A Distributed Feedback Control Approach to the Optimal Reactive Power Flow Problem Saverio Bolognani, Guido Cavraro, and Sandro Zampieri Department of Information Engineering, University of Padova, Italy {saverio.bolognani,guido.cavraro,zampi}@dei.unipd.it Abstract. We consider the problem of exploiting the microgenerators connected to the low voltage or medium voltage grid in order to provide distributed reactive power compensation in the power distribution network, solving the optimal reactive power flow problem for the minimization of power distribution losses subject to voltage constraints. The proposed strategy requires that all the intelligent agents, located at the generator buses, measure their voltage and share these data with the other agents via a communication infrastructure. The agents then adjust the amount of reactive power injected into the grid according to a policy which is a specialization of duality-based methods for constrained convex optimization. Convergence of the algorithm to the configuration of minimum losses and feasible voltages is proved analytically. Simulations are provided in order to demonstrate the algorithm behavior, and the innovative feedback nature of such strategy is discussed. Keywords: cyber-physical systems, networked control, power distribution grid, distributed control, reactive power compensation. 1 Introduction Recent technological advances, together with environmental and economic reasons, have been motivating the deployment of small power generators in the low voltage and medium voltage power distribution grid. The availability of a large number of these generators in the distribution grid can yield relevant benefits for the network operation, which go beyond the availability of clean, inexpensive electrical power. They can be used to provide a number of ancillary services that are of great interest for the management of the grid [1,2]. We focus in particular on the problem of optimal reactive power compensation for power losses minimization and voltage support. In order to properly command the operation of these devices, the distribution network operator is required to solve an optimal reactive power flow (ORPF) problem. This problem is one among the typical tasks that transmission grid operators need to solve for the efficient and safe operation of the high voltage grid. Indeed, powerful solvers have been designed for the ORPF problem, and advanced optimization techniques D.C. Tarraf (ed.), Control of Cyber-Physical Systems, Lecture Notes in Control and Information Sciences 449, c Springer International Publishing Switzerland 2013 DOI: 10.1007/978-3-319-01159-2_14, 259 260 S. Bolognani, G. Cavraro, and S. Zampieri have been recently specialized for this task [3,4]. However, these solvers generally assume that an accurate model of the grid is available, that all the grid buses are monitored, that loads announce their demand profiles in advance, and that generators and actuators can be dispatched on a day-ahead, hour-ahead, and real-time basis. For this reason, these solvers are in general offline and centralized, and they collect all the necessary field data, compute the optimal configuration, and dispatch the reactive power production at the generators. These tools cannot be applied directly to the ORPF problem faced in the low voltage or medium voltage power distribution network. The main reasons are that not all the buses of the grid are monitored, individual loads are unlikely to announce they demand profile in advance, the availability of small size generators is hard to predict (being often correlated with the availability of renewable energy sources). Moreover, the grid parameters, and sometimes even the topology of the grid, are partially unknown, and generators are expected to connect and disconnect, requiring an automatic reconfiguration of the grid control infrastructure (the so called plug and play approach). Different strategies have been recently proposed in order to address these issues, ranging from purely local algorithms, in which each generator is operated according to its own measurements [2], to distributed approaches that do not require any central controller, but still require measurement at all the buses of the distribution grid [5]. Only recently, algorithms that are truly scalable in the number of generators and do not require the monitoring of all the buses of the grid, have been proposed for