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Transactions on Power Systems, Vol. 6, No.

3, August 1991

1069

A SECURITY-CONSTRAINED DECOMPOSITION APPROACH TO


OPTIMAL REACTIVE POWER PLANNING
Tom& G6mez, Member
Ignacio J. Pbrez-Aniaga, Member

Jestls Lumbreras

Valentin M. Parra, Member

hstituto de hvestigacidn Tecnol6gica


Universidad Pontificia Comillas
Albert0 Aguilera, 23
28015 Madrid, SPAIN

Subdirecci6n de Estudios y Planificaci6n


HidroelCctrica Espaiiola
Hermosilla, 3
28001 Madrid, SPAIN

Departamento de hgenieda Eldctrica


Universidad Politbcnica de Madrid
Jose Gutibrrez Abascal, 2
28006 Madrid, SPAIN

u s t r a c t - This paper presents a two-level decomposition


technique for VAR sources planning in electric power systems.
Several operating conditions of the system (different base cases
with associated contingencies) can be considered simultaneously.
Total flexibility in the corrective or preventive treatment for
control variables is provided. New VAR sources are modeled by
discrete variables and the operating and investment costs are
represented in detail. Examples of applications to actual cases of
reactive compensation planning in a large power system are
reported to demonstrate the efficiency and capabilities of the
approach.
B e v w o r d s - Power system planning, optimization,
decomposition, voltage control, VAR control.

During the last decade there has been a growing concem in the
electric utility industry about reactive power issues at the
operation planning and capacity expansion levels, as it can be
easily perceived by scanning the pertinent technical literature, see
[l-151. Among other reasons, this interest stems from the fact that
in many power systems there is a trend towards operating them
closer to their technical limits. This is particularly true at the
transmission network level. Therefore, issues such as voltage
control, voltage instability, reactive power security dispatch and
reactive power planning have attracted much attention.
The objective of reactive power planning is the determination
of the new VAR sources (in terms of type, size and location in the
network) that will result in an adequate voltage control capability
by achieving a correct balance between security and economic
concems. Reactive power planning typically has a time horizon
of one to three years, and it is performed in coordination with
transmission capacity studies, that have a longer time horizon and
a higher priority.
In reactive power planning it is sought to find the right
tradeoff between the investment cost of the new VAR sources and
the benefits in system operation derived from the presence of
these additional means of reactive compensation.
It is therefore clear that, at the heart of any reactive power
planning automated tool, there should be a good system operation
module that is able to evaluate the impact of the reactive power
control elements (generators, regulating transformers and shunt
capacitors and reactors) on the economy and security of the system
operation.

91 WM 232-9 PWRS A paper recommended and approved


by the IEEE Power System Engineering Committee of
the IEEE Power Engineering Society for presentation
at the IEEE/PES 1991 Winter Meeting, New York,
New York, February 3-7, 1991. Manuscript submitted
August 28, 1990; made available for printing
January 16, 1991.

