SECURITY CONSTRAINT OPTIMAL POWER FLOW (安全约束的优化潮流)
《运筹学》英文单词

《运筹学》英语单词10-1 programming problem0-1规划问题2Artificial variable人工变量3Assignment problem分派问题4Augmenting path增广路5Bases基6Basic feasible solution基可行解7Basic solution基解8Basic variable基变量9Big-M method大M法10Bipartite graph二分图11Branch-and-bound method分枝定界法12Capacity容量13Chinese postman problem中国邮递员问题14Circuit回路15Combinatorial optimal problem组合优化问题16Cone锥17Connected graph连通图18Constraint约束19Convergence收敛20Convex programming problem凸规划问题 21Cut edge截边22Cutting plane method切平面法23Cycle圈24Cycling循环25Decision variable决策变量26Degenerate退化27Degree次28Directed arc有向弧29Discrete optimal problem离散优化问题30Dual problem对偶问题31Dual simplex algorithm对偶单纯形算法32Dynamic programming动态规划33Edge边34Euler tour欧拉迹35Feasible flow可行流36Fesible region可行域37Flow conservation constraint流量守恒条件38Flow value流量39Global optimal solution全局最有解40Goal programming目标规划41Hyperplane超平面42Initial solution初始解43Integer programming problem整数规划问题 44Labeling algorithm标号算法45Linear programming problem线性规划问题46Local optimal solution局部最有解47Mathematical programming problem数学规划问题 48Mathematical programming problem数学规划问题 49Maximal flow最大流50Network flow problem网络流问题51Nonbasic matrix非基矩阵52Nonlinear programming problem非线性规划问题53Northwest corner rule西北角法54Objective function目标函数55Optimal solution最优解56Optimality criterion最优性准则57Optimization最优化58Parametric analysis参数分析59Path路60Pivot column旋转行61Pivot element旋转元62Pivot row旋转列63Pivoting转轴运算64Polyhedral convex set凸多面体65Potential势66Preflow初始流67Primal problem原问题68Quadratic programming problem二次规划问题69Rank秩70Revised simplex algorithm修正单纯形算法71Revised simplex method改进单纯形法72Saturated arc饱和弧73Sensitivity analysis灵敏度分析74Shadow prices影子价格 75Shortest path最短路76Simple path简单路77Simplex algorithm单纯形算法78Simplex multipliers单纯形乘子79Simplex tableau单纯形表80Sink汇点81Slack constraint松约束82Slack variable松弛变量83Slackness Condition松弛条件 84Smallest subscript rule最小下标规则85Souce源点86Spanning tree支撑树87Standard form标准型 88Strong theorem of complementary slackness强对偶定理89Subgraph子图90Surplus variable剩余变量 91Tight constraint紧约束92Tourism promblem旅行商问题93Transportation problem运输问题 94Tree树95Two-Phase Method两阶段法96Unbounded solution无界解97Vertex顶点98Walk路99Weak theorem of complementary slackness弱对偶定理100Weighted graph赋权图。
多节点协同中继信道容量分析及功率分配

多节点协同中继信道容量分析及功率分配黄英;魏急波;雷菁【摘要】基于译码—转发(DF)模式,在信道状态信息未知,源节点发射功率与各中继节点发射总功率分别受限于P1、P2的假设下,针对带直传(DT)和不带直传2种模型的多节点协同中继,进行了信道容量上下限的分析和推导.在功率限固定的情况下,分析了容量与中继节点数目之间的关系,给出了容量随中继节点数目增加而提高所需的条件.在功率限之和受限的情况下,获得了2个功率限的最佳分配.理论分析和仿真结果都表明:源到中继的信道条件较好时,只有当增加的新链路性能优于现有链路的平均值时才能提高容量;2种中继模型在功率限最佳分配下可获得最大容量.%Based on DF mode,and under the power constraint P1 (source transmission) and P2 (total relay transmission) ,the capacity of multi-node cooperative relay without CSI was analyzed,which is divided into two models: with DT and without DT. Given the fixed power constraint,the relationship between the capacity and the number of relay was achieved . The condition to improve the capacity as relay number increasing was proposed. When the sum of P1 and P2 was subject to another power constraint, the optimal power allocation was achieved. Theoretical analysis and simulation shows that when the channel condition between the source and the relay is better,the capacity increases only when the new link is better than the average existing links. The capacity is maximum at the optimal power allocation at two models.【期刊名称】《解放军理工大学学报(自然科学版)》【年(卷),期】2012(013)002【总页数】5页(P119-123)【关键词】中继信道;译码-转发;信道容量;直传;信道状态信息【作者】黄英;魏急波;雷菁【作者单位】国防科技大学电子科学与工程学院,湖南长沙410073;国防科技大学电子科学与工程学院,湖南长沙410073;国防科技大学电子科学与工程学院,湖南长沙410073【正文语种】中文【中图分类】TN929.5协同中继使在特定区域内只有单根天线的一些中继或终端形成了一个虚拟天线阵,从而达到了空间分级的效果,显著提高了用户的服务质量和系统的吞吐量。
第一章运筹学绪论和线性规划

The srandard Form of the Model:
max(min) s.t. z =c1x1 + c2x2 +…+ cnxn (1.1) a11x1 + a12x2 +…+ a1nxn ( = , ) b1 a21x1 + a22x2 +…+ a2nxn ( = , ) b2 … … (1.2) am1x1 + am2x2 +…+ amnxn ( = , ) bm x1,x2,…,xn 0 (1.3)
(3)An very effective method of finding the optimal distribution under the scarcity, to obtain the maximum profit or minimum cost
1.1The simplification of Prototype Example: The WYNDOR GLASS CO. produces a high-quality glass products and wants to launch two new products. It has 3 plants and product 1 need plants 1 and 3, while products 2 needs plants 2 and 3.All the products (1 and 2) can be sold and table 3.1 on page 27 summarizes the data gathered by the OR team. The goal of the company is to get the maximum profit from the sold products 1 and 2.