the problem of power loss minimization (with no voltage constraints) [6,7]. While these algorithms have been designed by specializing classical nonlinear optimization algorithms to the ORPF problem, they can also be considered as feedback control strategies. Indeed, the key feature of these algorithms is that they require the alternation of measurement and actuation, and therefore they are inherently online algorithms. In particular, the reactive power injection of the generators is adjusted by these algorithms based on the phasorial voltage measurements that are performed at the buses where the generators are connected. The resulting closed loop system features a tight dynamic interconnection of the physical layer (the grid, the generators, the loads) with the cyber layer (where communication, computation, and decision happen). In this paper, we design a distributed feedback algorithm for the ORPF problem with voltage constraints, in which the goal is minimizing reactive power flows while ensuring that the voltage magnitude across the network is larger than a given threshold. In Section 2, a model for the cyber-physical system of a smart power distribution grid is provided. In Section 3, the optimal reactive power flow problem is stated. An algorithm for its solution is proposed in Section 4, and its convergence is studied in Section 5. Some simulations are provided in Section 6, while Section 7 concludes the paper discussing some relevant features of the feedback nature of the proposed strategy. A Distributed Feedback Control Approach to the ORPF Problem communication Cyber layer Physical layer 261 h∈ /C 1 h∈C Fig. 1. A schematic representation of the the physical layer (the electric network) and the physical layer (the communication and control resources) in a smart power distribution grid. Circled nodes in the lower panel are the buses of the grid where a microgenerator is connected. Node 1 is the point of connection to the transmission grid (PCC). The other nodes are buses where loads are connected. The upper panel shows how intelligent agents in the cyber level correspond to the nodes where some sensing and actuation capabilities have been deployed, i.e. the PCC and the generator buses. 2 A Smart Power Distribution Grid In this work, we envision a smart power distribution network as a cyber-physical system, in which – the physical layer consists of the power distribution infrastructure, including the power lines, the loads, the microgenerators, and the point of connection to the transmission grid, while – the cyber layer consists of intelligent agents, dispersed in the grid, and provided with sensing, communication, and computational capabilities. 2.1 Model for the Physical Layer We consider a portion of the power distribution network which is populated by a number of small-size generators, together with regular loads. We model this grid via a radial directed graph G (i.e. a tree) in which edges represent the power lines, and the n nodes (whose set is denoted by V) represent the buses and also the point of common coupling (PCC), i.e. the point where the distribution grid that we are considering is connected to the transmission grid (see Figure 1). 262 S. Bolognani, G. Cavraro, and S. Zampieri Given an edge e, we denote by σ(e) its source node and by τ (e) its terminal node. We can therefore introduce the incidence matrix of G, defined via its elements ⎧ ⎨ −1 if v = σ(e) Aev = 1 if v = τ (e) ⎩ 0 otherwise. We introduce the following assumption on the power line impedances. Assumption 1. Let all the grid power line impedances have the same inductance/resistance ratio, i.e. for any edge e of the graph G, its impedance ze satisfies ze = |ze | exp(jθ). The grid electric topology and the grid power line parameters are therefore fully described by the parameter θ and by the weighted Laplacian L ∈ IRn×n , defined as L = AT Z −1 A, (1) where ⎡ ⎤ .. ⎢ . Z=⎢ ⎣ |ze | .. ⎥ ⎥ ⎦ . is the diagonal matrix of the absolute values of power line impedances. We limit our study to the electric steady state behavior of the system, in which all voltages and currents are sinusoidal signals at the same frequency ω. We therefore assume that each signal (voltages and currents) can be represented via a complex number whose absolute value corresponds to the signal rootmean-square value, and whose phase corresponds to the phase of the signal with respect to an arbitrary common reference. In