Orientador: Dílson Amâncio Alves / Banca: Carlos Roberto Minussi / Banca: Francisco Villarreal Alvarado / Banca: Vivaldo Fernando da Costa / Banca: Walmir de Freitas Filho / Resumo: O fluxo de carga convencional é considerado inadequado para a obtenção do ponto de máximo carregamento devido a singularidade da matriz Jacobiana. Os métodos da continuação são ferramentas eficientes para a solução deste tipo de problema, e diferentes parametrizações são utilizadas para evitar a singularidade da matriz. Neste trabalho apresentase uma técnica de parametrização geométrica que possibilita o traçado completo das curvas PV sem os problemas de mal condicionamento. A técnica proposta associa a robustez com a simplicidade e a facilidade de compreensão. A singularidade da matriz Jacobiana é eliminada pela adição da equação de uma reta que passa por um ponto no plano formado pelas variáveis perdas de potência ativa totais e o fator de carregamento, dois parâmetros físicos de fácil compreensão. A técnica, aplicada aos sistemas do IEEE (14, 30, 57, 118 e 300 barras) e ao sistema brasileiro sul-sudeste (638 e 787 barras), mostra que as características do fluxo de carga não só são preservadas, mas também melhoradas. Diversos testes são realizados para proporcionar a comparação do desempenho do esquema de parametrização proposto para o método do fluxo de carga continuado. / Abstract: The conventional Newton's method has been considered inadequate to obtain the maximum loading point of power systems due to the Jacobian matrix singularity. Continuation methods are efficient tools for solving this kind of problem, and different parameterizations are used to avoid the matrix singularity. This paper presents a new geometric parameterization scheme that allows the complete tracing of the PV curves without ill-conditioning problems. The proposed technique associates the robustness to the simplicity and easy understanding. The Jacobian matrix singularity is overcome by the addition of a line equation, which passes through a point in the plane, determined by the real power losses and loading factor variables, two parameters with clear physical meaning. The application of this new technique to the IEEE systems (14, 30, 57, 118 and 300 buses) and to the Brazilian systems south-southeast (638 and 787 buses) shows that the characteristics of the conventional Newton's method are not only preserved but also improved. Several tests are carried out to compare the performance of the proposed parameterization scheme for the continuation power flow method. / Doutor

[pt] Após a incidência de inúmeros colapsos ocorridos nos sistemas de transmissão de energia devido ao uso extremo das linhas de transmissão, a estabilidade, ou mais adequadamente, a segurança de tensão tornou-se um assunto importante os últimos anos. A correta representação de cargas e de dispositivos de controle de tensão é cada vez mais importante na análise de segurança de tensão do sistema elétrico, em função da sua complexidade crescente e da necessidade de ações operativas mais precisas. A avaliação das condições de segurança de tensão é realizada com base em um modelo linearizado das equações de fluxo de carga, incluindo toda e qualquer equação de controle, e os índices resultantes são calculados a partir de um determinado ponto de operação. Em estudos off-line, este ponto é usualmente proveniente do resultado de um problema de fluxo de carga. É importante que os modelos matemáticos do sistema e seus componentes, de controles e de limites sejam compatíveis nos dois programas computacionais. Estuda-se neste trabalho a modelagem em regime permanente, e a incorporação à função de avaliação da segurança de tensão, de cargas do tipo motor de indução e do controle de tensão por faixa através de capacitores chaveáveis. Aspectos fundamentais da presença de motores de indução e capacitores chaveáveis na avaliação da segurança de tensão são apresentados e discutidos. São mostrados exemplos numéricos de avaliação dos índices de estabilidade de tensão que ilustram a necessidade de uma modelagem realista. / [en] After the incidence of innumerable collapses occurred in the energy transmission systems due to the extreme use of the transmission lines, the voltage stability, or more adequately, the voltage security became an important issue in the last years. The correct representation of loads and voltage control devices is important in the analysis of voltage security of the electrical system, due to its increasing complexity and to the necessity of more accurate and secure operative actions. The voltage security assessment is based on a linear model of the load flow equations, including all and any control equation, and the resulting indexes are calculated for a specified operating point. In off-line studies the operating point is usually obtained from a load flow algorithm. It is important that the system and its components mathematical models, control devices and limits are compatible in both computational programs. This work is concerned with the steady state modelling and its incorporation into the voltage security assessment function, of induction motor type loads and band voltage control by switchable capacitors. Fundamental aspects of induction motors and switchable capacitors in the assessment of voltage security are presented and discussed. Numerical examples of voltage stability assessment indexes are presented to illustrate the necessity of realistic modelling.

