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European Journal of Operational Research 222 (2012) 149156

Contents lists available at SciVerse ScienceDirect

European Journal of Operational Research


journal homepage: www.elsevier.com/locate/ejor

Innovative Applications of O.R.

A pseudo-polynomial algorithm for optimal capacitor placement on electric


power distribution networks
Jos Federico Vizcaino Gonzlez, Christiano Lyra , Fbio Luiz Usberti
School of Electrical and Computer Engineering, University of Campinas (UNICAMP), Av. Albert Einstein 400, 13083-852 Campinas, So Paulo, Brazil

a r t i c l e

i n f o

Article history:
Received 7 January 2011
Accepted 25 March 2012
Available online 9 April 2012
Keywords:
OR in energy
Dynamic programming
Power distribution networks
Optimal capacitor placement
Reduction of energy losses

a b s t r a c t
Allocation of shunt capacitor banks on radial electric power distribution networks allow reduction of
energy losses and aggregated benets. Four decades ago Durn proposed the use of dynamic programming to nd optimal capacitor placement on these networks; however, with the restricting assumption
of single-ended networks, which precluded its application to real capacitor allocation problems. Subsequently heuristic methods prevailed in the capacitor allocation literature. Here the Extended Dynamic
Programming Approach (EDP) lifts Durns restricting assumption; a richer denition of state and the projection of multidimensional informations into equivalent one-dimensional representations are the supporting concepts. In addition to allow consideration of multi-ended networks, EDP deals with other
requirements of capacitor allocation studies, including the use of both xed and switched capacitors
and representation of voltage drops along the networks. When switched capacitors are considered the
optimization procedure also solves the capacitor control problem, obtaining the best tap adjustments
for them. Case studies with real scale distribution networks put into perspective the benets of the methodology; EDP has the appeal of providing global optimal solutions with pseudo-polynomial computational complexity in the worst-case, and with linear complexity for practical applications.
 2012 Elsevier B.V. All rights reserved.

1. Introduction
Distribution networks in a power system connect the distribution substation to the customers. They are designed as a set of radial feeders rooted at the substations, which are subdivided in
primary networks, at the upper level, and secondary networks, at
the lower level (Costa et al., 2011). Difcult combinatorial optimization problems pervades the planning and operation of these networks. They include the denition of the best design and mix of
facilities to meet demands (Benchakroun et al., 1992; Costa et al.,
2011), nding optimal network congurations (Avella et al.,
2005; Queiroz et al., 2009; Rossi et al., 2012), obtaining the best
strategy for service restoration after a fault (Garcia and Frana,
2008) and optimal capacitor allocation.
Shunt capacitors are placed on the primary networks of distribution feeders to reduce technical losses caused by reactive energy
ows; other potential benets of capacitors include voltage regulation, released capacity of equipments and deferred expenditure on
system expansions. The optimal capacitor allocation problem
searches for the best compromise between cost of capacitors and
Corresponding author. Tel.: +55 19 3521 3775/3881, mobile: +55 19 9182 0403;
fax: +55 19 3521 3866.
E-mail
addresses:
chrlyra@densis.fee.unicamp.br,
christiano@pq.cnpq.br
(C. Lyra).
0377-2217/$ - see front matter  2012 Elsevier B.V. All rights reserved.
http://dx.doi.org/10.1016/j.ejor.2012.03.042

their benets to a network; it must unveil the ideal number, best


places and optimal sizes for shunt capacitor banks on radial power
distribution feeders.
Techniques to search the best alternatives for capacitor allocation
on radial distribution feeders have been developed for more than
50 years (Schmidt, 1956; Neagle and Samson, 1956)most of these
are concerned with capacitor placement for loss reduction and voltage
regulation. The early studies proposed approximated models that enabled the application of analytical methods (Schmidt, 1956; Neagle
and Samson, 1956; Cook, 1959; Schmill, 1965).
Durn (1968) relied on dynamic programming to address the
problem under a formal optimization framework, though with
restricting assumption which inhibited application of his ideas.
For instance, the optimization procedure was designed for singleended feeders (in other words, feeders without lateral branches).
Extrapolation of the procedure to consider multi-ended feeders
seemed to require additional state dimensions, in such a way that
would preclude its application to real scale capacitor allocation
problems; some papers even put in words that a dynamic programming approach for the problem would meet the curse of
dimensionalitye.g., Carlisle et al. (1997).
During the years that followed the publication of Durns paper,
no new studies reported ideas that could allow the improvement of
his contribution. Today heuristic methods prevail in the literature
about capacitor allocation on distribution feeders: Baran and Wu

