alpha_min applies only to MIPS.

-- 
Ray Zimmerman
Senior Research Associate
B30 Warren Hall, Cornell University, Ithaca, NY 14853
phone: (607) 255-9645



On Oct 29, 2013, at 12:23 PM, Santiago Torres <[email protected]> wrote:

> Dears Victor, Ray
>  
> I have a question.  This alpha_min = 1e-8 is independent of the solver?  or 
> this value only apply when you work with MIPS?  If this value is involved in 
> all the solvers, Victor have you tried with other solvers?
>  
> Regards,
>  
> Santiago
> 
> 
> 2013/10/28 Victor Hugo Hinojosa M. <[email protected]>
> Dear Professor Zimmerman,
> 
> I’d like to know about the numerically failed  criterion used by MIPS 
> algorithm. I attach the code used in the mips.m file.
> 
>  
> 
> alpha_min = 1e-8;       %% OPT_AP_AD_MIN
> 
>  
> 
>         if any(isnan(x)) || alphap < alpha_min || alphad < alpha_min || ...
> 
>                 gamma < eps || gamma > 1/eps
> 
>             if opt.verbose
> 
>                 fprintf('\nNumerically Failed\n');
> 
>             end
> 
>             eflag = -1;
> 
>             break;
> 
>         end
> 
>  
> 
>  
> 
> The MIPS algorithm implemented in Matpower is considered to have failed when 
> the primal and dual variables (alphap and alphad) are lower than a critical 
> value.
> 
> For example, in the Garver test system I obtained the attached configuration 
> (garver_no_CV.m), where MIPS algorithm numerically failed; Virtual generators 
> are modeled in bus 2, 4 and 5. You could simulate the configuration using the 
> code “mpopt=mpoption; mpopt=mpoption('OPF_ALG',200,'VERBOSE',3); 
> rundcopf(garver_no_CV,mpopt);”.
> 
> You can see that the algorithm fails in 23 iterations, but if you analyze the 
> decision variables in the last iteration, you will note that the solution 
> point is very near the optimal solution. The algorithm fails because the 
> condition used by MIPS (alphap < alpha_min || alphad < alpha_min), so I 
> realize that the algorithm needs more iterations to solve the DC-OPF problem. 
> Considering a sensitivity analysis, I use another alphan_min values (1e-9 and 
> 1e-10), and I run the DC-OPF problem again. The problem converges to the 
> optimal solution.
> 
> I’d like to know about failed criterion used by MIPS algorithm in order to 
> understand the criterion and give some opinions about it. I have the 
> following questions: 1) Is the condition necessary?; and 2) What was the 
> criterion to formulate this condition?
> 
> I accomplished a sensitivity analysis, and my recommendation will be increase 
> the critical value to 1e-10. I solved the static transmission planning 
> problem with this value using the SRA evolutionary algorithm, and I cannot 
> find any infeasible solution (numerically filed) conducting 100 simulations.
> 
> I think the DC-OPF problem modeled by linear objective function and linear 
> constraints must find the optimal solution using the MIPS algorithm.
> 
> I’ll wait for your comments and opinions about the analysis accomplished.
> 
> Regards,
> 
> Vh
> 
>  
> 
> De: [email protected] 
> [mailto:[email protected]] En nombre de Victor Hugo 
> Hinojosa M.
> Enviado el: lunes, 23 de septiembre de 2013 11:09
> Para: 'MATPOWER discussion forum'
> Asunto: RE: Reasons for non convergence of optimal power flows
> 
>  
> 
> Dear Professor Zimmerman,
> 
> I’d like to study in more detail the problem of the initial point, so I want 
> to keep on working in this issue in order to obtain a better criterion. In 
> this moment, my single recommendation will be that user should consider a 
> different point.
> 
> I think that the PTDF factors can help to improve the convergence of the MIPS 
> algorithm, so I need more time to develop some criterions.
> 
> Regards,
> 
> Víctor
> 
>  
> 
> De: [email protected] 
> [mailto:[email protected]] En nombre de Ray Zimmerman
> Enviado el: lunes, 16 de septiembre de 2013 13:35
> Para: MATPOWER discussion forum
> Asunto: Re: Reasons for non convergence of optimal power flows
> Importancia: Alta
> 
>  
> 
> Thanks Victor for your input. The initial point used by MATPOWER for the MIPS 
> solver was simply an attempt to begin at some interior point, so I'm not 
> surprised at all to hear that selecting a different starting point can 
> sometimes result in convergence of case that ran into numerical problems.
> 
>  
> 
> What wasn't clear to me was whether your tests suggest a way of selecting a 
> starting point that is likely to be consistently better than the one 
> currently being used. Or is it just an issue of – when one doesn't work, try 
> a different one?
> 
>  
> 
> -- 
> 
> Ray Zimmerman
> 
> Senior Research Associate
> 
> B30 Warren Hall, Cornell University, Ithaca, NY 14853
> 
> phone: (607) 255-9645
> 
>  
> 
>  
> 
>  
> 
>  
> 
> On Sep 13, 2013, at 4:21 PM, Victor Hugo Hinojosa M. <[email protected]> 
> wrote:
> 
>  
> 
> Dear Professor Zimmerman and Santiago,
> 
> I had the same problem that Santiago mentioned when I applied an evolutionary 
