Recent Advances in Computational Methods for the Power Flow Equations

The power flow equations are at the core of most of the computations for designing and operating electric power systems. The power flow equations are a system of multivariate nonlinear equations which relate the power injections and voltages in a power system. A plethora of methods have been devised to solve these equations, starting from Newton-based methods to homotopy continuation and other optimization-based methods. While many of these methods often efficiently find a high-voltage, stable solution due to its large basin of attraction, most of the methods struggle to find low-voltage solutions which play significant role in certain stability-related computations. While we do not claim to have exhausted the existing literature on all related methods, this tutorial paper introduces some of the recent advances in methods for solving power flow equations to the wider power systems community as well as bringing attention from the computational mathematics and optimization communities to the power systems problems. After briefly reviewing some of the traditional computational methods used to solve the power flow equations, we focus on three emerging methods: the numerical polynomial homotopy continuation method, Groebner basis techniques, and moment/sum-of-squares relaxations using semidefinite programming. In passing, we also emphasize the importance of an upper bound on the number of solutions of the power flow equations and review the current status of research in this direction.Comment: 13 pages, 2 figures. Submitted to the Tutorial Session at IEEE 2016 American Control Conferenc

Distributed Optimization with Application to Power Systems and Control

In many engineering domains, systems are composed of partially independent subsystems—power systems are composed of distribution and transmission systems, teams of robots are composed of individual robots, and chemical process systems are composed of vessels, heat exchangers and reactors. Often, these subsystems should reach a common goal such as satisfying a power demand with minimum cost, flying in a formation, or reaching an optimal set-point. At the same time, limited information exchange is desirable—for confidentiality reasons but also due to communication constraints. Moreover, a fast and reliable decision process is key as applications might be safety-critical. Mathematical optimization techniques are among the most successful tools for controlling systems optimally with feasibility guarantees. Yet, they are often centralized—all data has to be collected in one central and computationally powerful entity. Methods from distributed optimization control the subsystems in a distributed or decentralized fashion, reducing or avoiding central coordination. These methods have a long and successful history. Classical distributed optimization algorithms, however, are typically designed for convex problems. Hence, they are only partially applicable in the above domains since many of them lead to optimization problems with non-convex constraints. This thesis develops one of the first frameworks for distributed and decentralized optimization with non-convex constraints. Based on the Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) algorithm, a bi-level distributed ALADIN framework is presented, solving the coordination step of ALADIN in a decentralized fashion. This framework can handle various decentralized inner algorithms, two of which we develop here: a decentralized variant of the Alternating Direction Method of Multipliers (ADMM) and a novel decentralized Conjugate Gradient algorithm. Decentralized conjugate gradient is to the best of our knowledge the first decentralized algorithm with a guarantee of convergence to the exact solution in a finite number of iterates. Sufficient conditions for fast local convergence of bi-level ALADIN are derived. Bi-level ALADIN strongly reduces the communication and coordination effort of ALADIN and preserves its fast convergence guarantees. We illustrate these properties on challenging problems from power systems and control, and compare performance to the widely used ADMM. The developed methods are implemented in the open-source MATLAB toolbox ALADIN-—one of the first toolboxes for decentralized non-convex optimization. ALADIN- comes with a rich set of application examples from different domains showing its broad applicability. As an additional contribution, this thesis provides new insights why state-of-the-art distributed algorithms might encounter issues for constrained problems