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Optimal Design of Power Grid Topologies for Improved Stability

Siddharth Bhela, Harsha Nagarajan, Deepjyoti Deka, and Vassilis Kekatos

Efficient Topology Design Algorithms for Power Grid Stability

Siddharth Bhela, Harsha Nagarajan, Deepjyoti Deka, and Vassilis Kekatos
Abstract

The dynamic response of power grids to small disturbances influences their overall stability. This paper examines the effect of network topology on the linearized time-invariant dynamics of electric power systems. The proposed framework utilizes 2{\cal H}_{2}-norm based stability metrics to study the optimal placement of lines on existing networks as well as the topology design of new networks. The design task is first posed as an NP-hard mixed-integer nonlinear program (MINLP) that is exactly reformulated as a mixed-integer linear program (MILP) using McCormick linearization. To improve computation time, graph-theoretic properties are exploited to derive valid inequalities (cuts) and tighten bounds on the continuous optimization variables. Moreover, a cutting plane generation procedure is put forth that is able to interject the MILP solver and augment additional constraints to the problem on-the-fly. The efficacy of our approach in designing optimal grid topologies is demonstrated through numerical tests on the IEEE 39-bus network.

I Introduction

Widespread adoption of new grid technologies is continuously changing the face of our modern electricity networks. Increased penetration of renewable energy sources and changing load patterns has lead to higher volatility in power networks [1]. The stochastic nature of renewables and active loads is likely to produce recurring disturbances that will require careful planning and design of power networks with stability in mind [1]. Additionally, the loss of rotational inertia in systems with high percentage of renewables will significantly reduce the capability of power grids to handle such disturbances [2].

While several works have explored the placement of virtual inertia to improve the dynamic performance of power networks [3], it is not well understood how grid topology affects transient stability [4]. Recent works have shown that the grid Laplacian matrix eigenvalues allows us to quantify the effect of grid topology on the power network [4]. Our work is further motivated by the claim that grid robustness against low frequency disturbances is determined by the connectivity of the network [4]. Past studies have looked at designing grid topologies for specific goals such as reduction of transient line losses [1], improvement in feedback control [5], and coherence-based network design [6]. Topologies can also be designed to pursue other objectives such as improving reliability, minimizing investment and operating costs, reducing line losses, and managing network congestion; see [7], [8] and references therein.

This paper investigates the effect of topology on power system dynamics. For a variety of 2\mathcal{H}_{2}-norm based stability metrics, such as reduction of line losses, fast damping of oscillations, and network synchronization, our previous works [9], [10] presented methods that can be used to optimally design power grid topologies. In [10], we presented reformulations of the combinatorial topology design task that allowed us to solve the problem to optimality, albeit with forbiddingly slow run-times. This work significantly improves the computational performance of the previous formulation using the following key contributions discussed in Section IV: i) present methods to derive tight bounds on the continuous optimization variables; ii) generate a-priori valid cuts based on graph-theoretic properties; and iii) showcase an eigenvector-based cut-generation procedure that is able to interject the solver and add constraints on-the-fly. To explore conditions under which a greedy scheme would perform well, we also present new conditions for supermodularity in Section V.

Notation: Column vectors (matrices) are denoted by lower (upper) case letters, and sets by calligraphic symbols. The cardinality of set 𝒳\mathcal{X} is denoted by |𝒳||\mathcal{X}| and \emptyset is an empty set. Given a real-valued sequence {x1,,xN}\{x_{1},\ldots,x_{N}\}, xx is the N×1N\times 1 vector obtained by stacking the entries xix_{i} and dg({xi})\operatorname{dg}(\{x_{i}\}) is the corresponding diagonal matrix. The operator ()(\cdot)^{\top} stands for transposition. The N×NN\times N identity matrix is represented by INI_{N}. The canonical vector eie_{i} has a 11 at the ii-th entry and is 0 elsewhere. The time derivative of θ\theta is denoted by θ˙:=δθδt\dot{\theta}:=\frac{\delta\theta}{\delta t}. M0M\succeq 0 implies that MM is positive semi-definite, and X𝒜X_{\mathcal{AB}} denotes the matrix obtained from XX upon sampling the rows and columns indexed respectively by sets 𝒜\mathcal{A} and \mathcal{B}.

II Grid Modeling and Stability Metrics

An electric power network with N+1N+1 nodes can be represented by a graph 𝒢=(𝒱,){\cal G}=({\cal V},\cal{E}), where 𝒱:={1,2,,N+1}{\cal V}:=\{1,2,\ldots,N+1\} corresponds to nodes and edges in {\mathcal{E}} correspond to undirected lines. Let node i=1i=1 be the reference, and collect the remaining nodes in set 𝒱r:=𝒱\{1}\mathcal{V}_{r}:=\mathcal{V}\backslash\{1\}. The susceptance of line (i,j)(i,j)\in\mathcal{E} connecting nodes ii and j𝒱j\in\cal V is denoted by bij>0b_{ij}>0, while its reactance is denoted by xij:=bij1x_{ij}:=b_{ij}^{-1} under a lossless line model. Then, LL represents the (N+1)×(N+1)(N+1)\times(N+1) susceptance Laplacian matrix of graph 𝒢\cal G and is defined as Lij:=(i,j)bij,if i=j;Lij:=bij,if (i,j);and0otherwiseL_{ij}:=\sum_{(i,j)\in{\mathcal{E}}}b_{ij},~{}\text{if $i=j$};L_{ij}:=-b_{ij},~{}\text{if $(i,j)\in{\mathcal{E}}$};~{}\text{and}~{}0~{}\text{otherwise}.