power control

11. System Model
In this section we describe the system model and some relevant results needed for the analysis. We discuss power control for the uplink (from terminal to base) only. For the downlink (from base to terminal) all the results in this paper are valid with appropriate changes in the notation. We consider a cellular radio system with a finite channel set of size N (where a channel could be a frequency or time slot). The number of terminals using the same channel is denoted by M. We assume that the channels are orthogonal i.e. terminals on different channels do not interfere with each other. We denote the transmitter power of the ith terminal communicating with the ith base station by Pi. The gain on the radio link from terminal j to base i is denoted by G i j . All the Gij’s are positive and can take values in the range (0,1]. U , denotes the receiver noise at the ith base. The link quality is measured by the carrier to interference ratio(C1R). The CIR of the ith terminal a t its base is given by
机械设计专业术语的英语翻译1

机械设计专业术语的英语翻译1机械设计专业术语的英语翻译1 柔性自动化flexibleautomation 润滑油膜lubricantfilm润滑装置lubricationdevice润滑lubrication润滑剂lubricant三角形花键serrationspline三角形螺纹vthreadscrew三维凸轮three - dimensionalcamto stheorem 三心定理kennedy砂轮越程槽grindingwheelgroove砂漏hour glass少齿差行星传动planetarydrivewithsmallteethdifference设计方法学designmethodology设计变量designvariable设计约束designconstraints深沟球轴承deepgrooveballbearing生产阻力productiveresistance升程rise升距lift实际廓线camprofile十字滑块联轴器doubleslidercoupling oldham'scoupling矢量vector输出功outputwork输出构件outputlink输出机构outputmechanism输出力矩outputtorque输出轴outputshaft输入构件inputlink数学模型mathematicmodel实际啮合线actuallineofaction双滑块机构double - slidermechanism, ellipsograph双曲柄机构doublecrankmechanism双曲面齿轮hyperboloidgear双头螺柱studs双万向联轴节constant - velocityordoubleuniversaljoint 双摇杆机构doublerockermechanism双转块机构oldhamcoupling双列轴承doublerowbearing双向推力轴承double - directionthrustbearing松边slack side顺时针clockwise瞬心instantaneouscenter死点deadpoint四杆机构four - barlinkage速度velocity速度不均匀波动系数coefficientofspeedfluctuation速度波动speedfluctuation速度曲线velocitydiagram速度瞬心instantaneouscenterofvelocity塔轮steppulley踏板pedal台钳、虎钳vice太阳轮sungear弹性滑动elasticityslidingmotion弹性联轴器elasticcoupling flexiblecoupling弹性套柱销联轴器rubber - cushionedsleevebearingcoupling 套筒sleeve梯形螺纹acmethreadform特殊运动链specialkinematicchain特性characteristics替代机构equivalentmechanism调节modulation, regulation调心滚子轴承self - aligningrollerbearing调心球轴承self - aligningballbearing调心轴承self - aligningbearing调速speedgoverning调速电动机adjustablespeedmotors调速系统speedcontrolsystem调压调速variablevoltagecontrolGovernor regulator, governorFerromagnetic fluid seals ferrofluidseal Parking phase, stoppingphaseStopping dwellSynchronous belt Synchronousbelt Synchronous belt drive synchronousbeltdrive Convex body convexCam camCam reverse mechanism inversecammechanism Cam mechanism cam, CamMechanismCam profile camprofileCam profile drawing layoutofcamprofile Theoretical profile of cam pitchcurve Flange coupling flangecouplingAtlas and Atlas AtlasGraphical method graphicalmethodPushing distance riseThrust ball bearing thrustballbearing Thrust bearing thrustbearingCutter toolwithdrawalgrooveAnnealed annealGyroscope gyroscopeV band VbeltExternal force externalforceOuter ring outerringOutline size boundarydimensionUniversal coupling Hookscoupling universalcoupling External gear externalgearBending stress beadingstressBending moment bendingmomentWrist wristReciprocating reciprocatingmotionReciprocating seal reciprocatingsealDesign on-netdesign online, ONDInching screw mechanism differentialscrewmechanism Displacement displacementDisplacement curve displacementdiagramPose pose, positionandorientationStable operation stage, steadymotionperiodRobust design robustdesignWorm wormWorm drive mechanism WormgearingNumber of worm heads numberofthreadsDiameter coefficient of worm diametralquotient Worm and worm gear wormandwormgearWorm cam stepping mechanism wormcamintervalmechanism Worm rotation handsofwormWorm gear wormgearPower spring powerspringStepless speed change device steplessspeedchangesdevices Infinity infiniteTie crankarm, planetcarrierField balancing fieldbalancingRadial bearing radialbearingCentripetal force centrifugalforceRelative velocity relativevelocityRelative motion relativemotionRelative clearance relativegapQuadrant quadrantClay plasticineFine tooth thread finethreadsPin pinConsuming consumptionPinion pinionPath minordiameterRubber spring balataspringModified trapezoidal acceleration motion law modifiedtrapezoidalaccelerationmotionCorrection of motion law of sinusoidal accelerationmodifiedsineaccelerationmotionHelical gear HelicalGearCross key, hook head wedge key taperkeyLeakage leakageHarmonic gear harmonicgearHarmonic drive harmonicdrivingHarmonic generator harmonicgeneratorEquivalent spur gear of helical gear equivalentspurgearofthehelicalgearMandrel spindleTravel speed variation factorcoefficientoftravelspeedvariationTravel speed ratio coefficient advance-toreturn-timeratio Planetary gear unit planetarytransmissionPlanet gear planetgearPlanetary gear change gear planetaryspeedchangingdevices Planetary gear train planetarygeartrainForm closed cam mechanismpositive-driveorform-closedcammechanismVirtual reality virtualrealityVirtual reality technology virtualrealitytechnology, VRT Virtual reality design, virtualrealitydesign, VRDVirtual constraint redundantorpassiveconstraintAllowable imbalance quantity allowableamountofunbalance Allowable pressure angle allowablepressureangleAllowable