Angular Cuts for Expansion Paths in Transmis-
sion System Planning
Laura Mónica Escobar V.
Department of Electrical Engineering
São Paulo State University
Ilha Solteira, Brazil
lauramonicaesva@gmail.com
Abstract — this paper presents a methodology to solve the
long-term transmission expansion planning problem
incorporating angular cuts based in the constraints impose for
expansion circuits with low capacity-reactance product over
other circuits with high capacity-reactance product in parallel
with them. These cuts aim to reduce the search space of the
problem and the total time of compute of this NP-hard problem.
To construct these angular cuts the method uses information of
the power flows obtained in the system when it is solved using the
continuous model, the transport model and the hybrid model.
The problem considers high voltage alternating current (HVAC)
investment options in lines and substations. A traditional
southern Brazilian of 46 nodes test system is used to show the
efficiency of the proposed approach. The tests are performed
solving the transmission planning problem using the reduced
disjunctive DC model for cases with and without angular cuts.
Keywords— Angular cuts, transmission expansion planning,
long-term, optimization, Disjunctive model.
NOMENCLATURE
The notation used throughout this paper is reproduced be-
low for quick reference.
Sets:
Set of buses.
Set of corridors candidate for investment.
Set of options for the k index. k ≥ 1 and integer.
Constants:
Cost of a circuit in corridor i-j. (MUSD).
Number of existing circuits in corridor i-j.
Maximum limit of power generation at bus i.
Active power demand at bus i.
Big number used in the disjunctive constraints.
Maximum limit for index k.
Maximum limit of the bus-angle difference.
Capacity of one circuit in the corridor i-j.
Reactance of one circuit in the corridor i-j.
Maximum number of circuits allowed in
corridor i-j.
This work was supported by Universidade Estadual Paulista “Júlio de planning horizon is analyzed.
Mesquita Filho” and by the Brazilian institution CNPQ.
Rubén A. Romero L.
Department of Electrical Engineering
São Paulo State University
Ilha Solteira, Brazil
ruben@dee.feis.unesp.br
Continuous Variables
Active power flow in the existing circuit in
corridor i-j.
Combined active power flowing through 2k-1
circuits in corridor i-j, with k ≥ 1 and integer.
Active power output of generator in bus i.
voltage angle at bus i.
Binary Variables
Represents the construction of circuits in
the corridor i-j, with k ≥ 1 and integer.
I. INTRODUCTION
The electricity market is increasingly becoming competitive
and demanding both technically and economically. In order to
meet the ever-increasing demand from consumers, electric
power companies need new planning tools in order to
economically supply their consumers and technically maintain
the power system operating with stability and reliability. The
transmission expansion planning (TEP) problem in an electric
power system define where, how many, and when new
transmission components (lines and substations) must be
added to the system in order to meet the predicted power
demand and to assure its operation is viable for a pre-defined
planning horizon. The high associated costs and high
complexity of the electric system, which is constantly growing
and has the presence of different decision agents with
conflicting objectives (supply and demand), encourage the
research of methodologies that contribute to the improvement
and use of the system.
The objective in the transmission network expansion planning
(TEP) problem is to determine the least-cost investment in the
options to be added to the transmission network in order to
guarantee a proper system operation in the future [1]. The
static approach performs a single investment at the beginning
of the planning horizon and determines where and how many
devices should be installed; with such an approach, only one
The mathematical model of the TEP problem is a
mathematical optimization problem that belongs to the
category of mixed integer non-linear programming (MINLP)
problems, solving an investment and operation problem in an
integrated way, which is a very complex and computationally
demanding problem [2]. This problem presents many local
optimal solutions, and when system size increases, the number
of local solutions grows exponentially. Therefore, researchers
usually employ a variety of approaches to obtain high quality
solutions for this problem. The most researched planning is
called static planning in which the open access is not
considered. Static planning determines the minimum cost
solution by employing a mathematical optimization problem
approach that considers the current network as part of the
future solution. The integer feature of the investment variables
produces a high number of solution alternatives that make it
an NP-hard problem for large and complex electrical systems.
In the traditional transmission expansion planning [1], the
operational problem is solved using the DC model [3] [4]
which is a relaxed version of the AC model. The DC model is
simpler, easy to implement and considered the ideal model to
represent the network in long term planning [5]. In this paper,
an equivalent of the DC model: a reduced linear disjunctive
of linear programming with binary variables and shares its
optimal global solution with that of the DC model. One of the
disadvantages of applying this model arises from the increase
in the size of the problem that occurs when introducing the
binary variables.
In this work, the objective function (1) is to minimize the
costs of the investments in circuits (lines and substations). It is
considered that the investment is performed at the beginning
of the planning horizon. is the cost of each circuit of the
corridor ij. represent the number of circuits added
in the corridor ij when the binary variable 1. m is the
number of binary variables considered in each corridor and
is the set of candidate corridors of the expansion plan.
Equation (2) represents the active power balance at bus i or
Kirchhoff's first law (1LK). It considers the active power
flows that arrived to the node i through the existing and
candidate circuits, the active power flows that leave the node i
through the existing and candidate circuits, and the demand
and the supply of active power.
m