this notation, the state of a grid is therefore described by the bus voltages uv ∈ C, v ∈ V. In the following, we present a static model for the nodes of G. We model node 1 (corresponding to the PCC) as a slack bus, i.e. a constant voltage generator at the nominal voltage UN ∈ IR and zero angle u 1 = UN . We assume instead that every other node h is a PQ-bus, i.e. the complex power injected at the bus is independent from the bus voltage uh and is equal to ph + jqh , where ph and qh are the injected active and reactive powers, respectively. Microgenerators fit in the PQ model (or constant power model) once they are A Distributed Feedback Control Approach to the ORPF Problem 263 commanded via a complex power reference as in [8,9]. It is also a reasonable approximation for many residential and industrial loads1 . 2.2 Model for the Cyber Layer We assume that every generator bus, and also the PCC, correspond to an agent in the cyber layer (see the upper panel of Figure 1). We denote by C (with |C| = m) this subset of the nodes of G. Each agent is provided with some computational capability, and with some sensing capability, in the form of a phasor measurement unit (i.e. a sensor that can measure voltage amplitude and angle [11]). Agents can communicate, via some communication channel that could possibly be the same power lines (via power line communication – PLC – technologies). 3 Optimal Reactive Power Flow Problem Formulation Given the models and the definitions introduced above, we formulate the ORPF problem in the following form, min qh ,h∈C\{1} subject to Jlosses |uh | ≥ Umin , ∀h ∈ C, |uh | ≤ Umax , ∀h ∈ C, (2) where Jlosses are the power distribution losses on the lines, and Umin is a given lower bound for bus voltage magnitudes. Notice that the decision variables in the optimization problem (2) are the reactive power injections at the microgenerators, which are the only physical devices that we aim to control via the proposed feedback algorithm. The reactive power flowing from the transmission grid into the distribution grid via the PCC (which we modeled as a slack bus) is not part of the set of decision variables, because it automatically adjusts in order to ensure that power balance is satisfied at any time in this portion of the distribution grid. Notice moreover that the voltage constraints are defined only on the nodes where we deployed sensing and actuation devices. Given the fact that the remaining nodes (corresponding to loads) are unmonitored, we cannot aim to design any algorithm that can guarantee the satisfaction of operational constraints at such nodes. However, in the case in which the voltage magnitude of some nodes is of particular interest, the network operator has the flexibility of deploying agents (i.e. PMU sensing units and the corresponding communication devices) also in those nodes, and include them in the algorithm in order to guarantee voltage feasibility also in those buses. Alternatively, given a priori bounds on the 1 More general models could be considered, namely the exponential model and the ZIP model, similarly to what has been done in [10]. The following analysis would remain exactly the same, at the cost of a slightly more complex notation. 264 S. Bolognani, G. Cavraro, and S. Zampieri maximum power demand of the loads, the network operator can infer worst-casetype bounds on the maximum voltage drop that can occur between unmonitored nodes and the closest agent, and therefore increase the voltage bound Umin accordingly (possibly also agent-wise). Both these solutions (ad-hoc deployment of the agents, and worst-case guarantees for the voltage on unmonitored nodes) are implementation issues that we are not addressing in this paper, but that can be easily included on top of the approach that we describe here. The ultimate goal of ORPF strategies is therefore the minimization of reactive power flows across the power grid (by injecting reactive power as close at possible to the buses that need it) while at the same time ensuring that the bus voltages (which are a function also of reactive power flows) is kept inside a given range, in order to guarantee more reliable and robust operation of the grid (see voltage stability issues in [12]). 