IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS, VOL. PAS-87, NO.

8, AUGUST 1968

tions require that arcs be extinguished rapidly. Table I of the paper

shows that transpositions appreciably reduce the secondary arc
currents and coupling voltages for an unreactored line. Additional
calculations that we have made show that the reduction in currents
and voltagfes is larger when the lines are compensated with balanced
reactors.
As mentioned in the paper, compensation of the zero-sequence
network was studied academically. Our purpose was to show that the
power transfer remained about the same whether the line was unfaulted, faulted to ground, or had one conductor open. Had a phaseto-ground fault been placed on the other end of the line, voltages on
the line would have been on the order of 5 per unit because the zerosequence impedance of the line and transformer canceled out a large
part of the capacitive impedance in the neutral. One way of avoiding
this overvoltage condition is to terminate the line in a wye winding
of a wye-delta transformer bank so as to separate the zero-sequence
network of the system from the zero-sequence network of the line.
Then the capacitive reactance inserted in the neutral of the sendingend transformer must be made much larger than the zero-sequence
impedance of the line and transformers. A reactor sized to resonate
with the zero-sequence network must then be inserted in the neutral
of the receiving end transformer. With this method of compensation, the neutral voltage shift will be about rated phase-to-ground
voltage regardless of the location of the fault. Whether to connect the
capacitor and reactor into the transformer neutrals of the two-winding wye-delta transformers or to use three-winding wye-wye-delta
transformers with reduced insulation in the high-voltage winding is a
matter of economics. We have not made an economic comparison of
these two alterinatives.
We agree with Mr. Bigelow that circulating zero-sequence currents
caused by the single-pole operation can cause problems. In our case,
the line on which single-pole reclosing is used is terminated on a bus
with other 500-kV lines and a large wye-delta-wye transformer bank

168 7

with the low-voltage wye winding grounded through a neutral reactor. This effectively screens the low-voltage circuit from the unbalance in the high-voltage one. However, adjustments have been
made in the ground relays at other 500-kV buses that are electrieallv
close to the bus on which the line in question is terminated.
Our stability problem is due to the fact that when a phase of the
line is opened, the transient stability limit is only about two-thirds
of the generator rating. This requires the open phase of the line to be
reclosed in about 30 cycles. We feel that the assumptions made in the
stability studies cause the results to be somewhat conservative. The
secondary arc currents and coupling voltages are calculated for the
maximum angle across the line and are therefore conservative.
However, the CESI paper [7], mentioned by Dr. Kimbark, indicates
that the maximum arcing time will be less than 0.3 second. Therefore, because of the conservative nature of the calculations, we feel
that we have more margin than the two cycles mentioned in the
paper.
The steady-state stability limit of the generator, taking saturation
into account and assuming manual voltage regulation, is about 110
percent of the generator rating at unity power factor and greater than
110 percent of the generator rating for lagging power factors. However, the machine will be equipped with a continuously acting voltage regulator and if this is taken into account, the steady-state
stability limit will be about 160 percent of the generator rating [10].
I
REFERENCES
[8] A. S. Maikopar and N. N. Baliakov, "Arcing short-circuits on
400 kV transmission lines and methods of dealing with them,"
Elec. Tech. (USSR), vol. 4, pp. 27-38, December 1958.
[9] R. B. Shipley and D. Coleman, 1966 Proc. Power Systems Computational Conf., pt. 2, "Network analysis," pp. 4-10.
[10] C. Concordia, "Steady-state stability of synchronous machines
as affected by voltage-regulator characteristics," AIEE Trans.,
vol. 63, pp. 215-220, May 1944.

Sensitivity in Power Systems

JOHiN PESCHON, MEMBER, IEEE, DEAN S. PIERCY, WILLIAM F. TINNEY, SENIOR MEMBER, IEEE,
AND ODD J. TVEIT, MEMBER, IEEE

Abstract-Sensitivity is defined as the ratio Ax/Ay relating small

changes Ax of some dependent variable to small changes Ay of some
independent or controllable variable y. In power systems, two
dominant types of sensitivity relations are defined, namely 1)
sensitivity of one electrical variable, such as the voltage Vi at node i,
with respect to another electrical variable, such as reactive production Qj at node j, and 2) sensitivity of the operating cost F
with respect to such electrical variables as the consumption Ci
at node i and the production Pj at node j.
The calculation of the first type of sensitivity relations requires
the inversion of the Jacobian matrix associated with the power-flow

equations. The sensitivity relations of the second type are given in

part by the so-called dual variables of the Kuhn and Tucker theorem,
applied to the now-classical optimum dispatch problem formulation,
and in part by second-order expansion terms of the Lagrangian
function. Knowledge of these sensitivities is very valuable for
numerous practical reasons relating to system planning, tariffication,
design of the measurement and telemetering subsystem required to
automatic dispatching, adjustment of a feasible power-flow solution
in the direction of an improved power-flow solution, and implementation of a very efficient real-time dispatching law applicable for
small variations of demand.

Paper 31 C 69, recommended and approved by the Power System

Engineering Committee of the IEEE Power Group for presentation
at the PICA Conference, Pittsburgh, Pa., May 15-17, 1967. Manuscript submitted February 6, 1967; made available for printing February 19, 1968.
J. Peschon and D. S. Piercy are with Wolf Management Services,
Palo Alto, Calif.
W. F. Tinney is with the U.S. Department of the Interior, Bonineville Power Administration, Portland, Ore.
0. J. Tveit is with Det Norske Vteritas, Oslo, Norway.

INTRODUCTION

THE MATERIAL presented here is a logical extension of

I work on optimum dispatching discussed previously [1 ],

[2], which is in turn an extension of research performed at
Electricite de France by Carpentier [3] and Siroux [4]. A similar
extension was obtained independently by Dauphin et al. of Electricite de France [5].