150

J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156

(1989,) proposed a two stages heuristic method, where a master


problem uses a greedy approach to determine the locations of
capacitors and a slave problem approximate the optimal size of
capacitors with a non-linear programming approach; Carlisle and
El-Keib (2000) and Mekhamer et al. (2002) developed constructive
heuristics; Gallego et al. (2001) adopted the tabu search heuristic;
de Souza et al. (2004) proposed microgenetic algorithms; Mendes
et al. (2005) designed a hybrid genetic algorithm. Other recent papers also rely on genetic algorithm approaches (Haghifam and
Malik, 2007; Park et al., 2009). A new two stages approximation
with a contemporary perspective was proposed by Jabr (2008):
an interior point conic programming method is used in the rst
stage to obtain the best continuous values for injection of reactive
power; the second stage obtains discrete values for capacitors by
solving a mixed integer programming problem that seeks to minimize L1-norm deviations from the reactive injections obtained in
the rst stage.
The Extended Dynamic Programming Approach (EDP) proposed
in this paper lifts Durns restricting assumptions and restores the
perspective of achieving global optimality for capacitor allocation
on radial distribution feeders. The supporting concepts are a richer
denition of state and the projection of multidimensional informations into equivalent one-dimensional representationsa strategy
that avoids the requirement of multidimensional states. Ideas and
data structures borrowed from network ow optimization algorithms allow effective implementation. Bellmans Principle of
Optimality (Bellman, 2003) provides the grounds for global optimality, which confers the technique a special appeal as compared
to heuristic approaches. Further, EDP is a pseudo-polynomial
algorithm in the worst case, but with linear-time computational
complexity for practical applications.
2. The optimal capacitor allocation problem
Technical losses in a line k of a radial distribution feeder are
2

k
computed as lk rk Pk vQ
, where rk is the resistance of the line,
2
k

Pk is the active power that ows in the line, Qk is the reactive power
and vk is the voltage at the endmost point k of the line (Gonen,
2008). Capacitors provide complementary reactive power Q C k that
can reduce losses, because lk rk

P k 2 Q k Q C 2
V k 2

when a capacitor Ck

is installed at the point k. As earlier stated, the optimal capacitor


allocation problem searches to unveil the ideal number, best placements and optimal sizes for shunt capacitors banks on the
network.
In order to avoid unnecessary intricacy in notations, only the
compromise between cost of capacitors and loss reduction will
be addressed here. Thus, henceforth best will signify provision
of the optimal compromise between cost of capacitors and energy
gains with loss reductions along a given planning period.
There are two kinds of capacitors: xed and switched. As the
name suggests, xed capacitors provide a constant amount of reactive power; switched capacitors have taps which allow to provide
different discrete amounts of reactive power. Only xed capacitors
are considered in the mathematical formulation presented in this
section and in Section 3. Afterwards, Section 4 extends the approach to include switched capacitors.
2.1. Mathematical formulation
A graph model is adopted to represent the main entities of primary distribution networks and their interrelationships (Cavellucci
and Lyra, 1997): nodes represent bus bars and substations (root
nodes for the distribution feeders that emanates from them), arcs
represent power lines. Fig. 1 illustrates a tree associated to a

primary radial distribution feeder (non-radial distribution feeders


are not addressed in this work).
As usual in capacitor allocation studies (e.g., Gallego et al., 2001;
Mendes et al., 2005; Haghifam and Malik, 2007; Park et al., 2009),
the system is assumed to be three-phase balanced and represented
with a single-line equivalent. Accordingly, hereafter the term capacitors banks will be reduced to capacitors.
Formally, the optimal shunt capacitor allocation problem on
radial distribution networks for a given planning period, P CA , can
be stated as follows:

"
Min
C k 2F

s:t:

f C k

k2N

aet  st  lt P; Q ; V

lt P; Q; V

PP
k2N j2Ak

8t 2 T

t2T


2 
2
P tk1;j Q tk1;j
r k1;j

2

v tk1;j

P t
8 t
P
P
PtLk
>
>
< k j2Ak k1;j
P t
t
>
>
Q k1;j Q tLk  Q Ck
: Qk

j2Ak

8t 2 T

8
2  
2
>
t
>
v
v tk
>
k1;j
>
>
<


t
t
> 2 rk1;j Pk1;j xk1;j Q k1;j
>
>
>
>
:
v k 6 v tk 6 v k

where F is the set of xed capacitors for possible installation on


the network; N is the set of nodes in the distribution network;
f(Ck) is the time value of the cost of a xed capacitor Ck that gives
the reactive power Q C k ; aet is the value of energy during interval t;
st is the duration of interval t; T is the set of time intervals;
lt(P, Q, V) is the power loss in the network during interval t; Ak is
the set of arcs with origin at node k (emanating from node k);
rk+1,j is the resistance of the line represented by arc k + 1,j (the
double indexes k + 1, j are adopted here to stress the point that
the nodes k + 1, j are successors of the node k in the tree that represents the feeder, or, conversely, that k is a predecessor of all
nodes k + 1, j); Ptk1;j is the total active power ow in arc
k + 1, j during the time interval t; Q tk1;j is the total reactive
power ow in arc k + 1, j during the time interval t; P tLk and
Q tLk are, respectively, active and reactive power loads at the node
k during the time t; v tk (or v tk1;j ) represents the voltage values
in node k (or k + 1, j) during the time interval t; vk and v k are,
respectively, lower and upper bounds for v tk .
Some comments are in order.