4 Proposed ORPF Algorithm In order to formally describe the algorithm, we need the following definitions. Definition 1 (Path). Let h, k ∈ V be two nodes of the graph G. The path Phk = (v1 , . . . , v ) is the sequence of nodes, without repetitions, that satisfies – v1 = h – v = k – for each i = 1, . . . , − 1, the nodes vi and vi+1 are connected by an edge. Notice that, as the distribution grid topology is radial, there is only one path connecting a pair of nodes h, k ∈ V. Definition 2 (Neighbors in the cyber layer). Let h ∈ C. The set of nodes that are neighbors of h in the cyber layer, denoted as N (h), is the subset of C defined as N (h) = {k ∈ C | Phk ∩ C = {h, k}} . Figure 2 gives an example of such set. We assume that every agent h ∈ C knows its set of neighbors N (h), and can communicate with them. Notice that this architecture can be constructed by each agent in a distributed way, for example by exploiting the PLC channel (as suggested for example in [13]). This allows also a plug-and-play reconfiguration of such architecture when new agents are connected to the grid. It is also assumed that each agent h ∈ C has a local knowledge of the grid electric parameters, and in particular of the following parameter. Definition 3 (G-parameters). For each pair h, k ∈ C, let us define the parameter . (3) Ghk = |ih | u = 1 k u = 0, ∈ C\{k} i = 0, ∈ /C A Distributed Feedback Control Approach to the ORPF Problem 265 k ∈ N (h) h k ∈ / N (h) Fig. 2. An example of neighbor nodes in the cyber layer. Circled nodes (both gray and black) are nodes in C. Nodes circled in black belong to the set N (h) ⊂ C. Node circled in gray are agents which do not belong to the set of neighbors of h. For each agent k ∈ N (h), the path that connects h to k does not include any other agent besides h and k themselves. i.e. the current that would be injected at node h if – node k was replaced with a unitary voltage generator; – all other nodes in C (the other agents) were replaced by short circuits; – all nodes not in C (load buses) were replaced by open circuits. Notice that the parameters Ghk depend only on the grid electric topology, and that Ghk = 0 if and only if k ∈ N (h). (4) Figure 3 gives a representation of this definition. Notice that, in the special case in which the paths from h to its neighbors are all disjoint paths, then Ghk = 1/ |Zhk |, where Zhk is the impedance of the electric path connecting h to k. The G-parameters could also be defined from algebraic operations on the Laplacian of the graph G (Schur complement), corresponding to a node elimination procedure on the electrical network, as discussed in detail in [14]. As suggested in [13], these parameters can be estimated in an initialization phase via some ranging technologies over the PLC channel. Alternatively, this limited amount of knowledge of the grid topology can be stored in the agents at the deployment time. Finally, the same kind of information can be inferred by specializing the procedures that use the extended capabilities of the generator power inverters for online grid sensing and impedance estimation [15,16]. Given the above definitions, we can state the proposed algorithm to solve the optimization problem (2). We will show in Section 5 how the algorithm is inspired by a dual decomposition approach [17] to (2). While problem (2) might not be convex in general, we rely on the results presented in [18] which show that zero duality gap holds for the ORPF problems, under some conditions that are 266 S. Bolognani, G. Cavraro, and S. Zampieri u = 0 ∀ ∈ C\{h} k ∈ N (h) u = 0 ∀ ∈ C\{h} h k ∈ N (h) uh = 1 h uh = 1 i = 0 ∀ ∈ /C i = 0 ∀ ∈ /C Fig. 3. A representation of how the elements Gkh are defined. Notice that in the configuration of the left panel, as the paths from h to its neighbors k ∈ N (h) do not share any edge, the gains Gkh corresponds to the absolute value of the path admittances 1/|Zkh |. commonly verified in practice and in particular in radial networks like the ones that we are considering. We will also show that, introducing an approximate model for the grid, convergence of the algorithm can be studied analytically. Finally, in Section 6, we will validate the proposed algorithm via simulations, introducing all the non-idealities that have been neglected in the analytic study of the algorithm convergence. ORPF Algorithm. Let all agents store two auxiliary scalar variables λ+ h and . Let γ be a positive scalar parameter, and let θ be the impedance angle defined λ− h in Assumption 1. At every synchronous iteration of the algorithm, each agent h ∈ C executes the following operations: – measures the voltage uh = |uh | exp(j∠uh ); – gathers the measurements {uk , k ∈ N (h)} from its neighbors; − – updates the auxiliary variables λ+ h and λh as + 2 2 , λ+ h ← λh + γ Umin − |uh | + − 2 2 λ− , h ← λh − γ Umax − |uh | + (5) (6) where [·]+ stands for the operation of projection on the positive orthant; – updates the injected reactive power qh as − qh ← qh + 2 sin θ(λ+ Ghk |uh ||uk | sin(∠uk − ∠uh − θ). (7) h − λh ) + k∈N (h) Notice that the agent located at the PCC does not need to perform the updates (5) and (7), because the PCC is a constant-voltage slack bus, and therefore the reactive power injected by the PCC automatically results from the power balance in the grid. A Distributed Feedback Control Approach to the ORPF Problem 5 267 Convergence Analysis Before presenting the main result about the conditions that guarantee convergence of the proposed method, we show how this algorithm derives from a dual decomposition of the original problem and from the specialization of the dual ascent methods [17] to this specific system. Let u and u be the vectors obtained by stacking the voltages uh , h ∈ C and uk , k ∈ V\C, respectively. In the same way, let us define i, i , p, p , q, q as the vectors of injected currents, active power, and reactive power, respectively. Given Assumption 1, and given the weighted Laplacian L defined in (1), the following grid equation is satisfied i u exp(−jθ)L = . i u It is also possible to construct a positive semi-definite symmetric pseudoinverse X ∈ IRn×n (see [10]) such that u i T I − 1le1 = exp(jθ)X , (8) i u where 1l is a vector all ones, and eh is a vector which is valued 1 in position h, and 0 everywhere (i.e., is the h-th canonical basis vector). The matrix X has some notable properties, including the fact that (eh − ek )T X(eh − ek ) = |Zhk | , Xe1 = 0, h, k ∈ V (9) (10) and the fact that Xhh ≥ Xhk ≥ 0 h, k ∈ V. (11) With the same partitioning as before, we can also partition X into blocks, as M N X= . (12) NT Q This notation allows us to introduce the approximate model for the power flows in the grid proposed in [10], where a rigorous derivation and analysis of the approximation error is also provided. According to this model – the bus voltages of nodes in C can be expressed as p − jq 1 exp(jθ) MN u = UN 1l + + o ; 2 p − jq UN UN – reactive power injections satisfy, at every time, the balance 1 T q 1l =o ; q UN (13) (14) 268 S. Bolognani, G. Cavraro, and S. Zampieri – the problem of optimal reactive power flow for losses minimization is equivalent to the problem of minimizing 1 M J = qT q + qT N q + o . (15) 2 UN This also allows us to express the squared voltage magnitudes |uh |2 via (13), obtaining ⎡ ⎤ .. . ⎢ ⎥ p − jq 1 2 ⎢|uh |2 ⎥ = UN M N 1 l + 2 Re exp(jθ) + o . (16) ⎣ ⎦ p − jq UN .. . The proposed approximation is based on the fact that the grid operating point, in its regular regime, is characterized by a relatively high nominal voltage compared to the voltage drops across the power lines, and by relatively small power distribution losses, compared to the power delivered to the loads. Notice that similar approximations have been used before in the literature for the problem of estimating power flows on the power lines (see among the others [19,20] and references therein). It also shares some similarities with the DC power flow model [21, Chapter 3], extending it to the case in which lines are not purely inductive but also resistive (which is crucial in power distribution networks). In the analysis of the algorithm convergence, we will neglect the infinitesimal terms in both (15) and (16). In the following, we will consider only the lower bound constraint in the optimization problem (2). We will therefore need only one of the two set of auxiliary variables, i.e. λ+ h (which we will rename λh in order to simplify the notation). The upper voltage constraint can be included following exactly the same lines that will be presented hereafter for the lower voltage constraint, with no additional complication to the design. Notice that the two constraints |uh | ≥ Umin and |uh | ≤ Umax at any node h will never be violated at the same time, and therefore only one of the two additional variables (Lagrange multipliers) λ+ h and λ− h will be different from zero in practice. We then consider the following problem in the decision variables q min 1lT q=c subject to M q + qT N q 2 (17a) 2 Umin 1l − v(q) ≤ 0, (17b) qT where c = −1lT q and where v(q) is defined