16&88

Sensitivity considerations enter into the optimum dispatching

problem in several quite different ways. First, to proceed from a
feasible but nonoptimal solution of the power-flow equations
[61, it is desirable to determine an improved feasible solution by
correct interpretation of the dual (or Lagrangian) variables
which measure the sensitivity of operating cost with respect to
equality and inequality constraints. A very efficient gradient
approach based upon these considerations is described elsewhere
[1], [2]. Second, to verify that the improved solution is indeed
feasible, i.e., that it does not violate any inequality constraints,
it is convenient to consider the sensitivity relations between the
dependent (for example, voltage Vj) and independent (for example, reactive production Qj) electrical variables. These
sensitivity relations are readily computed once the Jacobian
matrix of the power-flow equations has been inverted [6]. Third,
after an optimum dispatching solution has been obtained as a
result of solving a fairly sizable nonlinear program for a set of
active and reactive consumptions C and D, it would be most
desirable if the slightly altered solution corresponding to a
demand variation AC and AD could be obtained from a simple
computation instead of a complete recomputation of the nonlinear program. The simple, computational algorithm desired
can be derived from second-order sensitivity considerations.
Fourth, the optimum dispatching solution is predicated on an
exact model of the power system and on exact knowledge of
demand by the dispatching computer. Since, in actual practice,
neither of these two conditions holds, it is desirable to determine the performance degradation caused by inaccurate models,
measurements, and telemetry. This degradation can again be
computed for small errors from second-order sensitivity considerations. Other very practical questions, such as the desired
sampling rate of the dispatching computer or the closeness to
the optimum of a given feasible solution, can be answered with
the aid of these same sensitivity properties.
The sensitivity relations between the variables of a system
have been known for a long time in principle, although in
practice there do not appear to be any publications concerned
with the sensitivity relations of the electrical variables in a power
system. The fact that these sensitivity relations can be computed
easily once the Jacobian matrix of the power-flow equations has
been inverted, i.e., once a power-flow solution has been obtained,
also does not appear to be generally known.
The sensitivity interpretation of the dual variables has been
recognized for a long time, and their impact upon power system
operation was pointed out by Carpentier [3]. On the other hand,
the second-order sensitivity effects, which must be considered
whenever the appropriateness of the independent electrical
(control) variables in the vicinity of an optimum dispatching
solution are of interest, appear to have been studied systematically for the first time by Meier et al. [8]. Their work,
which is concerned with a variational cost function to be minimized in the presence of differential equation constraints, has
been adapted in this paper to the somewhat simpler optimum
dispatching problem, characterized by a static cost function and
algebraic equality constraints.
In the previous paper on optimum dispatching [1], [2], a
notational difficulty arose as a result of the fact that certain of
the electrical variables in the power-flow equations were prescribed and that the remainder were determined by these
equations. In this paper, the independent electrical variables are
denoted by the vector u and the dependent variables by the
vector x. This notation, which has become very common among

IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS, AUGUST

1968

control theorists, contributes significantly to an easier understanding of the equations.

The optimum dispatching problem formulated by Carpentier
[3] contains equality as well as inequality constraints, the latter
reflecting the design limitations on the equipment. The second
half of this paper, concerned with second-order sensitivity
properties, discards inequality constraints; if these are important,
associate a cost term with the violation of the inequality constraint or design the control vector u conservatively to avoid
constraint violations in the presence of model or measurement
inaccuracies. This second approach was outlined by the authors
in Section 9 of their earlier paper [1]. Finally, an attempt can be
made to extend the results contained in this paper to an optimization problem with inequality constraints. This extension is
believed to be possible, provided certain reasonable simplifying
assumptions are made. It is suspected that the operating point
may be allowed to move along an inequality constraint surface
but must not switch to another constraint surface as a consequence of small perturbations.
Whereas the problem of optimum dispatching [1], [2] has
been solved practically for systems involving as many as 300
nodes, the sensitivity properties discussed here have not as yet
been applied to actual models of comparable size. The experimental results given in the Section Example of this paper involve
a simple three-node model borrowed from Carpentier. The
practical computation of sensitivities corresponding to systems of
realistic size remains to be done. The apparent computational
obstacles that could make the application of sensitivity analysis
prohibitively time-consuming for large power systems can be
overcome by ordered triangular factorization of the required
matrix inversions [7 ].
POWER-FLOW EQUATIONS

An interconinected power system of N nodes is described in the

steady state by the 2N power-flow equations (1)-(3)

V - e
-Pi + C1+ E V (sin ()i
a Zia

bi

+ E

= 0
sin 3ia

a Zia

-Qi +Di- E Zia,,,,cos (0

Zia

ea-

+ Z - cos6 iia a

i=

(1)

zia

Yi1V12= 0 (2)

1,...,N; a# i

where
active power produced at node i
Qi reactive power produced at node i
Ci active power consumed at node i
reactive power consumed at node i
Vi voltage at node i

Di phase angle at node i, with 01 arbitrarily set equal to zero

Zia impedance magnitude of line ia
bi. loss angle of line ia = sin-1(Ria/Zia)
yii equivalent admittance with respect to ground at node i.

PESCHON et al.:

1689

SENSITIVITY IN POWER SYSTEMS

g(x*, u*, p*)

PRODUCTION
NODE

g(x* + Ax, u* + Au, p* + Ap) = 0

(8)
= g(x*, U*, p*) + gxAx + guAu + gpAp.
In view of (7), it follows that

CONSUMPTION

3 )

0.

(7)
It is now desired to determine the changes Ax which would result
from small changes Au and Ap away from the nominals u* and
p*. A Taylor-series expansion of (7) provides this relation:
=

NODE

Fig. 1. Three-node system. Nodes 1 and 2 are production nodes;

node 3 is a pure consumption node.

