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2013 Annual IEEE India Conference (INDICON)

Directional Overcurrent Relays Coordination using


Linear Programming Intervals: A Comparative
Analysis

Shimpy Ralhan Shashwati Ray


Department of Electrical Engineering Department of Electrical Engineering
C.V. Raman University Bhilai Institute of Technolgy
Bilaspur,(C.G.) India Durg-491001, (C.G.), India
Email: shimpys@gmail.com Email: shashwatiray@yahoo.com

Abstract—The problem of coordination of directional over or selectivity. Basically, the coordination problem attempts to
current relay (DOCR) in interconnected power networks is set the primary relays to provide fast operation for close in
addressed. The settings of the relays must ensure that the faults, yet to delay, for the coordination with backup relays
protections should not operate in the overlapping (backup) areas, [3], [4].
until the primary protections assigned to that area clear the fault.
The scheme of protection must operate fast and selectively before The optimal coordination of DOCR states the coordination
the power system becomes unstable. So, in order to protect feeders process as a linear programming problem for minimizing the
and transmission lines, DOCRs must be optimally coordinated. operating time of relays. The ultimate objective is the improved
This paper presents the analysis of DOCR coordination using
Linear programming techniques and intervals. The coordination
power system reliability. So the core of coordination problem
of DOCR is achieved by using Interval Simplex, Interval Two is the calculation of time dial setting ( T DS) and pick up
Phase Simplex and Interval Revised Simplex methods. The current (IP U ) subjected to various constraints.
objective function which is to be minimized is stated as the sum
of operating times of all the primary relays expressed in terms This paper discusses interval linear programming methods
of the product of Time dial setting (TDS) for each relay, and a to compute the quantities of interest with single interval com-
constant which is a function of ratio of fault current and pick up putation, leading to the set of possible values, corresponding to
values of current. The inequality constraints framed according allowable ranges for the constraints and initial data. The Linear
to close in fault and far end fault have the proper coordination programming techniques, viz., Simplex, Two phase Simplex
margin for each primary/backup relay pair for a fault very close and Revised Simplex methods are used with intervals. The
to relay pair. Here, the three methods are compared by taking a objective function is stated as a sum of operating times of all
radial system, IEEE 3-bus system and IEEE 6-bus system as test primary relays irrespective of the type and the location of the
cases for application of all the three programming techniques. The fault for maximum close-in faults, and constraints considered
optimal setting of relays without any miscoordination is achieved
in minimum operating time with bounded values. Also it is found
are based on maximum close-in faults as well.
that number of iterations in Revised Simplex is less and hence The rest of the paper is organized as follows. In section
the time taken is less than the other two methods.
II we give the the optimal coordination of the relays where
Keywords: Coordination, Interconnected networks, Linear we give the problem formulation and the relay characteristics
programming, Optimal coordination, Interval Analysis and settings. In section III we give an introduction of the
interval analysis and in section IV we give the algorithms of
the Simplex method, Two phase Simplex method and Revised
I. I NTRODUCTION
Simplex where interval analysis is used. In section V we give
The main function of protective devices i.e., directional the results on the test problems followed by conclusion section.
overcurrent relays (DOCRs) in power system is to detect
faults on transmission lines or at substations. The faulted
component or minimal set of components must be rapidly II. O PTIMAL COORDINATION OF OVERCURRENT RELAYS
isolated. As the primary protection system may fail (relay
fault or breaker fault), protection should act as backup either In directional over current relays there are two types of set-
in same station or in neighboring lines without much delay tings: time dial setting (T DS) and pick up setting for current
in operating time according to the selectivity requirements. (IP U ). Directional over current relays allow for continuous
DOCRs are major protection devices in a distribution system time dial settings and discrete pickup current settings. The
[1], [2]. The magnitude of the fault currents detected by the coordination problem is linear when the pickup current is
relay at different locations will be different. considered to be fixed. This is solved to calculate the optimum
value of T DS of relays [4]. In the coordination problem of
The most important task when installing directional relay DOCRs, we determine the time dial setting and pickup current
on the system is selection of suitable current and time settings. setting of each relay which minimizes the overall operating
Setting the relays for this time solution is called coordination times of the relays [5].

