An Analysis of the Branch-and-Bound Method in

Solving the Reactive Optimal Power Flow Problem

Luiza Matos
School of Engineering of Bauru
Sao Paulo State University (UNESP)
Bauru, Sao Paulo 17033-360
Email: ms.luiza.matos@ieee.org
Daisy Silva
Graduate Program in Electrical Engineering
Sao Paulo State University (UNESP)
Bauru, Sao Paulo 17033-360
Email: daisy.silva@feb.unesp.br
Edilaine Soler
School of Sciences
Sao Paulo State University (UNESP)
Bauru, Sao Paulo 17033-360
Email: edilaine@fc.unesp.br

AbstractThe purpose of an Optimal Power Flow (OPF) prob-
lem is to determine the state of an electric power transmission
system that optimizes a given system performance and satisfies
its physical and operational constraints. The OPF problem
can be mathematically modeled as a nonlinear programming
problem with discrete and continuous variables. In this paper,
we investigate the efficiency of the Branch-and-Bound method
in solving the OPF problem considering its continuous and
discrete variables. In order to, three different solutions algorithms
involving this method are analyzed. Numerical tests with the
IEEE 14, 30, 118 and 300 buses electrical systems are presented.
I. I NTRODUCTION
Electric Power Systems (EPS) are considered one of the
most complex systems made by men, because of its dimension,
operation, and control. The electric energy is one of the most
used forms of energy in the world, besides being indispensable
in the day-to-day of the entire population, is essential for
the economic development of a country. An efficient way to
provide quality electrical energy is through the resolution of
the Optimal Power Flow (OPF) problem.
The purpose of the OPF problem is to determine the optimal
state of an electric power transmission system in order to
optimize a given system performance and satisfy the physical
and operational constraints of the EPS [1].
This problem has been studied since the 60s [2], since then,
several approaches, methods and solution algorithms have
been developed with the objective of obtaining good solutions
to these problems with good computational performance.
The OPF problem is a generic term that represents a broad
set of subproblems and can be basically subdivided into
Active Optimal Power Flow and Reactive Optimal Power Flow
(ROPF).
This paper adresses the ROPF problem, in which the
controls associated with the active power are fixed and the
variables related to the reactive power are adjusted to minimize
the losses of active power in the electric power transmission
lines. This problem is modeled as a nonlinear programming
problem with discrete and continuous variables.
Due to the difficulty of solution imposed by the discrete
variables, most of the approaches in the literature ignore the
discrete nature of these variables and consider all the variables
of the problem as continuous. These formulations are not
realistic because some controls can only be adjusted through
discrete steps.
Among the papers in the literature that proposed solution
approaches to the OPF problem considering the discrete and
continuous control variables of this problem, it stands out
the papers that used the Branch-and-Bound method and its
variations: [3], [4], [5] and [6], among others.
Recently, in the literature, the Brand-and-Bound method
and its variations have been very successful in solving large
scale problems with integer/discrete variables of many areas.
Thus, this paper investigates the efficiency of the Branch-and-
Bound method in solving the OPF problem by analyzing three
different solution algorithms in which this method is used. The
algorithms tested were: B-BB, B-QG and B-Hyb, available in
the Basic Open Nonlinear Mixed Integer (BONMIN) solver
[7]. Numerical tests with IEEE 14, 30, 118 and 300 buses
eletrical systems are presented.
This paper is organized as follows: section II presents the
mathematical formulation of the ROPF problem; section III
presents the main characteristics of the Branch-and-Bound
method; section IV presents the main characteristics of the
BONMIN solver; section V presents the numerical results
obtained in this paper and section VI presents the conclusions
of this paper.
II. M ATHEMATICAL F ORMULATION OF THE R EACTIVE
O PTIMAL P OWER F LOW P ROBLEM
The calculation of power flow is extremely important in
the planning and operation of electrical power systems. The
modeling of the system is static, so the grid can be represented
by a set of algebraic equations and inequalities. In the formu-
lation adopted in this paper, the ROPF problem is modeled
as a static, non-convex, non-linear programming problem and
with discrete and continuous variables [8]. The mathematical
formulation of the ROPF problem adopted in this paper aims
to minimize the losses of active power in the electric power
transmission lines and is given by:

978-1-5090-6363-5/17/$31.00 2017
c IEEE
 M inimize f (V, ) D. Physical and operational constraints:
The EPS balance equations are given below.