> algorithm to the static and dynamic transmission expansion planning problem 
> (TEP). The algorithm was based on local random search, so many configurations 
> from the solution space were analyzed. I realized that some configuration 
> didn’t converge the Matpower, and I was trying to find out about this problem.
> 
> For example, in the Garver test system I applied the evolutionary algorithm 
> to the static problem, and I obtained the attached configuration where MIPS 
> algorithm numerically failed. In the same way, I considered  virtual 
> generators (bus 2, 4 and 5).
> 
> The MIPS algorithm don’t solve the DC-OPF problem for this configuration 
> “mpopt=mpoption; mpopt=mpoption('OPF_ALG',200,'VERBOSE',3); 
> rundcopf(garver_no_CV,mpopt);”.
> 
> This problem occurs due to the initial point that the MIPS algorithm use. In 
> the MIPS solver, the initial point is obtained considering the average power 
> between the minimal and maximal power for each generator. When I changed the 
> initial point to the minimal power generation (x0=[0 0 0 0 0 0]), the MIPS 
> algorithm converges.
> 
> I had conducted some proofs in order to determine some initial points where 
> the algorithm has convergence problems. I’ve divided each generator range, so 
> the MIPS algorithm can consider different initial points. I included three 
> analysis.
> 
> In first case, I divided the power range in 8 intervals for each generator, 
> so I can combine the power for each generator as initial point. The total 
> points that the algorithm must consider is 531 441 (9^6). For these points, 
> the MIPS algorithm doesn’t converge in 15 078 times (2.84%). In the second, I 
> divided in 9 intervals, so the total points is 10^6. In this case, the MIPS 
> algorithm doesn’t converge in 14 492 times (1.45%). Finally, I divided in 10 
> intervals, so the total points is 11^6. In this case, the MIPS algorithm 
> doesn’t converge in 42 016 times (2.37%). I attached an excel file where it’s 
> possible to figure out the initial points that the MIPS algorithm doesn’t 
> converge considering 4 intervals. In the row 339, it’s possible to see the 
> initial point used by Matpower.
> 
> I had the same problem when I used the MIPS algorithm considering the power 
> generator as decision variable. The solution could be to consider another 
> initial point, but I’d like to study again the problem.
> 
> I hope your comments and ideas about the analysis carried out.
> 
> Regards,
> 
> Víctor
> 
>  
> 
>  
> 
> De: [email protected] 
> [mailto:[email protected]] En nombre de Ray Zimmerman
> Enviado el: martes, 28 de mayo de 2013 11:34
> Para: MATPOWER discussion forum
> Asunto: Re: Reasons for non convergence of optimal power flows
> 
>  
> 
> Islands should not be a problem as long as there is a REF bus in the island 
> and the available generation is sufficient to meet the load in each island. 
> So (1) is a definite possibility, but (2) shouldn't be an issue. Insufficient 
> reactive power range to keep voltage magnitudes within range, and overly 
> restrictive branch flow limits could be other causes of an infeasible OPF 
> problem. Aside from things that can cause the problem to actually be 
> infeasible, there are also numerical issues that can affect feasible 
> problems. These can be the result of large ranges in parameters (branch 
> impedances, generator costs, etc.). In these cases, often a different solver 
> or algorithm may be able to solve the problem successfully.
> 
>  
> 
> Hope this helps,
> 
>  
> 
> -- 
> 
> Ray Zimmerman
> 
> Senior Research Associate
> 
> 419A Warren Hall, Cornell University, Ithaca, NY 14853
> 
> phone: (607) 255-9645
> 
> 
> 
> 
> 
> 
> 
>  
> 
> On May 20, 2013, at 1:21 PM, Santiago Torres <[email protected]> wrote:
> 
> 
> 
> 
> 
> Dear Ray, I my resarch work I am using many transmission topologies and also 
> I am using  ficticious generators in order to get optimal power convergence 
> for those different transmission topologies.  Using those artificial or 
> ficticious generators in all exclusive load buses is suposed to help for 
> convergence, however in practice I am getting some transmission 
> configurations that do not achieve convergence.
> 
>  
> 
> I am thinking in the following reasons:
> 
>  
> 
> 1) Too strict power generation limits of ficticious generators.
> 
>  
> 
> 2) Some topologies with islanded nodes.
> 
>  
> 
> Can you think in other reasons?
> 
>  
> 
> Islanded nodes is a non convergence cause in Matpower?
> 
>  
> 
> Best Regards,
> 
>  
> 
> Santiago
> 
> 
> --
> 
> Dr.-Ing. Santiago Torres
> IEEE Senior Member
> 
> Post-Doctoral Fellow
> School of Electrical and Computer Engineering
> 
>  
> 
> 
> University of Campinas, Campinas, SP, Brazil
> 
> http://www.dsee.fee.unicamp.br/
>  
> Albert Einstein, 400
> 13083-852, Campinas, SP, Brazil
> 
>  
> 
> <garver_no_CV.m><No_CV_analysis.xlsx>
> 
>  
> 
> 
> 
> 
> -- 
> Dr.-Ing. Santiago Torres
> IEEE Senior Member
> 
> Power Systems Researcher

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