Hybrid algorithm of chaos optimisation and SLP for

optimal power flow problems with multimodal

characteristic
L. Shengsong, W. Min and H. Zhijian

Abstract: Optimal power ow (OPF) is an important tool in an electricity market Despite

traditional optimisation techniques being implemented successfully in the existing power systems,
there are still difculties. One of these difculties is that it is easy to be caught by a local minimum
solution because OPF is a mathematically nonconvex problem with multimodal characteristics.
The paper proposes a hybrid optimisation algorithm for solving OPF problems with multimodal
characteristics. The hybrid algorithm is structured in two stages. The rst stage uses the chaos
optimisation algorithm (COA), while successive linear programming (SLP) is employed in the
second stage. A linear predictorcorrector primaldual interior point (PCPDIP) method is applied
to solving a sequence of linearised sub-problems. The hybrid algorithm involves two levels of
optimisation, namely global search by the COA and local search by the linear interior point
method, which co-operates in a global process of optimisation. It can provide more robust
convergence on OPF problems than either algorithm alone. IEEE-14, -30 and -57 bus test systems
with complex objective functions are run. Numerical results illustrate the feasibility and potential of
the proposed hybrid algorithm.

1 Introduction further increased when valve-point loading effects of

The mathematical formulation of the OPF problem is a well
known optimisation problem. In general this can be
formulated as follows:
Minimise f x
s:t: gx 0
hx  0 1 natural evolution have been applied to the OPF problem
where x is a vector of decision variables, including the
control and dependent state variables; f(x) is a scalar
function that represents the power systems operation
optimisation goal; g(x) is a vector function with conven-
tional power ow equations and other equality constraints;
h(x) is a vector of inequality constraints that are physical
and operational limits of the power system.
Since their initial formulation in the 1960s many
optimisation methods have been proposed to solve the
OPF problem such as the reduced gradient method [1],
successive linear programming method [2], sequential
quadratic programming method [3] and Newton-based
nonlinear programming method [4]. In the past few years,
interior point methods have been applied to the OPF
problem [5]. However, the OPF is a large-scale nonlinear
programming problem. It is in general nonconvex and, as a
result, many local minima may exist. This nonconvexity is
r IEE, 2003
IEE Proceedings online no. 20030561
doi:10.1049/ip-gtd:20030561
Paper rst received 15th October 2002 and in revised form 3rd April 2003.
Online publishing date: 20 June 2003
L. Shengsong and H. Zhijian are with the Department of Electrical Engineering,
Shanghai Jiaotong University, Shanghai 200240, China
W. Min is with the Department of Electrical Engineering, Hefei University of
Technology, Hefei 230009, China
thermal generators have to be included or FACTS devices
are included on the network. With a nonmonotonic
solution surface, traditional optimisation methods are
highly sensitive to starting points and frequently converge
to local minima or diverge altogether [6].
To overcome the limitations of the traditional optimisa-
tion methods, the algorithms based on the principles of
[6, 7]. There are three main approaches genetic algorithms,
evolution strategies and evolutionary programming in the
eld of evolutionary computation. Each of these main-
stream algorithms simulates the evolution of the individual
to nd the global optimum solution. These methods differ
in terms of representation, operators and selection process.
The chaos optimisation algorithm is a stochastic search
algorithm that differs from any of the existing evolutionary
algorithms. Chaos, apparently disordered behaviour that is
nonetheless deterministic, is a universal phenomenon that
occurs in many systems in all areas of science [8]. Chaos is
mathematically dened as randomness generated by
simple deterministic systems. The randomness is a result
of the sensitivity of chaotic systems to the initial conditions.
However, because the systems are deterministic, chaos
implies some order. A system can make the transformation
from a regular periodic system to a chaotic system simply
by altering one of the controlling parameters. A chaotic
movement can go through every state in a certain area
according to its own regularity, and every state is obtained
only once. The COA is based on ergodicity, stochastic
properties and regularity of chaos [9]. It is not like some
stochastic optimisation algorithms that escape from local
minima by accepting some bad solutions according to
a certain probability. It searches on the regularity of chao-
tic motions. The COA can more easily escape from
local minima than can other stochastic optimisation
algorithms [9].