stress allowablestress, permissiblestressCantilever structure cantileverstructureCantilever beam cantileverbeamCyclic power flow circulatingpowerloadRotational torque runningtorqueRotary seal rotatingsealRotational motion rotarymotionType selection typeselectionPressure pressurePressure center centerofpressureCompressor compressorCompressive stress compressivestressPressure angle pressureangleInlay couplings jawteethpositive-contactcouplingJacobi matrix JacobimatrixRocker rockerHydraulic transmission hydrodynamicdriveHydraulic coupler hydrauliccouplersLiquid spring liquidspringHydraulic stepless speed change hydraulicsteplessspeedchanges Hydraulic mechanism hydraulicmechanismGeneralized kinematic chain generalizedkinematicchainMoving follower reciprocatingfollowerMobile sub prismaticpair, slidingpairMobile joints prismaticjointMoving cam wedgecamProfit and loss work incrementordecrementworkStress amplitude stressamplitudeStress concentration stressconcentrationStress concentration factor factorofstressconcentration Stress diagram stressdiagramStress strain diagram stress-straindiagramOptimum design optimaldesignOilbottle cupI oilcanOil groove seal oilyditchsealHarmful resistance uselessresistanceBeneficial resistance usefulresistanceEffective pull effectivetensionEffective circumferential force effectivecircleforce Harmful resistance detrimentalresistanceCosine acceleration motion cosineaccelerationorsimpleharmonicmotionPreload preloadPrime mover primermoverRound belt roundbeltBelt drive roundbeltdriveArc tooth thickness circularthicknessCircular cylindrical worm hollowflankwormRounded radius filletradiusDisc friction clutch discfrictionclutchDisc brake discbrakePrime mover primemoverOriginal mechanism originalmechanismCircular gear circulargearCylindrical roller cylindricalrollerCylindrical roller bearings cylindricalrollerbearingCylindrical pair cylindricpairCylindrical cam stepping motion mechanism barrelcylindriccamCylindrical helical tension spring cylindroidhelical-coilextensionspringCylindrical helical torsion spring cylindroidhelical-coiltorsionspringCylindrical helical compression spring cylindroidhelical-coilcompressionspringCylindrical cam cylindricalcamCylindrical worm cylindricalwormCylindrical coordinate manipulator cylindricalcoordinatemanipulator Conical spiral torsion springconoidhelical-coilcompressionspringTapered roller taperedrollerTapered roller bearing taperedrollerbearingBevel gear mechanism bevelgearsTaper angle coneangleThe original drivinglinkBound constraintConstraint constraintconditionConstraint reaction force constrainingforceJump jerkJump curve jerkdiagramInversion of motion, kinematicinversionMotion scheme design kinematicpreceptdesign Kinematic analysis kinematicanalysisKinematic pair kinematicpairMoving component movinglinkKinematic diagram kinematicsketchKinematic chain kinematicchainMotion distortion undercuttingKinematic design kinematicdesignMotion cycle cycleofmotionKinematic synthesis kinematicsynthesisUneven coefficient of operation coefficientofvelocityfluctuationKinematic viscosity kenematicviscosityLoad loadLoad deformation curve load - DEFORMATIONCURVE Load deformation diagram load - deformationdiagram Narrow V band narrowVbeltFelt ring seal feltringsealThe generating method of generatingTensioning force tensionTensioner tensionpulleyVibration vibrationVibration torque shakingcoupleVibration frequency frequencyofvibration Amplitude amplitudeofvibrationTangent mechanism tangentmechanismForward kinematics directforwardkinematics Sinusoidal mechanism sinegenerator, scotchyoke Loom loomNormal stress and normal stress normalstress Brake brakeSpur gear SpurGearStraight bevel gear straightbevelgearRight triangle righttriangleCartesian coordinate manipulator CartesiancoordinatemanipulatorCoefficient of diameter diametralquotient Diameter series diameterseriesStraight profile hourglass worm gear hindleyworm Linear motion linearmotionStraight axis straightshaftMass massCentroid centerofmassExecution component executivelink workinglinkProduct of mass and diameter mass-radiusproduct Intelligent design, intelligentdesign, IDIntermediate plane mid-planeCenter distance centerdistanceVariation of center distance centerdistancechange Center wheel centralgearMedium diameter meandiameterTerminate the meshing point finalcontact, endofcontact Week Festival pitchPeriodic velocity fluctuation periodicspeedfluctuation Epicyclic gear train epicyclicgeartrainElbow mechanism togglemechanismAxis shaftBearing cap bearingcupBearing alloy bearingalloyBearing block bearingblockBearing height bearingheightBearing width bearingwidthBearing bore bearingborediameterBearing life bearinglifeBearing ring bearingringBearing outer diameter bearingoutsidediameterJournal JournalBush and bearing lining bearingbushShaft end retaining ring shaftendringCollar shaftcollarShoulder ShaftShoulderAxial angle shaftangleAxial axialdirectionAxial profile axialtoothprofileAxial equivalent dynamic load dynamicequivalentaxialload Axial equivalent static load staticequivalentaxialload Axial basic rated dynamic load basicdynamicaxialloadrating Axial basic rated static load basicstaticaxialloadrating Axial contact bearing axialcontactbearingAxial plane axialplaneAxial clearance axialinternalclearanceAxial load AxialLoadAxial load factor axialloadfactorAxial component axialthrustloadActive component, drivinglinkDriving gear drivinggearDriving pulley drivingpulleyRotating guide rod mechanism whitworthmechanismRevolute pair revoluteturningpairThe speed is swivelingspeed rotatingspeedRotating joint revolutejoint Rotating shaft revolvingshaftRotor rotorRotor balance balanceofrotor Assembly condition assemblycondition Bevel gear bevelgearCone top commonapexofconeCone distance conedistanceCone wheel bevelpulley bevelwheel。