We consider a small-signal disturbance setup where each node i𝒱i\in\mathcal{V} is associated with a synchronous machine’s rotor angle θi\theta_{i}, frequency ωi=θi˙\omega_{i}=\dot{\theta_{i}}, inertia constant MiM_{i}, and damping coefficient DiD_{i}; see [11]. If a node ii hosts an ensemble of devices, the parameters MiM_{i} and DiD_{i} represent lumped characterizations of the collective behavior of the hosted devices [3]. Without loss of generality, the quantities (θi,ωi)(\theta_{i},\omega_{i}) will henceforth refer to deviations of nodal phase angles and frequencies from their steady-state values. Using these definitions, the state-space representation of the linearized power grid dynamics can be expressed as [11]

[θ˙ω˙]=[0INM1LM1D]A:=[θω]+[0M1]B:=u\displaystyle\begin{bmatrix}\dot{{\theta}}\\ \dot{{\omega}}\end{bmatrix}=\underbrace{\begin{bmatrix}0&{I}_{N}\\ -{M}^{-1}L&-{M}^{-1}{D}\end{bmatrix}}_{A:=}\begin{bmatrix}{\theta}\\ {\omega}\end{bmatrix}+\underbrace{\begin{bmatrix}0\\ {M}^{-1}\end{bmatrix}}_{B:=}{u} (1)

where M:=dg({Mi}){M}:=\operatorname{dg}(\{M_{i}\}) and D:=dg({Di}){D}:=\operatorname{dg}(\{D_{i}\}) are the (N+1)×(N+1)(N+1)\times(N+1) matrices collecting the inertia and damping constants across all nodes; the (N+1)(N+1)-long vectors θ{\theta}, ω{\omega}, and u{u} stack respectively the phase angles, frequencies, and power disturbances at each node. The subsequent analysis relies on the ensuing assumption, which has been justified in several existing works [10, 1, 12].

Assumption 1.

The constants (Mi,Di)(M_{i},D_{i}) are positive and Di=cD_{i}=c for all i𝒱i\in\cal V (identical damping).

Given the state-space model in (1), our goal is to design power network topologies that minimize the expected steady-state value of a generalized control objective combining angle deviations and frequency excursions [9], [3]

f(t):=i𝒱[jiwij(θi(t)θj(t))2+siωi2(t)]f(t):=\sum_{i\in\mathcal{V}}\left[\sum_{j\neq i}w_{ij}(\theta_{i}(t)-\theta_{j}(t))^{2}+s_{i}\omega_{i}^{2}(t)\right] (2)

for given non-negative weights {wij}\{w_{ij}\} and {si}\{s_{i}\}. The weights wijw_{ij} induce a connected weighted graph 𝒢w\mathcal{G}_{w} that may be different from 𝒢\cal G. Let WW be the Laplacian matrix of graph 𝒢w\mathcal{G}_{w} and define S:=dg({si})S:=\operatorname{dg}(\{s_{i}\}). Then, it is easy to see that f(t)=y(t)22f(t)=\|y(t)\|_{2}^{2}, where

y(t):=[W1/200S1/2]C:=[θ(t)ω(t)].\displaystyle y(t):=\underbrace{\begin{bmatrix}W^{1/2}~{}&0\\ 0~{}&S^{1/2}\end{bmatrix}}_{C:=}\begin{bmatrix}\theta(t)\\ \omega(t)\end{bmatrix}. (3)

The importance of the generalized control objective in (2) is that by varying (W,S)(W,S), one can capture different stability metrics and study them under a unified framework [9]. Note that the network coherence metric considered in the numerical tests corresponds to the case of W=IN+11N+11N+11N+1W=I_{N+1}-\frac{1}{N+1}1_{N+1}1_{N+1}^{\top} and S=0S=0 [9].

The expected steady-state value of f(t)f(t) can be interpreted as the squared 2{\cal H}_{2}-norm of the linear time-invariant (LTI) system described by (1) and (3). This system will be compactly denoted by H:=(A,B,C)H:=(A,B,C). Leveraging this link, the generalized control objective can be expressed as

H22=Tr(BQB)\|H\|^{2}_{{\cal H}_{2}}=\operatorname{Tr}(B^{\top}QB) (4)

where Q0Q\succeq 0 is the observability Gramian matrix of the LTI system HH, and can be computed as the solution to the Lyapunov equation [13, Ch. 5]

AQ+QA=CC.A^{\top}Q+QA=-C^{\top}C. (5)

The ensuing sections select network topologies that minimize the stability metric of (4).

III Optimal Design of Grid Topologies

Consider a connected graph 𝒢^=(𝒱,^)\hat{\mathcal{G}}=(\mathcal{V},\hat{\mathcal{E}}), where ^\hat{\mathcal{E}} is the set of all candidate lines. The goal is to find a subset of lines ^{\mathcal{E}}\subseteq\hat{\mathcal{E}}, so that the resultant power network minimizes the stability objective in (4). Because adding lines can be costly and utilities have limited budgets, we further impose the constraint that ||K|\mathcal{E}|\leq K with KNK\geq N. By setting K=NK=N, a radial topology can be enforced. The topology design task can be now posed as [10]

argmin^\displaystyle\arg\min_{\mathcal{E}\in\hat{\mathcal{E}}}~{} Tr(BQB)\displaystyle~{}\operatorname{Tr}(B^{\top}QB) (6a)
s.to\displaystyle\mathrm{s.to}~{} ||K\displaystyle~{}|{\mathcal{E}}|\leq K (6b)
Q satisfies(5), is connected.\displaystyle~{}Q\text{~{}satisfies}~{}\eqref{observability},~{}{\mathcal{E}}\text{~{}is connected.} (6c)

Under Assumption 1, the objective of (6) can be shown to be proportional to Tr(W~L~1)\operatorname{Tr}(\tilde{W}\tilde{L}^{-1}), where W~\tilde{W} and L~\tilde{L} are the N×NN\times N matrices obtained after removing the first row and column from WW and LL, respectively; see [10, Lemma 1]. Problem (6) can be then rewritten as [10]

argmin^\displaystyle\arg\min_{{\mathcal{E}}\in\hat{\mathcal{E}}}~{} Tr(W~L~1)\displaystyle~{}\operatorname{Tr}(\tilde{W}\tilde{L}^{-1}) (7)
s.to\displaystyle\mathrm{s.to}~{} ||K,rank(L)=N\displaystyle~{}|{\mathcal{E}}|\leq K,\quad\operatorname{rank}(L)=N

where the rank constraint ensures that \mathcal{E} is connected.