The function of the QJV operation module is typically the


minimization of the cost of ohmic losses in the network subject to
the operational limits of the equipment and the network equations.
The Q/v operation problem has been extensively studied, by
itself or jointly with the real power problem [l-71. References
[1,2] use quadratic sequential programming and [3] uses the
Newton approach, while considering the full coupled network
equations. Other techniques only consider the decoupled Q/V
problem: [4,5] are based on sequential linear programming and
[6,7] use quasi-Newton techniques.
Several interesting approaches have been reported in the
literature to solve the complete reactive power planning problem.
Happ [8] and Femandes [9] use only one linear programming
problem to solve at the same time the expansion and the different
operation problems, which are linearized. The solutions obtained
are checked with decoupled load flow solutions, resulting in an
iterative process. They model the new compensation equipment
with continuous variables, thus representing inadequately their
costs; besides, the existing resources such as generators and
regulating transformers are not fully exploited. Lebow [10,11] and
Nadira 1121 use the Benders decomposition method in two levels:
the operation problem, which is solved by an optimal power flow,
and the master problem that considers the investment in new VAR
sources. The methodology of Granville [ 131 extends the previous
Benders approach to represent several operating conditions; when
a contingency happens, this methodology allows one to choose
between corrective and preventive actions, and it uses a
hierarchical three level decomposition structure. However it does
not distinguish conveniently between the combined effect of the
new reactive sources on the operating costs and on the
improvement of the security of the system. Other Benders
decomposition based approaches are reported in [ 14,151.
This paper presents the main results of the doctoral thesis [I61
that has been completed as a part of a larger VAR planning
research project sponsored by Hidroeldctrica Espaiiola. The
emphasis of this research has been on improving the models of
the expansion alternatives in previous approaches and also on
providing a more flexible formulation of the problem that permits
any choice of control variables and a full integration of normal
operating conditions (economical concems) with contingency
situations (security concerns), either under a preventive or a
corrective viewpoint.
The proposed method uses the Benders decomposition
technique [23], mainly as in [13], but with some significant
differences. Here, the Q/v operation subproblem is solved for each
one of the base cases and the contingencies (either under a
preventive or corrective control viewpoint, or both) being
considered. The objective function of the subproblems may
include the cost of the active power losses or only penalties for
violation of any operation limit. Since a full formulation of the
operation subproblems is nonlinear, it is used an iterative
solution procedure that consists, at each step, of a decoupled load
flow and an optimization problem with a nonlinear objective
function but with linearized constraints using a constant
sensitivity matrix. The master problem deals simultaneously with
the optimization of the investments in new VAR sources and with
the dispatch of the control variables in preventive mode. New

0885-8950/91/0700-1069$01.00 0 1991 IEEE

1070
VAR sources are modelled as discrete elements, each one having a
total associated cost. that includes purchasing and installation
costs. The formulation of the master problem results in a mixed
integer linear programming problem, where the linear constraints
are the Benders cuts provided by the operation subproblems.
The main features of the proposed technique that differ from the
methodology in [13] are:
- A two-level decomposition scheme, instead of the
proposed three-level, is always used between each
operation case (base or contingency) and the master
problem. This is possible because the dispatch of
preventive control variables has been included in this
master problem, in addition to the VAR investment
problem. The derived advantages are a simpler formulation
and better computational efficiency.
- The operation problem is simpler and faster than a
complete OPF. This is critical for the overall
computational efficiency of the algorithm, because the
operation subproblems have to be solved many times
during the global process.
- When an operation subproblem is not feasible, the
objective function is defined as a linear penalty function of
the existing feasibility violations. Benders cuts now
represent the feasibility constraints.
- The constraint matrix in the formulation of the operation
problem is sparse. The adopted formulation exploits this
feature and also avoids having to invert the matrix,
regardless of the control variable selection made by the
user.
The installation of new VAR sources is modeled by discrete
(0-1) variables, instead of a fixed cost plus a variable cost,
therefore improving and accelerating the convergence
process of the Benders method.
After this introductory section, the complete mathematical
formulation is presented in section 2, where the operation
subproblem is formulated first, and then the decomposition
strategy for the global process is explained. In section 3, the
results of applying the developed tool to real electric power
systems are presented.

subject to contingencies that the user desires to consider when


planning the expansion of reactive compensation. By prqperly
selecting these operating conditions the user should approxlmate
the true probabilistic nature of the system operation.
The formulation of a generic operation subproblem is:
Minimize

F(z)

subject to:

S(z) 5 0
G(z)

00

where:
WZ)

se)
G(z)-og

operating cost function.


set of load flow equations and operational limit
constraints.
subset of the previous constraints whose limits
are imposed by the VAR expansion variables,
WO.

In order to circumvent the computational difficulties associated


to this nonlinear OPF problem, see [l-31, an iterative method has
been used here. After solving the complete load flow equations, a
decoupled optimization problem with linear constraints is solved,
where the P-8 variables a n considered as constants and the
nonlinear equations that relate the Q/v variables are linearized.
The solution of the Q/v optimization is now checked with the
complete load flow. Both algorithms iterate until the solution
converges, see figure 1.