(9)
g.AU + gpAp = 0
=
(10)
AX
-g-lguAu gx lgpAp
The power-flow equations (1) and (2) are written in terms of where the Jacobian matrices gx, gu, gp are evaluated at the

Carpentier's notation, which can be directly related to the nodal

admittance notation prevalent in the U.S. literature.'
The set (1) and (2) may have a solution if all but 2N of the
variables Pi, Qi, Vi, Oi are fixed. For example, for the three-node
system shown in Fig. 1, we may fix P2, Ql, Q2, 01 = 0 and solve
the six equations of (1) and (2) for the six unknowns Pi, V1,
V2, V3, 02, and 03.
For ease of notation the vector u will denote the imposed
variables, the vector x will denote the dependent variables, and
the vector p will denote the uncontrollable variables, notably
the demands C and D. With this notation, the set (1) and (2) is
written compactly as
g(x, u, p) -0
(3)
where g is a 2N vector.

Solution of Power-Flow Equations

The most efficient way to solve the vector equation (3) is by
Newton's method [6], which works as follows:
Expand (3) in a Taylor series about an assumed solution x0
and write
(4)
g(x, u, p) + gxAx = 0
where gx is the Jacobian matrix of elements agi/lxj evaluated at
the assumed solution x. Next calculate the correction
(5)
Ax = -gx-1g
and repeat with the new assumed solution
X1

X0 + Ax

(6)

until the correction Ax becomes sufficiently small.

The nmain difficulty in implementing a computer program to
solve the power-flow equations by Newton's method is the
inversion of the Jacobian matrix gx which may be of order 1000 or
more. This inverse need not be computed explicitly, however.
Because of the extreme sparsity of gx, it can be computed very
efficiently by optimally ordered triangular factorization [7].
Once the inverse gx-1 has been computed in this form, most of
the sensitivity relations shown in the next sections present no
insurmountable computational difficulties.
SENSITIVITY RELATIONS BETWEEN X, U, AND P
It is assumed in this section that a solution x*, corresponding to
the nominal control vector u* and the nominal parameter
vector p*, has been obtained:
For details

see

the Appendix.

g'AX

nominal solution x*, u*, p*. For convenience of notation, (10)

is rewritten in terms of the sensitivity matrices Su and S,p as
Ax = S,Au +- SPAp
(1 1)
with

Su

= -gx 19u

Sp = -gX lgp

(12)
(13)

When implementing these operations on a digital computer,

the matrices S. and Sp would not be computed explicitly, but
would be stored and processed in a factored form to take advanitage of the extreme sparsity of g9, g, and gp. Otherwise the
operations would be prohibitively large and time consuming.
OPTIMUM DISPATCHING AND DUAL VARIABLES
In the previous section, the sensitivity relations between the
variables x, u, and p were explored. In this section, the sensitivity

of system performance with respect to the variables and parameters will be discussed. This will first require a brief statement
of the optimum dispatching problem [1 ]-[3].

Statement of Optimum Dispatching Problem

Given:
1) a power system governed by the power-flow equations
(1) and (2)
2) a set of inequality constraints on the variables P, Q, V,
and 0 of the form

PM
QJf < Qi < Qi

P!"

<

Pi <

vim < vi < Vim

01

-0av

Tia,

3) the demands Ci and Di, i

4) the scalar cost function

1,... N

F(P1), i

1, ...,N.

(14)

(15)

Find that set of variables P, Q, V, 0 that minimizes the cost

function J subject to the equality constraints of (1) and (2) and
the inequality constraints of (14).
As a result of this minimization, the demand C, D is satisfied
with the least generation cost F(Pi). This statement of the
optimum dispatching problem is very satisfactory for a pure

1690

IEEE TRANSACTIONS

thermal generation system, where the instantaneous generation

cost can be related to the production Pi, as long as start-up costs
are neglected.
With the compact notation adopted in the Section Power-Flow
Equations the problem is restated as follows:
min F(x, u)

(16)

subject to
0

(3)

< xM

(17)

u_< u < um

(18)

g(x, u, p)

and
xr

<

Solution of Optimum Dispatching Problem

The Kuhn and Tucker theorem [9] provides a set of necessary
conditions which the variables x and u must satisfy at the
minimum of F. Experience seems to indicate that these conditions
are not only necessary, but also sufficient.
To proceed with the Kuhn and Tucker theorem, the Lagrangian S(x, u, p, X, u, v) is defined as
= F(x, u) + XTg(x, u, p) + (x - xM)
+ ,'T(xm

U)u.
X) + PT(u - UM) + VT(um

(19)

The conditions of optimality of the Kuhn and Tucker theorem

can now be stated as
1) ex
2) u

(20)

(21)
(3)

3) g(x, u, p) = 0
4)

= 0; ,!i(xP - xi) = 0
u1) = 0; vi(u i" - ui) = 0

Kiu(x1 - xi')
vi(u

(22)
(23)

ON

POWER APPARATUS AND SYSTE-MS, AUGUST 1968

improved control u until the actual constraints um or uM are in

fact reached, or until the associated dual variable becomes zero
at which point no further improvement remains possible.

Sensitivity of F with Respect to u and p

As indicated by (25), the dual vector v measures the sensitivity
of F with respect to the imposed control u for any feasible solution x E X, u E U. After the optimum has been reached, i.e.,
when the inequality constraints of (18)
ur < U < UM
no longer permit an improved choice of the control vector u,
the dual vector v measures the sensitivity of cost F with respect
to relaxations Au'm, AuM in the inequality constraints of (18).
Since v = v- v, a positive vi has the significance
AF
(26)
APi =
-

and a negative Pi has the significance

AF
Pi

(27)

Au"

In optimum dispatching, the dual variables Pi thus measure the

sensitivities AF/AP1X, AF/AQi", AF/AVM, AF/ ATia, etc. The
dual vector v is of paramount importance in system expansion
studies, since it displays the equipment constraints which
prevent further reductions in cost.
The dual variables X have a similar sensitivity interpretation.
For fixed u, small changes Ap of the parameter p lead to small

changes Ax, such that

(28)
FxAx + XTgxAx.
The variation Ax caused by the variation Ap furthermore
satisfies the condition
At = 0 =

gxAx + gpAp

(29)

0.

Noting that

for all i.