To express the optimization in (7) over ^\hat{\mathcal{E}} in a more convenient form, let us associate each line ^\ell\in\hat{\mathcal{E}} with a binary variable zz_{\ell}, which is z=1z_{\ell}=1 if line \ell is selected (that is \ell\in\mathcal{E}); and z=0z_{\ell}=0, otherwise. If we collect variables {z}^\{z_{\ell}\}_{\ell\in\hat{\mathcal{E}}} in vector zz, then zz must lie in the set 𝒵:={z:z1|^|K,z{0,1}|^|}.\mathcal{Z}:=\left\{z:z^{\top}{1}_{|\hat{\mathcal{E}}|}\leq K,\ z\in\{0,1\}^{|\hat{\mathcal{E}}|}\right\}. Based on the line selection vector zz, the reduced susceptance Laplacian of 𝒢^\hat{\mathcal{G}} can be expressed as

L~(z)=(i,j)^zijbijaijaij.\tilde{L}(z)=\sum_{(i,j)\in\hat{\mathcal{E}}}z_{ij}b_{ij}a_{ij}a_{ij}^{\top}. (8)

Here, each aij{0,±1}1×Na_{ij}\in\{0,\pm 1\}^{1\times N} is the row vector of the reduced branch-bus incidence matrix corresponding to line (i,j)^(i,j)\in\hat{\mathcal{E}} [10]. Given the explicit form of L~(z)\tilde{L}(z), it is not hard to see that the objective in (7) is a monotone function that is minimized when all lines in ^\hat{\mathcal{E}} are selected. Utilizing (8), problem (7) can be equivalently written as an MINLP [10]

(X,z)argminX,z𝒵\displaystyle(X^{*},z^{*})\in\arg\min_{X,z\in\mathcal{Z}}~{} Tr(W~X)\displaystyle~{}\operatorname{Tr}(\tilde{W}X) (9a)
s.to\displaystyle\mathrm{s.to}~{} L~(z)X=IN.\displaystyle~{}\tilde{L}(z)X=I_{N}. (9b)

Constraint (9b) enforces X=L~1(z)X=\tilde{L}^{-1}(z), and thus, matrix L~(z)\tilde{L}(z) to be full-rank at optimality. Problem (9) is non-convex due to the binary nature of zz and the bilinear constraints in (9b). To handle the latter, we adopt McCormick linearization [14], which is briefly reviewed next; see also [10] for details.

Constraint (9b) involves bilinear terms zXijz_{\ell}X_{ij} for all ^\ell\in\hat{\mathcal{E}} and i,j𝒱ri,j\in\mathcal{V}_{r}. For every term, introduce an auxiliary variable

yij=zXijy_{\ell ij}=z_{\ell}X_{ij} (10)

and let the entries XijX_{ij} lie within bounds [X¯ij,X¯ij][\underline{X}_{ij},\overline{X}_{ij}]. Since zz_{\ell} is binary, the following inequalities hold true

yijzX¯ij,yijXij+zX¯ijX¯ij\displaystyle y_{\ell ij}\geq z_{\ell}\underline{X}_{ij},\quad y_{\ell ij}\geq{X}_{ij}+z_{\ell}\overline{X}_{ij}-\overline{X}_{ij} (11a)
yijzX¯ij,yijXij+zX¯ijX¯ij.\displaystyle y_{\ell ij}\leq z_{\ell}\overline{X}_{ij},\quad y_{\ell ij}\leq{X}_{ij}+z_{\ell}\underline{X}_{ij}-\underline{X}_{ij}. (11b)

One can replace the bilinear terms in (9b) by yijy_{\ell ij}’s, drop equation (10), and enforce (11) as additional constraints for all ^\ell\in\hat{\mathcal{E}} and i,j𝒱ri,j\in\mathcal{V}_{r} to get an MILP reformulation of (9). It is not hard to show that this reformulation is exact, i.e., yij=zXijy_{\ell ij}=z_{\ell}X_{ij} because zz is binary [14].

Through the aforementioned process, problem (9) is reformulated to an MILP over variables {Xij}\{X_{ij}\}, {z}\{z_{\ell}\}, and {yij}\{y_{\ell ij}\}, and can thus be handled by modern MILP solvers such as Gurobi or CPLEX. Nonetheless, MILPs with McCormick linearization can be forbiddingly complex to solve if the bounds (X¯ij,X¯ij)(\underline{X}_{ij},\overline{X}_{ij}) on each XijX_{ij} are arbitrarily wide.

IV Valid Inequalities and Bound Tightening

This section develops graph theoretic arguments to provide easy-to-compute non-trivial bounds on the entries of XX and derive valid cuts for two topology design tasks: i) adding lines to an existing connected network; and ii) designing a new network afresh.

IV-A Augmenting Existing Power Networks

Consider an existing network described by 𝒢e=(𝒱,e)\mathcal{G}_{e}=(\mathcal{V},\mathcal{E}_{e}). The goal here is to select additional lines from ^e\hat{\mathcal{E}}\setminus\mathcal{E}_{e} to improve stability. This is an instance of problem (9) with the entries of zz related to the lines in e\mathcal{E}_{e} being fixed to one. Based on (8), the reduced Laplacian matrices of the existing network 𝒢e\mathcal{G}_{e} and network 𝒢^\hat{\mathcal{G}} with all lines connected are L~e:=(i,j)ebijaijaij\tilde{L}_{e}:=\sum_{(i,j)\in\mathcal{E}_{e}}b_{ij}a_{ij}a_{ij}^{\top} and L~f:=(i,j)^bijaijaij\tilde{L}_{f}:=\sum_{(i,j)\in\hat{\mathcal{E}}}b_{ij}a_{ij}a_{ij}^{\top}, respectively. Under this setup and assuming 𝒢e\mathcal{G}_{e} is connected, the entries of XX minimizing (9) can be bounded as follows.

Lemma 1.