There is an intrinsic characteristic of the capacity expansion


problems that strongly suggests the use of decomposition
methods: the new capacity, once it is installed, will be ready to be
used in a wide range of operating conditions. Since the number of
operating conditions to be considered can be very large, it seems
reasonable to use an iterative procedure in which, for a value of the
new capacity (VAR sources in this case), all operation problems
are independently solved subject to the corresponding upper limit
on the installed capacity. On its tum, the solution of the operation
problems provides information about the feasibility and costs
associated to the current capacity solution, which can be used to
find a better value of new capacity. Therefore, a large nonlinear
mixed-integer optimization problem is avoided.
The Benders decomposition method, see [18] for instance,
exploits this intuitive idea in a particular way, and it has been
successfully used in a number of capacity expansion models
[17,18,24] including reactive power planning [lo-151. A detailed
description of the particular implementation of the Benders
decomposition that is proposed in this paper is given in section
2.2. Prior to the presentation of the complete approach, the next
section describes the formulation that has been used to represent
the operation of the power system for a given value of the
installed VAR sources (i.e., the operation subproblem).
2.1

OD-

- S

There is an operation subproblem for each one of the operating


conditions of the power system, whether they are normal or

Figure I . The QIV Operation Problem


The load flow is solved by using the fast decoupled algorithm,
where active powers and voltage magnitudes in generation buses,
regulating transformer taps and shunt VAR compensation
susceptances are considered as known variables, while reactive
power in generation buses and voltage magnitude in load buses are
unknown. These unknown variables may go beyond their
permissible limits when the load flow is solved.
In the Q/V optimization algorithm, reactive powers and
voltage magnitudes in generation buses, regulating transformer
taps and shunt VAR compensation susceptances are considered
variables which can move between permissible limits, while the
average active power flows in the lines arc considered fixed. The
objective function is the costs of the active power losses for the
base cases, while in the contingency cases the objective function
only includes a linear expression that accounts for the
infeasibility penalties.
It follows a more detailed description of the formulation and
the algorithms that are used to solve the load flow and the Q/V
optimization problems.

1071

The implemented algorithm is a fast decoupled version with


the following characteristics:
- Matrix treatment with sparse matrix techniques [19]
- Line and transformer contingencies are solved, without
refactorization of the B' and B matrices, by the ShermanMorrison Correction [20]
- Divergent cases are detected and information about the area
in the electrical system where the problem is located is
provided by the algorithm itself.

T b e o/v o a b i z a t i o n p r o b h
As it was mentioned before, several situations requiring
different formulations have to be considered: the user must specify
a reduced number of base cases that represent the whole range of
normal operating conditions and also a number of associated
contingencies which could produce voltage or reactive power
supply problems in the system. As the adopted formulation is Q/V
decoupled, the proposed operating cases should have been
previously checked for compliance with economic dispatch
conditions and security limits conceming active power controls.
The user may also specify whether preventive or corrective control
actions are desired for each one of the contingency cases. When a
contingency occurs, the control variables in preventive mode will
remain fixed on their previously specified optimal positions,
while the corrective variables will be able to change in order to
prevent violations of the operating limits. The control variables
in preventive or corrective mode can be chosen among the
following altematives:
- voltage magnitude at generation bus V c
- voltage magnitude at a load bus which is controlled by a
regulating transformer or by a VAR shunt element V
- regulating transformer tap NT
- susceptance of a VAR shunt element BC
Fomiulation of a base case
Here the objective function to be minimized is the total
amount of active power losses. Among several altematives, the
loss formulation in [21] was chosen:

where:

The first set of rows in (4) corresponds to the generation


buses, and the second set to the load buses separated into
two groups: without and with reactive compensation.
The 0 subindex represents the value for the variable in the
previous load flow.
B is a sparse sensitivity matrix.
Iqc.. Iqr represent fictitious reactive power injections,
whch w i l l only be used as a last resort to attain feasibility.
These injections are represented by equivalent
compensation susceptances in the subsequent load flow,
consequently the ability of the Q/V operation subproblem
(see Figure 1) for determining the amount of ficticious
reactive sources that are needed for a feasible solution is
assured.
CL is the estimated yearly loss cost coefficient.
Q is the infeasibility cost coefficient, which is chosen so
that the infeasibility costs, if non zero, be comparatively
large with respect to the VAR investment costs.