as p − jq 2 1l + 2 Re exp(jθ) M N . v(q) = UN p − jq (18) Based on the proposed approximated model, and in particular by plugging (13) into (7), we can also rewrite (via some algebraic manipulations) the optimization A Distributed Feedback Control Approach to the ORPF Problem 269 algorithm presented in the previous section as a m-dimensional discrete time system, with the following update equations. q(t) (19a) q(t + 1) = q(t) − G M N + 2 sin θλ(t) + k(q(t), λ(t))e1 q 2 (19b) λ(t + 1) = λ(t) + γ Umin 1l − v(q(t + 1)) + where G is the matrix whose elements Ghk have been defined in Definition 3, and k is a scalar that guarantees that constraint (14) is met at every iteration: q(t) T k(q(t), λ(t)) = 1l G M N − 2 sin θ1lT λ(t). q Notice that the term ke1 models the fact that, when the system is actuated at the end of every algorithm iteration, the reactive power injected by the slack bus 1 (the PCC) automatically balances the variations in the reactive power injection that have been commanded to the generators. In the following, we show how the algorithm (19) is a specialization of the dual ascent algorithms for the solution of the optimization problem (17). The Lagrangian of the problem (17) is L(q, λ) = q T 2 M q + q T N q + λT Umin 1l − v(q) 2 (20) where λ is the Lagrangian multiplier (dual variables). A dual ascent algorithm consists in the iterative execution of the following alternated steps 1. minimization of the Lagrangian with respect to the primal variables q q(t + 1) = arg min L(q(t), λ(t)), 1lT q=c 2. dual gradient ascent step on the dual variables ∂L(q(t + 1), λ(t) λ(t + 1) = λ(t) + γ . ∂λ + (21) (22) The partial derivative of the Lagrangian with respect to q results to be, by inspecting (20) and (18), ∂L ∂v(q) = M q + N q − λ = M q + N q − 2 sin θM λ. ∂q ∂q In order to show that (19a) is indeed the primal step that minimizes the Lagrangian with respect to the primal variable q, we need the following technical lemma. Lemma 1. Let G be defined element-wise as in Definition 3, and let M be defined as in (12). Then M G = I − 1leT1 . 270 S. Bolognani, G. Cavraro, and S. Zampieri Proof. From the definition of G, and by adopting the vector notation presented in this section, we have that, given Assumption 1 and when i = 0, i = exp(−jθ)Gu. Then, by using (8), we have that u M N exp(−jθ)Gu T I − 1le1 , = exp(jθ) 0 NT Q u and thus the conclusion. By evaluating ∂L ∂q in q(t + 1) defined as is (19a), and by using the result of Lemma 1, we have ∂L(q(t + 1), λ(t)) = M q(t + 1) + N q − 2 sin θM λ(t) ∂q q(t) = M q(t) − M G M N + N q q = 1leT1 N q , which is orthogonal to the feasible set 1lT q = c, and therefore proves that q(t+ 1) solves (21). In order to prove that (19b) is the dual ascent step described in (22), it is enough to evaluate ∂L ∂λ to see that ∂L(q(t + 1), λ(t)) 2 = Umin 1l − v(q(t + 1)), ∂λ in accordance to the well known result in dual decomposition that the dual ascent direction is given by the constraint violation. We can then state the following convergence result. Theorem 1. Consider the algorithm described in (19) for the optimization problem (17), which is an approximated description of the algorithm presented in Section 4 for the optimization problem described in Section 3. The algorithm converges if 1 γ≤ , 2 4 sin θDm where m is the cardinality of C (the number of generator buses plus one) and D = maxh |Z1h | is the maximum electric distance of a generator bus from the PCC. The proof is provided in the Appendix. A Distributed Feedback Control Approach to the ORPF Problem 6 271 Simulations The algorithm has been tested on the testbed IEEE 37 [22], which is an actual portion of power distribution network located in California. The load buses are a blend of constant-power, constant-current, and constant-impedance loads, with a total power demand of almost 2 MW of active power and 1 MVAR of reactive power (see [22] for the testbed data). The length of the power lines range from a minimum of 25 meters to a maximum of almost 600 meters. The impedance of the power lines differs from edge to edge (for example, resistance ranges from 0.182 Ω/km to 1.305 Ω/km). However, the inductance/resistance ratio exhibits a smaller variation, ranging from ∠ze = 0.47 to ∠ze = 0.59. This justifies Assumption 1, in which we claimed that ∠ze can be considered constant across the network. The lower and upper bounds for voltage magnitudes has been set to 96% and 104% of the