Given that L~f1XL~e1\tilde{L}_{f}^{-1}\preceq X\preceq\tilde{L}_{e}^{-1}, the diagonal entries of XX are bounded by

[L~f1]iiXii[L~e1]ii,i𝒱r,[\tilde{L}_{f}^{-1}]_{ii}\leq X_{ii}\leq[\tilde{L}_{e}^{-1}]_{ii},\quad\forall i\in\mathcal{V}_{r}, (12)

and its off-diagonal entries are bounded by

Xij\displaystyle X_{ij} [L~f1]ij+([L~e1]jj[L~f1]jj)([L~e1]ii[L~f1]ii)\displaystyle\leq[\tilde{L}_{f}^{-1}]_{ij}+\sqrt{([\tilde{L}_{e}^{-1}]_{jj}-[\tilde{L}_{f}^{-1}]_{jj})([\tilde{L}_{e}^{-1}]_{ii}-[\tilde{L}_{f}^{-1}]_{ii})}
Xij\displaystyle X_{ij} [L~e1]ij([L~e1]jj[L~f1]jj)([L~e1]ii[L~f1]ii)\displaystyle\geq[\tilde{L}_{e}^{-1}]_{ij}-\sqrt{([\tilde{L}_{e}^{-1}]_{jj}-[\tilde{L}_{f}^{-1}]_{jj})([\tilde{L}_{e}^{-1}]_{ii}-[\tilde{L}_{f}^{-1}]_{ii})}

for all i,j𝒱ri,j\in\mathcal{V}_{r} with jij\neq i.

Proof.

Since XL~f1X\succeq\tilde{L}_{f}^{-1}, it follows that v(XL~f1)v0v^{\top}(X-\tilde{L}_{f}^{-1})v\geq 0 for all vv. Selecting v=eiδejv=e_{i}-\delta e_{j} for some δ0\delta\geq 0 yields

Xii+δ2Xjj2δXij[L~f1]ii+δ2[L~f1]jj2δ[L~f1]ij.X_{ii}+\delta^{2}X_{jj}-2\delta X_{ij}\geq[\tilde{L}_{f}^{-1}]_{ii}+\delta^{2}[\tilde{L}_{f}^{-1}]_{jj}-2\delta[\tilde{L}_{f}^{-1}]_{ij}. (14)

Setting δ=0\delta=0 provides the LHS of (12). The RHS of (12) can be obtained by exploiting L~e1X\tilde{L}_{e}^{-1}\succeq X likewise.

For the off-diagonal entries of XX, rearrange (14) if δ>0\delta>0 and substitute XiiX_{ii} and XjjX_{jj} with the respective upper bounds from (12) to obtain

Xij\displaystyle X_{ij} [L~f1]ij+[L~e1]ii[L~f1]ii2δ+δ[L~e1]jj[L~f1]jj2.\displaystyle\leq[\tilde{L}_{f}^{-1}]_{ij}+\frac{[\tilde{L}_{e}^{-1}]_{ii}-[\tilde{L}_{f}^{-1}]_{ii}}{2\delta}+{\delta}\frac{[\tilde{L}_{e}^{-1}]_{jj}-[\tilde{L}_{f}^{-1}]_{jj}}{2}.

The RHS of the upper bound on XijX_{ij} can be minimized over δ>0\delta>0 to obtain δ:=[L~e1]ii[L~f1]ii[L~e1]jj[L~f1]jj.\delta^{\star}:=\sqrt{\frac{[\tilde{L}_{e}^{-1}]_{ii}-[\tilde{L}_{f}^{-1}]_{ii}}{[\tilde{L}_{e}^{-1}]_{jj}-[\tilde{L}_{f}^{-1}]_{jj}}}. Plugging δ\delta^{\star} back into the bounds completes the proof. The lower bounds on XijX_{ij}’s can be obtained similarly starting from L~e1X\tilde{L}_{e}^{-1}\succeq X. ∎

To provide some alternate bounds on the entries of XX that may be tighter, let us consider the following inequality [15]

Xii+Xjj2Xijdij+ϵi,j𝒱rX_{ii}+X_{jj}-2X_{ij}\leq d_{ij}+\epsilon\quad\forall~{}i,j\in\mathcal{V}_{r} (15)

where the LHS of (15) is defined as the effective resistance of the graph RijR_{ij} ; scalar dijd_{ij} is equal to the sum of reactance values along the shortest path between nodes ii and jj on 𝒢e\mathcal{G}_{e}; and ϵ\epsilon is an arbitrarily small positive number. The length dijd_{ij} of the shortest path between all pairs (i,j)𝒱r(i,j)\in\mathcal{V}_{r} can be obtained by using the Floyd-Warshall algorithm [16]. Note that for the special case where there is a unique path between nodes ii and jj, the bound in (15) is tight, that is Rij=dijR_{ij}=d_{ij}. Moreover, the effective resistance RijR_{ij} does not increase when edges are added [15]. This simple fact can be exploited to obtain the following bounds.

Lemma 2.

The off-diagonal entries of XX are lower bounded by Xij[L~f1]ii+[L~f1]jjdijϵ2X_{ij}\geq\frac{[\tilde{L}_{f}^{-1}]_{ii}+[\tilde{L}_{f}^{-1}]_{jj}-d_{ij}-\epsilon}{2} for all i,j𝒱ri,j\in\mathcal{V}_{r} with jij\neq i.

Proof.

The bound can be simply obtained by rearranging the terms in (15) and substituting the lower bounds for the diagonal entries (Xii,Xjj)(X_{ii},X_{jj}) from (12). ∎

Between the two lower bounds on the off-diagonal entries of XX, we only keep the tighter one. Note that the reduced Laplacian matrix L~e\tilde{L}_{e} of the existing network 𝒢e\mathcal{G}_{e} is invertible only if 𝒢e\mathcal{G}_{e} is connected. If 𝒢e\mathcal{G}_{e} is not connected, one could obtain bounds on the entries of XX by imposing a meshed or radial structure on the sought topology as discussed next.

IV-B Designing New Power Networks

This section considers designing a network afresh. In [10], we derived bounds useful for the design of radial topologies. Here we develop a new approach to derive bounds on XijX_{ij}’s for meshed networks. Heed the lower bound in (12) is also valid for the design of new networks. Since XX is an inverse M-matrix [17], its off-diagonal entries also satisfy Xij0X_{ij}\geq 0.

