Technical Report ERGO 11-014

Solving security constrained optimal power flow problems by a structure exploiting interior point method
Nai-Yuan Chiang and Andreas Grothey


The aim of this paper is to demonstrate a new approach to solve the linearized (n-1) security constrained optimal power flow (SCOPF) problem by a structure exploiting interior point solver.

Firstly, we present a reformulation of the SCOPF model, in which most matrices that need to be factorized are constant. Hence, most factorizations and a large number of backsolve operations only need to be performed once throughout the interior point methods (IPM) iterations.

However, assembling the Schur complement matrix remains expensive in this scheme. To overcome this, we suggest to use preconditioned iterative method to solve its corresponding linear system. We suggests several schemes to pick a good and robust preconditioner based on combining different "active" contingency scenarios of the SCOPF model.

These new schemes are implementedwithin Object-Oriented Parallel Solver (OOPS), which is a modern structure-exploiting primal-dual interior-point implementation. We give results on several SCOPF test problems. The largest example contains 500 buses. We compare the results from the original IPM implementation in OOPS and our new reformulation.




Written: July 2011


Submitted for publication