[pt] Em todos os sistemas de potência, inclusive o brasileiro, verificam-se os níveis de tensão nos barramentos e de corrente nos ramos de transmissão na presença de contingências durante a operação em tempo real. A lista de contingências inclui a perda de qualquer ramo de transmissão, a perda de alguns pares de ramos e, de menor importância, a perda de geração. As condições de estabilidade de tensão também são checadas nesse momento. Esse trabalho simula eventos em que há perda do controle de tensão devido ao esgotamento da fonte controladora em todas as barras de tensão controlada da rede e verifica seus efeitos sobre a estabilidade de tensão. As simulações realizadas incluem também o evento em que há perda de capacidade de aumentar a geração de potência ativa em todos os geradores. Um método de ordenação pelo grau de severidade do evento sobre a estabilidade de tensão é empregado. Além disso, aproveitam-se os resultados obtidos e determinam-se as tensões e gerações mais influentes sobre a estabilidade de tensão de uma certa barra. Com a finalidade de aumentar a margem de potência dessa certa barra, calculam-se ações de controle preventivas, isto é variações nas tensões e, se necessário, nas gerações ativas. / [en] In all power systems, including the Brazilian one, it is common to check the voltage levels in busbars and current in the transmission branches in presence of contingencies during the real-time operation. The list of contingencies includes loss of any transmission lines, loss of some pairs of branches and, less importantly, loss of power generation. Voltage stability conditions are also checked at that time. This work simulates events in which there is loss of voltage control due to the exhaustion of the control source in all voltage-controlled busbars and verifies its effects on voltage stability. Simulations also include the event which shows loss of capacity to increase the active power generation in all generators. A ranking method is employed to order events by their degree of severity over voltage stability. In addition, the obtained results are used to determine the most influential voltages and generators over the voltage stability of a specific busbar. In order to increase the margin of power of this certain busbar, preventive control actions are calculated by keeping track of variations in voltage and, when necessary, in active power generations.

A power system will experience voltage collapse when the loads increase up to a certain critical limit, where the system physically cannot support the amount of connected load. This point identified as a Saddle- Node Bifurcation (SNB), corresponds to a generic instability of parameterized differential equation models and represents the intersection point where different branches of equilibria meet. At this point the jacobian matrix of the system is singular and the system loses stability bringing the typical scenario of voltage collapse. To prevent voltage instability and collapse, the computation of the closest distance from a present operating point to the saddle-node bifurcation set can be used as a loadability index useful in power system operation and planning. The power margin is determined by applying the iterative or direct method described in [16]. Numerical examples of both methods applied to IEEE 9-bus system and IEEE 39-bus system shows that the iterative method is more reliable although it requires a longer computation time. The stability of the system is negatively affected in two ways when generators reach their reactive power limits: the voltage stability margin is deteriorated, or immediate voltage instability and collapse is produced.