Exploiting the structure of 𝒢^=(𝒱,^)\hat{\mathcal{G}}=(\mathcal{V},\hat{\mathcal{E}}), we can provide additional information on the entries of XX to accelerate (9) for designing radial and meshed grids alike. For example, if 𝒢^\hat{\mathcal{G}} is disconnected upon removing edge ^\ell\in\hat{\mathcal{E}}, then \ell belongs to the sought network topology and z=1z_{\ell}^{*}=1 before solving (9). Such critical edges c^\mathcal{E}_{c}\subset\hat{\mathcal{E}} can be identified using the algorithm presented in our previous work [10] and the entries of zz corresponding to these edges can be safely set to 11. This process not only reduces the binary search for zz^{*} in (9), but also tightens the lower bounds on certain XijX_{ij}’s.

Corollary 1.

Suppose a critical edge =(i,j)^\ell=(i,j)\in\hat{\mathcal{E}} partitions the nodes of 𝒢^\hat{\mathcal{G}} into two disjoint connected components: set 𝒱\mathcal{V}_{\ell} and its complement 𝒱¯\bar{\mathcal{V}}_{\ell}. If 𝒱\mathcal{V}_{\ell} contains nodes (i,1)(i,1) and 𝒱¯\bar{\mathcal{V}}_{\ell} contains node jj, then

[L~f1]ii+[L~f1]jjd^ijϵ2Xij\frac{[\tilde{L}_{f}^{-1}]_{ii}+[\tilde{L}_{f}^{-1}]_{jj}-\hat{d}_{ij}-\epsilon}{2}\leq X_{ij} (16)

where d^ij\hat{d}_{ij} is the length of the shortest path (reactance of edge \ell) between nodes ii and jj on graph 𝒢^\hat{\mathcal{G}}. Similarly, for the design of radial networks one can tighten the lower bounds as

d^i1ϵXij\hat{d}_{i1}-\epsilon\leq X_{ij} (17)
Proof.

Because edge \ell is the only connection between nodes ii and jj on graph 𝒢^\hat{\mathcal{G}}, this edge is also the shortest path between the two nodes and must belong to the sought network topology. The bound in (16) can then be shown to be valid using the arguments in the proof of Lemma 2. To obtain the bound in (17), we refer to arguments presented in [10, Lemma 4]. ∎

So far we have obtained lower bounds on the entries of XX, that is X¯X\underline{X}\leq X for a known matrix X¯\underline{X}. Using these entry-wise lower bounds, valid upper bounds on the entries of the symmetric matrix XX can be found by solving N(N+1)2\frac{N(N+1)}{2} linear programs of the form

maxX\displaystyle\max_{X}~{} αXβ\displaystyle~{}\alpha^{\top}X\beta (18a)
s.to\displaystyle\operatorname{s.to}~{} Tr(W~X)Tr(W~Xr),\displaystyle~{}\operatorname{Tr}(\tilde{W}X)\geq\operatorname{Tr}(\tilde{W}X^{r}), (18b)
Tr(W~X)Tr(W~Xf),\displaystyle~{}\operatorname{Tr}(\tilde{W}X)\leq\operatorname{Tr}(\tilde{W}X^{f}), (18c)
Xii+Xjj2Xij[L~f1]ii+[L~f1]jj2[L~f1]ij\displaystyle~{}X_{ii}+X_{jj}-2X_{ij}\geq[\tilde{L}_{f}^{-1}]_{ii}+[\tilde{L}_{f}^{-1}]_{jj}-2[\tilde{L}_{f}^{-1}]_{ij} (18d)
Xii+Xjj2Xijd^ij+ϵ(i,j)c\displaystyle~{}X_{ii}+X_{jj}-2X_{ij}\leq\hat{d}_{ij}+\epsilon\quad\forall(i,j)\in\mathcal{E}_{c} (18e)
XiiXiji,j𝒱r,ij\displaystyle~{}X_{ii}\geq X_{ij}\quad\forall~{}i,j\in\mathcal{V}_{r},i\neq j (18f)
X¯X\displaystyle~{}\underline{X}\leq X (18g)

where the vectors (α,β)(\alpha,\beta) in the cost can be set as: 1) α=β=ei\alpha=\beta=e_{i} to upper bound XiiX_{ii}; and 2) α=ei\alpha=e_{i} and β=ej\beta=e_{j} to upper bound XijX_{ij}. Matrix XfX^{f} is any feasible solution to (9) and XrX^{r} is the solution to the relaxed MILP formulation of (9), constraint (18d) can be shown to be valid by simply substituting δ=1\delta=1 in (14), the cut in (18e) is derived using (15) and Corollary 1, and the inequality in (18f) is a property of inverse M-matrices [17]. The MILP formulation of (9) with newly derived bounds in Sections IV-A and IV-B together with (18f) is henceforth referred to as the Tightened MILP. Note that (18f) is an important constraint that was also included in our previous MILP formulations [10].

Our previous work in [10] relied on the assumption that there exists a node in 𝒱\mathcal{V} that is incident to exactly one edge in ^\hat{\mathcal{E}}. By fixing this node to be the reference node, we were able to obtain several graph-theoretic bounds that are valid for the design of radial networks. This limiting assumption can be waived for the design of meshed networks, i.e., valid bounds can be found on XijX_{ij}’s, even if the chosen reference node has more than one edge incident on it. For the special case where removing all connections to the reference node results in more than two connected components, matrix XX becomes block diagonal in structure and each sub-network (meshed or radial) can be designed independently by solving a separate MILP. In that sense, the problem in (9) is parallelizable.

Remark 1.

When considering the problem in Section IV-A, the assumption was that one is only augmenting the edges of a pre-existing network 𝒢e\mathcal{G}_{e}. However, elimination or addition of nodes (and associated edges) may also occur when conventional generation plants are phased out and new ones are built. We can account for these changes in our proposed framework. For instance, elimination of a node n𝒱n\in{\mathcal{V}} and its incident edges would result in a modified network 𝒢e=(𝒱,e)\mathcal{G}_{e}^{\prime}=(\mathcal{V}^{\prime},\mathcal{E}_{e}^{\prime}), where 𝒱=𝒱\{n}\mathcal{V}^{\prime}=\mathcal{V}\backslash\{n\} and ee\mathcal{E}_{e}^{\prime}\subset\mathcal{E}_{e}. If 𝒢e\mathcal{G}_{e}^{\prime} is connected, then valid bounds on XijX_{ij}’s can be derived from Lemma 1 by removing the nn-th row and column of the Laplacian matrices L~e\tilde{L}_{e} and L~f\tilde{L}_{f}. If 𝒢e\mathcal{G}_{e}^{\prime} is not connected, then one can obtain bounds on the entries of XX by enforcing a radial or meshed network topology using the process outlined in this subsection. Addition of nodes (and associated candidate edges) can be handled similarly.