978-1-4799-2275-8/13/$31.00 ©2013 IEEE


A. Problem statement The inverse overcurrent relay characteristics can be approx-
imated by the following expression.
Optimal coordination of overcurrent relays in the power
network is a problem that could be stated as an optimization T DS
T = k1 (4)
problem that depends on many variables. The problem could (M k2 − 1)
be linear or nonlinear depending on the formulation. The where k1 and k2 are constants that depend on the relay
objective function of operating times of the primary relays is characteristics. The relation between the operating time, T of
optimized subject to keeping the operation of the backup relays the time overcurrent unit and the multiple of pickup current
coordinated. One of the possible approaches for the system M , is nonlinear [10]. The multiple of pickup current of the
to remain stable in case of faults would be to minimize the relays can be predetermined and so for a fixed M , (4) can be
sum of the operating times of all primary relays, assuming the rewritten as
operating times of individual primary relays would be close T = αT DS (5)
to the minimum possible values. The problem formulation can
be demonstrated with the help of Figure 1 and by assuming a where
network consisting of n relays, the objective function J to be k1
α= (6)
minimized can be expressed as [6], [7] and [8]: (M k2 − 1)
n
X By substituting (5) in equation (1), the objective function
J= Wi Tii (1) becomes n
X
i=1 J= αi T DS (7)
subject to i=1