IEE Proc.-Gener. Transm. Distrib., Vol. 150, No. 5, September 2003 543
 We propose a hybrid algorithm to deal with the OPF
problem with multimodal characteristic. The algorithm is
structured with two stages. The COA is used to perform a
global search in the rst stage. To accelerate local
convergence and rapidly generate an exact solution, a linear
PCPDIP algorithm is subsequently adopted in the second
stage. The algorithm is capable of determining the global
optimum solution to the OPF problem, and is not sensitive
to starting points. To show the feasibility and potential of
the proposed algorithm over the COA and SLP alone,
IEEE-14, -30 and -57 bus test systems with multimodal
objective functions are used in this paper. The results of the
studies of the hybrid proposed algorithm are compared with
those obtained from the COA and SLP alone.
2 Two-stage hybrid algorithm
The idea is to combine two of the COA and SLP in order to
merge their advantages and reduce their disadvantages. The
COA takes the place of the rst stage of the search,
providing the potential for the nonconvex OPF problem,
and the second stage of the PCPDIP algorithm is
subsequently adopted to rapidly generate a precise solution
after the COA has generated a solution near the global
minima. The OPF problem is solved by the interior point
method as a sequence of linearised sub-problems in the
neighbourhood of the global minima. The hybrid algorithm
is implemented as follows.
2.1 First stage of hybrid algorithm
A global search is performed in the rst stage. To solve the
OPF problem using the COA, the constrained optimisation
problem (1) is transformed to the following form:
Xm
P x; s f x s max0; hi x small differences.s40 and the positive integers N1, N2 are
i1
ai  x i  b i i 1; 2;    ; nc 2 ranges of optimisation variables by the following
where P(x, s) is the nondifferentiable exact penalty
function; s is a penalty parameter; hi (x) is the functional
inequality constraint or simple inequality constraint on
dependent state variables; ai and bi are the upper and lower
bounds of controllable variables; nc is the number of
controllable variables; m is the number of inequality
constraints. To deal with the equality constraints, g(x) 0,
it is necessary to solve the power ow problem numerous
times during the solution of the stage.
The problem (2) is equivalent to the OPF problem (1)
when s is sufciently large. The COA is used to optimise
problem (2). Through global search of the COA, the trial
solution of the OPF problem is driven to the point near the
global minima.
2.2 Second stage of hybrid algorithm
The successive linearisation technique is employed to
perform a local search in the stage. We use the solution
that the COA has generated in the neighbourhood of the
global minima as a starting point, and solve the OPF
problem (1) through SLP. Assuming that xk is a current
point of SLP, the OPF problem (1) is linearised at xk to
form a linear programming (LP) problem:
Minimise rf xk T Dx
s:t: Jxk Dx 0
hxk Hxk Dx  0 3 Else if P(x(k),s)ZP* then give up x(k)
where k is the iteration counter of SLP, Jij qg(x)i/qxj and
Hij qh(x)i/qxj.
544
The LP problem (3) is solved for Dx. The value of: x is
updated: xk+1 xk+Dx. Then, a power ow is executed.
The OPF problem (1) is linearised again at the updated
operating point xk+1, and the procedure is repeated until
convergence is achieved: 77xk+1xk77rd.
The linearised sub-problem (3) is solved by the PCPDIP
algorithm.
3 Chaos optimisation algorithm
3.1 Chaos variables
Chaos variables are usually generated by the well known
logistic map. The logistic map is a one-dimensional
quadratic map dened by
gk 1 bgk1  gk 4
where b is a control parameter and 0rg(0)r1. Despite the
apparent simplicity of the equation, the solution exhibits a
rich variety of behaviours. For b 4, system (4) generates
chaotic evolutions. Its output is like a stochastic output, no
value of g(k) is repeated and the deterministic equation is
sensitive to initial conditions. Those are the basic char-
acteristics of chaos.
3.2 Optimisation algorithm
First, we use the carrier wave method to make optimisa-
tion variables vary to chaos variables. Second, amplify
the ergodic area of chaotic motion to the variation
ranges of every controllable variable, because the chaos
system (4) has a certain ergodic area of 01. Finally, use the
chaos search method to optimise problem (2). The following
pseudocode algorithm summarises the components of the
COA.
Step 1: Initialise gi (0), 0rgi (0)r1, i 1,y, nc, which have
specied.
Step 2: Chaos variable gi (0) is mapped into the variance
equation:
xi 0 ai gi 0bi  ai i 1; . . . ; nc 5
*
Let x x(0), and compute the value of the P(x, s),
P* P(x(0),s).
Step 3: Set iteration number as k 1.
Step 4: Carry out chaos search by using the rst carrier
wave.
Do
gi (k) 4gi (k1)(1gi (k1)) i 1,y,nc
xi (k) ai+gi (k)(biai) i 1,y,nc
If P(x(k),s)rP* then x* x(k) and P* P(x(k),s)
Else if P(x(k),s)ZP* then give up x(k)
k k+1
Loop until P* does not improve after N1 searches.
Step 5: Perform chaos search by using the second carrier
wave.
Do
gi (k) 4gi (k1)(1gi (k1)) i 1,y,nc
xi k x i ai gi k i 1; . . . ; nc
If P(x(k),s)rP* then x* x(k) and P* P(x(k),s)
k k+1
Loop until P* does not improve after N2 searches.
IEE Proc.-Gener. Transm. Distrib., Vol. 150, No. 5, September 2003
Step 6: Stop the search process and put out x* as the best So the Newton direction can be obtained by solving
solution. 2 32 3
It should be noted that x* is the best solution up to now. A 0 0 0 0 Dx
During the second carrier wave, ai is a very important 6I I 0 0 7 6 7
6 0 7 6 Dy 7
parameter, which adjusts small ergodic ranges around x*. 60
6 A T
0 I I 7 6 Ds 7
7 6
7
4Z 0 0 X 0 5 4 Dz 5
0 0 W 0 S Dw
4 PCPDIP algorithm 2 3
b  Ax
It is now widely accepted that an infeasible primal-dual 6 u xs 7
6 7
interior point (PDIP) method is a powerful tool for solving 6c  A y  z w7
6 T
7
large LP problems. The method used in this paper applies a 4 me  XZe 5
second-order predictorcorrector technique [10] to make the me  SWe 10
PDIP method run faster.
The linearised OPF problem in Section 2 can also be Once direction (Dx, Dy, Ds, Dz, Dw) has been computed, the
written as the following general LP problem: maximum step sizes aP and aD that maintain non-negativity
of variables in the primal and dual spaces are found. Next,
Minimise cT x the variables are updated by:
s:t: Ax b xk1 xk a0 aP Dx
xsu
sk1 sk a0 aP Ds
x;s
0 6
yk1 yk a0 aD Dy