So far we have presented techniques for finding bounds on the entries of XX a-priori, that is before solving the MILP. For the design of new network topologies the derived bounds on XijX_{ij}’s may still be relatively loose. To accelerate the convergence of the solver, we next explore how valid global cuts can be added to the problem on-the-fly.

IV-C Eigenvector-based Cuts for New Network Design

To see how valid cuts can be generated dynamically during the solution process, consider the constraint

Y:=[XININL~(z)]0Y:=\begin{bmatrix}X&I_{N}\\ I_{N}&\tilde{L}(z)\end{bmatrix}\succeq 0 (19)

which is valid for (9). One could replace (9b) with (19), but that would require solving a much harder mixed-integer semi-definite program (MISDP). Instead, observe that the SDP constraint in (19) could strengthen the bounds in MILP solvers and reduce the size of the branch-and-bound tree. Since enforcing such constraints is non-trivial, one can exploit the alternative characterization of an SDP matrix by selecting SS vectors vs2Nv_{s}\in\mathbb{R}^{2N} and augment the MILP in (9) with the linear cuts

vsYvs0,s=1,,S.v_{s}^{\top}Yv_{s}\geq 0,\quad s=1,\ldots,S. (20)

Vectors {vs}s=1S\{v_{s}\}_{s=1}^{S} could be random, e.g., independently drawn as vs𝒩(0,IN)v_{s}\sim\mathcal{N}(0,I_{N}). However, adding such constraints may not necessarily tighten the MILP formulation. We explore how vsv_{s}’s can be chosen judiciously to yield more meaningful cuts.

2k2k-sparse eigenvector cuts: Let (zr,Xr)(z^{r},X^{r}) be the solution to the MILP formulation of (9) obtained by relaxing z{0,1}|^|z\in\{0,1\}^{|\hat{\mathcal{E}}|} to the box constraints z[0,1]|^|z\in[0,1]^{|\hat{\mathcal{E}}|}. Moreover, let YrY^{r} be the matrix obtained by substituting (zr,Xr)(z^{r},X^{r}) in YY. Heed that the relaxed MILP formulation is not exact, i.e., (zr,Xr)(z^{r},X^{r}) may not satisfy (9b). In fact, the pair (zr,Xr)(z^{r},X^{r}) may not satisfy (19) either. A valid cut can be derived from the latter observation, as explained below.

Another way of enforcing (19) is to ensure all the eigenvalues of YY are non-negative. This can be accomplished by assigning vsv_{s} in (20) to be the eigenvectors corresponding to the negative eigenvalues of YrY^{r}. Notice that the cuts in (20) do not have to be added only once at the beginning of the solution process (root node), but can also be added dynamically by interjecting the MILP solver at every branch-and-bound node when a new relaxed solution is found for (9). However, since the eigenvectors {vs}\{v_{s}\} are generally non-sparse, each one of the linear inequality constraints vsYvsv_{s}^{\top}Yv_{s} will couple almost all entries in YY, that is roughly N2N^{2} variables. Such dense constraints can be detrimental to the solver’s overall solution time. To alleviate this, we include cuts stemming from a sparse vsv_{s}. To this end, let us partition vs:=[vs1vs2]v_{s}^{\top}:=[v_{s_{1}}^{\top}~{}v_{s_{2}}^{\top}] such that

vsYvs=vs1Xvs1+vs2L~vs2+2vs1vs2.v_{s}^{\top}Yv_{s}=v_{s_{1}}^{\top}Xv_{s_{1}}+v_{s_{2}}^{\top}\tilde{L}v_{s_{2}}+2v_{s_{1}}^{\top}v_{s_{2}}. (21)

Since constraint (19) is equivalent to X0X\succeq 0 and XL~1(z)X\succeq\tilde{L}^{-1}(z); see [18, Sec. A.5.5], the first two entries in the summand of (21) are non-negative and only the last term

2vs1vs2=2n=1Nvs1,nvs2,n2v_{s_{1}}^{\top}v_{s_{2}}=2\sum_{n=1}^{N}v_{{s_{1}},n}v_{{s_{2}},n} (22)

contributes to vsYvsv_{s}^{\top}Yv_{s} being negative. Keeping this in mind, the idea here is to identify the kk most negative entries out of the NN summands in (22). For the related indices nn, we maintain the entries of (vs1,vs2)(v_{s_{1}},v_{s_{2}}), whereas for the remaining indices we set the corresponding entries to zero. Thus, the modified vectors (vs1,vs2)(v_{s_{1}},v_{s_{2}}) are kk-sparse and bear the same sparsity pattern. Vector vsv_{s} is then 2k2k-sparse.

While the 2k2k-sparse cuts can effectively enforce constraint (19) in the MILP formulation, there is a trade-off between the number of such cuts and improvement in solution time. Recall that because the cuts in (20) are added to the solution process on-the-fly, adding too many cuts can significantly slow down the solver. To circumvent this, we suggest adding only those vectors {vs}\{v_{s}\} that correspond to the negative eigenvalues of YrY^{r} falling below a pre-defined threshold γ\gamma and/or limit the total number of constraints added.

Beyond tightening the bounds on the entries of XX and adding constraints of the form in (20), constraints (18d)-(18e) can also be appended to the MILP formulation to improve computational efficiency.