When the base case has associated contingencies with


variables in preventive mode, the treatment of the preventive
control variables will be the same as the one adopted for the
contingency 'cases with preventive control, to be presented later.
where:
i.j
Vi,Vj
Rij,Xij
Qij
7

Pijo

;
: buses of line i-j
: voltage magnitudes at buses i and j.

: resistance and reactance of line i-j.


: reactive power flow in line i-j.

(Vi - Vj Rij Pijo)/xlj


: average active power flow in line i-j, as obtained
in the previous load flow.

This formulation is a good decoupled approximation to the


exact loss formulation, with active losses being expressed as an
explicit function of, the voltage magnitudes.
The optimization problem (1) is stated as follows:

(3)

For contingency cases in either corrective or preventive mode,


the objective function only consists of the linear infeasibility
costs, since the loss minimization is here of secondary interest.
The control variables for the corrective cases can be moved freely
between their limits. So, it is only needed to use the constraints
expressed by (4) and ( 5 ) without any modification, except for the
changes in the B matrix corresponding to the considered
contingency.

<
The list of preventive control variables that can be selected by
the user was given before. The procedure that has been chosen here
to make sure that these variables stay at their pre-contingency
values is the following: The precontingency values are optimized
in a separate problem, which is called the master problem and is
the one that finds the optimal investments in VAR sources (see
section 2.2). The trial values for the preventive control variables
that are provided by the master problem, are used in equations (4)
and ( 5 ) of the subproblem as both upper and lower bounds,
therefore forcing the subproblem variables to take these precise
values.

1072
-

The optimization problem for the base cases with nonlinear


objective functions and sparse linear constraints has been solved
with the reduced gradient and quasi-Newton techniques
implemented in the MINOS 5.0 code [22]. When there i d no
intention to minimize the losses , as it is typically the case for
contingencies, the optimization problem reduces to a sparse linear
programming problem, that has also been solved with MINOS
5.0.
The adopted formulation (3-5) is written in terms of the
optimization variables, vG,v,NT,Iqc,Iqr, and it is independent on
the selection of the control variables. In contrast with other
methods based on a dense sensitivity matrix between control and
dependent variables which need the inversion of the B matrix, the
optimization method used in our approach, which decomposes the
set of optimization variables into basic, superbusic and nonbasic
variables, see 1221, maintains a sparse LU factorization of the
"basis" matrix, whose columns correspond to the basic variables.
This "basis" matrix is updated during the optimization process and
is a submatrix of the active constraint matrix, see [22].
Consequently our implementation results to be very efficient.
The problem with the linear representation (4) locally
approximates the nonlinear load flow equations. Therefore, the
results of the Q/v optimization must be checked with a load flow
solution for each base or contingency case, and only when the
results are within a chosen tolerance the Q/V operation
subproblem is considered to be finished (see Figure 1). Two
parallel convergence criteria have been implemented:
- The maximum difference in each bus between the voltage
magnitudes resulting from the optimization problem and
from the load flow has to be less than an specified
tolerance in p.u.
The maximum difference between the objective function
values of two consecutive optimization problems has to be
less than an specified tolerance.
The QjV operation subproblem normally converges in one or
two iterations. During the first iterations of the Benders procedure,
three or four iterations can be needed to determine with precision
the infeasible Mvar in contingency cases, while during the last
iterations of the Benders process normally only one QjV
optimization is needed for each operating case.
These properties jointly with the speed of solution (see the
example cases below) make the selected approach very attractive
to be used in the planning problem, even more than complete OPF
approaches, which in general need longer times to obtain the
solution of the problem.