Voltage Impasse Region (VIR) is a phenomenon in power systemswhose dynamics are describe by a set of Differential AlgebraicEquations (DAE). VIR denotes a state-space area where voltagecausality is lost, i.e. the Jacobian of the algebraic part of DAEis singular. In a Time Domain Simulation (TDS) once system trajectoriesenter VIR, TDS experiences non-convergence of the solution.Then, there is no reason to continue with the simulation. Thisis why it is important to understand the mechanisms that introduceVIR. It is known that VIR appears in relation to static, non-linearload models. However, it remained unknown what the cumulativeeffect of several static, non-linear loads would be.This master thesis has further expanded the concept of VIRby carrying out a structured study on how the load modelling affectsVIR. For this purpose, this thesis proposes a quasi-dynamicmethodology to map VIR in the relative rotor angle space. Themethodology introduces a new discrete index called Voltage ImpasseRegion Flag (VIRflag), which allows to determine if the algebraicequations of DAE are solvable or not and, thus, to locate VIR.A test system is used to test the proposed quasi-dynamic approach.The VIRflag was first used to map VIR for various load combinations.Then, the relationship between TDS non-convergence issuesand the intersection of a trajectory with VIR is examined toverify the proposed methodology.The proposed method has been proved to be efficient in the determinationof VIR regardless of the number of non-linear loads inthe power system. Among the static exponential load models, theConstant Power (CP) load component has been identified as theone with the largest influence on VIR appearance and shape. TheConstant Current (CC) loads induce ”smaller" VIR areas and theConstant Impedance (CI) load can only alter the shape of VIR inthe presence of non-linear load models. / VIR (Voltage Impasse Regions) är ett fenomen i kraftsystem varsdynamiska förlöp beskrivs av differential-algebraiska ekvationer(DAE). VIR betecknar ett område i tillståndsrummet där går förlorad,dvs Jakobianen av den algebraiska delen av DAE är singulärI tidsdomän-simuleringar (TDS) när en trajektoria träffar VIR,konvergerar TDS inte till en lösning. Då finns ingen anledning attfortsätta med simuleringen. Därför är det viktigt att förstå mekanismernasom introducerar VIR. Det är känt att VIR är relateradetill statiska, icke-linjära lastmodeller. Det var dock okänt vadden kumulativa effekten av flera statiska, icke-linjära belastningarskulle vara.Denna uppsats har vidareutvecklat begreppet VIR genom attgenomföra en strukturerad studie om hur lastmodellering påverkarVIR. För detta ändamål föreslår denna avhandling en kvasidynamiskmetod för att kartlägga VIR i det relativa rotorvinkelrummet.Metoden introducerar ett nytt diskret index som heterVoltage Impasse Region Flag (VIRflag), vilket gör det möjligt attbestämma om den algebraiska delen av DAE är lösbar eller inteoch därmed lokalisera VIR. Ett används för att testa det föreslagnakvasi-dynamiska tillvägagångssättet. VIRflag användes först för attkartlägga VIR för olika belastningskombinationer. Därefter granskasförhållandet mellan konvergensproblem i TDS och korsningenmellan en trajektoria och VIR för att verifiera den föreslagna metoden.Den föreslagna metoden har visat sig vara effektiv vid bestämningav VIR, oberoende av antalet icke-linjära belastningar. Bland destatiska exponentiella belastningsmodellerna har konstanteffektlast(CP) haridentifierats som den som har störst inflytande påVIR;s form. Den konstantströmlasten (CC) inducerar mindre"VIRområdenoch konstantimpedanslasten (CI) kan endast ändra formenav VIR i närvaro av icke-linjära belastningsmodeller.

[pt] Atualmente, o fenômeno de instabilidade de tensão representa uma das principais barreiras à operação estável das redes de energia elétrica, que tendem a crescer e a se tornarem cada vez mais interconectadas. A dificuldade de manter um perfil de tensão aceitável aumenta substancialmente e a estabilidade de tensão na operação dos sistemas elétricos deve ser preservada ao máximo, a fim de evitar os graves efeitos que a sua perda acarreta ao sistema. Esta dissertação atua na operação do sistema de energia elétrica, mais especificamente na área de operação em tempo real, onde é importante se conhecer a proximidade da condição operativa atual do sistema daquela que corresponde ao ponto crítico de estabilidade. Tal conhecimento permite que ações preventivas sejam realizadas no sentido de se evitar a instabilidade. O objetivo do trabalho é, a partir da comparação entre a margem sistêmica e a margem nodal, calculadas respectivamente pelo Fluxo de Potência Continuado e pelo método da Matriz D, determinar um critério para a margem de capacidade de carga, do ponto de vista de estabilidade de tensão, para a operação segura. No evento de cada contingência, calcula-se o maior crescimento de carga (margem), a partir do caso base, onde os índices nodais ainda são positivos. Define-se como margem mínima a menor dessas margens. A abordagem proposta foi avaliada através dos resultados obtidos com uma versão modificada do chamado sistema Nordic32. / [en] Currently, the phenomenon of voltage instability represents one of the main barriers to the stable operation of electric power networks, which tend to grow and become increasingly interconnected. The difficulty of maintaining an acceptable voltage profile increases substantially and the voltage stability in the operation of the electrical systems must be preserved to the maximum extent in order to avoid the serious effects that its loss entails on the system. This dissertation works in the operation of the electrical system, more specific in the area of operation in real time, where it is important to know the proximity of the operational condition of the current system that corresponds to the critical point of stability. Such knowledge allows preventive actions to be taken in order to avoid instability. The determination of appropriate margins for the various activities carried out in the electric power systems is not a trivial task, motivating the development of this dissertation. The objective of the work is from the comparison between a systemic margin and the nodal margin, calculated respectively by the Continued Power Flow and by the Matrix D method, to determine a criterion for the load capacity margin from the voltage stability point of view, for safe operation. In the event of each contingency, the largest growth (margin) is calculated from the base case, where the nodal indices are still positive. The smallest margin is defined as the minimum margin. The proposed approach was evaluated through the results obtained with a modified version of the so-called Nordic32 test system.