 cij  2k 1 yij ,k
model is used [6]. This model is an Integer Mixed Linear
Problem (IMLP) with continuous variables: power flow and Min (1)
(i, j)l k 1
angles, and integer variables: investment in lines and
m m

 ( f   f  ( f   f
substations. o
li li , k ) o
il il , k )  gi  di ; i  B (2)
(l,i) l k 1 (i,l) l k 1
The high-performance computers design in recent decades and
advances in optimization techniques has produce changes in f ijo  n ijo f ij  0 ij   l (3)
the power system planning from experimental designing to
fij ,k  (2k 1 yij ,k ) fij  0 ij  l , k   y (4)
intelligent and cost effective design [3], [7]. When analyzing
bigger transmission systems is highly important to reduce the xij fijo  nijo (i   j )  0 ij  l (5)
solution space, in this paper is proposed the use of angular
cuts in exact methods based in branch and cut. Using this xij f ij ,k  ( i   j )2k 1  M ( 1  yij ,k ); ij  l ,k   y (6)
procedure, the idea is to find a linear inequality that induces m
constraints close to the facets of the convex hull of the IMLP
problem.
2
k 1
k 1
yij ,k  nij ij  l (7)

f ijo  nijo f ij ij  l (8)

II. DISYUNTIVE MATHEMATICAL MODEL fij ,k  2k 1 yij ,k fij ij  l ,k   y (9)

This section presents the reduced linear disjunctive model 0  gi  gi i   B (10)