The exclusion equations (22) and (23) are satisfied either

because the dual variables p,i or Pi are zero or because the constraint has in fact been reached, in which case the factors (xi xzM) ... are zero.
An efficient solution procedure of the optimization equations
[1], [2] is to impose a feasible control vector u, i.e., one which
does not cause any violation of the constraints on x, and to
associate a single dual vector
(24)
v = v - v
with u. For the imposed u, the power-flow equations (3) yield x.
Substitution of u and x into (20) and (21) provides the dual
vectors X and v associated with this imposed solution, which is
optimum for the imposed control u. One may indeed view this
control as being restricted on either side by um and um with both
of these constraints equal.
It has been shown [1], [2] that for this feasible solution, the
dual variable vi has the following significance:
AF
Pi =

--*

Auj

_(25)

Thus, the dual vector v measures the sensitivity of cost F to

the imposed control u. In the optimization procedure discussed
elsewhere [1], [2], this observation is used to determine an

AF - -FxAx

and substituting (29) into (28), it follows that

XTgxAx

AF -

XTgpAp.

(30)

The scalar equation (30) thus relates changes in cost AF to

changes in the parameter vector Ap and to the dual vector X.
If the parameter Pi only enters into the ith equality constraint
gi = 0, then the matrix gp has all its nonzero terms along the
diagonal and (30) can be simplified as

AF

Consequently, the dual variable

Xi

bpi

Apj.

Xi has the

significance

AF

xi

X (a9zgia-Pi)AP i
=

With reference to the power-flow equations (1) and (2), where

the parameters Ci and Di only enter into the ith equation and
where the partial a-g/apj = 1, the dual variables have the
significance
AF

AF

AC,

ADi

(31)

PESCHON et

1691

al.: SENSITIVITY IN POWER SYSTEMS

The dual vector X thus measures the incremental cost AF incurred by the system in supplying increments of demand AC and
AD to the various demand nodes. Since, from the previous
argument, any imposed control u constitutes an optimal solution
in the presence of the ficticious constraint
um

= uM

with the result that A2 = 0, the dual vector X not only measures
the sensitivity of F with respect to Ap at the true optimum but
also for any feasible solution u e U, x e X.
LINEAR PROGRAMMING APPROXIMATION
The solution procedure for the optimum dispatching problem
discussed in the previous section is predicated on the assumption
that the controls u selected in the course of the iterations do
not violate the constraints x E X. This may require relabeling
the variables every time a new constraint is encountered, which
is computationally awkward [1], [2]. Indeed, assume that the
control uk selected at the kth iteration violates the constraint
xi < x1M. To proceed, impose in the next following iteration
Xi

XimM

and inelude the variable xi into the control vector uk+. Since
the problem is now overdetermined, one control variable (say uj)
must be removed from the vector uk+1 and treated as a dependent variable xj. To be more specific, assume that the imposed reactive generation Q leads to a violation V1 > V1M at
some consumption node i. To proceed, it is necessary to impose
Vi = V1M and free the reactive generation Qj at some other
production node.
To avoid these commutations of dependent and control
variables, it is convenient to determine a permissible change Au
from the sensitivitv relations discussed in
Ax = S Au

(32)

by verifying that a change AuI in any control variable ul will not

cause an inadmissible change Axi of any dependent variable xi.
Instead of performing these verifications for the complete
vector Au, it is more efficient to select directly that vector Au*
which maximizes the cost improvement AF to be obtained as a
result of the iteration and subject to constraints of the form
Aum

<

Au < AuM

(33)
Axm < Ax < AxM

where the bounds Aum, AUM, Axm, AxM are determined both
from the actual equipment constraints u E U, x e X, and from the
range over which the linear model of (32) is valid. The cost improvement AF is, of course, given by
AF = FRAu + FxAx

(34)

for sufficiently small Au and Ax.

The subproblem to be solved in the course of the iteration is
hence stated as follows:
Minimize the linear function AF in (34) subject to the linear
equality constraints of (32) and the linear inequality constraints
of (33). This is a linear programming problem for which effectilve
solution algorithms already exist.

SENSITIVITY OF COST WITH RESPECT TO U AND P

In this section the general sensitivity relations of the cost F
with respect to small changes in control Au and small changes of
the parameter vector Ap will be derived. The main motivation
for this analysis is to determine the degradation of performance,
that is, unnecessary cost in F incurred as a result of inappropriate
control. A major reason for inappropriate control is inaccurate
information about the state of the system. One practically
important result of this section is hence the sensitivity relation
which exists between cost and accuracy of the measurement and
telemetry subsystem. Another practically important result is the
adjustment of control called for by small changes in the parameter vector. Instead of recomputing from the outset a new
control u after a small parameter change has occurred, it is
computationally somewhat more efficient to determine the
change Au required to offset the effects of the variation Ap.
The sensitivity results available at this time are valid for a
system subjected to equality but no inequality constraints.
In the context of optimum dispatching, these results can be
applied directly to most cases of active power dispatching, but
not yet to reactive power dispatching, where the inequality
constraints have a predominant role.
Problem Statement
Given the cost function

(35)

F(x, u)
and the equality constraints, as in (3)

g(x, u, p)

where the dimension n of the vector g equals the dimension of

the vector x.
Find the sensitivity of cost F with respect to changes Au
in u and Ap in p.
Problem Solution for First-Order Variations
For sufficiently small variations Au and Ap, a Taylor-series
expansion limited to the first term of (35) and (3) yields for the
nominal x, u, and p:
AF =

F.Ax

+ FuAu

(36)

(37)
gxAX + guAu + g"Ap = 0
where the row vectors F. and F. and the rectangular matrices
g9, g9, and gp are the partial derivatives aFlbxj aFIauj agiaxj,
t)gi/cuj, and ag1/glpj evaluated at x, u, and p. Elimination of the
dependent variation Ax from (36) and (37) yields
AF = (Fu - F9gx-gu)Au - Fxgx -l'gAp.
(38)
In the interest of more compact notation, the Lagrangian
(x, u, p) will be defined as
= F(x, u) +

XTg(x, u, p)

(39)

where the dual vector X of dimension n is defined by

Fx(xi u) + XTgX(X, u, p)

0.