Tji ≥ Tii + CT I (2) In equation (7), αi ’s do not have any effect on the optimal
solution and can be assumed 1. They are predetermined from
where Tii is the operating time of the primary relay Ri for a equation (6) and substituted in (2). The values of T DSi ’s
close-in fault i, Tji is the operating time of the backup relay are obtained by minimizing J given by (7) and satisfying the
Rj for the same close-in fault at i, and CT I is the coordination coordination between the primary and backup relays given
time interval. W is weight assigned for operating time of the by (2). The objective function is optimized using the well-
relay Ri . In distribution system, since the lines are short and known Simplex Linear programming technique and intervals
are of approximately equal length, equal weight i.e., Wi = 1 [11], [12] subject to the condition that the operation of the
for i = 1, ..., n is assigned for operating times of all the relays backup relays remains properly coordinated.
[8].
III. I NTERVAL A RITHMETIC [13]
Interval arithmetic, interval mathematics, interval analysis,
or interval computation, is a method developed by mathemati-
cians since the 1950s and 1960s as an approach to putting
bounds on rounding errors and measurement errors in math-
ematical computation. Thus, developing numerical methods
Fig. 1. A power system showing primary and backup relays that yield reliable results. It is an arithmetic developed by R.
E. Moore that is defined on sets of intervals instead on sets
of real numbers. It combines interval arithmetic with analytic
B. Relay Characteristics and Settings estimation techniques to compute the sharpest possible interval
solution set which completely contains the true solution set.
Directional overcurrent relay provides protection against The power of interval arithmetic lies in its implementation
overcurrents for a particular direction of power flow. It rec- on computers. It solves problems which are unsolvable by
ognizes the direction in which fault occurs, relative to the non-interval methods and has been used recently for global
location of the relay so the time-coordination is simplified. optimization, solving ordinary differential equations, linear
Any directional overcurrent relay is a combination of an systems, optimization, etc.
instantaneous unit which is time independent and an inverse
over current unit which is time dependent. The pickup current, Interval arithmetic is a logical extension of standard arith-
IP U and the time dial setting, T DS are to be set in time metic that uses operators defined over real intervals. Following
dependent unit of the relay. The preset value of the current the notations given by [13] and [14], let x = {[a, b] | a ≤
for which relay operates is the pickup value of the current. b, a, b ∈ R} be a real interval, where a is the infimum
The time dial setting gives the operating time, T of the relay (lower endpoint) and b is the supremum (upper endpoint) of
for each current value. The characteristics of the DOCR are x. The width of interval is defined as w(x) = a − b. The
given as a curve of T versus M , where M is a multiple of the midpoint of the interval is defined as m(x) = (a + b)/2.
pickup current and is given by For a n dimensional interval vector x∗ = [x1 , x2 , ..., xn ],
the midpoint of interval vector x∗ is given by m(x∗ ) =
M = I/IP U (3) [m(x1 ), m(x2 ), ..., m(xn )]. The width of interval vector is
w(x∗ ) = [w(x1 ), w(x2 ), ..., w(xn )]. A degenerate interval has
and I is the relay current (overload/fault current). Here the both its lower and upper endpoints same. Let x = [a, b] and
overcurrent relay is conformed to the following IEC charac- y = [c, d] be two intervals. Let +, −, ∗ and / denote the
teristic [9]. operation of addition, subtraction, multiplication and division,
respectively. If ⊗ denotes any of these operations for the surplus variables are taken as basics for initial solution, it will
arithmetic of real numbers x and y, then the corresponding give infeasible solution as coefficient of surplus variable is -
operation for arithmetic of interval numbers x and y is 1. Thus, surplus variables does not lead to an initial feasible
canonical form. So the Simplex technique in two part system
x ⊗ y = {x ⊗ y |x ∈ x, y ∈ y} is used.
The above definition is equivalent to the following rules: Phase I: An artificial variable is defined for each surplus
x+y = [a + c, b + d] variable in same equation and a new objective function called
an artificial cost function is introduced. In Phase I, artificial
x−y = [a − d, b − c]
variables are reduced to zero using standard simplex procedure.
x∗y = [min(ac, bc, ad, bd), max(ac, bc, ad, bd)] If the artificial objective function depends only on the artificial
x/y = [x ∗ [1/c, 1/d]], 0 ∈
/y variables and if its value is zero, it means artificial variables
are non basic variables. This implies that these variables were
An interval function F (x1 , x2 , ..., xn ) of intervals basic at the start of the procedure. When Phase I is completed
x1 , x2 , ..., xn is an interval valued function of one both artificial objective function and variables are discarded
or more variables. F (x1 , x2 , ..., xn ) is said to be an from the table and Phase II begins.
interval extension of a real function f (x1 , x2 , ..., xn ) if
f (x1 , x2 , ..., xn ) ∈ F (x1 , x2 , ..., xn ), whenever xi ∈ xi for Phase II: It is standard Simplex technique [11], [12] ap-
all i = 1, 2, ..., n. F is said to be inclusion monotonic if plied to the new canonical form of system obtained from Phase
I. An optimal bounded solution with the bounded minimum