(RLDM) for the transmission expansion planning. The i   j   ij ij  l (11)
disjunctive linear model proposed by several authors is a
transformation applied to the DC model in order to convert the yij ,k  { 0,1 } ij  l ,k   y (12)
Mixed-Integer Nonlinear Programming (MINLP) type
fij 
 unrestricted i  l
problem to a Mixed-Integer Linear Programming (MILP) type (13)
problem, with binary variables instead of continuous variables i 
 unrestricted i   B
[7]. This transformation is achieved by representing each
possible addition of transmission lines and/or substations by
binary decision variables (1 to represent that the element is Equation (3) represents the limit of active power flow
added and 0 to indicate otherwise). The inclusion of these through the current network in the corridor ij. is the total
binary variables implies a separation of the quadratic terms
present in the DC model (products between θi and θj with nij). power flow in the circuits. Equation (4) represents the limit
The most interesting aspect of the RLDM is that is a problem of active power flow through the new circuits in the corridor
ij. Equations (5) and (6) shows the mathematical link between
the active power flows of a corridor ij and the bus-angle
difference between the nodes i and j. Equation (5) is used for
the current network and equation (6) for the new circuits.
These equations, which represents the bus-angle difference
constraint or Kirchhoff's second law (2LK) for every
elements candidates, to be added to the transmission system
becomes strict within the system of equations when the
decision variable takes the value of 1. Otherwise, the big M
parameter ensures that the particular constraint is irrelevant for
the model. These constraints introduce great complexity in the
solution process. Constraints (7) limits the number of new
circuits allowed in each corridor. The limits in the active
power transfer in existing and new circuits must be satisfied as
is shown in (8) and (9). The equation (10) presents the limits
of the active power supply for the generators. Equation (11)
shows the maximum bus-angle difference for consecutive
node-pairs . This limit is obtained through of angular
stability analysis and allows the system to remain in a stable
state of operation under normal conditions and obtain an
acceptable state of operation after a disturbance. The active
power capacity of the circuits affects this limit in long-term
transmission planning. Constraint (12) defines the variable
as binary. Equation (13) defines the active power flows
and the voltage angles as unrestricted. In fact, the capacity of
the circuits delimits the value of power flows. The angle
can assume any value. In electrical power systems, the limits
are set for the bus-angle difference not for the angles.
III. BUS-ANGLE DIFFERENCE VALID INEQUALITIES
The bus-angle difference for consecutive node-pairs
represents the product between the power flow of the circuit
and its reactance. For the maximum bus-angle difference we
obtain a maximum value of the power-reactance product. This
maximum power-reactance product is denominated capacity-
reactance constraint, in this work. It represent a stronger
constraint in the power transmission process. This constraints
produces more investment cost in the long-term planning (DC
model) than the planning without capacity-reactance
constraints or transport model.
Due to the combinatorial explosion that presents
transmission expansion planning problem, not is possible find
its optimal solution for large scale systems using exact
methods. Usually, the complexity of the problem is directly
related to the size of the system to be analyzed, however, other
factors produced complexity how the connectivity of the
nodes or how well the system is enmeshed. Hence the
importance of developing methodologies that improve the way
in which the search for the solution space is performed. It
seeks to provide mechanisms that allow reduce the size of the
solution space using technical information of the problem. If
the electrical model of the transmission system includes the
angle aperture limit, some constraints of maximum angular
distance or capacity-reactance constraints can be over
dimensioned respect to the true limit. This effect is produced
in the parallel connection of circuits of low capacity-reactance
product with circuits of high capacity-reactance. When the
system is meshed, the parallel connection appear between a set
of circuits.
The known capacity-reactance constraints permit built angular
cuts close to the facets of the convex hull. The combination of
the three relaxed solutions of the problem permit identified
sub-spaces of good quality where an exact method can be
realized exhaustive search.
The primary aim of our work is to use the cutting-plane based
in angular cuts for large-scale problems. Instances of this size
are well beyond the reach of current (exact) solution
techniques. The angular cuts method can be used to provide
strong lower bounds on the optimal investment of the
transmission planning since the difference between the DC
model (exact model) and the transport model (more relaxed
model) are the angular constraints. A separation algorithm for
angular cuts constraints is an algorithm that, given any optimal
solution of the relaxed problem (for example, the transport
model): x*, returns one or some constraints that are violated
by x* in the exact model (DC model), or an exit message.
Separation algorithms that return an exit message only if all
constraints are satisfied by x* are called exact.
All the mathematical models for the transmission expansion
planning problem includes capacity constraints. The capacity-
reactance constraints are only necessary if the circuits form
loops with other circuits with less capacity-reactance
constraint. In electric systems with high mesh level, the
number of loops can be increases exponentially. In
consequence can be prohibitive identified and verified each
capacity-reactance constraint violated in the loops of the
system. For large size systems, are better identified some
potentials capacity-reactance constraints that can be violated
in the exact model or develop a method for identified
moderate angular cut constraints and generated stronger
angular cut constraints close to the convex hull of the MILP
problem.
Figure 1 shows the three types of loops present on the electric
system. In this work we are interested in generated angular
cuts based in critical paths with expansion circuits, like mixed
loop and the new loop shown on Figure 1.
 fij a xij a  (i   j ) max ; (16)

For the circuit a, and:

fij b xij b  (i   j ) max ; (17)

For circuit b.

But, the bus-angle difference it is shared by the two

circuits. In consequence, we can define the next valid relation:

(i   j ) max  min{ f ij a xij a , f ij b xij b } (18)

Figure 1. Loops over current paths, new paths and mixed: current and new
paths. In this case, the circuits a and b must comply with the
following constraints:
Figure 1 shows the three types of loops in an electric system.
In this work we are interested in generated angular cuts based fij a xij a  min{ f ij a xij a , f ij b xij b } (19)
in critical paths with expansion circuits, how the mixed loop
and the new loop of the figure 1. fij b xij b  min{ f ij a xij a , f ij b xij b } (20)

For one circuit of the network, the constraint (5) assumes the If the circuit b has less capacity-reactance product than circuit
following form: a, in the parallel operation, the circuit b limits the operation of
circuit a and affects his capacity by the factor .
xij fij  (i   j ) ij  l (14)
This concept applies to both existing circuits and expansion
The bus-angle difference for consecutive node-pairs circuits. The Figure 2 shows an expansion corridor i-j of the
represents the product between the power flow of the circuit network for the RLDM.
and its reactance. In the real world, the circuit i-j has a
capacity or active power flow limit defined by . This limit
defines a maximum for the bus-angle difference
because the reactance is a constant a parameter. In
consequence, we can write the equation (14 ) as:

(15)

This maximum power-reactance product is denominated

capacity-reactance constraint, in this work, and can produces
more investment cost in the long-term planning (DC model)
when two or more circuits in series operate in parallel with
other circuits. The simplest case is when two existing circuits
with different capacity-reactance product are connected in
parallel, how is shown in the figure 2. In this case, the
capacity-reactance constraints for the circuits are:
Figure 3. Expansion circuits of the corridor i-j.
This corridor does not have existing circuits ( The
dash line represents the investment options or expansion
circuits. In this case, we can define the total power flow in the
expansion circuits between i-j as:

(21)

represents the expansion circuits that can be added in the

corridor i-j, how is shown in figure 3, and is obtained using
the next relation:

Figure 2. Circuits with different capacity-reactance limits.

 m For two or more expansion circuits conforming a path that
nij   2k 1 yij ,k ij  l (22) operate in parallel with other circuits (existing or news), how
k 1
in the figure 4, the two-sided valid inequalities show in (30) it
should only be generated if there are investment proposals in
If all the circuits connected between i-j have the same all the corridors that make up the path p. In consequence, the
reactance, the next relations are valid: next disjunctive two-sided valid inequalities they must be built
for the network of the figure 4:
(23)
(31)
And:
(24) (32)
; (33)
The equation (23), for expansion circuits in parallel, is
equal to the equation (15), for one circuit. In consequence, the
maximum bus-angle difference between the nodes i-j only
depends of the product between the capacity of one circuit and
the reactance of one circuit, and is independent of the number
of circuits in parallel.

If we define as a
subset of index-pair that represent the sequence of connected
corridors denominated path p, in the network, starting in bus i1
and ending in bus jr, the sum of the bus-angle difference for
consecutive node-pairs in can be written as: Figure 4. Loops between existing and expansion paths.

If there are parallel connections of expansion options in each

(25)
new corridor, as shown in Figure 3, three constraints must be
constructed, such as those presented in (31), (32) and (33), for
(26) each combination of binary variables that allow close the path
p, in the network, starting in bus i1 and ending in bus jr.
This equations represent the traditional second Kirchhoff’s
law (2LK) applied over the path , and limits the bus- IV. TESTS AND RESULTS
angle difference between the buses i1 and jr. In (26) there are
positive and negative terms, depending of the direction The new mathematical proposal for candidate lines are
of . In consequence: implemented in the AMPL mathematical programming
language [8] and solved using the CPLEX commercial solver
for optimization problems [9] (with the adequate settings) in
(27) combination with the RDLM. The southern Brazilian system
(without rescheduling) of 46 buses, 79 corridors and 6880
And MW of demand was used to demonstrate the efficiency of the
methodology. The Southern Brazilian is considered a medium
complexity test system. The system is solved with and without
(28) two-sided valid inequalities constraints. As shown in Figure 6
the new added lines found on the solution for the disyuntive
The equations (27) and (28) represents valid inequalities for model with a cost of: US$157,198. This information will be
the long-term transmission planning problem. If we define: used to create the new constraints. The Southern Brazilian test
system has a total of three loops which creates 12 two-sided
(29) valid inequalities constraints, they are presented below in
comparison with the performance of the model without them,
and the use of just few of them.
We have the following two-sided valid inequalities: As a result, the base case is used to compare the traditional
solution with the addition of the new constraints to the model,
(30) and then analyzed to verify if the results show a better
behavior, as shown in Table I.
 the constraints are added to the model in comparison with the
base case solution without the new constrains. The base case
(BC) resolved the MILP problem without two-sided valid
inequalities constraints. In the other cases, one or three loops
constraints are added and lastly all of them together.

V. CONCLUSIONS.

This work presented a methodology that uses a mixed-

integer linear programming model and bus-angle difference
valid inequalities for solving the problem of the transmission
network expansion planning. The objective function was to
minimize the total cost of planning.
A strategy to reduce the search space was also used and its
operating principle work in any transmission problem, with a
new mathematical approach on the search of more establishes
theorems for the used methodology.

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