(40)

With the two definitions of (39) and (40), one can prove immediately that an alternative expression of (38) is
AF
tAu + 2PAp
(41)
where 2u and 2,p are again row vectors.
=

1692

IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS,

AUGUST 1968

If the control u selected for the nominal is an optimum control

INTERPRETATION OF FIRST- AND

SECOND-ORDER SENSITIVITY EFFECTS
must clearly be zero. This is an alternative way of stating the
It is seen from (41) that the cost usually depends on variations
well-known sufficiency condition for an optimum
Au and Ap. The dependence on Au is zero to first order when u is
(42) optimum. Consequently, any known variations Ap could not
Su = 0.
be compensated by appropriate variations in Au on the basis of
first-order
effects alone.
Problem Solution for Second-Order Variations
The second-order sensitivity effects are included in (46). A
A Taylor-series expansion limited to the second term of (35) simple graphical interpretation of the information contained in
and (3) yields
these two key equations is given in Fig. 2.
Let pO be the true parameter value and let u be the control
AF = FLAx + FuAu + 2 ATFxtAx
which
minimizes the cost F; this minimum cost is F. Now let p
2
vary in the vicinity of p and readjust u such that F is minimized for every p. The resulting cost is called F,, and its de+ - AuTFUUAu + AxTFxuAu.
(43) pendence on p is shown in Fig. 2. In a subsequent experiment,
2
let p vary but maintain u at the value u; the resulting cost is
For the ith equality constraint, a similar Taylor-series expansion F2, also shown in Fig. 2. Since F2 is not a minimum cost except
yields
for p = pO, it is larger or at best equal to F,, which is the minimum cost for all p. Since F2 > F, except for p, and since F,
and F2 are assumed to be smooth functions of p, it follows that
92'AX + g9?AU + gp Ap + - AXTgxx Ax + - AUT9U
2
2
the derivatives dF,/dp and dF2/dp are equal for p. The common
tangent to F, and F2 is denoted by F3 in Fig. 2.
- ApTg"VAp + AXTgxuiAU + AuTgupiAp
With these definitions, the second-order sensitivity effects
2
may now be analyzed in the vicinity of p. The quadratic terms
ApTgpXiAx = O.
(44) in (46) indeed measure the difference between the functions Fl,
F2, and the function F3. This difference
With the definition of the Lagrangian in (39), multiplication
1
of each equation of (44) by Xi and addition of these equations to
1
- AuTu*Au
+ - ApT2pp*Ap + AuTJ2up*Ap
uu
(47)
(43) yields
2
2
is minimum with respect to Au for Fl, where the control was
AF = 2uAu + CzAp + - AT4CXAX + - AUTCAuAU
adjusted to minimize cost in the presence of parameter changes.
2
2
For the function F2, this difference is simply
1 ApT2,C7,Ap AxT2XUAu AuT2UPAp
2
2 APTCP*Ap.
(48)

(i.e., minimizes cost F), the sensitivity of AF with respect to Au

ApT,px Ax.

(45)

The dependent variation Ax is expressed in terms of the independent variations Au and Ap through the sensitivity equations
of (11)
Ax =

SUAU + SPAp.

Substitution of this equation into (45) yields

AF =

2uAu + pAp

+-

AuT(XSu

+ S UT
S +

2SuT2xu) Au

1
2

AUT(2up + SUT2xSp + ZXUSp + SUT2PXT)AP.

T
ApT((,

+ SpT2xxSp + 242pxSp) Ap

AUT uu*Au
+ - ApT Ap*AP
uu
2

+ AuTPup*Ap

(46)

where the matrices uu*, SCCPP and 2u,* are given by

,uu + SuT xxSu + 2SuTxu

2UU

.PP*

pp + SpTxxSp + 2cpxSp

cUp +

SUT XXSp +

TSp + SUTpT

XU

Finally, the difference of F2 and F, is the unnecessary additional

cost incurred by not adjusting the control to parameter changes.
This last difference is thus a waste W caused by inappropriate
control.
Optimization by Small Changes Au of Control
Expression (47) may be used to advantage to optimize a realtime control system with little computational effort, once the
optimal solution u corresponding to the nominal parameter
value p has been obtained. Instead of recomputing a new optimal
control with the original optimization equations every time a
parameter change Ap occurs, it is usually much more efficient
to compute the optimum variations Au by minimizing (47).
The minimizing value of Au can be explicitly written as
Au =

For more compact notation, this equation is written as

AF = 2uAu + 2pAp +

(.u*) l'up*Ap

KAp

(49)
where the matrix K is the optimum law of control for small
variations. Consequently, as long as the parameter variations
remain sufficiently small, optimization can be performed simply
by adding the correction Au of (49) to the nominal u.
-

Waste Caused by Inaccurate Information on p

Equations (47) and (49) may also be used to assess the unnecessary cost (or waste) caused by inaccurate information on p.
This waste, if expressed in terms of the inaccuracy Ap, indicates
the relative importance of accurately measuring and telemetering
the parameter p.

PESCHON et

al.:

1693

SENSITIVITY IN POWER SYSTEMS

F2

If the inaccuracy Ap is a random time-uncorrelated measurement noise of zero mean

E{Ap ApT}
(56)
where the symbol E denotes expectation, then the average cost
increase E { AF } caused by the random process Ap is

F,

E{AF}

, ,

QiiApiAp>t

%QiiQ.

(57)

This equation is written compactly as

p0

Fig. 2. Interpretation of first- and second-order sernsitivity effects.

Fig. 3. Control system relating the control u to the parameter p.

Ap is a measurement inaccuracy which causes the control deviation Au.