2.2

eroblem
Once the representation of the system operation for a given
installed VAR capacity has been described in the preceding
section, the global formulation of the entire reactive expansion
problem is presented here. Then the decomposition procedure is
explained, leading to the formulation of the investment
subproblem. Note that, for the sake of simplicity, only one base
case and its associated contingencies have been formulated.
Minimize
0.Zk.y

(k=l), contingencies with preventive control


variables (k=2. L). and contingencies with
only corrective control variables (k=L+l,....M).
: operation variables.
: investment variables of new VAR sources.
: vector of common values for the preventive
control variables in cases k=1, ...,L

....

Z
0

this is a subset of
the operation variables, whose values have to be
the same for cases k=1, L.
C(o)
: cost function of the new reactive power
compensation equipment. This cost corresponds
to the annual charge calculated using a prescribed
discount rate.
Fk(Zk) : operation cost function for the k-th operating
subproblem, as described in (3).
Sk(zk) : set of constraints for the k-th operating
subproblem, as described in (4) and (5).
Gk(zk)-o: subset of the constraints (4) whose limits
( B c m a x , B c m i n ) are imposed by the VAR
investment variables. The reactive compensation
capacity to be used at a bus cannot exceed the
limits set by the installed capacity.
: set of constraints on VAR investments, i.e.,
R(o)
maximum capacity allowed at each candidate bus
or maximum number of reactive power elements to
be installed at each candidate bus.
T(y)
: bounds for the preventive control variables. Note
that if the control variable is the reactive power
delivered by a new VAR source in a candidate bus,
then the corresponding constraint will take the
form T(y) + R(o) 5; 0.
A two-level Benders decomposition procedure for solving the
global VAR expansion problem is presented. In the Benders
terminology, the decomposition will be achieved by
simultaneously making a projection of the complete problem on
the VAR investment variables CO and on the preventive control
variables y, i.e., an iterative process between the master or
investment subproblem and the operation subproblems is
established. The master problem determines CO* and y*, using only
incomplete information about the operating subproblems. On the
other hand, each operation subproblem optimizes the operating
variables z for the given values of U)* and y* and retums to the
master problem information about the optimal objective function
and its sensitivities with respect to o and y in (co*,y*). See figure
2.
TO start the algorithm, an initial guess is needed for a feasible
set of the new installed VAR sources WO and for the values of the
preventive control variables yo, so that the Q/V operation
problems can be solved. The base case (k=l) and its associated
preventive contingencies (k=2, ...,L) are sequentially formulated
and solved, as it was explained previously. That is:
: preventive control variables;

....

Minimize
Zk

Fk(zk)

subject to:
(9)

k=1, ...,L

where:
k

subindex for the k-th operating case: base case

zk = YO
where 00 is a constant term that represents the VAR shunt
equipment available for dispatch.
The same process takes place with the rest of the corrective
contingencies (k=L+l, ...,M). That is:

1073

Minimize
Zk

not necessarily the optimal one, because the master problem did
not have exact information about vk to find the optimum of 0 and

Fk(Zk)

y. The value kC(o;)


optimum of (6.7).

4
MASTER PROBLEM
Obtain the new V A R sources
and the values of the preventive
control variables

I@
. Y*

I I

of the

When X - 6 is lower than a selected tolerance, the optimum will


have been found. If not, new Benders cuts will be added to the
master problem (12.13) and a new iteration will take place.
The mixed integer linear master subproblem is solved using
the XMP.ZOOM code which efficiently handles this kind of
problems [26]. The number of constraints of this problem
increases linearly with the number of Benders iterations needed to
reach convergence.
The global process is shown in the flowchart in figure 3.

I M A L STATE

FERATIONSUBPROBLEMS

+ I:Fk(Zz1) is ,then , an upper bound

Solve the Qlv operation


algorithm for each case
1

-RFADTHE~IAL
INSTALLED Q
-PROPOSE I
"
VALUES
FOR PREVENTIVE
COMROL VARIABLES

QjV OPERATING

PROBLEMS

W R

BASE CASES AND CON'llNGPNCES


IN PREVENPIVBMODE

Figure 2 . Scheme of Benders Decomposition

W W PROBLEM
OFVARINYBSTMENTAND
PREVPNTIVECONIROL
DISPATCH.

