98-F-PSS-0313

ATC - -

info@eidiani.com

hmortazavi@yahoo.com

: NRS Matlab DPF ATC GMRES CPF

GMRES . NRS 3

CPF-GMRES

4ATC

350 .

-1

(CPF) 1

. CPF

1. Continuation Power Flow

2. General Minimal Residual

3. Newton Raphson Seydel

4. Available Transmission Capability

. CPF

 ATC --

NRS .

- -

V-Q .

NRS ] [5-7

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] .[1,2

1DPF Matlab

GMRES

CPF-GMRES

NRS

. NRS

] [5-7 NRS ] [4 .

. :

ATC

V_Q V_Q )(CPF

NRS

CPF-GMRES .

.NRS
ATC ] [3

-2 GMRES

[4] NRS . CPF

GMRES

Ax = b A

GMRES

r = b Ax 2 .

GMRES [8] 1986

.
1. DIgSILNET Power Factory
2. Residual

 ATC --

-1-2 GMRES CPF-GMRES

. ) (1995

] [9

]:[11,15

LU .

)(1
Ax = b
GMRES r

39 .

] [10,11 1996 2002

r (x ) = b Ax
) x (

)(2

LU

. GMRES

x k

. 39 8027

x = A 1b ) (1

x k

k = 1, 2,...

)(3

x k [ x 0 + K k (r0 , A ) ] ,

x 0 ) (1 ) K k (r0 , A

2001 ] [12

k :

)(4
) K k (r0 , A ) = span (r0 , Ar0 ,..., A k r0
GMRES x k

. 2006

] [13 - GMRES- JFNG

b Ax

b Ax k

JFNG

)(5

k (k + 1) k 5

k g k = r0 e1

. 2007 ] [14

e1 k +1 ] .[11,15

min

) x k x 0 + K k ( r0 , A

3ILU GMRES

) (CPF

6 . GMRES

) (1 ] .[11,15

. 2008

GMRES CPF ] [15

CPF CPF-GMRES

CPF .

) (2 ] .[15

NRS .

Matlab .
4. Sparse
5. Hessenberg
6. Gram-Schmidt

1. Krylov
2. Jacobian-Free Newton-GMRES
3. Incomplete LU

 ATC --

1.Input : x 0 , b , m , tol

r0
, errtol = max(abstol , reltol b 2 ),
p

= 2.Solve r0 = b Ax0 , k = 0, p = r 2 , v1

g = p (1, 0, 0,...) R m +1
3.While p k > errtol And k < m Do
a) k = k + 1
b )v k +1 = Av k
c ) Do j = 1,..., k
i. h j , k = v Tk +1v j

ii. v k +1 = v k +1 h j ,k v j
End Do
d ) hk +1,k = vk +1 2
v k +1

= e )v k +1

hk +1,k
f ) Apply and create givens rotations
i. If k > 1apply Q k 1 to the k th column of H
ii. v = hk2,k + hk2+1,k

;; hk ,k = c k hk , k s k hk +1, k ; hk +1, k = 0

hk +1, k

= ;sk

hk ,k

= iii. c k

iv. g = G k (c k , s k ) g
g ) p = ( g ) k +1

END While
4.Set ri , j = hi , j for 1 (i , j ) k
Set (w )i = ( g )i for 1 i k
Solve the upper triangular system Ry k = w
5. xk = x0 + Vk yk
-1

[11] GMRES

-3 NRS

CPF-GMRES .

NRS

] [5-7

) (NR

ATC

-1-3 NRS

. ] [5-7 NRS

ATC

]:[5-7

] [4

)(6

f (x ) y 0 p = 0

 ATC --

)(7

f
I ) v = 0
x

)(8

v 1 = 0

= )FX (X

(
)(12

) (:
:

F (X ) = 0

)(9

f
0

2
f
f
x 2 diag(v1 ,v2 ,...,vn ) x I

f
= ) diag (v1 , v2 ,..., vn
x 2
2 f1

2 f1
vn
2 v1 ...
2
xn
x1

...
...
...
2

2
f n v ... f n v
n
x 2 1
xn2
1

) (6 ) (8
X
)(13

X :
)(10

) = [FX (X )]1.F (X

)(11

=X

) (r

+ X

) (r

) (r

)( r +1

)(0

) (r r

v v . )(13

F

X
NRS " NRS"

. " NRS "

]:[5-7

) (13 .

= ) FX (X

1.Input System data : , e k ,

CPF Method: Newton method

2.Solve (Fx , F ) with:
CPF-GMRES:GMRES method
3.While error _ max > tol Do
F F dx 0
a) x
=
e k d 1
x x 0
dx
b) = 0 +

d
While error _ correcor > tol Do
) F (x
= 0
k

End While
End While
-2 CPF

[15] CPF-GMRES

 ATC --

-2-3 NRS

)(21
=H

) (12 )(13

(J10 ) v ...
(J10 ) v
x2
xn

...
...
...

...
...
...