1. Eq. (3) adopts a constant power load model PtLk and Q tLk ,
respectively). Compared to other load representations, such
as constant current or constant impedance (Peponis et al.,
1995), this gives a worst case scenario, since it leads to larger
currents and, consequently, larger losses and voltage drops
along the feeders.
2. Because distinct active and reactive power loads are assumed
for each node k and each time period t, the formulation allows
the representation of different load levels and load curve
shapes for each load bar in the network.
3. Eqs. (3) and (4) are generalizations for multi-ended feeders of
the simplied DistFlow branch equations studied, for
instance, in Baran and Wu (1989). There are no restrictions
in adopting more detailed branch equations (even threephase branch equations); however, leaner equations help to
focus on the structure of algorithms, the main point of the
paper.

J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156

151

Fig. 1. Graph representing a feeder of a primary distribution network.

3. The Extended Dynamic Programming Approach (EDP)


Durn (1968) proposed the use of dynamic programming to address problem P CA under two restricting assumptions.
Assumption 1. Feeders are single-ended (there is at most one arc
emanating from each node).
Assumption 2. Voltage values at all nodes can be approximated by
their nominal values Vnusing the per unit normalization (p.u.)
commonly adopted in power systems literature (Schavemaker
and van der Sluis, 2008, Chapter 1), voltage values are assumed
1 p.u. at all nodes (vk = 1 p.u.). Therefore, Eq. (4) is not considered.
As radial distribution feeders are designed with multiple lateral
branches, with layouts such as the big trunk, feathered, multibranch and mixed Willis (2004), Assumption 1 is a strong
restriction; even when feeders have clear main trunks (for example, with big trunk layouts), reactive powers may cause losses
through long travels in lateral branches before reaching a node of
the main trunk. On the other hand, Assumption 2 is a milder
restriction, since feeders must be designed to operate with voltage
levels close to their nominal values (regulatory agencies apply
nes for deviations over a few percentage points); also, capacitors
placement, by reducing reactive power ows, helps to decrease
voltage drops.
The essence of Durns approach is briey described in the next
section (with the necessary adaptations to address the formulation
for the problem P CA presented above, which is more in accordance
with the present-day perception of the problem). Following, the Extended Dynamic Programming Approach (EDP) lifts Assumption 1,
allowing to obtain optimal solutions for multi-ended feeders (feeders with lateral branches); Section 5 withdraws Assumption 2.

where Q tk xk is the total reactive power owing on arc k, function of


the total injected capacitive power (xk).
Therefore, the recursive functional equation for the solution of
the problem P CA by DP can be expressed as follows:

Fxk Minek xk ; uk Fxk1 


uk

xk1 xk  uk
F(xk) is the optimal cost function from the state xk at the stage k,
which represents the best allocation of a total capacitive power
xk, from k until the end of the feeder. The minimization procedure
also gives the optimal control variable for the state xk ; uk xk ; in
other words, it provides the best amount of capacitive power to
be placed at the node k, if a total amount xk of reactive power is installed from node k down to the end of the feeder. Active and reactive power ows (Pk and Qk) are evaluated during the recursive
optimization process using Eq. (3).
Durn (1968) has shown that Eq. (7) is Markovian, meaning that
after k decisions, the effect of the remaining n  k decisions depends exclusively on the state after the kth stage and the remaining decisions. In other words, the state xk is independent of
controls u1, . . . ,uk1. This is the case of the P CA problem since the
total capacitive power owing through a node at stage k is not affected by the capacitive power injected into the upstream nodes.
The recursive functional equation is initialized at the end node
of the feeder (say, at its leaf),

Fxn en xn ; un ;

un xn

When the recursive backward computation process with evaluation


of Eq. (7) reaches the substation (stage 1, the root of the feeder), a
 
solution to the problem P CA ; F x1 , can be easily obtained by searching over all values of F(x1),