EQ (8.9)

EQ (12.13)

Once the Q/V operation problems have been solved, with $0


being their optimal solutions, the investment (or master) problem
is stated as follows:
M
Minimize
0,Y

[ C(o) +

vk ]
k= 1

where hkO are the Lagrange multipliers associated to the


constraints Gk(zk)s
of (9) and (11). These multipliers give the
relationship between the increment of the objective function
produced by a small increment of the corresponding reactive power
source and that VAR souce increment. &O (k=l,...,L) are also the

Figure 3 . Global decomposition process for VAR expansion


planning

Lagrange multipliers associated with


= yo of (9). All the linear
constraints in (13) are known as the Benders cuts [23], where the
variable Vk represents a lower bound of the actual operation cost
function Fk(zk), which have to be convex for assuring the
convergence properties of the method [13,24,25].
It should be noted that (12,13) is a mixed-integer (0-1) linear
optimization problem, R(o) and T(y) are normally simple bounds,
and the installation of the new VAR sources is represented with (01) discrete variables. The optimal solution of this problem vc,

The developed algorithm has been extensively tested in actual


reactive compensation planning problems in a real power system.
More than 100 cases corresponding to different planning options
have been run.
The considered power system models have 102, 213 and 443
buses, and all of them correspond to a part of the Spanish power
system, including extemal equivalents of different sizes.

01, y l gives a lower bound & = C ( o i ) +

C v;

to the optimal

solution of (6,7). With the new investment variables

0;

and the

new preventive control variables y i , new Q/V operation problems


are formulated and solved. If the optimal solutions to these
* * *
problems are represented by zc 1, then the values (zk 1, w 1 , y1)
constitute a feasible solution of the complete problem (6,7), but

JRESULTS

3.1 Examde with one oneration case


The results obtained with the Benders decomposition (BD)
approach have been compared to those obtained with other two
altemative approaches, namely, a complete optimal power flow
(OPF) ,[30] (which can only solve one operation problem) and
another VAR planning approach which is based on sequential
linear programming (SLP) [28]. The solution of the OPF will be
taken as the reference for comparison.
Two applications have been considered. In the first one the
VAR capacity is assumed to be given and only the operation
subproblem is considered. Table I shows the minimum losses and

1074
the CPU solution times that have been obtained with the three
different approaches on a SIEMENS 7590F computer (12 MIPS). It
should be noted that the 1 0 s minimization is formulated as a
linear maximization of voltage magnitudes in the SLP approach.

Table I

NUMBER OF BUSES

OPF (MW)

350.4

492.5

SLP (Mw)
SLP s
BD (Mw)

351.3

492.6
13.3
492.9
25.6

350.6
10.6

686.9
176.2
689.8
45.5
689.6
83.2

correspond to the VAR expansion in continuous variables needed


to minimize active power losses for one base case and to minimize
infeasibilities for three associated combined (line+generation)
contingencies. The annual cost for VAR expansion is equal to 1
million pesetas (MPta)/Mvar, the loss cost is 22 MPta/MW and
the infeasibility cost is considered equal to 10 MPta/Mvar (1OOPta
l$). The selection of expansion candidate buses is non-critical
with respect to the number of Benders iterations required to
achieve convergence. For instance, when a set of 36 candidate
buses was selected, instead of a set of 8 buses, the same number of
Bendera iterations were needed.

The second application is a standard VAR planning problem.

This has been handled by the OPF by simply using as objective


function the VAR installation costs, therefore looking only for
feasible operation. Table I1 shows the total amount of new VAR
sources (capacitors) and the CPU solution times obtained with the
three approaches for planning one operation case. Continuous
investment variables are considered.