xi ⊂ yi =⇒ F (x1 , x2 , ..., xn ) ⊂ F (y1 , y2 , ..., yn ) value of the objective function for the problem is obtained.
Also F (x1 , x2 , ..., xn ) contains the range of f (x1 , x2 , ..., xn ) All the variables and the coefficients of the original LP’s
Interval functions F (x) can be constructed in any program- objective function and the new objective function and con-
ming language in which interval arithmetic is implemented, straints are declared as intervals, and all the computations are
viz., C/C++ and Fortran 90/95, Maple, Matlab, etc. However, done using interval arithmetic. The detailed algorithm is given
the computations are slow and costly. Computing an interval in [16].
bound carries a cost of 2 to 4 times as much effort as evaluating
f (x) [13], [15]. C. Interval Revised Simplex Algorithm
Revised Simplex method [11], [12] is an improvement over
IV. L INEAR P ROGRAMMING T ECHNIQUES FOR O PTIMAL
Simplex method as it is computationally more efficient and
C OORDINATION
accurate. This method is useful as a part of a technique called
A. The Interval Simplex Algorithm column generation for solving very large linear programming
problems and the benefit of it is clearly comprehended. In
The Simplex method of Dantzig is a powerful and easy Simplex method, the entire Simplex Tableau is updated and a
method for obtaining a basic feasible solution. If the solution small part of it is used, while the Revised Simplex method is
is not optimal, then it is possible to find a neighboring basic more economical on computer and computes and stores only
feasible solution that has a lower or equal value of function the relevant information needed currently for testing the current
[12]. Repeating the process, we can get an optimum in a finite solution.
number of steps. In our technique, the simplex algorithm as
given in [11], [12] is slightly modified and implemented with In Phase I an artificial variable is defined for each surplus
intervals where the computations are done using interval arith- variable in the same equation. The artificial variables are
metic. All the variables and the coefficients of the objective reduced to zero using the given procedure. When this is
function and the constraints are declared as intervals. The accomplished, Phase I is complete and feasible solution to
values of the coefficients and other entries of the matrix are problem exists. The artificial variables are then discarded from
initially entered as degenerate intervals. the table and Phase II begins.
The iterative process of the interval simplex algorithm Step 1 Modify the signs of coefficients to ensure all
terminates in a finite number of steps with the minimum constraints to be positive.
value of the objective function obtained along with the optimal Step 2 Convert each inequality constraint to equality by
solution in the bounded form. adding a slack variable and artificial variable.
Step 3 Formulate a new objective function w given as the
B. The Interval Two Phase Simplex Algorithm sum of all the artificial variables.
Step 4 Declare all the variables and the coefficients of the
The two phase Simplex method is used to find the non
original objective function f , the new objective
negative value for the variables when the problem may have
function w and constraints as intervals. All the
redundancies and/or inconsistencies and may not be solvable
coefficients and other entries of the matrix would
in non negative numbers. Also, when the linear programming
be initially entered as degenerate intervals.
problem does not have slack variables for some of equations,
Step 5 Start the iterative procedure by constructing the
two phase simplex solves the problem [12].
table(Simplex table)in matrix form. Enter the co-
The constraints for relay settings are inequalities of ≥ type. efficients of surplus variables and basic variables
To convert these constraints into equality type, non negative of the constraint functions in the beginning rows
variable (surplus variable) is subtracted from left hand side. If followed by f and w.
Step 6 The columns corresponding to the surplus vari-
ables, f and w constitute the basis matrix B.
Step 7 Compute the inverse of B as B −1 .
Step 8 Compute relative cost factors dj as the product
of last row of B −1 with the column vector corre-
sponding to each basic variable and apply the test
of optimality.
Step 9 The most negative value determines the Entering
Basic Variable EBV.
Step 10 Compute the column vector xk which is product
of EBV and B −1 .
Step 11 Leaving Basic variable LBV is determined by
minimum ratio of constraint vector to xk vector,
provided the infimum of the interval coefficient
value is positive, this decides the LBV.
Step 12 The minimum value of ratio identifies the pivot
row. In this row, the column which contains the
infimum as close to unity value of current basic
variable is the column of LBV.
Step 13 Update the basis matrix and its inverse.
Step 14 If the sum of all the artificial variables is zero,
phase I ends otherwise goto step 5.
Step 15 No artificial variables are in the feasible Phase
I basis. We initiate Phase II by eliminating the
artificial variables.
Phase II: After the end of Phase I, check for optimality
by computing B −1 , the inverse of basis matrix. If the relative
cost factors dj , i.e., the product of last row of B −1 matrix
with the columns corresponding to variables yields positive
values then the solution is optimal. The minimum value of
the objective function is obtained in bounded form which is
enclosed within the infimum and the supremum (two valued)
of the optimal solution. The optimal values of the variables
are also obtained in the form of intervals.