where c, x, s, uARn, bARm, AARm*n. zk1 zk a0 aD Dz

Eliminating the above non-negativity constraints by wk1 wk a0 aD Dw 11
incorporating them in a logarithmic barrier term that is
appended to the objective function, the Lagrangian function where the step-reduction factor a0 0.99995 is chosen to
for (6) is dened as prevent non-negative variables from being zero. Then, the
barrier parameter m is updated and the iteration process is
! repeated.
X
n X
n
T
Lx; s; u c x  m ln xj ln sj Mehrotras predictorcorrector technique [10] incorpo-
j1 j1 rates higher-order information when approximating the
central trajectory and computing the direction step. The
 yT Ax  b wT x s  u 7 technique has been used widely and proved efcient.
The predictorcorrector technique decomposes the direc-
where y and w are Lagrangian multipliers (dual variables) tion step D from two parts:
for equality constraints of (6), respectively.
The rst-order KarushKuhnTucher (KKT) optimality D Da Dc 12
conditions for (7) are:
where Da is the afne-scaling component which is the
predictor term and is responsible for optimisation to reduce
Ax b the primal and dual infeasibilities, and the duality gap Dc is
xsu the centring component which is the corrector term and
keeps the current iteration away from the boundary of the
AT y mX1 e  w c feasible region. The term Da is obtained by solving system
mS1 e  w 0 8 (10) for m 0,and Dc is the solution of an equation like (10)
for the right-hand side:

Substituting 0; 0; 0; me  XZe; me  SWeT

where m40 is a centring parameter. The maximum step

z mX1 e
sizes in the primal and in the dual spaces preserving the
non-negativity of (x,s) and (z,w), respectively, are deter-
these conditions give mined, and the predicted complementarity gap

ga x aPa DxT z aDa Dz

Ax b
xsu s aPa DsT w aDa Dw
AT y z  w c is computed. It is then used to determine the barrier
XZe me parameter
SWe me 9
2
ga ga
m
g n
where X, S, Z and W are diagonal matrices with the
elements xj, sj, zj and wj, respectively, e is the n-vector of all where g xTz+sTw is the current complementarity gap.
ones, and m is a barrier parameter, which is decreased to For such a m, the corrector direction Dc is obtained by
zero as the algorithm iterations progress. solving