SonarQube规则之漏洞类型

SonarQube规则之漏洞类型漏洞类型:1、"@RequestMapping" methods should be "public"漏洞阻断标注了RequestMapping是controller是处理web请求。
既使⽅法修饰为private,同样也能被外部调⽤,因为spring通过反射调⽤⽅法,没有检查⽅法可视度,2、"enum" fields should not be publicly mutable漏洞次要枚举类域不应该是public,也不应该进⾏set3、"File.createTempFile" should not be used to create a directory漏洞严重File.createTempFile不应该被⽤来创建⽬录4、"HttpServletRequest.getRequestedSessionId()" should not be used漏洞严重HttpServletRequest.getRequestedSessionId()返回客户端浏览器会话id不要⽤,⽤HttpServletRequest.getSession().getId()5、"javax.crypto.NullCipher" should not be used for anything other than testing漏洞阻断NullCipher类提供了⼀种“⾝份密码”,不会以任何⽅式转换或加密明⽂。
因此,密⽂与明⽂相同。
所以这个类应该⽤于测试,从不在⽣产代码中。
6、"public static" fields should be constant漏洞次要public static 域应该 final7、Class variable fields should not have public accessibility漏洞次要类变量域应该是private,通过set,get进⾏操作8、Classes should not be loaded dynamically漏洞严重不应该动态加载类,动态加载的类可能包含由静态类初始化程序执⾏的恶意代码.Class clazz = Class.forName(className); // Noncompliant9、Cookies should be "secure"漏洞次要Cookie c = new Cookie(SECRET, secret); // Noncompliant; cookie is not secureresponse.addCookie(c);正:Cookie c = new Cookie(SECRET, secret);c.setSecure(true);response.addCookie(c);10、Credentials should not be hard-coded漏洞阻断凭证不应该硬编码11、Cryptographic RSA algorithms should always incorporate OAEP (Optimal Asymmetric Encryption Padding)漏洞严重加密RSA算法应始终包含OAEP(最优⾮对称加密填充)12、Default EJB interceptors should be declared in "ejb-jar.xml"漏洞阻断默认EJB拦截器应在“ejb-jar.xml”中声明13、Defined filters should be used漏洞严重web.xml⽂件中定义的每个过滤器都应该在<filter-mapping>元素中使⽤。
基于短包通信的NOMA下行链路安全传输

第42卷第2期通信学报V ol.42No.2 2021年2月Journal on Communications February 2021 基于短包通信的NOMA下行链路安全传输孙钢灿1,2,3,赵少柯1,2,郝万明2,3,朱政宇2,3(1. 郑州大学河南先进技术研究院,河南郑州 450003;2. 郑州大学产业技术研究院,河南郑州 450001;3. 郑州大学信息工程学院,河南郑州 450001)摘 要:面向物联网业务中的低时延需求,将短包通信(SPC)和非正交多址接入(NOMA)技术相结合,针对存在窃听者的情况研究多用户NOMA系统中的安全传输问题。
以最大化弱用户的安全吞吐量为目标,考虑用户译码错误概率约束、总功率约束和功率分配约束,提出了一种低复杂度的功率分配方案实现系统安全传输。
为解决复杂的目标函数和不可靠的串行干扰消除(SIC)技术带来的问题,首先证明约束条件在取得最优解时的紧约束性,在最大译码错误概率约束下,对功率约束进行转化和计算,得到强用户发射功率范围,推导出基站向强用户的发射功率搜索集;然后利用一维搜索算法对功率进行分配,实现弱用户吞吐量最大化。
仿真结果证明,所提方案可有效提高系统中弱用户的安全吞吐量。
关键词:短包通信;非正交多址接入;安全吞吐量;功率分配中图分类号:TN929文献标识码:ADOI: 10.11959/j.issn.1000−436x.2021041Secure transmission for NOMA downlinkbased on short packet communicationSUN Gangcan1,2,3, ZHAO Shaoke1,2, HAO Wanming2,3, ZHU Zhengyu2,31. Henan Institute of Advanced Technology, Zhengzhou University, Zhengzhou 450003, China2. Industrial Technology Research Institute, Zhengzhou University, Zhengzhou 450001, China3. School of Information Engineering, Zhengzhou University, Zhengzhou 450001, ChinaAbstract: For the low-latency requirements of Internet of things (IoT) business, short packet communication (SPC) and non-orthogonal multiple access (NOMA) were combined to study the problem of secure transmission in the multi-user NOMA system with eavesdroppers. With the maximizing the secure throughput of weak uses as the objective, consider-ing the user decoding error probability constraint, total power constraint and power allocation constraint, a low-complexity power allocation algorithm was proposed to realize secure transmission. In order to solve the problem caused by complex objective function formula and unreliable serial interference cancellation (SIC) technology, the proof that the compactness of the constraints was necessary to find the optimal solution. Under the constraint of maximum de-coding error probability, the power constraint was transformed and calculated to obtain the strict limit of transmitting power for strong users, and the transmit power search set from base station to strong user was derived. Then, the one-dimensional search algorithm was used to allocate power resources to maximize the throughput of weak users. Simulation results prove that the proposed algorithm can effectively improve the security throughput of weak users in the system.Keywords: short packet communication, non-orthogonal multiple access, secure throughput, power allocation收稿日期:2020−08−06;修回日期:2020−09−25通信作者:郝万明,***************.cn基金项目:国家自然科学基金资助项目(No.61801435);河南省科技攻关基金资助项目(No.202102210119);郑州市重大科技创新专项基金资助项目(No.2019CXZX0037)Foundation Items: The National Natural Science Foundation of China (No.61801435), Science and Technology Project of Henan Province (No.202102210119), Major Science and Technology Innovation Project of Zhengzhou (No.2019CXZX0037)第2期孙钢灿等:基于短包通信的NOMA下行链路安全传输·169·1引言随着第五代移动通信(5G, fifth-generation mo-bile communication)的普及和终端设备的小型化、智能化,未来无线通信将会出现更多的人与物、物与物之间的高速连接应用,因此物联网(IoT, In-ternet of things)技术将会得到快速发展[1-2]。
Copeland金融理论与公司政策习题答案04