Pi (V, , t) = 0, i = 1, 2, ..., LBRCB

Q (V, , t, bsh ) = 0, j = 1, 2, ..., LB
j

sh
- Active power balance for load bus and reactive control:
Qk 6 Qk (V, , t, b ) 6 Qk , k = 1, 2, ..., RCB

V m 6 Vm 6 Vm , m = 1, 2, ..., B Pi (V, , t) = PiG PiC Pim (V, , t) = 0

t l {tl , tl + p, tl + 2p, ..., tl + np}, l = 1, 2, ..., T, n Z

mi

bsh D , q {q , q , q , ..., q }
q bsh 1 2 3 BS
q on what:
A. Data: Pim = (tim Vi )2 gim (tim Vi )Vm (gim cos im + bim im )
B: EPS buses;
LBRCB: load buses and reactive control buses; - Reactive power balance for load bus:
LB: load buses; X
Qj (V, , t) = QG C
j Qj Qjm (V, , t) = 0
RCB: reactive control buses;
mj
T: transformers with tap control;
{tl , tl + p, tl + 2p, ..., tl + np}: discrete values that the tap on what:
of transformer l can assume and p represents the size of the
discrete step; Qjm = (tjm Vj )2 (bjm +bsh
jm )+(tjm Vj )Vm (bjm cos jm
BS: buses with shunt capacitors and shunt reactors; gjm jm )
{q1 , q2 , q3 , ..., qBS }: buses with shunt capacitors and shunt
reactors, such that {q1 , q2 , q3 , ..., qBS } {1, 2, 3, ..., B}; - Generation of reactive power injected into the control bus
Qk , Qk : minimum and maximum limits of reactive power of reactive:
generation, respectively; Qk (V, , t, bsh ) = QC sh 2
X
[(tkm Vk )2 (bkm +
k bk V k +
Vp , Vp : minimum and maximum limits of voltage magnitudes, mk
respectively;
+bsh
km ) + (tjm Vj )Vm (gjm cos jm + bjm jm )]
: all transmission lines;
k : all the buses next to the bus k;
gkm , bkm , bsh km : conductance, susceptance and shunt suscep-
tance of km line, respectively; III. T HE B RANCH - AND -B OUND M ETHOD
PkG , PkC : active power generated and consumed, respectively;
The Branch-and-Bound (BB) method, also known as the
QG C
k , Qk : reactive power generated and consumed, respec- evaluation and separation method, was originally proposed
tively;
for Mixed Integer Linear Programming (MILP). However,
this method was adapted to solving nonlinear programming
B. Variables: problems.
This method is based on the idea of developing an intelligent
Continuous variables:
t enumeration of the candidate solutions to the discrete optimal
V = (V1 , V2 , ..., VB ) : voltage magnitudes of the buses
solution of a problem. The initial problem is separated with
1, 2, ..., B;
t discrete variables in several continuous subproblems. Each one
= (1 , 2 , ..., B ) : voltage angle of the buses 1, 2, ..., B;
of these subproblems can be solved by continuous optimiza-
Discrete variables: tion method. Thus, only a fraction of feasible solutions are
t
t = (t1 , t2 , ..., tB ) : transformers taps of the buses 1, 2, ..., B; examined. The term branch refers to the fact that the method
t
bsh = (bsh sh sh
q1 , bq2 , ..., bqBS ) : shunt susceptance of the buses partitions in the space of the solutions and the term bound
1, 2, ..., B; emphasizes that the proof of the optimality of the solution
uses limits (bounds) calculated along the enumeration.
Each subproblem is a node in the BB tree. The solution
C. Objective function: of each subproblem provides a boundary constraint for the
subregion. If the solution of the subproblem is discrete for the
The scalar function f (V, ) represents the active power discrete variables, then this subregion is no longer explored.
losses in the transmission of electricity and is given by: A subregion in which the best discrete solution found so far is
X better than its limiting, is discarded, otherwise it is exploited
f (V, ) = gkm (Vk2 + Vm2 2Vk Vm cos km ) recursively. In this way, a tree of subproblems is created and
km
the method stops when there are no more subregions to be
on what: explored.
The efficiency of the BB method depends on the quality
km = k m . of its limiting so that subregions can be discarded and the
method does not become exhaustive, and the ease of solving
the subproblems.
In this paper, tests were performed with the free BONMIN
solver, in order to evaluate the efficiency of de Branch-and-
Bound method and its variations in solving the ROPF problem.
IV. T HE BONMIN SOLVER
BONMIN is an open-source solver developed in C++ to
solve Mixed Integer Nonlinear Programming (MINLP) prob-
lems. The code has been developed by collaborators from
Carnegie Mellon University and IBM Research. This solver
discrete set {0.95; 0.96; 0.97; 0.98; 0.99; 1; 1.01; 1.02; 1.03;
1.04; 1.05} pu, that is, the step size between two consecutive
values of the transformer taps should be 0.01 pu. It was
considered that the shunt capacitor bank, in this case present
in bus 9 of the system, is a voltage regulator formed by the
parallel association of three capacitors: 5 MVAr, 15 MVAr and
19 MVAr at the rated voltage. In this way, it was considered
that the discrete values that the shunt can assume are given by
all the possible simple combinations between these capacitors,
that is:
bsh
9 {0; 0.05; 0.15; 0.19; 0.2; 0.24; 0.34; 0.39} pu

