Decentralized Stochastic Recursive Gradient Method for Fully Decentralized OPF in Multi-Area Power Systems
Abstract
:1. Introduction
- The proposed DSRG method optimizes power flow in a fully decentralized manner, eliminating the need for extensive data sharing and centralized control.
- It provides a comprehensive mathematical model for the DSRG method, including detailed formulations of the power flow constraints, tie-line constraints, and recursive gradient descent updates.
- The DSRG method is rigorously tested on a 3-area, 9-bus system, where it demonstrates superior convergence speed and cost efficiency.
2. Mathematical Model of MAOPF
2.1. Objective Function
2.2. Generation Constraints
2.3. Voltage Magnitude Constraints
2.4. Line Capacity Constraints
2.5. Power Flow Constraints
2.6. Decentralized Tie-Line Constraints
2.7. Decentralized Power Balance Constraints
3. Decentralized Stochastic Recursive Gradient Algorithm
Algorithm 1 DSRG Algorithm for Fully Decentralized OPF in Multi-Area Power Systems |
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4. Rigorous Convergence Analysis and Theoretical Validation of the DSRG Algorithm
4.1. Convergence Guarantees
- Minimizes generation cost with each iteration;
- Satisfies all constraints at convergence;
- Converges to an equilibrium where no further updates to the decision variables lead to significant improvements, ensuring system-wide feasibility.
4.2. Theoretical Bounds on Convergence
- Linear convergence rate bounds under certain convexity assumptions, where the solution gap reduces proportionally with each iteration. Considering linear convergence with a constant , we demonstrate the rate at which the method approaches the ideal solution .
- Logarithmic convergence rates for more general, non-convex optimization problems like OPF, where diminishing returns are observed as the algorithm proceeds. The mathematical expression for logarithmic convergence rates is:
- Upper bounds on the number of iterations required to reach a near-optimal solution within a predefined tolerance level . If ℘ is the upper bound of a function’s growth rate, the theoretical results can be expressed as:
5. Results and Discussion
5.1. Numerical Analysis
5.2. Comparison Analysis
6. Conclusions
Author Contributions
Funding
Data Availability Statement
Conflicts of Interest
References
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Technique | Advantages | Disadvantages |
---|---|---|
Auxiliary Problem Principle [28] | Simplifies the MAOPF problem by relaxing inter-area constraints | Slow convergence due to the iterative update of Lagrangian multipliers |
Augmented Lagrangian Relaxation [13] | Enhances convergence by adding penalty terms | Higher computational complexity [29] |
Analytical Target Cascading [15,16] | Suitable for hierarchical systems and improves convergence via decomposition | Convergence and complexity challenges for highly interconnected systems [30] |
Auxiliary Problem Principle [18,31] | Converts MAOPF into an unconstrained optimization problem with penalties | Computational burden increases with the size and complexity of the system [32] |
ADMM [33] | Combines decomposability with superior convergence properties | Still requires significant data exchange between regions |
Optimality Condition Decomposition [34] | Effective for both linear and nonlinear problems | Performance highly dependent on network partitioning |
ADP [35] | Decomposes MAOPF into subproblems with Bellman’s equation, improving scalability | High complexity in value function approximation, not suitable for non-linear systems |
PDDP [23] | Improves performance for nonlinear MAOPF systems | Does not account for renewable energy variability, leading to power fluctuations |
Improved Lagrangian Consistency Algorithm [36] | Considers line security constraints for decentralized OPF | Convergence issues with non-convex problems |
Parameters | ||||||
---|---|---|---|---|---|---|
(MW) | 100 | 150 | 100 | 100 | 150 | 150 |
(MW) | 10 | 10 | 10 | 10 | 10 | 50 |
(MVar) | 60 | 85 | 60 | 80 | 150 | 180 |
(MVar) | −30 | −40 | −30 | −40 | −75 | −90 |
(/WM2) | 0.06 | 0.05 | 0.04 | 0.03 | 0.02 | 0.01 |
(/WM) | 30 | 40 | 50 | 30 | 15 | 25 |
() | 200 | 80 | 60 | 100 | 80 | 60 |
Technique | Total Cost | Iterations |
---|---|---|
CIPM | USD 46,684.58 | – |
DSRG | USD 46,685.69 | 24 |
DIPM | USD 46,689.14 | 45 |
ADP | USD 46,701.53 | 30 |
PDDP | USD 46,762.42 | 40 |
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Hussan, U.; Wang, H.; Ayub, M.A.; Rasheed, H.; Majeed, M.A.; Peng, J.; Jiang, H. Decentralized Stochastic Recursive Gradient Method for Fully Decentralized OPF in Multi-Area Power Systems. Mathematics 2024, 12, 3064. https://doi.org/10.3390/math12193064
Hussan U, Wang H, Ayub MA, Rasheed H, Majeed MA, Peng J, Jiang H. Decentralized Stochastic Recursive Gradient Method for Fully Decentralized OPF in Multi-Area Power Systems. Mathematics. 2024; 12(19):3064. https://doi.org/10.3390/math12193064
Chicago/Turabian StyleHussan, Umair, Huaizhi Wang, Muhammad Ahsan Ayub, Hamna Rasheed, Muhammad Asghar Majeed, Jianchun Peng, and Hui Jiang. 2024. "Decentralized Stochastic Recursive Gradient Method for Fully Decentralized OPF in Multi-Area Power Systems" Mathematics 12, no. 19: 3064. https://doi.org/10.3390/math12193064
APA StyleHussan, U., Wang, H., Ayub, M. A., Rasheed, H., Majeed, M. A., Peng, J., & Jiang, H. (2024). Decentralized Stochastic Recursive Gradient Method for Fully Decentralized OPF in Multi-Area Power Systems. Mathematics, 12(19), 3064. https://doi.org/10.3390/math12193064