Chapter 4State Preference Theory1. (a)PayoffState 1 State 2 Price Security A $30 $10 P A = $5 Security B$20$40P B = $10(b) The prices of pure securities are given by the equations below:P 1Q A1 + P 2Q A2 = P A P 1Q B1 + P 2Q B2 = P BQ ij = dollar payoff of security i in state j P i = price of security i (i = A, B) P j = price of pure security j (j = 1, 2)Substituting the correct numbers,30P 1 + 10P 2 = 5 20P 1 + 40P 2 = 10Multiplying the first equation by 4 and subtracting from the second equation,20P 1 + 40P 2 = 10 1211[120P 40P 20]100P 10P .10−+=== Substituting into the first equation,20P 1 + 40P 2 = 10 2 + 40P 2 = 1040P 2 = 8 P 2 = .20 P 1 = .10 P 2 = .20Chapter 4 State Preference Theory 332. (a) The equations to determine the prices of pure securities, P 1 and P 2, are given below:P 1Q j1 + P 2Q j2 = P j P 1Q k1 + P 2Q k2 = P kwhere Q j1 is the payoff of security j in state 1; P 1 is the price of a pure security which pays $1 if state 1 occurs; and P j is the price of security j.Substitution of payoffs and prices for securities j and k in the situation given yields12P 1 + 20P 2 = 22 24P 1 + 10P 2 = 20Multiplying the first equation by two, and subtracting the second equation from the first,24P 1 + 40P 2 = 44 12[24P 10P 20]−+=230P 24= 2P 24/30.8==Substituting .8 for P 2 in the first equation,12P 1 + 20(.8) = 2212P 1 = 22 – 16 P 1 = 6/12 = .5(b) The price of security i, P i , can be determined by the payoff of i in states 1 and 2, and the prices ofpure securities for states 1 and 2. From part a) we know the prices of pure securities, P 1 = .5 and P 2 = .8. Thus,P i = P 1Q il + P 2Q i2 = .5(6) + .8(10) = 3 + 8 = $11.003. (a) The payoff table is:S 1 = Peace S 2 = War Nova Nutrients = j St. 6 St. 6 Galactic Steel = kSt. 4St. 36To find the price of pure securities, P 1 and P 2, solve two equations with two unknowns:6P 1 + 6P 2 = St. 10 4P 1 + 36P 2 = St. 2034 Copeland/Shastri/Weston • Financial Theory and Corporate Policy, Fourth EditionMultiplying the first equation by six, and subtracting it from the second equation,4P 1 + 36P 2 = St. 20 121[36P + 36P = St. 60]32P = 40−−−P 1 = St. 1.25 6(1.25) + 6P 2 = 10P 2 = .4167(b) L et n j = number of Nova Nutrients shares and n k = number of Galactic Steel shares. Thenn j = W 0/P j = 1,000/10 = 100 n k = W 0/P k = 1,000/20 = 50If he buys only Nova Nutrients, he can buy 100 shares. If he buys only Galactic Steel, he can buy50 shares.Let W 1 = his final wealth if peace prevails, and W 2 = his final wealth if war prevails.If he buys N.N.: W 1 = n j Q j1= 100(6) = 600 St. W 2 = n j Q j2 = 100(6) = 600 St.If he buys G.S.: W 1 = n k Q k1= 50(4) = 200 St. W 2 = n k Q k2= 50(36) = 1,800 St.(c) For sales of j (N.N.) and purchases of k (G.S.): If he sells –n j shares of j, he receives –n j P j , andwith his initial W 0 he will have –n j P j + W 0. With this he can buy at most (–n j P j + W 0)/P k shares of k, which will return at least [(–n j P j + W 0)/P k ]Q k1; he must pay out at most –n j Q j1. Therefore, the minimum –n j is determined byj j 0k1j j1k n P +W Q n Q P −=− −+=−j j (10n 1,000)46n 20–2n j + 200 = –6n jn j = –50 shares of j (N.N.)Chapter 4 State Preference Theory 35For sales of k and purchase of j: If he sells –n k shares of k, he receives –n k P k , and with his initial W 0 he will have –n k P k + W 0. With this he can buy at most (–n k P k + W 0)/P j shares of j, which will return at least [(–n k P k + W 0) /P j ]Q j2; he must pay out at most –n k Q k2. Therefore, the minimum –n k is determined byk k 0j2k k2j n P W Q n Q P −+=− k k (20n 1,000)636n 10−+=−–12n k + 600 = –36n kn k = –25 shares of k (G.S.)(d) L et P a = price of Astro Ammo. ThenP a = P 1Q a1 + P 2Q a2 = 1.25(28) + .4167(36) = 35 + 15 = 50 St.(e) See Figure S4.1 on the following page.(f) The slope of the budget line must equal the slope of the utility curve (marginal rate of substitution)at optimum, as given in the equation below:2112W /W [U /W U /W ]−∂∂=−∂∂÷∂∂With utility function .8.212U = W W , this equality results in.2.2.8.8112121221.8W W .2W W 4W W 4W /W −−−÷==36 Copeland/Shastri/Weston • Financial Theory and Corporate Policy,Fourth EditionFigure S4.1 State payoffs in peace and war In equilibrium,21122112W /W P /P 4W /W P /P (5/4)/(5/12)(12/4)3∂∂=====Therefore,4W 2 = 3W 1 W 1 = (4/3)W 2The wealth constraint is:W 0 = P 1W 1 + P 2W 2Substituting the correct numbers,1,000 = (5/4) (4/3)W 2 + (5/12)W 2= (20/12)W 2 + (5/12)W 2 = (25/12)W 2 W 2 = (1,000)(12/25) = $480 W 1 = (4/3)480 = $640Chapter 4 State Preference Theory 37To find optimal portfolio, solve the two simultaneous equationsW 1 = n j Q j1 + n k Q k1 W 2 = n j Q j2 + n k Q k2Substituting the correct numbers,640 = 6n j + 4n k 480 = 6n j + 36n kSubtracting the second equation from the first yields160 = –32n k n k = –5Substituting –5 for n k in equation 2 gives a value for n j :480 = 6n j – 36(5)= 6n j – 180 660 = 6n j n j = 110Hence (n j = 110, n k = –5) is the optimum portfolio; in this case the investor buys 110 shares of Nova Nutrients and issues five shares of Galactic Steel.4. et n j = the number of shares the investor can buy if she buys only j, and n k the number she can buy ifshe buys only k. Then(a)00j k j k W W 1,2001,200n 120;n 100P 10P 12====== If she buys j: W 1 = n j Q j1 = 120(10) = $1,200 final wealth in state 1W 2 = n j Q j2 = 120(12) = $1,440 final wealth in state 2If she buys k: W 1 = n k Q k1 = 100(20) = $2,000 final wealth in state 1W 2 = n k Q k2 = 100(8) = $800 final wealth in state 2(b) For sales of j and purchases of k: If she sells –n j shares of j, she receives –n j P j , and with her initialwealth W 0 she will have –n j P j + W 0; with this she can buy at most (–n j P j + W 0)/P k shares of k which will return at least [(–n j P j + W 0)/P k ]Q k2; she must pay out at most –n j Q j2. Therefore, the minimum –n j is determined by:j j 0k2j j2kn P +W (Q ) =n Q P −−j jj j j 10n 1,200(8)12n 1220n 2,40036n n 150−+=−−+=−=−38 Copeland/Shastri/Weston • Financial Theory and Corporate Policy, Fourth EditionFor sales of k and purchases of j: If she sells –n k shares of k, she