DC Optimal Power Flow Formulation and Solution Using QuadProgJ
AbstractNonlinear AC Optimal Power Flow (OPF) problems are commonly approximated by linearized DC OPF problems to obtain real power solutions for restructured wholesale power markets. We first present a standard DC OPF problem, which has the numerically desirable form of a strictly convex quadratic programming (SCQP) problem when voltage angles are eliminated by substitution. We next augment this standard DC OPF problem in a physically meaningful way, still retaining an SCQP form, so that solution values for voltage angles and locational marginal prices are directly obtained along with real power injections and branch flows. We then show how this augmented DC OPF problem can be solved using QuadProgJ, an open-source Java SCQP solver newly developed by the authors that implements the well-known dual active-set SCQP algorithm by Goldfarb and Idnani (1983). To demonstrate the accuracy of QuadProgJ, comparative results are reported for a well-known suite of numerical QP test cases with up to 1500 decision variables plus constraints. Detailed QuadProgJ results are also reported for 3-node and 5-node DC OPF test cases taken from power systems texts and ISO-NE/MISO/PJM training manuals. Related work can be accessed at: http://www.econ.iastate.edu/tesfatsi/AMESMarketHome.htm
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number 12558.
Date of creation: 30 Mar 2006
Date of revision:
Contact details of provider:
Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
Phone: +1 515.294.6741
Fax: +1 515.294.0221
Web page: http://www.econ.iastate.edu
More information through EDIRC
AC optimal power flow; DC OPF approximation; Strictly convex quadratic programming; Dual active-set method; Lagrangian augmentation; Java implementation; QuadProgJ; AMES Market Package;
Find related papers by JEL classification:
- B4 - Schools of Economic Thought and Methodology - - Economic Methodology
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
- L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
This paper has been announced in the following NEP Reports:
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Koesrindartoto, Deddy P. & Sun, Junjie & Tesfatsion, Leigh, 2005.
"An Agent-Based Computational Laboratory for Testing the Economic Reliability of Wholesale Power Market Designs,"
Staff General Research Papers
12388, Iowa State University, Department of Economics.
- Deddy Koesrindartoto & Junjie Sun, 2005. "An Agent-Based Computational Laboratory for Testing the Economic Reliability of Wholesale Power Market Designs," Computing in Economics and Finance 2005 50, Society for Computational Economics.
- Paul L. Joskow, 2005.
"Markets For Power In The United States - An Interim Assessment,"
0512, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
- Paul L. Joskow, 2006. "Markets for Power in the United States: An Interim Assessment," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 1-36.
- repec:reg:wpaper:270 is not listed on IDEAS
- Koesrindartoto, Deddy P. & Tesfatsion, Leigh, 2004. "Testing the Reliability of FERC's Wholesale Power Market Platform: An Agent-Based Computational Economics Approach," Staff General Research Papers 12326, Iowa State University, Department of Economics.
- Sun, Junjie & Tesfatsion, Leigh S., 2006.
"Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework,"
Staff General Research Papers
12649, Iowa State University, Department of Economics.
- Junjie Sun & Leigh Tesfatsion, 2007. "Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework," Computational Economics, Society for Computational Economics, vol. 30(3), pages 291-327, October.
- Weidlich, Anke & Veit, Daniel, 2008. "A critical survey of agent-based wholesale electricity market models," Energy Economics, Elsevier, vol. 30(4), pages 1728-1759, July.
- Sensfuß, Frank & Ragwitz, Mario & Genoese, Massimo & Möst, Dominik, 2007. "Agent-based simulation of electricity markets: a literature review," Working Papers "Sustainability and Innovation" S5/2007, Fraunhofer Institute for Systems and Innovation Research (ISI).
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stephanie Bridges) The email address of this maintainer does not seem to be valid anymore. Please ask Stephanie Bridges to update the entry or send us the correct address.
If references are entirely missing, you can add them using this form.