[pt] O surgimento do fenômeno de estabilidade de tensão na operação dos sistemas elétricos motivou centenas de pesquisadores a desenvolverem métodos que permitam detectar a proximidade à instabilidade de tensão, com eficiência computacional, e tomar medidas acertadas para garantir a operação confiável e segura. Neste trabalho são analisados diferentes métodos que permitem transformar sistemas de grande porte em circuitos simples: o circuito equivalente entre geradores e cargas, baseado no cálculo de correntes de curto-circuito, na técnica de redução de rede pela eliminação de barras intermediárias e no equivalente de Thévenin. É analisada a utilização destes equivalentes na avaliação das condições de estabilidade de tensão com sistemas-testes de 3 e 4 barras. Através de diferentes testes verificou-se que o circuito equivalente entre geradores e cargas e a técnica de redução de rede não podem ser usados para o cálculo de índices de avaliação das condições de estabilidade de tensão, enquanto que, usando circuito equivalente de Thévenin encontrou-se um método que funciona corretamente para barra de carga terminal, barra não-terminal e barra de tensão controlada por gerador. / [en] The emergence of voltage stability phenomenon in the operation of power systems has motivated hundreds of researchers to develop methods to detect the proximity to voltage instability, with computational efficiency and to take all necessary and appropriate measures to ensure reliable and safe operation. In this work, different methods that allow transforming large systems into simple circuits were analyzed, such as the equivalent circuit between generators and loads, based on the calculation of short-circuit currents; the network reduction technique for eliminating intermediate buses; and the Thévenin equivalent. The application of these equivalents on voltage stability assessment of 3 and 4 bus testing systems were extensively tested. At the end, it was verified that that the equivalent circuit between the generator and load, and the network reduction technique, cannot be used for calculating the voltage stability conditions evaluation indexes. However, using Thévenin equivalent circuit, it was found a proper method, which works correctly for terminal buses, transit buses and voltage-controlled buses.

[pt] Esta pesquisa está relacionada à avaliação das condições de estabilidade de tensão em pontos de operação do sistema elétrico. A modelagem de geradores / compensadores síncronos e compensadores estáticos são analisadas. Estabeleceram-se os melhores modelos com controle de tensão ativo e com perda do controle. A questão da adequação do controle de tensão foi tratada através da análise dos elementos da matriz de sensibilidade entre as grandezas controladoras e as tensões controladas. Os índices de estabilidade de tensão foram calculados. Em todos os casos, a perda de controle de tensão tem impacto negativo sobre as condições de estabilidade de tensão. Nos casos com ação de controle inadequada, independe da relação inversa entre grandeza controladora e tensão controlada, um aumento da tensão na barra controlada teve um impacto positivo sobre as condições de estabilidade de tensão, e uma diminuição da tensão na barra controlada teve impacto negativo sobre as condições de estabilidade de tensão. Esse é o resultado esperado também quando a ação de controle é adequada. / [en] This research is related to the evaluation of voltage stability conditions of operating points of the power system. It has been studied the modelling of synchronous generators/synchronous compensators and static var compensators. The best models were established with active voltage control and with loss of control. The issue of voltage control was treated through analysis of the matrix sensitivity elements between the controlling variables and voltages at controlled buses. The voltage stability indexes were evaluated. In all cases, control loss proved to have a negative impact on voltage stability conditions. In cases with inadequate control action, results are non-dependent of the opposed relation between the controlling variable and voltage at controlling bus, an increase on voltage at controlled busbar proved to have a positive impact on voltage stability conditions, and a decrease on voltage at controlled busbar proved to have a negative impact on voltage stability conditions. This is also expected when the control action is appropriate.