 
F x1 MinFx1 

x1

3.1. Durns inspiring contribution


Using the concepts of dynamic programming (DP), Durn
(1968) associated the nodes of a single-ended distribution network
to the stages, the capacitive reactive power injected at a node k to
the control variable at the node (uk Q C k ) and the total capacitive
power owing in the arc immediately upstream from a node k to
the state at this node (xk). Since feeders are assumed to be singleended, states and control variables satisfy the following dynamic
equation:

xk xk1 uk

The elementary cost (the cost over the next stage) for the control action uk applied at a state xk was dened as ek(xk, uk) (remember that
all voltages vk were assumed to be at their nominal values Vn),

ek xk ; uk f uk

P
t2T

aet  st  rk

2
 t 2  t
P k Q k xk
V n 2

The optimal placement and size of capacitors in the feeder (the


optimal trajectory) is recovered with a recursive forward computation procedure using Eq. (5), from the root to the leaf of the feeder
(in this case a single leaf since feeders are assumed to be singleended),

 
x2 x1  u1 x1 ;

 
xk1 xk  uk xk

10

If there is only one arc downstream from each node, this DP approach requires only one-dimensional states. If there is more than
one arc emanating from some of the nodes, additional state dimensions appear to be needed, one for each lateral branch. With such a
representation, using DP to compute a solution for real feeders with
many lateral branches would meet the curse of dimensionality
an old way to express intractability in the domain of DP. This belief
has been keeping DP away from real scale studies of capacitor
placement in distribution systems (see, for instance, Carlisle et al.,
1997); it is not true, however.

152

J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156

1
xok1;1
C
B xo
B k1;2 C
C
B
Ok1 xk1 B . C
B .. C
A
@
xok1;|
0

3.2. Chief concepts in EDP


In essence, instead of increasing the dimension of state variables
for each additional downstream branch, the Extended Dynamic
Programming Approach (EDP) proposes simple auxiliary optimization problems that project the problem P CA into a one-dimensional representation.
For a while, still suppose that voltage magnitudes can be adequately approximated by their nominal value Vnthis assumption
will be removed in Section 5. Most concepts proposed by Durn
(1968) to embed the problem P CA into a dynamic programming
solution framework are valuable when the distribution feeders
have lateral branches: nodes are associated with stages, capacitive
reactive power (Q C k ) are associated with controls (uk Q C k ) and
elementary costs continue to be dened by Eq. (6). States require
a richer denition, which is the key concept to allow the consideration of lateral branches in a DP solution framework.
The state at a node k is dened as the total capacitive power
owing in the arc immediately upstream from node k with optimal
division of this power among all branches emanating from knote
that this new denition of state reduces to the former if only one
arc emanates from each node (when the feeder is single-ended).
In order to fathom the consequences of this new denition it is
necessary to address the following questions:

14

The points xok1;1 ; xok1;2 ; . . . ; xok1;| of Ok1 xk1 are the values for
which Eq. (13) achieves the minimum value, on each hyperplane
P
xk1 j2J xk1;j (Bertsekas, 1995).
Fig. 2 illustrates the projection procedure for an example with
two lateral branches emanating from a node kthe procedure is
equivalent to creating a dummy k + 1 node and correspondent
xk+1 state that embody the multidimensional informations.
Using these concepts, Eq. (7) can be generalized as follows:

Fxk Minek xk ; uk Fxk  uk 


uk

where

Fxk  uk F

xk1;j

Fxk1

Auxiliary optimization problems that project the multidimensional informations into one-dimension and the denition of a
vector-valued optimal partition function, for each node with
lateral branches, provides the framework to cope with both
questions.
The next section provides a formal look at these points by discussing a generalized recursive functional equation for EDP.
3.3. Recursive equation for EDP
First, dene the following expression:

!
xk1;j

"
Min

xk1;j ;j2Ak j2A


k

j2Ak

#
Fxk1;j

11

Therefore,

Fxk Minek xk ; uk Fxk1 


17

xk1 xk  uk
The Markovian property of Eq. (15) is immediate, as the total capacitive power owing through a node with lateral branches at stage k
is still not affected by the injection of capacitive power on upstream
nodes (say, at stages 1, . . . ,k  1).
The recursive dynamic programming process starts at the
leaves of the feeder. For every node k with lateral branches, a projection problem is solved and an optimal partition function Ok1 is
determined. Analogous to single-ended feeders, the recursive
equation (17) is solved at each node k.
When recovering the optimal trajectory in the forward procedure, for nodes without lateral branches, xk+1 is obtained in the
same way as single-ended feeders, applying Eq. (10). When more
than one arc emanates from a node j, each optimal share, xok1;j , is
obtained by applying the optimal partition function at xk1 ;
Ok1 xk1 . The recovery process continues, starting from each
xok1;j , until it reaches all leaves of the feeder.