V. R ESULTS
In this paper, we have made a comparison between simplex,
two phase simplex and revised simplex methods as shown in
the flow chart in Figure 2. Fig. 2. Flow chart of the proposed comparison

Using the INTLAB toolbox [17] we have developed the


interval simplex, two phase simplex and revised simplex al-
gorithms in MATLAB 6.1. We use here identical directional
overcurrent relays with inverse characteristics for all the test
Fig. 3. A radial system
examples, so that k1 = 0.14, k2 = 0.02 [7]. We apply
the algorithms and make a comparison between all the three
methods by considering a simple radial system, a 3-bus and
a 6-bus network taken from [18] and [7] respectively. The For the fault at F , Table I gives the primary and backup
uncertainty in the TDS and the operating times which is the relay fault currents and Table II gives the CT ratios for the
input data for DOCR may be approximate or incorrect due to pickup current settings for the radial system.
both rounding and truncating processes that occur in numerical
TABLE I. P/B RELAY PAIR FOR RADIAL SYSTEM
computations. As a consequence, settings may be wrong or
may not be very precise and accurate. So the bounded values Backup Fault Primary Fault
relay current (kA) relay current (kA)
obtained as intervals give the validated range of the settings. 1 4.0 2 3.0
At first a simple radial system shown consisting of relays
R1 as backup and R2 as primary for the fault F as shown in The results for radial system obtained with all the three
Figure 3 is analyzed. The maximum fault currents at bus 1 methods are similar and are shown in Table III. It is found
and bus 2 are found to be 4000A and 3000A, respectively. that the maximum operating time of primary and backup relay
The minimum operating time for the relays is considered as is less than 1.0 second. The objective function so obtained is
0.2 second and CTI is taken as 0.57 second. also bounded and is shown as the entry in the last row.
TABLE II. CT RATIO FOR RADIAL SYSTEM

Relay no. CT ratio Relay no. CT ratio


1 300/1 2 100/1

TABLE III. T IME D IAL SETTINGS AND OPERATING TIMES OF RADIAL


SYSTEM

Relay TDS in seconds Operating times in second


B P Backup Primary Backup Primary
1 2 [0.259,0.260] [0.100,0.101] [0.681,0.682] [0.200,0.200]
Objective Function [0.8818, 0.8819]

Next, we analyze the 3-bus network shown in Figure 4 Fig. 5. A 6-bus test system
taken from [7] to identify the primary/backup relay pairs. This
system includes 3 buses, 3 lines and 3 generators with six TABLE V. P/B RELAY PAIRS FOR 6- BUS TEST SYSTEM
DOCRs R1 , R2 , R3 , R4 , R5 and R6 as shown. Next, we Backup Fault Primary Fault
calculate the values of short circuit current of backup and relay current (kA) relay current (kA)
primary relays for the fault located near the primary relay of 1 4.5890 9 6.0720
1 4.5890 14 5.4570
each pair shown as F1 , F2 , F3 , F4 , F5 and F6 in Figure 4. 2 0.8680 8 2.3510
By using the values of the short circuit currents of backup and 2 0.8680 14 5.4570
primary relays and pickup currents, we find α using (6). The 3 1.3650 2 4.8030
4 0.5528 3 30.547
TDS values can range continuously from 0.1 to 1.1 and CTI 5 0.9770 13 17.8210
is assumed to be 0.2 seconds. All the three methods are used 6 0.8610 12 17.7050
successively to calculate the values of TDS and the operating 7 1.4830 8 2.3510
times of the primary and backup relays. 7 1.4830 9 6.0720
8 0.7670 6 18.3380
9 0.6390 10 4.0770
10 0.9455 11 30.9390
11 1.0740 5 2.8380
11 1.0740 7 4.4960
12 3.4220 4 5.1860
12 3.4220 7 4.4960
13 0.6010 1 18.1720
14 1.7640 4 5.1860
14 1.7640 5 2.8380