IEE Proc.-Gener. Transm. Distrib., Vol. 150, No. 5, September 2003 545
 2 32 3
A 0 0 0 0 Dxc Table 1: Characteristics of IEEE test systems
6I 0 7 6 7
6 0 I 0 7 6 Dyc 7
60 AT 0 I I 7 6 Dsc 7 System Lines Generators Transformers Total
6 76 7
4Z 0 0 X 0 5 4 Dzc 5 MW/MVAR

0 0 W 0 S Dwc IEEE-14 20 5 3 259.0/73.5

2 3
0 IEEE-30 41 6 4 283.4/126.2
6 0 7 IEEE-57 80 7 15 1250.8/336.4
6 7
6
6 0 7
7
4 me  DXa DZa e 5
me  DSa Wa e 13
Table 1 shows the main characteristics of these
Finally, the direction D in (12) is determined. systems. Voltage limits have been considered 0.95
In the above method, a single iteration of the second- 1.10 p.u. for PV-buses and 0.951.05 p.u. for PQ-buses.
order PCPD method needs two solutions of the same large, Taps limits have been assumed to be 0.901.10. The power
sparse linear system with two different right-hand sides. The ow convergence tolerance is 104 p.u. The total system
advantage of this method is that the barrier parameter m can costs in the base case have been $2965.91, $1324.60 and
be estimated very well and a high-order approximation is $9756.77.
applied to the central path. First, we will solve the OPF problems using the COA and
SLP, respectively. Second, the hybrid COA and SLP
5 Test results algorithm is applied to solve the OPF problems and
compare the results with the solutions obtained from the
5.1 Objective function COA or SLP alone.
IEEE-14, -30 and -57 bus test systems with complex The parameters N1, N2 used in the implementation of the
objective functions were used in this paper to demonstrate COA are 100, 100 for the IEEE-14 and -30 bus test
the global performance of the proposed algorithm. A type systems, and 500, 200 for the IEEE-57 bus network,
of OPF problem was tested: total system cost minimisation. respectively, ai is very important parameter, which
The power bid price function of generators has two forms. adjusts small ergodic ranges. According to the numerical
One is quadratic, and the other is quadratic with a sine experiments on solving the nonlinear programming
component superimposed on it. The sine component is used problems by using the COA [11], it is suitable for parameter
to model the effects of valve-points. The bid price function ai, which is set to 0.01 (biai). The penalty parameter
of the ith generator is expressed as s of the nondifferentiable exact penalty function P(x,s) is
chosen empirically based on experience and the particular
fi Pgi ai Pgi2 bi Pgi ci 14 application. The value considered in tests is 1000.
or To validate the efciency of chaos search, the performance
of the COA is compared with a stochastic optimisation
fi Pgi ai Pgi2 bi Pgi ci di sinei Pgimin  Pgi 2 15
where Pgi is the power output of the ith generator, and ai, bi,
ci, di and ei are the bid price coefcients. The total system
cost is
Xng
f fi Pgi 16
i1
where ng is the number of the bid generators in the system.
From (14)(16) it is obvious that the objective function is
very complex and has many local minima. Traditional
optimisation methods usually get stuck at a local optimal
and may not be able to provide an optimal solution. Their
ability to converge to the global optimum solution is
strongly dependent on the starting point provided.
5.2 Numerical results
The COA and PCPDIP algorithm described above have
been coded in C++. Tests have been performed using the
IEEE-14, -30 and -57 bus systems. The platform used was a
Pentium III 800 MHz PC.
algorithm (SOA). The SOA is similar to the COA
but replaces the chaos variables with uniform random
numbers between 0 and 1. Owing to the probabilistic
characteristic of the COA and SOA, 100 trials
were performed. Results for the three test systems are
provided in Table 2. Columns 27 show the minimum,
maximum and average of the optimal costs. Table 3
shows the average iterations and computational time
from 100 trials. From these results, it is clear that the
COA outperforms the SOA signicantly. The COA not
only gets better statistical performance than the SOA
but also requires less computational efforts in terms of
iterations and computational time. This is because
chaos search has many good properties such as
ergodicity, stochastic properties and regularity.
The PCPDIP algorithm was also applied to solve the
OPF problems through SLP. The optimal total system costs
of solutions obtained were $868.99, $1265.73 and $5053.05,
respectively. From Table 2, both the COA and
SLP obtained the near global optimum solution of the
IEEE-14 bus system. However, for the IEEE-30 and -57 bus