Calling,

xk1

xk1;j

12

j2Ak

auxiliary optimization problems must be solved during the dynamic


programming backward optimization process, for each node k with
lateral branches:

"
Fxk1
xk1

Min

8 xk1;j 2Ak j2A


k

#
Fxk1;j
13

xk1;j

j2Ak

Ak is the set of indexes of lateral branches at the node k. These


problems are easily solved with the usual enumeration process of
dynamic programming. The solution process also gives the vectorvalued optimal partition function Ok1 ,

Ok1 : R ! R|
where | is the number of branches emanating from node k (the cardinality of set Ak).

16

j2Ak

uk

1. How to nd the optimal share of capacitive power for each


branch emanating from a node?
2. How are the DP backward and forward processes affected by
the new concept?

15

Fig. 2. Dealing with lateral branches.

153

J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156

Bellmans Principle of Optimality provides the formal background to assure global optimality of solutions (Bellman, 2003).
Ideas and data structures borrowed from network ow optimization algorithms streamline the required computations (Bradley
et al., 1977; Ahuja et al., 1993).
3.4. Time complexity of EDP
Call N the number of nodes of the feeder, and Qmax the maximum reactive load power owing in the substation. Considering
that EDP adopts state discretizations of the injected capacitive
power, and that the total amount of injected capacitive power is
not allowed to exceed Qmax, then the number of possible states
for any given stage is bounded by bQmaxc.
The main procedures for solving problem P CA with EDP are the
following.
1. Solve Eq. (8) for each leaf node. It should be noticed that
the number of possible controls for each stage does not
exceed bQmaxc, since there can not be more controls than
state discretizations. Therefore, the time complexity for
computing Eq. (8) for all leaf nodes is bounded by
O(NbQmax c).
2. Solve the DP Iterative Functional Equation (7) for each
non-leaf node. Solving Eq. (7) for a stage k requires
determining the optimal control uk for each state xk+1
(O(bQmaxc2)). Thus, the time complexity to compute Eq.
(7) for all non-leaf nodes is bounded by O(NbQmaxc2).
3. Solve the Projection Equation (13) for each node with
lateral branches. The maximum number of lateral
branches for any given node is less than N. In addition,
the projection can be performed for two lateral branches
(O(bQmaxc2)) followed by one at a time consideration of
the other lateral branches (O(NbQmaxc2)). Accordingly,
the time complexity to compute Eq. (13) for every node
with lateral branches is bounded by O(N2bQmaxc2).
4. Recover the optimal trajectory, using Eq. (10) and the
optimal partition functions given by Eq. (14). The process
to recover the optimal trajectory computes one state
and one control for each node; therefore, time complexity
is bounded by O(N).
On the whole, the EDP time complexity is bounded by
O(N2bQmaxc2) which shows that it is a pseudo-polynomial algorithm (Garey and Johnson, 1979; Papadimitriou and Steiglitz,
1998). However, this is a worst-case analysis, while real instances
have a small number of lateral branches at a single node (see
Willis, 2004, Chapter 13). In addition, the possible sizes for capacitors are quite limited in practice (Table 2), resulting in a small
amount of state discretizations (rarely above one hundred). The
case studies conrm that, on the average case, the EDP time complexity is linear (O(N)), depending primarily on the feeder size.
4. Considering switched capacitors
It is simple to study the optimal allocation of switched capacitors instead of xed capacitors with the EDP approach discussed
so far. Indeed, the only necessary change is to consider the possibility of the best tap adjustment for uk, when computing the elementary cost in Eq. (6).
A more interesting study is to consider the optimal allocation of
both xed and switched capacitors. Here is a case where two
dimensions for the state at a node k are necessary: xfk to represent
the total xed capacitive power owing in the arc immediately upstream optimally divided among all branches emanating from k; xsk

to represent the total switchable capacitive power owing in the


arc immediately upstream, optimally divided among all branches
emanating from k. The control variables are also dened with
two components: ufk to represent the xed capacitive injected at
node k; usk to represent the total switchable capacitive power injected at k.
Before going on to discuss other details, the mathematical
formulation presented in Section 2.1 must be generalized in order
to consider costs and benets of switched capacitors. Essentially,
the generalization requires considering additional terms in the
objective function and in the reactive power ows, represented
by Eqs. (1) and (3), respectively.
The objective function given by Eq. (1) in the problem P CA (Section 2.1) is substituted by the objective function represented in Eq.
(18).

"
Min

#
  P
P
S
f C k g C k aet  st  lt P; Q ; V

C k 2F ;C Sk 2S k2N

18

t2T

In order to consider both xed and switched capacitor power


injections, the reactive power ows in Eq. (3) are substituted by
the reactive power ows represented in Eq. (19).

