.1968.FrankandI.Steponavice,"OptimalPowerFlow:aBibligraphicSurveyIFormulationsandDeterministicMethods,"EnergySyst,vol.3,pp.221‐258,2012.M.HuneaultandF.D.Galiana,,"Asurveyoftheoptimalpowerflowliterature,",IEEETransactionsonPowerSystems,vol.6,no.2,pp.762‐770,May1991PaulaA.Lipka,RichardP.O’Neill,andShmuelOren,“DevelopingLineCurrentmagnitudeConstraintsforIEEETestProblems”,FERCStaffTechnicalPaper,April2013.http://www.ferc.gov/industries/electric/indus‐act/market‐planning/opf‐papers/acopf‐7‐line‐constraints.pdf

J.A.Momoh,M.E.El‐Hawary,andR.Adapa,“AReviewofSelectedOptimalPowerFlowLiteratureto1993.PartI:NonlinearandQuadraticProgrammingApproaches”,IEEETrans.onPowerSystems,Vol.14 1 :pp.96‐104,Feb.1999.

RichardPO’Neill,AnyaCastilloandMaryCain,“TheIVFormulationandLinearApproximationsoftheACOptimalPowerFlowProblem,”FERCStaffTechnicalPaper,December2012a,http://www.ferc.gov/industries/electric/indus‐act/market‐planning/opf‐papers/acopf‐2‐iv‐linearization.pdf

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RichardPO’Neill,AnyaCastilloandMaryCain,“TheComputationalTestingofACOptimalPowerFlowUsingtheCurrentVoltageFormulations,”FERCStaffTechnicalPaper,December2012b,http://www.ferc.gov/industries/electric/indus‐act/market‐planning/opf‐papers/acopf‐3‐iv‐linearization‐testing.pdf

T.PotluriandK.W.Hedman,"ImpactsoftopologycontrolontheACOPF,"IEEEPowerandEnergySocietyGeneralMeeting,pp.1‐7,2012.R.E.RosenthalandA.Brooke,"GAMS,auser'sguide,"GAMSDevelopmentCorporation,2007.E.RothbergandR.Bixby,"Gurobioptimization,"2010.AaronSchecterandRichardPO’Neill,“ExplorationoftheACOPFFeasibleRegionfortheStandardIEEETestSet”,FERCStaffTechnicalPaper,February2013,http://www.ferc.gov/industries/electric/indus‐act/market‐planning/opf‐papers/acopf‐6‐test‐problem‐properties.pdf

B.Stott,O.AlsacandA.Monticelli,"DCpowerflowrevisited,"IEEETrans.PowerSyst.,vol.24,no.3,pp.1290‐1300,2009.BrianStottandOngunAlsaç,‘BasicRequirementsforReal‐LifeProblemsandTheirSolutions”,July1,2012,www.ieee.hr/_download/repository/Stott‐Alsac‐OPF‐White‐Paper.pdfWaechter,IntroductiontoIPOPT,CarnegieMellonUniversity,2007.

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APPENDIX:NUMERICALRESULTS

14‐BUSSYSTEMTableA1:ObjectiveFunctionValues:14‐bussystem,tightcurrentconstraint

Number ofcuts 4 16 32 128 360

LP‐NoIterIVCut 89.2100 99.9100 105.3400 106.6800 107.0600LP‐IterIVCut 106.5500 105.6900 106.5300 106.9400 107.0700NLP LPObj 107.3686 107.3686 107.3686 107.3686 107.3686

TableA2:ExecutionTime:14‐bussystem,tightcurrentconstraint

Number ofcuts4 16 32 128 360

LP‐NoIterIVCut 1.940 0.220 1.070 1.170 2.660LP‐IterIVCut 0.140 0.300 0.310 1.280 2.580NLP LPObj 1.125 1.125 1.125 1.125 1.125

TableA3:ObjectiveFunctionValues:14‐bussystem,loosecurrentconstraint

Number ofcuts 4 16 32 128 360

LP‐NoIterIVCut 79.7700 85.8100 86.0500 86.1600 86.1700LP‐IterIVCut 86.0900 85.9600 85.9600 86.1600 86.1700NLP LPObj 86.5062 86.5062 86.5062 86.5062 86.5062

TableA4:ExecutionTime:14‐bussystem,loosecurrentconstraint

Number ofcuts 4 16 32 128 360

LP‐NoIterIVCut 1.690 0.170 0.230 0.830 2.420LP‐IterIVCut 0.190 0.790 1.030 1.490 4.760NLP LPObj 0.891 0.891 0.891 0.891 0.891