nominal voltage UN = 4800, respectively. The algorithm presented in Section 4 has been simulated on a nonlinear exact solver of the grid. None of the assumptions that have been considered during the design of the algorithm (constant power loads, constant line impedance angle ∠ze , linearized power flow equations) has been used in these simulations, being only a tool for the design of the algorithm and for the study of the algorithm’s convergence. When the grid is operated according to the testbed data, all voltages are above the threshold. In this configuration, the proposed algorithm is capable of reducing the power distribution losses practically to the minimum. Indeed we have that Power distribution losses With no optimization With the proposed algorithm With numerical nonlinear optimizer 47.164 KW 38.309 KW 37.931 KW and therefore the proposed optimization algorithm can achieve more than 95% of the potential loss reduction. In order to evaluate the performance of the algorithm when voltage constraints are active, the active power demand of two nodes of the grid has been increased step-wise (see Figure 4). While this variation in the active power demand does not have effect on the optimal reactive power configuration (up to second-order effects), the increased load causes a drop in the voltage magnitudes and an increase in power distribution losses up to 57.5 kW. At this point voltage constraints are not satisfied for one of the agents. The algorithm then drives the system to a new optimal configuration that guarantees satisfaction of all voltage constraints, at the cost of slightly larger losses (from 57.5 kW to 57.7 kW). Additional simulations, including the case of time varying generation profiles and intermittent loads, are available in [23]. 272 S. Bolognani, G. Cavraro, and S. Zampieri 60 ·104 voltage magnitudes |uh (t)| [V] power losses Jlosses [W] 4,800 50 4,700 4,650 4,600 40 10 4,750 12 14 16 18 20 10 t 12 14 16 18 20 t Fig. 4. The left panel represents total power losses, while the right panel represents the voltage magnitudes at the buses where generators are connected. The solid line represents the behavior of the proposed algorithm, with the parameter γ equal to 0.1 (one half of the bound provided by Theorem 1). The dashed line, on the other hand, represent the behavior of the loss minimization algorithm if no voltage constraints are enforced. The red thick line in the right panel represents the desired voltage bound. 7 Conclusion In this paper we proposed a distributed algorithm for the problem of optimal reactive power flow in a smart power distribution grid, that is based on a feedback strategy, in the sense that it requires the interleaving of actuation and measurement, and that the control action is a function of real time data collected from the agents. Figure 5 provides a block diagram representation of the proposed algorithm. The two feedback functions K1 and K2 (both functions of the measured voltages) are defined element-wise as [K1 (u)]h = Ghk |uh ||uk | sin(∠uk − ∠uh − θ) (23) k∈N (h) and 2 [K2 (u)]h = Umin − |uh |2 . (24) This interpretation of a dual-ascent optimization algorithm as a control feedback loop with memory, resembles what has been recently done in [24], and allows to state some final remarks. A Distributed Feedback Control Approach to the ORPF Problem 273 By adopting a feedback strategy on the measured voltages, the active power injections in the grid (ph , h ∈ V) and the reactive power injection of the loads (qh , h ∈ V\C) can be considered as disturbances for the control system. This means that these quantities do not need to be known to the agents: in some sense, the agents are implicitly inferring this information from the voltage measurements performed on the grid. This feature differentiates the proposed algorithm from basically all the ORPF algorithms available in the power system literature, with the exception of some works, like [20], where however the feedback is only local, with no communication between the agents, and of [6] and [7]. Moreover, because of this feedback strategy, the controller (or optimizer) does not need to solve any model of the grid in order to find the optimal solution. While a model of the grid has been used in the design of the algorithm, the online controller does not need to know the grid parameter and to solve the nonlinear equations that are generally a critical issue in offline ORPF solvers. On