DC Optimal Power Flow Formulation and SolutionUsing QuadProgJ

Nonlinear AC Optimal Power Flow (OPF) problems are commonly approximatedby linearized DC OPF problems to obtain real power solutions for restructured wholesalepower markets. We first present a standard DC OPF problem, which has thenumerically desirable form of a strictly convex quadratic programming (SCQP) problemwhen voltage angles are eliminated by substitution. We next augment this standardDC OPF problem in a physically meaningful way, still retaining an SCQP form, so thatsolution values for voltage angles and locational marginal prices are directly obtainedalong with real power injections and branch flows. We then show how this augmentedDC OPF problem can be solved using QuadProgJ, an open-source Java SCQP solvernewly developed by the authors that implements the well-known dual active-set SCQPalgorithm by Goldfarb and Idnani (1983). To demonstrate the accuracy of QuadProgJ,comparative results are reported for a well-known suite of numerical QP test cases withup to 1500 decision variables plus constraints. Detailed QuadProgJ results are also reportedfor 3-node and 5-node DC OPF test cases taken from power systems texts andISO-NE/PJM training manuals.[...]