...
...
(J n 0 ) v
nn
xn

. ) (12
:
0
p
J

FX ( X ) = H J I 0
)(14

v
0
0
v

H :

:
)(22

)( J v
x

)(15

g1
xn

...
g n
xn

= ) I ) v

(( J
x
J11

= ( ...
x
J n1
=H

) (9
) (10 ) (11 . ) (22
) (13 . ) (22
) (13
.
" NRS " CPF-GMRES
ATC
.
-4 ATC

:
n

J ik vk

)(16

NRS NRS Matlab

= gi

) 3 (

k =1

)(17

k =1

J ik
= vk
x j

k =1

g i
=
x j

f i
xk

)(18

1ATCT . CPF-GMRES

= H ij

Matlab .
= J ik

CPF 2DPL DPF

. ATC

15 :
)(19

J i 1
J
J
v 1 + i 2 v 2 + ... + in v n
x j
x j
x j

= H ij

. ) (4

=
(J i 0 ) v
x j

Ji0 :
)(20

( J ) v ...
( J ) v
= H
xn
x1
nn

H ) (22 ) (14

... J1n v1
= ) ... ... ...
... J nn vn
J11*v1 + J12 v2 + ... + J1n vn

)
( =
...

x
J n1*v1 + J n 2 v2 + ... + J nn vn

n
g1
J1k vk
x ...
g

=
1
k
1

...
... = ... ...
=
x n
x g n
g n
...
J nk vk
x1

k =1

2 fi
vk
x j x k

x (J10 ) v
1

x (J 20 ) v
1

...

(J ) v
x1 n 0

J i 2 ... J in ]1n

NRS CPF DPL

CPF-GMRES Matlab .

J i 0 = [J i1

H :

1. ATC Toolbox
2. DIgSILENT Programming Language

 ATC --

ATC

) (5 ATC

NRS .

4 .

NRS

NRS

NRS

CPF CPF-GMRES NRS

NRS

NRS

-3 ATCT ATC ] [4

IEEE

CPF DPL NRS

CPF-GMRES NRS

7
6
5
4
3
2
1
0
VSA1 VSA2 VSA3 VSA4 ATC1 ATC2
-4 CPF DPL

CPF-GMRES

NRS 4 2

ATC

 ATC --

Expanded NRS

CPF-GMRES

NRS

CPF
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0

VSA4 ATC1 ATC2

VSA3

VSA2

VSA1

-5 ATC
NRS NRS CPF DPL DPF

CPF-GMRES

) NRS (

-5

-6

" NRS " .

] [1

.1376

[2] Taylor, C. W., Power System Voltage

Stability, McGraw-Hill, 1993.
[3] Eidiani, M. and Shanechi, M.H.M.,
"FAD-ATC, A New Method for
Computing Dynamic ATC", International
Journal of Electrical Power & Energy
Systems, Vol. 28, Issue 2 , Feb. 2006, PP:
109-118.
] [4 . . . .

V-Q .
NRS .
CPF-GMRES
) CPF ( .

" . NRS "

1385

.2409 :

[5] Ayasun, S., Nwankpa, C.O. and Kwanty,

H.G., "Numerical Issues in the Location

 - - ATC

Power Systems, Vol. 21, No. 3, pp.

1096-1103, Aug. 2006.
[14] Mori, H., Seki, K., "Continuation
Newton-GMRES Power Flow with
Linear and Nonlinear Predictors", Large
Engineering Sys., Conference on Power
Engineering, pp. 171-175, Oct. 2007.
[15] Hizam, H., Jasni., J., Aziz, N.,
"Determination of proximity to static
voltage collapse using GMRES
method", Presented at PECon2008, 2nd
IEEE International Power and Energy
Conference, Dec. 2008.

of
Singularity-Induced
Bifurcation
Points", Proceedings of IEEE PES Winter
Meeting, New York City, New York,
February 1999, pp. 707-712.
[6] Fan, Y.K., Niebur, D. and Nwankpa,
C.O., "Saddle-Node Bifurcation of
Voltage Profile of Small Integrated
AC/DC Power System", Proc. of the IEEE
Summer Power Meeting, Seattle, July 1621, 2000, pp. 614-619.
[7] S. Ayasun, C.O. Nwankpa and H.G.
Kwanty, "A Novel Method to Compute
Singular Points of Differential-Algebraic
Power System Model", Proc. Of the
American Conf. Arlington, VA June 2527, 2001, pp. 3563-3564.
[8] Saad, Y., Schultz, M.H., "GMRES: A
generalized minimal residual algorithm
for solving nonsymmetric linear systems",
SIAM Journal of Scientific and Statistical
Computing, Vol. 7, pp. 856-869, 1986.
[9] Pai, M.A., Sauer, P.W., Kulkarni, A.Y.,
"A preconditioned iterative solver for
dynamic simulation of power systems
Circuits and Systems", IEEE Int.
Symposium on ISCAS, Vol. 2, pp. 12791282, May 1995.
[10] Flueck, A.J., Chiang H.D., "Solving the
nonlinear power flow equations with an
inexact Newton method using GMRES",
IEEE Transactions on Power Systems,
Vo. 13, No. 2, pp. 267-273, May 1998.
[11] Yu, F., Flueck, A.J., "A message
passing distributed memory Newton
GMRES parallel power flow algorithm",
Power Engineering Society Summer
Meeting, Vol. 3, pp. 1477-1482, July
2002.
[12] Chaniotis, D., Pai, M.A., Hiskens, I.,
"Sensitivity analysis of differential
algebraic systems using the GMRES
method", Circuits and Systems, ISCAS
2001, Vol. 3, pp. 117-120, May 2001.
[13] Chen, Y., Shen, C., "A Jacobian-free
Newton-GMRES(m)
method
with
adaptive
preconditioner
and
its
application
for
power
flow
calculations", IEEE Transactions on

:
X

f (x)
y0
J =

f
(n n )
x

=0

x0

K k (r0 , A )
r (x ) = b Ax
H

GMRES

( k + 1) k

Hk
v 1
v = ...
v n

X = [x , v , ]
v