So far our framework has captured the dynamics of a power system where all nodes host synchronous machines. Practical power networks however have zero-injection nodes with no dynamic behavior that can be eliminated via Kron-reduction [19]. To see how the Kron-reduced Laplacian Lred(z)L_{red}(z) relates to the full Laplacian matrix L~(z)\tilde{L}(z) and its inverse XX, consider again the power system graph 𝒢^\hat{\mathcal{G}} and partition its nodes 𝒱\mathcal{V} into synchronous 𝒮\mathcal{S} and zero-injection nodes 𝒮¯\bar{\mathcal{S}}. Then it follows from (9b) that

X=[X𝒮𝒮X𝒮𝒮¯X𝒮¯𝒮X𝒮¯𝒮¯]=[L~𝒮𝒮(z)L~𝒮𝒮¯(z)L~𝒮¯𝒮(z)L~𝒮¯𝒮¯(z)]1X=\begin{bmatrix}X_{\mathcal{S}\mathcal{S}}&X_{\mathcal{S}\bar{\mathcal{S}}}\\ X_{\bar{\mathcal{S}}\mathcal{S}}&X_{\bar{\mathcal{S}}\bar{\mathcal{S}}}\end{bmatrix}=\begin{bmatrix}\tilde{L}_{\mathcal{S}\mathcal{S}}(z)&\tilde{L}_{\mathcal{S}\bar{\mathcal{S}}}(z)\\ \tilde{L}_{\bar{\mathcal{S}}\mathcal{S}}(z)&\tilde{L}_{\bar{\mathcal{S}}\bar{\mathcal{S}}}(z)\end{bmatrix}^{-1} (23)

Applying the matrix inversion lemma for block matrices [18, Sec. A.5.5], the inverse of the Kron-reduced Laplacian matrix X𝒮𝒮=Lred1(z)=[L~𝒮𝒮(z)L~𝒮𝒮¯(z)L~𝒮¯𝒮¯(z)1L~𝒮¯𝒮(z)]1X_{\mathcal{S}\mathcal{S}}=L^{-1}_{red}(z)=[\tilde{L}_{\mathcal{S}\mathcal{S}}(z)-\tilde{L}_{\mathcal{S}\bar{\mathcal{S}}}(z)\tilde{L}_{\bar{\mathcal{S}}\bar{\mathcal{S}}}(z)^{-1}\tilde{L}_{\bar{\mathcal{S}}{\mathcal{S}}}(z)]^{-1}. Hence, power systems with zero-injection nodes can be simply handled by replacing the cost in (9a) with Tr(W~𝒮𝒮X𝒮𝒮)\operatorname{Tr}(\tilde{W}_{\mathcal{S}\mathcal{S}}X_{\mathcal{S}\mathcal{S}}). The remaining formulation in (9) remains unaltered and optimization occurs on the complete XX. Nodes with passive loads can also be eliminated via Kron-reduction to yield an identical form of X𝒮𝒮X_{\mathcal{S}\mathcal{S}} [19].

While the focus has been on techniques to solve the topology design problem exactly, we next explore conditions under which a greedy scheme would perform well.

V Supermodularity of Edge Augmentation

For a given finite set 𝒮\mathcal{S}, a function f:2𝒮f:2^{\mathcal{S}}\rightarrow\mathbb{R} is said to be supermodular if for all subsets 𝒜𝒮\mathcal{A}\subseteq\mathcal{B}\subseteq\mathcal{S} and all 𝒞𝒮\\mathcal{C}\in\mathcal{S}\backslash\mathcal{B}, it holds that f(𝒜𝒞)f(𝒜)f(𝒞)f()f(\mathcal{A}\cup\mathcal{C})-f(\mathcal{A})\leq f(\mathcal{B}\cup\mathcal{C})-f(\mathcal{B}) [20]. In other words, the returns due to selection of 𝒞\mathcal{C} are non-diminishing where adding elements to the larger set \mathcal{B} gives larger gains. Minimizing a supermodular decreasing function is NP-hard. However, it is known that a greedy scheme that iteratively minimizes the objective f(A{s})f(A\cup\{s\}) for s𝒮\𝒜s\in\mathcal{S}\backslash\mathcal{A} is at least 11/e63%1-1/e\simeq 63\% close to the optimal cost [20].

Lemma 3 ([20]).

Let AA^{*} and AgA^{g} be the global and best greedy minimizer to the supermodular decreasing function ff, respectively. Then f(A)f(Ag)f()f(A)1/e\frac{f(A^{*})-f(A^{g})}{f(\emptyset)-f(A^{*})}\leq 1/e.

In general, the edge addition problem is not supermodular and hence strong theoretical guarantees are not permissible. The following theorem lays a restrictive condition under which the set function f(^)=Tr(W~L~1)f(\hat{\mathcal{E}})=\text{Tr}(\tilde{W}\tilde{L}^{-1}) is a supermodular decreasing function of edge addition.

Theorem 1.

The function Tr(W~L~1)\text{Tr}(\tilde{W}\tilde{L}^{-1}) is decreasing and supermodular in the addition of susceptance weighted edges to set e^{\mathcal{E}_{e}}\subset\hat{\mathcal{E}} if

([L~e1]ik[L~e1]il)([L~e1]jk[L~e1]jl)\displaystyle\left([\tilde{L}^{-1}_{e}]_{ik}-[\tilde{L}^{-1}_{e}]_{il}\right)-\left([\tilde{L}^{-1}_{e}]_{jk}-[\tilde{L}^{-1}_{e}]_{jl}\right) >0\displaystyle>0
([L~e1]mk[L~e1]ml)([L~e1]nk[L~e1]nl)\displaystyle\left([\tilde{L}^{-1}_{e}]_{mk}-[\tilde{L}^{-1}_{e}]_{ml}\right)-\left([\tilde{L}^{-1}_{e}]_{nk}-[\tilde{L}^{-1}_{e}]_{nl}\right) >0\displaystyle>0
([L~e1]im[L~e1]in)([L~e1]jm[L~e1]jn)\displaystyle\left([\tilde{L}^{-1}_{e}]_{im}-[\tilde{L}^{-1}_{e}]_{in}\right)-\left([\tilde{L}^{-1}_{e}]_{jm}-[\tilde{L}^{-1}_{e}]_{jn}\right) >0\displaystyle>0

where (k,l)(k,l) is an edge in W~\tilde{W} (wkl>0w_{kl}>0) while (i,j)(i,j) and (m,n)(m,n) are edges added to L~e{\tilde{L}_{e}}.

Proof.