8t 2 T

Q tk

P
j2Ak

)
Q tk1;j

Q tLk

 Q Ck 

Q iC S
k

19

In this generalized formulation of the problem P CA , F is the set


of xed capacitors for possible installation on the network, S is the
set of switched capacitors for possible installation on the network,
N is the set of nodes in the distribution network, f(Ck) is the time
value of the cost of a xed capacitor Ck that gives the reactive
 
power Q C k , g C Sk is the time value of the cost of a switched capacitor C Sk that can give the total reactive power Q C S and different
k

capacitive power slices Q iC S (one for each different capacitor


k

tap i; Q iC S 6 Q C S . All other variables and parameters have the same


k

denitions presented in Section 2.1.


If voltage magnitudes are approximated by their nominal values
("k, vk = Vn), the elementary cost is given by Eq. (20),

2
 t 2  t
 
  P
P
Q k xk
ek xk ; uk f ufk g usk aet  st  r k k
V n 2
t2T
"
xk

xfk
xsk

"

xfk1 ufk
xsk1 usk

20

#
21

where Q tk xk is the total reactive power owing on arc k, function of


the total injected capacitive power xk, owing through node k. This
capacitive power xk can be decomposed into xed xfk and switched
xsk capacitive powers, respectively.
As a by-product of the best tap adjustments for switchable
capacitive power when computing the elementary cost, the capacitor control problem for the load combinations considered in P CA is
also solved.
With the necessary changes, all other concepts discussed for the
EDP algorithm hold for this new versionprogramming, however,
is much harder. Bellmans Principle of Optimality also provides the
formal background to assure global optimality of solutions
(Bellman, 2003). Furthermore, following the lines of Section 3.4 it
is simple to verify that the EDP algorithm complexity remains
unchanged: pseudo-polynomial (O(N2bQmaxc2)) in the worst-case,
and linear (O(N)) for real-life networks.

154

J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156

5. Considering voltage drops along the feeders (vk 6 1Vn)

Table 1
Main data for the distribution networks.

There are networks for which consideration of voltage drops in


the optimization process allows better capacitor placement (usually networks with long feeders); capacitor allocation approaches
must be prepared to deal with these cases. The way to do it with
EDP is to mimic the iterative process that computes power ows
and voltage values for radial distribution networks (Baran and
Wu, 1989).
Power ows are evaluated during the optimization process with
EDP. To compute voltage values using Eq. (4), it sufces to visit the
nodes of the feeders with a preorder traversal of the graph (Bradley
et al., 1977; Ahuja et al., 1993). Voltage regulators, if installed on
the network, have to be taken into consideration when computing
voltage magnitudes; when a voltage regulator is installed in a node
 
k of the feeder, the regulated value of the voltage V tk is obtained
t
after the computation of v k ,

V tk hk

v tk

where the function hk represents the operation rule of the voltage


regulator. After the computation of V tk , evaluation of voltages goes
on for the nodes downstream from node k, using Eq. (4) and considering V tk as the voltage at node k.
Having knowledge of the voltage magnitudes after the allocation of capacitors, the problem P CA is solved again, but now substituting the elementary cost ek(xk, uk, vk) given by either Eq. (22) or Eq.
(23), which consider the inuence of different voltage magnitudes,
for the elementary cost given by Eq. (6) or Eq. (20).

ek xk ; uk ; v k f uk

aet  st

t2T

2
 t 2  t
Pk Q k xk
 rk
 t 2

vk

22

 
  P
ek xk ; uk ; v k f ufk g usk aet  st  rk
t2T

2
 t 2  t
P
Q xk
 k  2k
t

vk

23

If the placement and size of capacitors remain the same, the


iterative process stops. Otherwise, voltage magnitudes are recalculated and the problem solved again, until the solution remains unchanged. The method goes as follows:
Step 1. Solve problem P CA with EDP using either Eq. (6) or Eq. (20)
to compute the elementary cost (considering vk = Vn);
Step 2. Compute the voltage value for each node of the feeder, by
Eq. (4);
Step 3. Solve problem P CA with EDP using either Eq. (22) or Eq.
(23) to compute the elementary cost (considering vk Vn);
Step 4. Compare the current capacitor allocation solution with the
previous one. If the solution is different, return to Step 2.
Otherwise, stop; the current solution is optimal.
In order do assure linear-time complexity a limit on the number
of iterations must be specied. Although this requirement could
theoretically compromise optimality, it is not a concern in practical
applications, since the procedure converges with few iterations
(with two iterations, for the long feeders studied in Section 6).
Also note that this iterative procedure can only assure optimality for an actual prole of voltage values. The physics of the problem provides the additional argument for global optimality; as
voltage magnitudes are close to their nominal values and change
smoothly along the feeders, there are no extemporaneous voltage
magnitude proles that would allow solutions to be far away from
each other. Indeed, considering differences in voltage values is a
ne tuning of solutions proposed by EDP.