Table I1

METHOD
OPF (Mvar)
OPF (s)
I
SLP(Mvar) I
SLP (s)
BD (Mvar)
.
. I
BD (s)

NUMBER OF BUSES
102
I 213 I
259.0 I
313.41
9.5 I
35.4 I
258.1.1
310.1 I
5.5 I
13.5
272.1 I
319.1 I
7.1
13.7

I
I

44 3
230.7
116.7
235.0
52.9
254.8
46.7

Egure 4. CPU solution times for SLP and BD VAR planning


approaches

Both the SLP and the BD approaches provide a good


approximation in both cases when compared to the correct results
obtained with the OPF approach. On the other hand, the
computational advantages of both approaches can also be noted.

3.2 Example with several operation cases


The OPF approach is not able to handle a problem with several
operation cases. Therefore a comparison between only the SLP and
the BD approaches is presented.
For the previous power systems, but now considering one base
case with several associated contingencies (from one to four) the
VAR planning problem has been solved. Figure 4 presents the
CPU times spent by the two algorithms with the only objective of
attaining feasibility for all operating cases, when considering the
corrective mode for the control variables and continuous
investment variables.
Figure 4 shows the computational advantages of t h e
decomposition method when the size of the system or the number
of contingencies increases, i.e, when planning the 443 bus
system with more than 3 operation cases.
Both approaches have been compared in a large number of
cases [29]. The robustness of the BD approach (i.e.. understood as
the capability of the algorithm to consistently find the correct
solution to the planning problem) has been proved by comparing
its results with those provided by the SLP approach.
3.3 Discrete VI. continuous investment variables
The SLP approach is not able to handle the VAR planning
problem taking into account the discrete nature of the new VAR
sources. Tables I11 and IV show the convergence process and the
installed Mvar at each bus provided by the BD approach, for
different planning options in the 443 bus system. Tables 111

Tables IV show the results obtained when discrete investment


variables are considered. The following capacitor installation
possibilities and associated costs at each candidate bus a r e
contemplated: 25 Mvar, 25 MPta; 50 Mvar. 49 MPta and 100
Mvar, 96 MPta. The number of Benders iterations decreases with
respect to the continuous expansion case, and the total amount of
installed VAR increases because the VAR sources are cheaper,
while the total optimum cost value is approximately the same in
both cases.
It can be noticed that in all planning cases, the operating costs
for contingency situations (infeasibility costs) happen to be equal
to 0 at the optimum. This is based on the fact that the infeasibility
cost per Mvar was selected to be ten times higher than the
investment cost per Mvar and also because the set of expansion
candidate buses was chosen to be large enough. When the
infeasibility costs are different from 0 , the information provided
by the operation subproblems, about allocation and size of the
infeasibilities can be used to redefine a new candidate set.
3.4 C o m p u t a t i o n a l Derformance
It follows some computational information on the reported BD
algorithm that has been derived from the numerous runs that have
been performed [ 16,27,29]:
The total CPU solution time increases practically linearly
with:
- the number of system buses.
- the number of operation cases that are simultaneously
considered.
- the number of Benders iterations that are needed to achieve
convergence.
The number of Benders iterations:
- decreases when discrete expansion variables (0-1) are used,
as compared to the continuous variables case, because the
discrete representation requires less refinement (tuning) of

1075

the fiial values of the solution.


increases with the number of preventive control variables,
because of the higher number of decision variables in the
master problem.
increases when active power losses are minimized in the
base cases, since more refiiement of the optimal solution
is required.
does not practically depend on the number of expansion

candidate buses. This property, together with the small


CPU time required to solve the master problem compared to
that needed by the operational subproblems, makes the
selection of expansion candidate buses a noncritical
problem. An exhaustive set may be used without increasing
significantly the computational requirements.
is typically between 3 and 5 for corrective planning, but it
can raise to 10 for preventive planning.

Table IILa
nn

q/v

IT.

IT,

BASE

14473.
11475.
14179.
14471.

6
6

I44TI.

(F4)

(F3)

2867.
568.
245.
12.
186.
70.
28.
15.

I.l462.