The practical situation of concern in this section is shown in

Fig. 3, where the parameter p affecting the system may be
thought of as consumption C or D, or else as a technical parameter such as Zia. This system is subjected to the input signal
u + Au put out by the controller. This signal would be u if the
parameter value fed to the controller were p; since in actuality the
controller receives p + Ap, its output will be u + Au. The
relation between u and p is the "law of control"
u

+(p)

implemented in the controller. For small changes

ing changes Au may be approximated as
Au

OPAP

Ap,

(51)

2uAu +

1
2

AuT2uu*Au

(58)

tr [QQ]

EXAMPLE
The sensitivity results of the previous sections will now be
illustrated by means of a three-node power system previously
optimized by Carpentier [3]. All three nodes are kept at a constant voltage of 224 kV; hence, the reactive power equation (2)
need not be considered. The system configuration together with
numerical values is shown in Fig. 4. The cost of operating this
system is
F

3P1 + 10-6P13 + 2P2 + 2 .10-P23 dollars per hour

3

for P in megawatts.
679.6, P2
The cost F is minimum for P1
0.119, 03 -0.396. The dual variables X are
=

1026.1, 02

Al

4. 386

X2

4.106

X3

5.46.

At this optimum, the cost F is 5125.2 dollars per hour.

Notation
With the notation adopted here, the following quantities
defined:

(52)

The variations p are omitted from (46), since the system receives
p and not p + Ap.
If the law of control of (50) is optimum in the sense that u
minimizes F for p, then the term u is zero and the cost variation

where tr denotes the trace of the matrix QQ.

Equations (54) and (58) readily point out the deleterious
effects of bad measurements upon cost. Hence, they allow the
system designer to allocate high-quality instruments and telemetry links to the sensitive measurements and vice-versa.

(50)
the result-

if the function 0 is sufficiently smooth about p.

Equation (46) next relates the approximate cost variation
AF to the control deviation Au by
AF

E{AF}

X=

[03,

C2

U=P2,

are

That is, all the dependent variables x are determined

independent variables u and p are given.
The Lagrangian function is

once the

is

AF

2 AUTUU*Au
2

(53)

where Au is related to Ap by (49). The combination of (53) and

(49) yields
AF = ApT0/Ap
(54)

3P1 + 10-IP13 + 2P2 + 23 106P23

Xi[-1000 sin(02 + 0.250)

+ 494.8
X2

1
2

KT2,*K.

(55)

X3

1000

sin(03 + 0.250)

P1 + Cl]

[1000 sin(02 -0.250) +

+ 494.8 - P2 + C2]

where the matrix Q2 is given by

1000

sin(02

[1000 sin(03- 0.250) + 1000 sin(03

+ 494.8

C3].

03 -0.250

-02

-0.250)

1694

IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS, AUGUST 1968

PI = 679.6 MW

P2 = 1026.1 MW
82 = 0.1 19 rod

el = rod
Cl = 400 MW

C2 400 MW
=

Zt 12

Z3

63i =

50.176

50--6IS

61 2 = 0.250 rad

C3

03

800 MW
-0.396 rod

Fig. 4. NLumerical example by Carpentier [3].

Sensitivities S. and Sp
In the vicinity of the optimum operating point defined by
P2 = 1026.1, C1 = 400, C2 = 400, and C3 = 800, the sensitivity
matrices S. and Sp are

Su

p0.7899 1.058 1.1721

= 10-3 1.0585 1.418 1.569 .
L1.172 1.569 1.736

Q\/Z3= 50.1 76 SI
623= 0.250 rad

50.j76
0.250 rod

Matrix Q
The matrix Q, which measures the waste incurred by inaccurate
measurement and telemetry, is

[0.6674- 10-3
0.3168-10-3

L - 0.9358

[0 -0.6674-10-3 -0.4238-10-3
=
S, 0 -0.3168-10-3 -0.8591-10-3
0.9358
1.245
1.0
j
To illustrate how these matrices are interpreted, let C3 be
increased by 1 MW; then the following changes in the dependent
variable x occur:
A02 = -0.4238-10-3 rad

A03 = -0.8591-10-3
AP1 = 1.245 MW.
First-Order Sensitivities u and sp
For the same operating point,
Su = O, p = [4.3856 4.1040 5.4608].
Since the chosen operating point is optimum, u must be zero.
The row vector p naturally has the components Xi, X2, X3. To
illustrate the significance of p, let C3 increase by 1 MW; then
operating cost F will increase by 5.4608 dollars.

To illustrate the significance of Q, assume that the measurement

of C3 is affected by an error of 10 MW, corresponding to an
accuracy of 1.25 percent. The waste incurred is then
AF = 102. 10-3* 1.736 = 0.1736 dollars per hour.

The yearly waste comes to the respectable figure of 1520 dollars.

APPENDIX
NOTATION EQUIVALENCE BETWEEN POWER-FLOW EQUATIONS
Instead of writing the power flow equations as in (1) and (2),
one may also use the elements Yffjjl>j of the nodal admittance
matrix Y defined by the matrix equation

I = YV.

With this notation, the power-flow equations become

-

Ci

Qi

Di

= V1

2pp

-0.4078 0.3816 0.5077

10-2 0.3816 0.5113 0.56581.
L0.5077 0.5658 0.9171

Optimum Law of Control for Small Perturbations

The control matrix of (49) is
K = [0.4140 0.5547 0.6139].
To illustrate the significance of K, let C3 increase by 1 MW;
for the system to remain at the optimum, P2 should be increased
by 0.6139 MW.