Network

Number of
nodes

Number of
feeders

Nodes w/l
branches

Total
(MW)

Total
(MVAR)

A
B
C
D

70
2645
6246
7500

1
11
30
10

7
511
1143
1304

3.80
42.76
131.97
61.60

2.69
20.72
66.90
29.57

Table 2
Capacitor banks.
Capacity (kVAr)

Fixed bank cost (US$)

Switched bank cost (US$)

150
300
450
600
900
1200

3494
3553
3628
4026
4992
5958

4494
4553
4628
5026
5992
6958

6. Case studies
Four networks from different distribution systems were used to
evaluate the EDP approach (see Table 1). The rst one (A) is a small
70-bus test system adopted by Baran and Wu (1989). The other
networks are real large scale instances of distribution systems in
the state of So Paulo (Brazil): a 2645-bus system (B), a 6246-bus
system (C) and a 7500-bus system (D). The feeders in systems B
D have signicant voltage drops and power losses.
The sizes and costs of the capacitor banks are summarized in
Table 2. Other parameters used were an energy value of 60 US$/
MWh and a 5 year payback period for investments in capacitors,
with interest of 15%. Since detailed load proles for the networks
were not available, a simple load scenario was adopted for all case
studies; this scenario used the information about maximal demands at the nodes to obtain load proles with ve different levels
(0.3, 1.0, 0.8, 0.8, 0.6) and different durations (6, 6, 6, 3 and 3 h)
note the simplifying assumption of considering the same load
curve shape for all nodes.
Three different versions of the EDP algorithm were considered:
EDP-1 EDP algorithm for xed capacitors with voltages at their
nominal values (vk = Vn, "k);
EDP-2 EDP algorithm for xed capacitors considering voltage
drops along the feeders (vk Vn);
EDP-3 EDP algorithm for both xed and switched capacitors
considering voltage drops along the feeders (vk Vn).
All algorithms were coded in C++ using the GCC 4.3 compiler
without optimization ags. Computational tests were run on a PC
with a Core 2 Quad 3.0 GHz processor and 4 GB of RAM, running
under GNU/Linux.

6.1. Studies with xed capacitors


Tables 3 and 4 present the energy savings obtained with the
EDP-1 and EDP-2, respectively. The computation of initial and nal
losses in both tables considers voltage drops along the feeders. The
Time columns give the execution times, in seconds.
Tables 5 and 6 present the economic benets of the solutions
using the EDP-1 and EDP-2 algorithm, respectively, considering
the value of energy savings and the cost of capacitors. Both tables
also give the total capacitive power installed on the networks.

155

J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156
Table 3
Results for the EDP-1 approach.

Table 7
Results for xed and switched banks (EDP-3 approach).

Network

Initial losses (kW)

Final losses (kW)

Savings (%)

Time (s)

Network

Initial losses (kW)

Final losses (kW)

Savings %

Time (s)

A
B
C
D

21.42
673.40
1837.22
1652.03

15.62
553.91
1508.08
1301.04

27.05
17.75
17.92
21.25

0.02
0.35
1.23
1.78

A
B
C
D

21.42
673.4
1837.22
1652.03

15.62
545.91
1487.98
1262.28

27.0
18.9
19.0
23.6

0.04
2.38
7.83
14.16

Table 4
Results for the EDP-2 approach.

Table 8
Economic benets for xed and switched banks.

Network

Initial losses (kW)

Final losses (kW)

Savings (%)

Time (s)

A
B
C
D

21.42
673.40
1837.22
1652.03

15.62
547.18
1491.82
1270.33

27.05
18.74
18.80
23.10

0.03
0.52
1.66
2.24

Table 5
Economic benets of the EDP-1 approach.
Network

Initial cost (US$)

Final cost (US$)

Savings (%)

Total (kVAr)

A
B
C
D

11,502
362,540
988,551
892,386

9941
314,355
862,018
727,189

13.56
13.29
12.80
18.51

900
9300
30,000
14,250

Network

Initial cost
(US$)

Final cost
(US$)

Savings
(%)

Fixed
(KVar)

Switched
(kVAr)

A
B
C
D

11,502
362,540
988,551
892,386

9941
313,037
858,483
717,376

13.56
13.65
13.16
19.61

900
10,500
32,100
19,650

0
1200
2100
1200

Table 9
EDP-2 versus a hybrid genetic algorithm (HGA).
Network

Initial
cost
(US$)

EDP
cost
(US$)

HGA
cost
(US$)

EDP
(kVAr)

HGA
(kVAr)

EDP
time
(s)

HGA
time
(s)