7
6
7
5

(i
7
8

(Fz)

14509.
~~~~~18.

OP ER AT IN G C ( ) S TS
CUNT2
CONT3

c.ONTI

(FI)

12

I
2
1
I

537.

996.

0.0
0.0
0.0

0.0

0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0

TOTAL.

.\PROS.

OPT.
VAL.

CON\'.
C'KI'I.

CI'IJ

Fk)

(X''k)

(1

(5-5)

18909.7
15302.9
1499,i.z
14773.7
11773.7
14773.7
14773.7
14773.7

I8909.7
602.9
259.1
25.4
20.0
18.1
11.7

(x

1.~10.

15016.
14707.
I448G.
14662.
11549.
14499.
14486.

0.0
0.0

, T .AI,LEI

ITER 2

EEi
0.00

0.0

l44IZ.R
1wa.2
14460.3
I1462.8
11468.7
14466.2
14471.2

0.00

0.00

0.00

100.00

0.00

0.00
50.01

0.00

100.00

0.00

11.13

19.84
100.00

40.92
0.00

98.78
0.00

48.51
89.50

0.00
53.95

87.25

0.00

100.00

0.00

0.00
0.00
0.00
0.00
2a7.25

90.30
0.00
96.54

ioo.00

0.00
0.00
100.00

0.00
~86.84

14.20
287.99

290.93

r.4

'r

,I I6
563
R!)fi
8I5

nfio
IODI
1222
1353

0.00

75.57
49.60

ioo.no

Table IV.a

Table I V.b

and levels of detail in a large portion of the Spanish power


system. The main factors influencing the CPU requirements of the
algorithm have been identified. Despite the high level of
flexibility and modeling detail of the proposed tool its
computational efficiency and robustness have been demonstrated
by comparing it with other existing approaches.

I79

Acknowledgements
I65
IO8

mrr,\L

0.00
0.00

300.00

100.00
0.00

300.00

0.00
0.00

350.00

0.00
0.00
350.00

The authors wish to thank Dr. J.L. Femhdez for discussions


and technical support during the realization of this research.
REFERENCES

4. CONCLUSIONS

An automatic tool for reactive compensation planning has


been presented that minimizes the combination of the investment
costs in new VAR sources and the operation costs for a number of
cases representing normal and contingency operating conditions
of a power system. The use of discrete (0,l) variables to model the
installation of new VAR elements allows the user to realistically
represent the investment costs. The operation costs consist of the
cost of losses in the base cases and the infeasibility cost for the
contingency cases. The user can set the control variables to either
preventive or corrective mode for each contingency situation.
The algorithm has been thoroughly tested with over one
hundred planning problems corresponding to different scenarios

[ 11

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".

Tom& G6mez was bom in Navalmoral de la Mata, Spain, in 1959.


He obtained the Degree of Doctor Ingeniero Industrial from the
Universidad PolitBcnica, Madrid, Spain, in 1989, and the Degree
of Ingeniero Industrial in Electrical Engineering from the
Universidad Pontificia Comillas, Madrid, Spain, in 1982. He is
research staff at the Instituto de Investigaci6n Tecnol6gica. His
present interests include operation, design and planning of
transmission and distribution power systems.
Ienacio J. Ptrez-Arriarra was born in Madrid, Spain, in 1948. He
obtained the Ph.D., and M.S. in Electrical Engineering from the
Massachusetts Institute of Technology and the B.S. in Electrical
Engineering from the Universidad Pontificia Comillas, Madrid,
Spain. He is professor of Electrical Engineering and Director of
the Instituto de Investigacibn Tecnol6gica in the Universidad
Pontificia Comillas, Madrid, Spain. His areas of interest include
reliability, control, operation and planning of electric power
systems.
Jesus Lumbreras was born in Burguete, Spain, in 1951. He
obtained the Degree of Ingeniero Industrial in Electrical
Engineering from the Universidad Politknica of Madrid, Spain, in
1974. In the same year he joined HidroelCctrica Espaiiola, where
he has been engaged in transmission planning studies.
Valentin M. Parra was bom in Aranjuez (Madrid), Spain, in 1922.
He has been full professor of Electrical Engineering in the
Universidad Politknica of Madrid, since 1963. Presently, he is
professor emeritus in this University and he i s interested in
analysis and planning of electric power systems.

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