is freely distributed by the Common Public License by the Table I provides the results obtained in the tests with the
COIN-OR Foundation. IEEE 14 buses electrical system. They are listed the algorithms
BONMIN is able to solve MINLP models whose functions tested in the BONMIN solver in their default option, the values
have a second continuous derivative. There are three algo- obtained for the objective function, the resolution time of the
rithms in this solver that use the Branch-and-Bound method solver and the number of nodes explored.
in their composition:
B-BB: a simple branch-and-bound algorithm based on TABLE I
solving a continuous nonlinear program at each node of N UMERICAL R ESULTS . IEEE E LECTRICAL S YSTEM 14 B USES
the search tree and branching on integer variables; Algorithms Losses (MW) Time (s) Number of nodes explored
B-QG: an outer-approximation based branch-and-cut al- B-BB 13,61 2,822 3
gorithm based on solving a continuous linear program at B-QG 13,63 3,751 0
B-Hyb 13,62 3,137 0
each node of the search tree, improving the linear pro-
gram by outer approximation, and branching on integer
variables; B. IEEE Electrical System 30 Buses
B-Hyb: a branch-and-bound algorithm which is a hybrid In the mathematical model of the ROPF problem for the
of B-BB and B-QG and is based on solving either a con- IEEE 30 buses electrical system, it was considered that the
tinuous nonlinear or a continuous linear program at each voltage magnitude in the bus has, as minimum and maximum
node of the search tree, improving the linear program by limits, 0.95 and 1.05 pu, respectively. The discrete taps control
outer approximation, and branching on integer variables; variables of the transformers must belong to the discrete set
Tests with these algorithms were carried out in this paper {0.95; 0.96; 0.97; 0.98; 0.99; 1; 1.01; 1.02; 1.03; 1.04; 1.05}
with the objective of analyzing the performance of the BB pu, that is, the step size between two consecutive values of
method and its variations in solving the problem of ROPF. the transformer taps should be 0.01 pu. It was considered that
These algorithms were choosen for the tests because they are the shunt capacitor bank, present in bus 10 of the system, is
available in a open-source solver and they have shown good a voltage regulator formed by the parallel association of three
performance in solving a large number of Mixed Integer capacitors: 5 MVAr, 15 MVAr and 19 MVAr at the nominal
Nonlinear Programming Problems in the literature. voltage and that the bank of capacitors shunt, present in the
system bus 24, is a voltage regulator formed by the parallel
association of two capacitors: 4 MVAr and 5 MVAr at the
V. N UMERICAL R ESULTS
rated voltage. In this way, it was considered that the discrete
Numerical tests were performed with the IEEE 14, 30, values that the shunts can assume are given by all the possible
118 and 300 buses electrical systems with the B-BB, B- simple combinations between these capacitors, that is to say:
QG and B-Hyb algorithms, which involve the Branch-and-
Bound method in their development. Each algorithm was bsh
10 {0; 0.05; 0.15; 0.19; 0.2; 0.24; 0.34; 0.39} pu,
run in its default option. The data from these systems were bsh
24 {0; 0.04; 0.05; 0.09} pu.
obtained from the page www.ee.washington.edu/research/pstca Table II provides the results obtained in the tests with the
(accessed May 2017). More details on each of the algorithm IEEE 30 buses electrical system.
can be obtained at [9].
TABLE II
A. IEEE Electrical System 14 Buses N UMERICAL R ESULTS . IEEE E LECTRICAL S YSTEM 30 B USES
In the mathematical model of the ROPF problem for the
Algorithms Losses (MW) Time (s) Number of nodes explored