A
B
C
D

11,502
362,540
988,551
892,386

9941
313,354
859,874
720,118

9941
315,579
866,109
751,252

900
11,400
33,600
19,650

900
8850
29,700
12,600

0.03
0.52
1.66
2.24

0.04
10.30
22.47
115.9

Table 6
Economic benets of the EDP-2 approach.
Network

Initial cost (US$)

Final cost (US$)

Savings (%)

Total (kVAr)

A
B
C
D

11,502
362,540
988,551
892,386

9941
313,354
859,874
720,118

13.56
13.57
13.02
19.30

900
11,400
33,600
19,650

The results presented in Tables 36 allow the following


observations:
1. EDP is a feasible approach to nd the best places and optimal sizes of shunt capacitor banks on real scale distribution feeders.
2. When voltage drops are signicant, their representation
can improve the decisions about capacitor allocation.
3. Processing times for both EDP algorithms are very short,
even for large feeders.
4. Processing times are approximately proportional to the
number of nodes in the feeders, conrming the lineartime complexity.
5. The processing times for applying EDP-1 and EDP-2 to
network A are roughly the same, because for this small
instance the set up time of the program is signicant,
compared to the total time required to solve the problem.
6. The processing times for applying EDP-2 to networks B,C,
and D are a little shorter than twice the processing times
for applying EDP-1; this occurs because EDP-2 converged
with two iterations (and because the total processing
time includes the set up time).
6.2. Studies with both xed and switched capacitors
Table 7 presents the energy savings obtained with EDP-3. As before, the computation of initial and nal losses in the table considers voltage drops along the feeders. The Time columns give the
execution times, in seconds.

Table 8 presents the economic benets of the solutions using


EDP-3, considering the value of energy savings and the cost of
capacitors. This table also gives the total capacitive power of xed
and switched capacitor banks installed on the networks.
The observations presented in the previous subsection are also
pertinent for the studies summarized in Tables 7 and 8. However,
the execution times are higher, a consequence of the higher dimension of both state and control variables.
6.3. Comparing EDP with a hybrid genetic algorithm
A remaining question is how EDP compares with heuristic approaches to optimal capacitor allocation on radial distribution
feeders. Here EDP is compared with the hybrid genetic algorithm
(HGA) proposed by Mendes et al. (2005)to the best of the authors
knowledge this is the only previous paper that presented case
studies with large scale real networks. The algorithm HGA received
many improvements since its publication; the best available version was used in these case studies.
Table 9 gives information on the quality of the solutions, provided by EDP-2 and HGA; processing times required by both algorithms are also registered in the table. As should be expected EDP2 provides better results, except for the trivial case of network A.
Execution times for HGA are much higher and can signicantly
grow with the size of the instance.
7. Conclusions
Four decades ago Durn proposed the use of dynamic programming to address the capacitor allocation problem Durn (1968).
However, his approach could only address the problem for single-ended feeders, a limitation that hid the value of his ideas.
The Extended Dynamic Programming (EDP) algorithms proposed in this paper allow to lift the simplifying assumption of single-ended feeders. A key concept for the design of EDP was the new

156

J.F. Vizcaino Gonzlez et al. / European Journal of Operational Research 222 (2012) 149156

denition of state at a node as the total capacitive power owing in


the set of arcs immediately upstream from the node optimally divided among all branches emanating from it. Auxiliary optimization problems that projected multidimensional informations into
one-dimension equivalents and a vector-valued optimal partition
function, for each node with lateral branches, were the complementary conceptual tools. Case studies with real size distribution
networks certied EDP with eld tests.
A summary of benets of the Extended Dynamic Programming
Approach in solving the capacitor allocation problem on radial distribution networks include:
 Unveiling global optimal solutions for the problem, under
the assumption that voltage values can be approximated
by their nominal values.
 Finding optimal allocation of both xed and switched
capacitors banks.
 Taking into account differences in voltage magnitudes
and voltage regulation, when voltage values can not be
approximated by their nominal values.
 Considering all possible load level combinations (for each
time period and each node of the network).
 Solving the capacitor control problem, which obtains the
best tap adjustments for switchable capacitive power.
In a worst-case scenario, the EDP algorithm has a pseudo-polynomial complexity described by O(N2bQmaxc2), where N is the number of nodes in the network and Qmax is the maximum reactive load
power owing in the substation. On the other hand, for real instances, the EDP has linear-time complexity (O(N)), making it an
efcient algorithm to address the optimal capacitor allocation
problem.
Acknowledgments
The authors kindly acknowledge support from the Brazilian National Council for Scientic and Technological Development (CNPq)
and CAPES (Ministry of Education). They would also like to thank
helpful comments from their colleagues Celso Cavellucci and
Ren Manhes.
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