Determining the maximum power system loadability, as well as preventing the system from being operated close to the stability limits is very important in power systems planning and operation. The application of optimization techniques to power systems security and electricity markets is a rather relevant research area in power engineering. The study of optimization models to determine critical operating conditions of a power system to obtain secure power dispatches in an electricity market has gained particular attention. This thesis studies and develops optimization models and techniques to detect or avoid voltage instability points in a power system in the context of a competitive electricity market. A thorough analysis of an optimization model to determine the maximum power loadability points is first presented, demonstrating that a solution of this model corresponds to either Saddle-node Bifurcation (SNB) or Limit-induced Bifurcation (LIB) points of a power flow model. The analysis consists of showing that the transversality conditions that characterize these bifurcations can be derived from the optimality conditions at the solution of the optimization model. The study also includes a numerical comparison between the optimization and a continuation power flow method to show that these techniques converge to the same maximum loading point. It is shown that the optimization method is a very versatile technique to determine the maximum loading point, since it can be readily implemented and solved. Furthermore, this model is very flexible, as it can be reformulated to optimize different system parameters so that the loading margin is maximized. The Optimal Power Flow (OPF) problem with voltage stability (VS) constraints is a highly nonlinear optimization problem which demands robust and efficient solution techniques. Furthermore, the proper formulation of the VS constraints plays a significant role not only from the practical point of view, but also from the market/system perspective. Thus, a novel and practical OPF-based auction model is proposed that includes a VS constraint based on the singular value decomposition (SVD) of the power flow Jacobian. The newly developed model is tested using realistic systems of up to 1211 buses to demonstrate its practical application. The results show that the proposed model better represents power system security in the OPF and yields better market signals. Furthermore, the corresponding solution technique outperforms previous approaches for the same problem. Other solution techniques for this OPF problem are also investigated. One makes use of a cutting planes (CP) technique to handle the VS constraint using a primal-dual Interior-point Method (IPM) scheme. Another tries to reformulate the OPF and VS constraint as a semidefinite programming (SDP) problem, since SDP has proven to work well for certain power system optimization problems; however, it is demonstrated that this technique cannot be used to solve this particular optimization problem.

Determining the maximum power system loadability, as well as preventing the system from being operated close to the stability limits is very important in power systems planning and operation. The application of optimization techniques to power systems security and electricity markets is a rather relevant research area in power engineering. The study of optimization models to determine critical operating conditions of a power system to obtain secure power dispatches in an electricity market has gained particular attention. This thesis studies and develops optimization models and techniques to detect or avoid voltage instability points in a power system in the context of a competitive electricity market. A thorough analysis of an optimization model to determine the maximum power loadability points is first presented, demonstrating that a solution of this model corresponds to either Saddle-node Bifurcation (SNB) or Limit-induced Bifurcation (LIB) points of a power flow model. The analysis consists of showing that the transversality conditions that characterize these bifurcations can be derived from the optimality conditions at the solution of the optimization model. The study also includes a numerical comparison between the optimization and a continuation power flow method to show that these techniques converge to the same maximum loading point. It is shown that the optimization method is a very versatile technique to determine the maximum loading point, since it can be readily implemented and solved. Furthermore, this model is very flexible, as it can be reformulated to optimize different system parameters so that the loading margin is maximized. The Optimal Power Flow (OPF) problem with voltage stability (VS) constraints is a highly nonlinear optimization problem which demands robust and efficient solution techniques. Furthermore, the proper formulation of the VS constraints plays a significant role not only from the practical point of view, but also from the market/system perspective. Thus, a novel and practical OPF-based auction model is proposed that includes a VS constraint based on the singular value decomposition (SVD) of the power flow Jacobian. The newly developed model is tested using realistic systems of up to 1211 buses to demonstrate its practical application. The results show that the proposed model better represents power system security in the OPF and yields better market signals. Furthermore, the corresponding solution technique outperforms previous approaches for the same problem. Other solution techniques for this OPF problem are also investigated. One makes use of a cutting planes (CP) technique to handle the VS constraint using a primal-dual Interior-point Method (IPM) scheme. Another tries to reformulate the OPF and VS constraint as a semidefinite programming (SDP) problem, since SDP has proven to work well for certain power system optimization problems; however, it is demonstrated that this technique cannot be used to solve this particular optimization problem.