the contrary, the computational effort required for the execution of the proposed algorithm is minimal. These features are extremely interesting for the scenario of low voltage or medium voltage power distribution networks, where real time measurement of the loads is usually not available, the grid parameters are only partially unknown, and many buses are unmonitored. Another feature that becomes apparent from this feedback interpretation, is the guarantee that the algorithm can provide regarding the eventual satisfaction of the voltage constraints. Because the output of the function K2 (u) defined in (24) is integrated, it is guaranteed that, if the algorithm converges, then |uh | ≥ Umin for every node h ∈ C. This is true independently of the choice of the parameters γ and also of the coefficients Ghk . p, p, q integrator + q 1 z−1 + Grid u K1 delay 1 z saturated integrator 2 sin θ λ ≥0 γ z−1 K2 Fig. 5. A block diagram representation of the algorithm proposed in Section 4. The two feedback functions K1 and K2 are defined element-wise in (23) and (24). 274 S. Bolognani, G. Cavraro, and S. Zampieri Finally, a control-theoretic approach to the problem of optimal power flow enables a number of analyses on the performance of the closed loop system that are generally overlooked when tackling the problem with the tools of nonlinear optimization. Examples are L2 -like metrics for the resulting losses in a timevarying scenario (see for example the preliminary results in [25]), robustness to measurement noise and parametric uncertainty, stability margin against communication delays. These analyses, still not investigated, are also of interest for the design of the cyber architecture that has to support this and other real time algorithms, because they can provide specifications for the communication channels, the communication protocols, and the computational resources that need to be deployed in a smart distribution grid. A Proof of Theorem 1 As shown in Section 5, the algorithm (19) is a dual-ascent algorithm for the solution of the constrained quadratic problem (17). As the expression (18) for the voltage constraint (17b) is an affine function of the decision variables, strong duality holds. We thus have zero duality gap and therefore if the dual ascent algorithm converges, it converges to the optimal solution of the problem. In order to characterize converge of the algorithm via a condition on the parameter γ, we need to define the two quantities x(t) = q(t) − q ∗ and y(t) = λ(t) − λ∗ , where q ∗ and λ∗ are the optimal value of the primal and dual variables, respectively. Notice that, because of the constraint 1lT q = c in (17), we have that 1lT x(t) = 0, ∀t. The following two necessary conditions descend from the Uzawa saddle point theorem [26]: q∗ ∂L(q ∗ , λ∗ ) = MN (25) − 2 sin θM λ∗ = α1l q ∂q for some α, and ∂L(q ∗ , λ∗ ) 2 = Umin 1l − v(q ∗ ) ≤ 0 ∂λh (26) with ∂L(q ∗ , λ∗ ) 2 = Umin 1l − v(q ∗ ) < 0 ∂λh The update for x(t) is, given (19a), ⇔ λ∗h = 0. x(t + 1) = q(t + 1) − q ∗ q ∗ + x(t) = x(t) − G M N + 2 sin θλ(t) + ke1 q ∗ q = (I − GM )x(t) − G M N + 2 sin θλ(t) + ke1 , q (27) A Distributed Feedback Control Approach to the ORPF Problem 275 which, by using (25) and the fact that G1l = 0 becomes x(t + 1) = (I − GM )x(t) − 2 sin θGM λ∗ + 2 sin θλ(t) + ke1 = e1 1lT x(t) − 2 sin θ(I − e1 1lT )λ∗ + 2 sin θλ(t) + ke1 = 2 sin θy(t) + k e1 , where k = 2 sin θ1lT λ∗ + k and where we used Lemma 1 and the fact that 1lT x(t) = 0. We then consider the update equation for y(t). By using the fact that, according to (18), v(q(t)) = v(q ∗ ) + 2 sin θM x(t), and according to (19b), we have that y(t + 1) = λ(t + 1) − λ∗ 2 = λ(t) + γ Umin 1l − v(q(t + 1)) + − λ∗ 2 = y(t) + λopt + γ(Umin 1l − v(q ∗ )) − 2γ sin θM x(t + 1) + − λ∗ . By using the fact that λ∗ ≥ 0 together with (26) and (27) we have that 2 λ∗ = [λ∗ ]+ = [λ∗ + γ(Umin 1l − v(q ∗ ))]+ Therefore, by plugging in the expression for x(t + 1) and by using the fact that M e1 = 0, we have 2 y(t + 1) = (I − 4γ sin2 θM )y(t) + λ∗ + γ(Umin 1l − v(q ∗ )) + 2 − [λ∗ + γ(Umin 1l − v(q ∗ ))]+ . Then, by using the fact that a+ − b+ ≤ a − b, we have that y(t + 1) ≤ (I − 4γ sin2 θM )y(t) , and therefore y(t) converges to zero if γ≤ 1 , 4 sin2 θρ(M ) where ρ(M ) is the spectral radius of M . Finally, because of (11), we have that Mhh ≥ Mhk ≥ 0 ∀h, k, 276 S. Bolognani, G. Cavraro, and S. 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