receives –n k P k , and with her initialwealth W 0 she will have –n k P k + W 0; with this she can buy at most (–n k P k + W 0)/P j shares of j, which will return at least [(–n k P k + W 0)/P j ]Q j1; she must pay out at most –n k Q k1. Therefore, the minimum –n k is determined by:k k 0j1k k1j n P +W (Q )n Q P −=− −+=−k k 12n 1,200(10)20n 10=−k n 150Final wealth for sales of j and purchases of k:State 1: –150(10) + 225(20) = 3,000 State 2: –150(12) + 225(8) = 0Final wealth for sales of k and purchases of j:State 1: 300(10) – 150(20) = 0 State 2: 300(12) – 150(8) = 2,400(c) To find the price of pure securities, solve two equations for two unknowns as follows:10P 1 + 12P 2 = 10 20P 1 + 8P 2 = 12Multiplying the first equation by two, and subtracting the second equation from the first equation,20P 1 + 24P 2 = 20 1222[20P + 8P 12]16P 8 P .50−=== Substituting .50 for P 2 in equation 1,10P 1 + 12(.5) = 10P 1 = .40(d) The price of security i is given byP i = P 1Q i1 + P 2Q i2 = (.40)5 + (.50)12 = 2 + 6 = 8(e) (The state contingent payoffs of a portfolio invested exclusively in security i are plotted inFigure S4.2.)If the investor places all of her wealth in i, the number of shares she can buy is given by0i i W 1,200n =150P 8==Chapter 4 State Preference Theory 39Her wealth in state one would ben i Q i1 = 150(5) = $750Her wealth in state two would ben i Q i2 = 150(12) = $1,800If the investor sells k to purchase j, her wealth in state one will be zero. This portfolio plots as the W 2 intercept in Figure S4.2 on the following page. The W 1 intercept is the portfolio of j shares sold to buy k, resulting in zero wealth in state two.(f) Set the slope of the budget line equal to the slope of the utility curve in accordance with theequation below:2112W /W (U /W )(U /W )∂∂=∂∂÷∂∂Given utility function.6.412U W W =and substituting the correct numbers,.4.46.621221121W (.6W W )(.4W W )W 1.5W /W −−∂=÷∂=Figure S4.2 State payoffs for securities i, j, and k In equilibrium:dW 2/dW 1 = P 1/P 21.5W 2/W 1 = .4/.5 = 0.8 1.5W 2 = 0.8W 1 W 1 = 1.875W 240 Copeland/Shastri/Weston • Financial Theory and Corporate Policy, Fourth EditionWealth constraint:W 0 = P 1W 1 + P 2W 2 1,200 = .4(1.875W 2) + .5W 2W 2 = 1,200/1.25 = 960 W 1 = 1.875(960) = 1,800Optimal portfolio: Solve the two simultaneous equations for the final wealth in each state:W 1 = n j Q j1 + n k Q k1 W 2 = n j Q j2 + n k Q k2Solve for n k and n j , the number of shares of each security to be purchased.Substituting the correct numbers,W 1 = 1,800 = 10n j + 20n k W 2 = 960 = 12n j + 8n kSolving equation one for n k in terms of n j , and substituting this value into equation two:20n k = 1,800 – 10n j n k = (1,800 – 10n j ) ÷ 20 960 = 12n j + 8 [(1,800 – 10n j ) ÷ 20] 4,800 = 60n j + 3,600 – 20n j 1,200 = 40n j n j = 30n k = (1,800 – 10nj)/20 n k = 75The investor should buy 30 shares of j and 75 shares of k.5. (a) If we know the maximum payout in each state, it will be possible to determine what an equalpayout will be. If the individual uses 100 percent of his wealth to buy security j, he can buy$72090$8= shares with payout S 1 = $900, S 2 = $1,800 If he spends $720 on security k, he can obtain$72080$9= shares with payout S 1 = $2,400, S 2 = $800 Since both of these payouts lie on the budget constraint (see Figure S4.3 on page 42), we can use them to determine its equation. The equation for the line isW 2 = a + bW 1Chapter 4 State Preference Theory 41Substituting in the values of the two points, which we have already determined, we obtain two equations with two unknowns, “a” and “b.”1,800 = a + b(900) –[800 = a + b(2,400)] 1,000 = b(–1,500) 1,0002b 1,5003−==− Therefore, the slope is 23− and the intercept is1,800 = a 23−(900) a = 2,400The maximum wealth in state two is $2,400. The maximum wealth in state one is0 = 2,400 23−W 1 3/2(2,400) = W 1 = $3,600A risk-free asset is one which has a constant payout, regardless of the state of nature which occurs. Therefore, we want to find the point along the budget line where W 2 = W 1. We now have two equations and two unknowns212W 2,400W 3=−(the budget constraint) W 2 = W 1 (equal payout)Substituting the second equation into the first, the payout of the risk-free asset is112W 2,400W 3=− 122,400W $1,440W 5/3=== If you buy n j shares of asset j and n k shares of k, your payout in states one and two will beState 1: n j 10 + n k 30 = 1,440 State 2: n j 20 + n k 10 = 1,440Multiplying the first equation by 2 and subtracting, we haven j 20 + n k 60 = 2,880 j k [n 20+n 101,440]−=k n 501,440=n k = 28.8and n j = 57.642 Copeland/Shastri/Weston • Financial Theory and Corporate Policy,Fourth EditionFigure S4.3 The budget constraint(b) The risk-free portfolio contains 57.6 shares of asset j and 28.8 shares of asset k. It costs $720 andreturns $1,440 for sure. Therefore, the risk-free rate of return isff f 1,4407201r 1,4401r 2720r 100%=++=== (c) It would be impossible to find a completely risk-free portfolio in a world with more states ofnature than assets (if all assets are risky). Any attempt to solve the problem would require solving for three unknowns with only two equations. No feasible solution exists. In general, it is necessary to have at least as many assets as states of nature in order for complete capital markets to exist. 