Ei Viy2i

sin(Ot

0i

3-ij)

(60)

fij)

(61)

Note carefully that the index j runs over all nodes including i,
whereas the index a excludes i; note also that the admittances
Yij entering into (60) and (61) are the magnitudes of the complex
elements Y.
To establish the equivalence between the pairs (1), (2) and
(60), (61), it is most convenient to express the complex nodal
current Ii in terms of both models

Ii

- + E
ViVaii
a Zj

ZYijVj
i
=

~~~~2

(62)
2

e3ta

By equating both expressions for Ii, it follows that

A

yii
A

Yia

= 0.9217-10-2

cUP*= 10-2[-0.3816 -0.5113 -0.5658]

Vi E vjyij coS(0i

Pi

Second-Order Sensitivities uu*, Scup*,ICP*

For the same operating point,
kuu*

(59)

(63)

Yii + E a Zia

= -

__

(64)

Zia

Equation (64) can be rewritten simply in terms of magnitudes and

phase angles as

Yia = -;

Zi.

kia

"

(65)

+ bia.

Using these correspondences, it becomes easy to pass from one

set of equations to the other. For example, (60) is converted into
(1) by means of the following steps:
P

C, = V2iY1i coS(- 1)
+ E ViVaYia cos(6i
a
f

- Ga

ia)

PESCHON

et al.: SENSITIVITY

IN POWER SYSTEMS

= V12 Z j

1695

Discussion

sin '5ia

ViVa
ViVa

EOz
sin (6-ia-aia)
a
ia
+ E-sin'sin
a Zia

(66)

For the example problem, the nodal equivalents would be

Yja'c
fa=
Zia 50.176;
1

1,2 Zia

+ ia=- + 0.250
2

50.176' f"

- 2 = 0.250 - -2

ACKNOWLEDGMENT
The seconid-order sensitivity properties and the interpretation
thereof to determine the waste caused by inaccurate measurements were derived by Dr. L. Meier III, and Dr. A. Korsak,
both of Stanford Research Institute. Their work was sponsored
by the National Aeronautics and Space Administration, Contract NAS 2-3476, Ames Research Center, Moffett Field, Calif.
The results obtained by both authors apply to the more complex
situation of a variational cost function of the form
F

rT

l(x, u, p)dt

anid to differenitial equality constraints of the form

=

dx =
g(x, u, t).
dt

In this paper, these results have been modified to apply to the

simpler situation of a static cost function and algebraic equality
constraints, as encountered in optimum dispatching.
[1]
[2]

[3]
[4]
[5]

[6]
[7]

[8]

[9]

REFERENCES
J. Peschon, D. S. Piercy, 0. J. Tveit, and D. G. Luenberger,
"Optimum control of reactive power flow," Stanford Research
Institute Rept. (to the Bonneville Power Administration),
Menlo Park, Calif., SRI Project 5503, February 1966.
J. Peschon, W. F. Tinney, D. S. Pierey, 0. J. Tveit, and M.
Cu6nod, "Optimum control of reactive power flow," IEEE
Trans. Power Apparatus and Systems, vol. PAS-87, pp. 40-48,
January 1968.
J. Carpentier, "Contribution a l'etude du dispatching economique," Bull. Soc. Franqaise Elect., vol. 3, ser. 8, August 1962.
J. Carpentier and J. Siroux, "L'optimisation de la production 'a
l'Electricite de France," Bull. Soc. Fran5aise Elect., March
1963.
G. Dauphin, G. D. Feingold, and D. Spohn, "Me'thodes
d'optimisation de la production des groupes d'un reseau electrique," Bull. Direction Etudes et Recherches (Electricite de
France, Paris), vol. 1, 1966.
W. F. Tinney and C. E. Hart, "Power flow solution by Newton's
method," IEEE Trans. Power Apparatus and Systems, vol.
PAS-86, pp. 1448-1460, November 1967.
W. F. Tinney and J. W. Walker, "Direct solutions of network
problems by optimally ordered triangular factorization,"
Proc. PICA Conf. (Pittsburgh, Pa., May 1967).
L. Meier III, J. Peschon, R. M. Dressler, and A. J. Korsak,
"Design of guidance and control systems for optimum utilization
of information," Stanford Research Institute, Menlo Park,
Calif., Quart. Progress Rept. 1, SRI Project 5967 for NASA
Ames Research Center, August 1966.
H. W. Kuhn and A. W. Tucker, "Nonlinear Programming,"
Proc. 2nd Berkeley Symp. Math. Stat. and Prob., Berkeley,
Calif.: University of California Press, 1962.

Heinz Erzberger (NASA, Ames Research Center, Moffett Field,

Calif.): This paper treats the dispatching problem in power systems
from the point of view of sensitivity theory developed originally for
certain problems in optimal control. As the authors point out,
application of sensitivity theory to the dispatching problem permits
a considerable simplification in the computational difficulties encountered in control theory. Although these simplifications certainly enhance the feasibility of using the proposed methods in realtime dispatching, for large networks the computational problem
must still be reckoned with.
The authors analyze power system performance by means of
first- and second-order sensitivities and give an interesting interpretation of their meaning. First-order sensitivity is relatively easy
to calculate and can be used as part of an algorithm to compute the
optimum dispatching schedule, but loses its value once the optimum
dispatching schedule has been obtained. Second-order sensitivity,
although it requires more elaborate calculations, has the important
by-product of providing a type of feedback law which explicitly
relates small changes in demands for active and reactive power to
small changes in the generated active and reactive power necessary
in order to maintain optimum operation. Thus, having once computed
the optimum dispatching schedule for particular demands, the updating of that schedule when small changes in the demands occur is
greatly simplified. The second-order sensitivity method also promises
to be a useful aid in selecting measurement systems which are
needed to implement a real-time dispatching schedule. The authors
derive an expression that gives the losses incurred due to inaccurate
knowledge of demands for reactive and active power or any other
parameters which affect the cost. Thus, by comparing the loss
sensitivity of various parameters, a rational procedure for the best
selection and distribution of measurement apparatus is obtained.
A possible disadvantage of the second-order sensitivity method
seems to be its inability to cope directly with inequality constraints
that, in some scheduling problems, are of paramount importance.
Although in theory, inequality constraints can be accounted for
by the addition of an appropriate penalty function to the cost, as
suggested by the authors, such a procedure is not always satisfactory.

Manuscript received June 26, 1967.

J. Peschon, D. S. Piercy, W. F. Tinney, and 0. J. Tveit: WVe would

like to thank Dr. Erzberger for his excellent summary of our paper
and again acknowledge the sponsorship of his affiliation, the NASA
Ames Research Center, for having directed our original studies in
information requirements and second-order sensitivity methods.
Dr. Erzberger points out two problems which deserve attention
and further work.
His first remark relates to the computational problems of implementing the linear correction law of (49). The real-time implementation by a small digital computer at intervals of one minute or less
presents no difficulty once the elements of the gain matrix K are
known. As is apparent from (49), the computational problem arises