IEEE 14 buses electrical system, it was considered that the B-BB 17,89 3,760 15
voltage magnitude in the buses has, as minimum and max- B-QG 17,98 1,870 1
imum limits, 0.95 and 1.05 pu, respectively. The discrete B-Hyb 18,05 2,262 0
taps control variables of the transformers must belong to the
C. IEEE Electrical System 118 Buses TABLE IV
N UMERICAL R ESULTS . IEEE E LECTRICAL S YSTEM 300 B USES
In the mathematical model of the ROPF problem for the
IEEE 118 buses electrical system, it was considered that the Algorithms Losses (MW) Time (s) Number of nodes explored
voltage magnitude in the bus has, as minimum and maximum B-BB 348,31 61,251 84
B-QG 352,59 5,432 82
limits, 0.95 and 1.05 pu, respectively. The discrete taps control B-Hyb - - -
variables of the transformers must belong to the discrete set
{0.95; 0.96; 0.97; 0.98; 0.99; 1; 1.1; 1.02; 1.03; 1.04; 1.05}
pu, that is, the step size between two consecutive values of available in the BONMIN solver, to analyze the efficiency and
the taps of the transformers should be 0.01 pu. The capacitor competitiveness of this method and its variations.
banks and shunt reactors, in this case present in the system The three algorithms tested were efficient in solving the
bus 5, 34, 37, 44, 45, 46, 48, 74, 79, 82, 83, 105, 107 and ROPF problem and obtained close objective function values
110, must belong to sets: in the IEEE electrical systems 14, 30 and 118 buses. In
bsh sh the 300 buses system, the B-Hyb algorithm did not find a
5 {0.40; 0}, bk {0; 0.06; 0.07; 0.13; 0.14; 0.2}, k
{34, 107, 110}, feasible solution to the problem, while the solutions obtained
bsh {0.25; sh by the algorithms B-BB and B-QG were close. The main
37 0}, bk {0; 0.01}, k {44, 45, 46},
b48 {0; 0.15}, bsh
sh difference between the algorithms tested is the resolution
74 {0; 0.08; 0.12; 0.2},
bsh {0; 0.01; 0.02}, k {79, 82, 83, 105}. time. Significant differences were noted in the tests with the
k
IEEE 300 buses system, in which the difference between the
Table III provides the results obtained in the tests with the highest resolution time obtained and the shortest time was
IEEE 118 buses electrical system. approximately 91.1%.
A comparison was made between the values assumed by
TABLE III the objective function of the ROPF problem when the control
N UMERICAL R ESULTS . IEEE E LECTRICAL S YSTEM 118 BUSES
variables of this problem are considered discrete and when
Algorithms Losses (MW) Time (s) Number of nodes explored these are considered continuous. It was observed that the
B-BB 122,67 15,993 21 difference between the two cases was approximately 0.07%,
B-QG 122,67 3,089 0
B-Hyb 122,67 4,721 0
0.22%, 0.57% and 2% for IEEE electrical systems 14, 30, 118
and 300 buses respectively, which demonstrates the quality of
the discrete solutions obtained.
D. IEEE Electrical System 300 Buses The resolution of the ROPF problem with discrete variables
In the mathematical model of the ROPF problem for the provides a real system voltage level, guaranteeing better qual-
IEEE 300 buses electrical system, it was considered that the ity in the electricity supply to consumers.
voltage magnitude in the bus has the minimum and maximum
limits 0.9 and 1.1 pu, respectively. The discrete taps control ACKNOWLEDGMENT
variables of the transformers must belong to the discrete set The authors would like to thanks FAPESP (process
{0.90; 0.91; 0.92; 0.93; 0.94; 0.95; 0.96; 0.97; 0.98; 0.99; 1; 2016/06756-8) for the scientific initiation fellowship, CAPES
1.1; 1.02; 1.03; 1.04; 1.05; 1,06; 1.07; 1.08; 1.09; 1.1} pu, and CNPq (process 428740/2016-2).
that is, the step size between two consecutive values of the R EFERENCES
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