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Solving security constrained optimal power flow problems by a structure exploiting interior point method

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)49-71
Number of pages17
JournalOptimization and engineering
Issue number1
Early online date12 Feb 2014
Publication statusPublished - Mar 2015


In this paper we present a new approach to solve the DC (n − 1) security constrained optimal power flow (SCOPF) problem by a structure exploiting interior point solver. Our approach is based on a reformulation of the linearised SCOPF model, in which most matrices that need to be factorized are constant. Hence, most factorizations and a large number of back-solve operations only need to be performed once. However, assembling the Schur complement matrix remains expensive in this scheme. To reduce the effort, we suggest using a preconditioned iterative method to solve the corresponding linear system. We suggest two main schemes to pick a good and robust preconditioner based on combining different “active” contingency scenarios of the SCOPF model. These new schemes are implemented within the object-oriented parallel solver (OOPS), a structure-exploiting primal-dual interior-point implementation. We give results on several SCOPF test problems. The largest example contains 500 buses. We compare the results from the original interior point method (IPM) implementation in OOPS and our new reformulation.

    Research areas

  • SCOPF, Interior point methods, structure exploitation, Iterative methods, preconditioning

ID: 30690019