in obtaining these elements since inversion of the matrix 2..* is
required. It is our feeling that the gain matrix K need not be updated
very frequently, perhaps once every 10 minutes. If so, this inversion
could be performed on a bigger computer in a time-shared mode.
The inversion itself, it appears, can be carried out efficiently by the
optimally ordered gauss eliminations of Tinney and Hart [6]. If,
as may well be the case, the waste (difference between cost associated
with an approximate computational procedure and minimum cost)
as determined by (46) is felt to be negligible, then a set of K matrices
pertaining to typical load conditions could be computed once and
for all and stored in the control computer. This procedure would be
very similar to that traditionally used in connection with the B-

Mlanuscript received May 20, 1968.

1696

IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS, VOL. PAS-87, NO. 8, AUGUST 1968

matrix. It is apparent from these statements and suggestions that the

economic trade-offs and computational arrangements associated
with the dispatching law (49) are not known at this point in time
and should be studied before its use in the forthcoming automatic
dispatching centers is contemplated.
Dr. Erzberger's second remark pertains to the indirect inequality
constraints [see (17)] which we suggested should be accommodated
by a penalty function. This approach, which in mathematical circles
is often considered to be unsatisfactory, was found to yield excellent
results in economic dispatching problems. For details, the reader is
referred to Dommel and Tinney [10] who also reference Russian
work in economic dispatching based on penalty functioin methods.
From these publications it appears that penalty function methods are
applicable to the problem of concern, and that consequently the
correction law (4) can be implemented when there are indirect
constraints, such as maximum angular difference &i - oj between
connected nodes (ij) and maximum and minimum voltage Vi
at node i, as shown in (14).

Finally, we would like to point out that we have since applied

many of the sensitivity relations of our paper to various network
problems. We have, for example, derived simple, but accurate,
quadratic expressions relating system losses to network parameter
changes [11] and linear expressions relating branch power flows to
branch parameters [12].
REFERENCES
[10] H. W. Dommel and W. F. Tinney, "Optimal power flow
solutions," presented at the IEEE Winter Power Meeting,
New York, N.Y., January 28-February 2, 1968.
[11] J. C. Kaltenbach and J. Peschon, "System planning via secondorder sensitivity methods with application to a high-voltage
transmission grid," presented at the Hawaii Internat'l Conf. on
System Sciences, Honolulu, Hawaii, January 1968.
[12] W. M. Siddiquee, "Stability considerations in transmissiotn
system planning," Stanford Research Institute (for the Bonneville Power Administration), Menlo Park, Calif., Tech. Memo.
4, SRI Contract 6619, January 1968.

Optimized Transient Stability from Excitation

Control of Synchronous Generators
JACK L. DINELEY, ANTHONY J. MORRIS, AND CLIVE PREECE

Abstract-A digital computer study of synchronous generators

which aims to optimize transient stability is described. Mathematical
modeling checked by site tests is used, and alternative excitation
controls are investigated. It is shown that the appropriate excitation
control can produce substantial positive damping of rotor angle excursion without prejudice to the automatic voltage control.
Small perturbation behavior is studied by means of root solution
and inverse Nyquist plots, and these are used to check the effect of
the alternative additional controls proposed.
The dynamic behavior is studied in terms of rotor angle oscillation
and also by means of phase-plane plots of rotor position, velocity, and
acceleration. The effects of rotor velocity and acceleration feedback
signals are evaluated. These studies are performed for conventional
dc excitation systems and for grid-controlled rectifier supplied excitation systems. It is demonstrated that an optimum "bang-bang"
control can be virtually established without impairing continuous
control.
The effects of these controls are indicated, and the interaction of
two closely connected generators is demonstrated. It will be appreciated that this paper covers a great deal of ground, and for this reason it has been necessary to omit details of the analytical derivations and the studies. It is proposed to divide the work later into
three main sections, i.e., steady state, dynamic interaction of machines, and the effects of optimal controls, and publish these separately in greater detail.

Paper 31 C 69, recommended and approved by the Power System

Engineering Committee of the IEEE Power Group for presentation
at the PICA Conference, Pittsburgh, Pa., May 15-17, 1967. Manuscript submitted February 6, 1967; made available for printing
February 19, 1968.
J. L. Dineley and A. J. Morris are with the University of Newcastle upon Tyne, Newcastle upon Tyne, England.
C. Preece is with the University of Durham, Durham, Enigland.

INTRODUCTION

SOME aspects of the work on automatic excitation control

proceeding in the Department of Electrical Engineering at
the University of Newcastle upon Tyne are presented. As the
work is still in hand, this survey must necessarily be incomplete,
but it indicates the direction in which the work is progressing,
and some interesting conclusions can already be drawn.
Consideration of the effects of automatic voltage regulators on
synchronous generator behavior should include steady-state and
small perturbation behavior as well as the studies mentioned in
the title, for it is in this mode that a regulator principally operates. While this paper is concerned with the improvement of
transient stability that can be achieved by the use of appropriate
feedback signals derived from the generator dynamics, it is important to ensure that these do not impair normal voltage regulator action. In fact, dynamic signals can be used to improve
steady-state stability as well as transient performance.
In the transient state, when a large disturbance such as a
system fault causes a depression of system voltage, the voltage
regulator responds by producing a corresponding increase in the
voltage applied to the field. In fact, the maximum effect of the
regulator upon the first swing or excursion of rotor angle can be
achieved by ensuring that the time constants of the regulator
system permit the driving of the field voltage to its upper limit
during the time taken by the protective gear and circuit breaker
to clear the fault. It is fortunate that a good conventional regulator produces this result (increasing the excitation during the
fault period) and thus renders the generator better able to absorb the excess kinetic energy without reaching its stability limit
when the fault is removed.