6. We to solveMax[log C + 2/3 log Q 1 + 1/3 log Q 2] (4.1)subject toC + .6Q 1 + .4Q 2 = 50,000 (4.2)We can solve for C in (4.2) and substitute for C in (4.1).Max[log (50,000 – .6Q 1 – .4Q 2) + 2/3 log Q 1 + 1/3 log Q 2]Take the partial derivative with respect to Q 1 and set it equal to zero:121.62050,000.6Q .4Q 3Q −+=−−or 1.8Q 1 = 100,000 – 1.2Q 1 – .8Q 2 (4.3)Take the partial derivative with respect to Q 2 and set it equal to zero:122.41050,000.6Q .4Q 3Q −+=−−or 1.2Q 2 = 50,000 – .6Q 1 – .4Q 2 (4.4)Chapter 4 State Preference Theory 43 Together, (4.3) and (4.4) imply1.8Q1= 2.4Q2, or Q1= 1.3333Q2Substituting into (4.3) yields2.4Q2= 50,000Q2= 20,833.33hence Q1= 27,777.78(a) The risk-averse individual will purchase 27,777.78 units of pure security 1 at $0.60 each for a totalof $16,666.67; and 20,833.33 units of pure security 2 at $0.40 each for a total of $8,333.33. (b) From (4.2) and (4.4),C = 1.2Q2 = 25,000also from (4.2), C = $50,000 – $16,666.67 – $8,333.33= $25,000Hence, the investor divides his wealth equally between current and future consumption (which we would expect since the risk-free rate is zero and there is no discounting in the utility functions), but he buys more of pure security 1 (because its price per probability is lower) than of puresecurity 2.。
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Transaction on Power system, protection, and distribution ISSN: 2229-8711 Online Publication, June 2011/gjto.htmPF-P20 /GJTOCopyright @ 2011/gjtoSECURITY CONSTRAINT OPTIMAL POWER FLOW (SCOPF) – A COMPREHENSIVE SURVEYMithun M. Bhaskar, MuthyalaSrinivas, SyduluMaheswarapuNational Institute of Technology, Warangal, IndiaEmail: mmbaskr@Received July 2010, Revised October 2010, Accepted February 2011AbstractThis paper reviews the existing developments in Security Constrained Optimal Power Flow (SCOPF) from 1960’s to till date. Diverse schemes and approaches on Single Area/Multi-area, algorithms, Contingency Selection, Steady and Dynamic SCOPF, Artificial Intelligence based SCOPF, Real time and SCOPF using Parallel/Distributed Processing, Economic Dispatch with Security Constraints, Decentralized SCOPF, Voltage Constrained SCOPF (VSCOPF), Incorporation of FACTS on SCOPF studies and Literatures on Applications of SCOPFetc are appraised in structured manner chronologically with detailed reviews on the strategies and the test systems used for the analysis are reported. A brief summary of the existing stratagems and test system data which can be retrieved are given in the conclusion for easy access of researchers.Keywords: Security Constrained Optimal Power Flow (SCOPF), Security analysis, Flexible AC Transmission System (SCOPF), Literature review, Optimization Techniques.I.I NTRODUCTIONPower system throughout the world is undergoing tremendous changes and developments due torapid Restructuring, Deregulation and Open-access policies. Greater liberalization, larger market and increasing dependency on the electricity lead to the system operators to work on limited spinning reserve and to operate on vicinities to maximize the economy compromising on the reliability and security of the system for greater profits, which lead to establishment of a monitoring authority and accurate electronic system to prevent any untoward incidents like Blackouts.Optimal Power Flow (OPF) study plays an important role in the Energy Management System (EMS), where the wholeoperation of the system issupervised in eachconceivablereal time intervals. Optimal Power flow is the assessment of the finest settings of the control variables viz. the Active Power and Voltages of Generators, Discrete variables like Transformer taps, Continuous variables like the Shunt reactors and Capacitors and other continuous and discrete variables so as to attain a common objective such as minimization of operating cost or Social Welfare while respecting all the system limits for safe operation. This greater dependency on Electric Power has brought in the stage where the consumer depends not only on the availability of the electricity, but also looks for Reliable, Secure, Quality and Uninterrupted supply. Optimal Power flow, considered on, when system meets witha contingency viz. Generator/Transformer/Line/ Load / Static or Synchronous compensator failure / Apparatus failure is termed as Security Constrained Optimal Power flow (SCOPF). The recent Blackouts lead to the importance of the system which is capable to withstand any contingencies, or to have system which can work on the specified limits when a contingency occurs, without effecting the overall operation of the system. SCOPF problem is the perfect incorporation of the contradictory doctrines of maximum economy, safer operation and augmented security.This paper is organized into 14 Sections; First section gives an outline of OPF and SCOPF, Section II and III reviews the exhaustive segments like Steady State Security and Dynamic Security respectively, Section IV assesses the Contingency Selection strategies, Section V evaluates the Contingency Constrained OPF, Section VI deals with Security Constrained Economic Dispatch (SCED), Section VIItransacts with the Security Constrained OPF (SCOPF), Section VIII analyses the Artificial Intelligence Techniques applied to SCOPF, Section IX evaluates other Algorithms and Techniques applied for Optimization in SCOPF studies, Section X censures the Voltage Security Constrained OPF (VSCOPF) approach, Section XI relatethe Decentralized SCOPF approach, XII dissects the Parallel and Distributed algorithms applied to SCOPF, Section XIIIreviews the methodologies of SCOPF with Flexible AC transmission System (FACTS) incorporated