30‐BUSSYSTEMTableA5:ObjectiveFunctionValues:30‐bussystem,tightcurrentlimit

Numberofcuts 4 16 32 128 360LP‐NoIterIVCut 5.8200 5.9600 6.0300 6.0900 6.1000LP‐IterIVCut 6.0100 6.0600 6.0800 6.0900 6.1000NLP LPObj 6.0920 6.0920 6.0920 6.0920 6.0920

TableA6:ExecutionTime:30‐bussystem,tightcurrentlimit

Numberofcuts 4 16 32 128 360LP‐NoIterIVCut 4.540 0.950 0.990 3.870 10.520LP‐IterIVCut 0.270 0.630 1.310 4.010 10.090NLP LPObj 5.234 5.234 5.234 5.234 5.234

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TableA7:ObjectiveFunctionValues:30‐bussystem,loosecurrentlimitNumberofcuts 4 16 32 128 360LP‐NoIterIVCut 5.8200 5.9300 5.9700 5.9700 5.9700LP‐IterIVCut 5.9500 5.9800 5.9800 5.9700 5.9700NLP LPObj 5.9738 5.9738 5.9738 5.9738 5.9738

Table3:executionTime:30‐bussystem,loosecurrentlimit

Numberofcuts 4 16 32 128 360LP‐NoIterIVCut 16.870 1.490 1.420 3.310 10.600LP‐IterIVCut 0.480 1.630 2.400 5.340 15.330NLP LPObj 5.812 5.812 5.812 5.812 5.812

57‐BUSSYSTEMTableA9:ObjectiveFunctionValues:57‐bussystem,tightcurrentlimit

Numberofcuts 4 16 32 128 360LP‐NoIterIVCut 416.9117 422.9959 422.8063 422.4807 422.5419LP‐IterIVCut 422.6372 423.4306 422.7098 422.4812 422.5419NLP LPObj 432.1900 432.1900 432.1900 432.1900 432.1900

TableA10:executionTime:57‐bussystem,tightcurrentlimit

Numberofcuts 4 16 32 128 360LP‐NoIterIVCut 19.709 2.436 5.780 27.088 87.331LP‐IterIVCut 1.127 2.041 4.832 21.268 59.018NLP LPObj 20.281 20.281 20.281 20.281 20.281

TableA11:ObjectiveFunctionValues:57‐bussystem,loosecurrentlimit

Numberofcuts 4 16 32 128 360LP‐NoIterIVCut 416.7944 424.7595 422.4737 422.3770 422.4237LP‐IterIVCut 422.0834 422.5992 422.4155 422.3798 422.4236NLP LPObj 425.4805 425.4805 425.4805 425.4805 425.4805

TableA12:ExecutionTime:57‐bussystem,loosecurrentlimitNumberofcuts 4 16 32 128 360LP‐NoIterIVCut 16.144 1.969 4.545 21.344 76.306LP‐IterIVCut 0.989 2.874 6.614 24.608 60.344NLP LPObj 30.922 30.922 30.922 30.922 30.922

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118‐BUSSYSTEMTableA13:ObjectiveFunctionValues:118‐bussystem,tightcurrentlimit

Numberofcuts 4 16 32 128 360LP‐ 1357.1281 1383.0689 1379.9237 1379.1194 1379.0062

LP‐IterIVCut 1382.1567 1381.0145 1380.2231 1379.1220 1379.0067NLP LPObj 1388.4251 1388.4251 1388.4251 1388.4251 1388.4251

TableA14:ExecutionTime:118‐bussystem,tightcurrentlimit

Numberofcuts 4 16 32 128 360LP‐NoIterIVCut 93.134 14.373 18.289 73.726 124.514LP‐IterIVCut 38.001 8.472 15.817 53.749 124.637NLP LPObj 87.594 87.594 87.594 87.594 87.594

Table4:ObjectiveFunctionValues:118‐bussystem,loosecurrentlimit

Numberofcuts 4 16 32 128 360LP‐ 1268.3334 1284.7513 1295.2132 1295.8839 1291.0350

LP‐IterIVCut 1287.1712 1287.5420 1298.0719 1291.0000 1296.2755NLP LPObj 1315.4988 1315.4988 1315.4988 1315.4988 1315.4988

Table5:ExecutionTime:118‐bussystem,loosecurrentlimit

Numberofcuts 4 16 32 128 360LP‐NoIterIVCut 68.232 259.395 446.980 1885.862 3869.237LP‐IterIVCut 130.440 256.572 438.003 1497.221 3983.677NLP LPObj 70.719 70.719 70.719 70.719 70.719