Let 𝒮={(i,j),(m,n)}\mathcal{S}=\{(i,j),(m,n)\} such that 𝒮e\mathcal{S}\not\in{\mathcal{E}_{e}}. Define the function f(e)=Tr(W~L~e1)f({\mathcal{E}_{e}})=\text{Tr}(\tilde{W}\tilde{L}^{-1}_{e}) and the positive semi-definite matrix Δ=r𝒮brarar\Delta=\sum_{r\in\mathcal{S}}b_{r}{a}_{r}a_{r}^{\top}. The Neumann series expansion of f(e{𝒮})f({\mathcal{E}_{e}}\cup\{{\mathcal{S}}\}) is given by

Tr(W~(L~e+Δ)1)=Tr(W~L~e1)Tr(W~L~e1ΔL~e1)+\displaystyle\text{Tr}(\tilde{W}(\tilde{L}_{e}+\Delta)^{-1})=\text{Tr}(\tilde{W}\tilde{L}_{e}^{-1})-\text{Tr}(\tilde{W}\tilde{L}_{e}^{-1}\Delta\tilde{L}_{e}^{-1})+
Tr(W~L~e1ΔL~e1ΔL~e1)+higher order terms\displaystyle\text{Tr}(\tilde{W}\tilde{L}_{e}^{-1}\Delta\tilde{L}_{e}^{-1}\Delta\tilde{L}_{e}^{-1})+\text{higher order terms}

Note that the first-order term is negative for all br0b_{r}\geq 0 and hence the function is decreasing. To prove that f(^)=Tr(W~L~1)f(\hat{\mathcal{E}})=\text{Tr}(\tilde{W}\tilde{L}^{-1}) is supermodular, we find conditions under which the function is strictly convex. For this, the second derivative of f(^)f(\hat{\mathcal{E}}) with respect to (bij,bmn)(b_{ij},b_{mn}) must be positive

δ2fδbijδbmn>0(amnL~e1W~L~e1aij)(amnL~e1aij)>0\small\frac{\delta^{2}f}{\delta b_{ij}\delta b_{mn}}>0\Rightarrow(a^{\top}_{mn}\tilde{L}_{e}^{-1}\tilde{W}\tilde{L}_{e}^{-1}a_{ij})(a^{\top}_{mn}\tilde{L}_{e}^{-1}a_{ij})>0 (25)

A sufficient condition for positivity is when both terms on the LHS of (25) are positive. Expanding them we have

amnL~e1W~L~e1aij\displaystyle a^{\top}_{mn}\tilde{L}_{e}^{-1}\tilde{W}\tilde{L}_{e}^{-1}a_{ij}
=wkl>0wkl([L~e1]ik[L~e1]il[L~e1]jk+[L~e1]jl)\displaystyle=\sum_{w_{kl}>0}w_{kl}\left([\tilde{L}^{-1}_{e}]_{ik}-[\tilde{L}^{-1}_{e}]_{il}-[\tilde{L}^{-1}_{e}]_{jk}+[\tilde{L}^{-1}_{e}]_{jl}\right)
([L~e1]mk[L~e1]ml[L~e1]nk+[L~e1]nl) and\displaystyle\left([\tilde{L}^{-1}_{e}]_{mk}-[\tilde{L}^{-1}_{e}]_{ml}-[\tilde{L}^{-1}_{e}]_{nk}+[\tilde{L}^{-1}_{e}]_{nl}\right)\text{~{}~{}and}
amnL~e1aij=[L~e1]im[L~e1]in[L~e1]jm+[L~e1]jn.\displaystyle a^{\top}_{mn}\tilde{L}_{e}^{-1}a_{ij}=[\tilde{L}^{-1}_{e}]_{im}-[\tilde{L}^{-1}_{e}]_{in}-[\tilde{L}^{-1}_{e}]_{jm}+[\tilde{L}^{-1}_{e}]_{jn}.

This leads to the conditions for supermodularity. ∎

To the best of our knowledge, this is the first time explicit conditions for supermodularity have been provided for the topology design problem in power grids. Since these conditions are restrictive and do not hold in general, a greedy scheme is unlikely to perform well.

VI Numerical Tests

All tests were carried out on a 2.3 GHz Intel Dual-Core i5 laptop with 16GB RAM. The MILP formulations were solved in Julia/JuMP v0.6 [21] using Gurobi v8.1.1. We first tested the performance of the Tightened MILP formulation for augmenting existing networks. For this design task, the IEEE 3939-bus system was used as the pre-existing connected network [22]. Set ^\hat{\mathcal{E}} consisted of edges in this base network and an additional 2222 randomly placed lines. From these lines, we solved (9) for K={5,6,7,8}K=\{5,6,7,8\}. To satisfy Assumption 1, we assumed Mi=104M_{i}=10^{-4} on all nodes that did not host generators, and Di=c=0.025D_{i}=c=0.025 for all i𝒱i\in\mathcal{V}. Table I compares the computation time of the MILP formulation in [10] with the Tightened MILP formulation discussed in this paper. On average, the run-time required to find the optimal solution to the Tightened MILP decreased by 61%61\%.

We next considered the radial topology design problem with ^\hat{\mathcal{E}} composed of all edges in the IEEE 3939-bus network. To generate the eigenvector-based cuts we utilized a threshold value of γ=0.95\gamma=-0.95 and set the sparsity parameter kk to one. Compared to the MILP formulation presented in [10] that required 8,0348,034 sec. to reach the optimal solution, the Tightened MILP formulation with (18d)-(18e) was solved in 7,3617,361 sec. Augmenting the previous formulation with the eigenvector-based cuts reduced the run-time further to 46204620 sec. The overall reduction in computation time was 40%40\% - a non-trivial improvement in comparison to state-of-the-art methods. Similarly, we considered the optimal design of a meshed network with 3939 edges, where ^\hat{\mathcal{E}} was composed of all edges in the 3939-bus network. The optimal solution in this case was found in 99 hours. Longer run-times for the latter task can be attributed to looser bounds on the entries of XX.

VII Conclusions

We have presented tight mathematical formulations and numerous valid cutting planes that can substantially speed up the computational time required to find an optimal topology design (radial or meshed) for enhanced power system stability.

TABLE I: Comparison of computation Times
Budget(KK) MILP in [10] (sec.) Tightened MILP (sec.)
55 362362 149149
66 545545 208208
77 837837 301301
88 936936 385385

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