Table 2: Statistical performance of COA and SOA

System COA SOA

Minimum, $ Maximum, $ Average, $ Minimum, $ Maximum, $ Average, $

IEEE-14 869.12 877.52 870.49 869.33 882.88 872.61

IEEE-30 919.61 926.82 921.90 921.83 1116.41 973.68
IEEE-57 4683.94 4705.67 4692.43 4697.03 5069.84 4861.03

546 IEE Proc.-Gener. Transm. Distrib., Vol. 150, No. 5, September 2003
Table 3: Iterations and computational time of COA and
SOA
System COA SOA
Iterations CPU time, s Iterations CPU time, s
IEEE-14 659 0.28 1027 0.44
IEEE-30 687 0.57 1097 0.89
IEEE-57 1883 2.87 2813 4.37
systems, only the local optimum solutions were gained by
SLP, while the near global optimum solutions were
obtained by the COA. There have been savings of
37.29% and 7.69% in the total system costs of the two
test systems from the global optimum to the local minima.
The COA provides cheaper costs than SLP. This demon-
strates that SLP will usually become trapped in local
minima if the solution surface is multimodal. The global
optimum will be found by SLP if the starting point is in the
neighbourhood of the global optimum. However, the COA
is not sensitive to starting points and can gain the global
optimum but takes a longer computational time.
To accelerate local convergence and rapidly generate an
exact solution, a hybrid COA and SLP algorithm was
applied to solve the OPF problems. In this simulation, the
controlling parameters N1, N2 are set to 100, 50 for the
IEEE-14 and -30 bus test systems, and 300, 100 for
the IEEE-57 bus network, respectively. The other para-
meters remain the same. The hybrid algorithm was also run
100 times. The minimum, maximum and average of the
optimal costs are given in Table 4. Table 4 shows that the
hybrid algorithm converges to almost the same optimum
solution for all test systems. Table 5 provides the average
iterations and computational time from 100 trials. From the
table it can be seen that the COA in the rst stage takes
fewer iterations and less computational time in obtaining a
solution near the global optimum. To generate an exact
solution, the successive linearisation technique in the second
stage requires 4 or 5 iterations in the neighbourhood of the
global optimum solution. So the total computational time
of the hybrid algorithm is far less than for the COA. In
terms of computational time, as shown in Tables 3 and 5,
for the IEEE-14, -30 and -57 bus systems the hybrid
algorithm performs best by saving 17.86%, 19.30% and
43.90 CPU time of the COA. From Tables 25, compared
with the COA the hybrid proposed algorithm can provide a
Table 4: Statistical performance of hybrid algorithm
System Minimum, $ Maximum, $ Average, $
IEEE-14 868.98 869.09 869.03
IEEE-30 918.18 920.58 919.47
IEEE-57 4669.72 4671.25 4670.12
IEE Proc.-Gener. Transm. Distrib., Vol. 150, No. 5, September 2003
Table 5: Average iterations and CPU times of hybrid
algorithm
System Iterations CPU time, s
COA SLP
IEEE-14 428 4 0.23
IEEE-30 468 3 0.46
IEEE-57 983 4 1.61
more effective performance. Compared with the SLP the
hybrid algorithm can guide SLP to the global optimum
using the COA and obtain cheaper system costs.
6 Conclusions
We have proposed a hybrid algorithm based on the COA
and SLP for solving OPF problems with multimodal
characteristic. The COA performs a global search in the rst
stage. To accelerate local convergence, the PCPDIP
algorithm is subsequently adopted in the second stage.
The performance of the hybrid algorithm has been
demonstrated by its application to the IEEE -14, -30 and
-57 bus test systems with complex objective functions. The
algorithm is capable of determining the global optimum
solution for OPF problems. A comparative study between
the hybrid algorithm and the COA or SLP alone has been
conducted. The results conrm the superiority of the
algorithm. The hybrid algorithm is promising and is
applicable to other power system optimisation problems.
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