three methods are similar and are shown in Table VII. The TDS
and operating time of all the relays are given with bounded
optimal values. It is found that the maximum operating time of
Fig. 4. A 3-bus test system primary relay is less than 1.0 second. The objective function
so obtained is also bounded and is shown as the entry in the
The results for 3-bus test system obtained by all the three last row.
methods are similar and are shown in Table IV. It is found
that the maximum operating time of primary and backup relay
is less than 1.0 second. The objective function so obtained is VI. C ONCLUSION
also bounded and is shown as the entry in the last row.
This paper presented the comparative study of the Simplex,
Similarly a 6-bus system shown in Figure 5 taken from Two phase Simplex and Revised Simplex method with inter-
[19]with 6 buses, 6 lines, 4 generators and 14 DOCRs is vals for directional overcurrent relay coordination problem.
analyzed and Table V and Table VI depict the load current The algorithms are tested on radial, 3-bus and 6-bus test
seen by primary and backup relay pairs and CT ratios. The 3- systems. The results obtained by all the three methods don’t
phase faults are applied at the near-end of each relay as shown vary much. The Revised Simplex technique is the fastest as
in Figure 5. it takes lesser number of iterations to get the optimum values
The Simplex method is the inferior among all the three as
The results for the 6-bus test system obtained by all the
it takes more number of iterations than the the Two Phase
Simplex method. The optimal values of the operating time of
TABLE IV. T IME D IAL SETTINGS AND OPERATING TIMES OF 3 BUS
TEST CASE
TABLE VI. CT RATIO FOR 6- BUS TEST SYSTEM
Relays tds in seconds Operating times in second
P B Primary relay Primary Backup Relay no. CT ratio Relay no. CT ratio
1 5 [0.0985, 0.0986] [0.2380, 0.2381] [0.5021, 0.5022] 1 1200/5 8 800/5
2 4 [0.1803, 0.1804] [0.3117, 0.3118] [0.4496, 0.4497] 2 800/5 9 800/5
3 1 [0.1185, 0.1186] [0.3021, 0.3022] [0.4707, 0.4708] 3 800/5 10 600/5
4 6 [0.1200, 0.1201] [0.3121, 0.3122] [0.5117, 0.5118] 4 800/5 11 800/5
5 3 [0.1511, 0.1512] [0.2707, 0.2708] [0.4380, 0.4381] 5 800/5 12 800/5
6 2 [0.1192, 0.1193] [0.2494, 0.2495] [0.5121, 0.5122] 6 1200/5 13 1200/5
Value of the objective function [1.6841,1.6842] 7 800/5 14 800/5
TABLE VII. T IME D IAL SETTINGS AND OPERATING TIMES OF 6- BUS
TEST SYSTEM
[17] S. M. Rump, Intlab-interval laboratory developments in reliable com-
puting, Kluwer Acadmic Publishers, Dordrecht, 1999, (interfaced with
No TDS in seconds Operating times in second MATLAB).
1 [1.2638,1.2639] [0.7581,0.7582] [18] Y. G. Paithankar and S. R. Bhide, Fundamentals of Power system
2 [1.0558,1.0559] [0.7342,0.7343]
protection. New Delhi: Prentice Hall of India, 2010.
3 [1.1440,1.1441] [0.6495,0.6496]
4 [0.9130,0.9131] [0.6291,0.6292] [19] D. Vijaykumar and R. K. Nema, “Superiority of pso relay coordination
5 [1.0752,1.0753] [0.7976,0.7977] algorithm over non-linear programming: A comparison, review and
6 [1.0186,1.0187] [0.6096,0.6097] verification,” in Power System Technology and IEEE Power India
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8 [0.9459,0.9460] [0.7187,0.7188]
9 [1.0108,1.0109] [0.6838,0.6839]
10 [1.0151,1.0152] [0.7200,0.7201]
11 [1.1861,1.1862] [0.6725,0.6726]
12 [1.1441,1.1442] [0.6873,0.6874]
13 [1.0417,1.0418] [0.6253,0.6254]
14 [1.0511,1.0512] [0.7200,0.7201]
Value of the objective function [9.8028,9.8029]

the relays obtained by all the three methods have bounded


range and the objective function is also bounded.

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