and Section XIV reviews the literatures on the possible application of SCOPF.Security Constraint Optimal Power Flow (Scopf) – A Comprehensive SurveyCopyright @ 2011/gjto12II. STEADY STATE SECURITYAt any given case, the security engineer monitors the power flow with induced contingencies to empowerand withstand any case of overload and voltage violations. H. W. Dommel et al. [1] has sketched a detailed survey on Load flow algorithms, the first credits for Load flows unquestionably goes for J Carpentair (1962). All the considerable developments in Power Flow algorithms are listed in [2] – [3].SCOPF studies help to overcome when any real contingency happens by rescheduling / controlling to make sure that system is within the allowed limits of operation and termed assteady state security. Earlier methods were basically of Linearized DC load flow models with many approximations [4] and used only a linearized model of only the outage system. Early 1960s has the proposal of Wells [5], and 1970s works by El-Hawary [6], Kaltenbach et al. [7] and Shen et al. [8] were the earlier works on Power system security constrained optimization, Alsac et al. [9] in early as 1973 proposed a more accurate (earlier methods were DC approximate methods) method to incorporate the steady state security constraints into OPF, which allowed to consider the reactive power and voltage constraints in outage cases. There, the OPF is solved using the ‘Dommel-Tinney ’ approach and later security constraints are added to the AC-Power Flow via their penalty functions (first to introduce) and Lagrange multipliers, to obtain the optimum operating conditionswhich was tested on IEEE 30 bus system. But it was Monticelli et al. [10] (1987) has put forward a new blenders decomposition based method for Economic dispatch with security constraints with post-outagecorrection and separate the base case with contingency analysis together with generation rescheduling using Benders feasibilitycuts. The method was tested on IEEE 118 bus system. Last mentioned was that of non-decomposing methods and Carpentier [11] (1973), Elacqua et al. [12] (1982), Schnyder et al. [13] (1987) and Stott et al. [14] (1978) exposed various decomposed methods involving security constraints. Dias et al.[15](1991) claimed that by implementing the SCOPF for higher fuel cost systems, the total operating system tends to come down as the power demand on contingencies tend to come down due to lowering of voltage and natural reasons, the expensive generators are lightly loaded. He has also highlighted the effect of Under Load Tap Changing (ULTC) transformers in the normal OPF and SCOPF studies with load models implemented and modeled SCOPF solution which was tested on various 30, 57, 118 and the Nova Scotia 131 bus reduced power system; with specified power demand at loads fed by tap-transformers, when specified power demand occurs at voltages obtained from the standard OPF solution and by using voltages from a standard security constrained OPF solution with and without line flow constraints in OPF and SCOPF condition. In 1996, Saavedra [16] exploited distributedprocessing environment with dual relaxation method and was tested on two Brazilian systems consisting of 725 buses, 1212 branches and 76 adjustable power generators; Second system of 1663 buses, 2349 branches and 99 adjustable power generators. Saavedra together with Rodrigues et al. [17] (1994) proposed asynchronous method with dual-simplex relaxation solution for the linearized SCOPF with parallel architecture processing for the preventive mode of SCOPF. Security Constraint Optimal Power Flow becomes a bi-objective problem and the optimization occurs at the best trade-off between generation cost and the security cost. The 'Opportune SecurityIndex ', first mentioned in the Ph.D thesis of D. D Menniti (1989) and later widely used in his research on Steady State security using pattern recognition [18] and Neural Network [19] in 1991 and 1995 respectively. The very next year, Minniti together with Confroti and Sorrentino proposed Parallel Gradient Distribution (PGD) and Non-Linear Programming based OPF algorithm with (N-1) contingencies [20] with continuous security metrics and was tested on a 5 bus system. III. DYNAMIC SECURITY CONSTRAINED OPFEbrahimVaahedi et al. [21] (2001) was the pioneer to include the dynamic constraints; voltage stability with the static security constraints viz., the flow and voltage profile during normal and post contingency operations. The problem has been formulated as a three level hierarchical decomposition scheme where the Interior programming/ Benders Decomposition techniques are used and tested on a North American electric utility system with 1449 buses, 2511 circuits, 778 transformers and 240 generators and on a reduced Brazilian System of 11 buses and 15 circuits and the authors has validated using Continuation Power Flow and Point of Collapse Program (PFLOW). Don Huret al. [22] (2001) proposed aNovel algorithm in decentralized framework, using a price-based mechanism that models each region as an economic unit. Here, Linear Programming based approach is used by the authors for maximum secure simultaneous transfer capability of tie-lines. IV. CONTINGENCY SELECTION Lizhi Wang [23] (2006) projected a new contingency selection technique for the SCOPF problem which proved to provide a better solution than the conventional (N-K) selection principles. A DC lossless load flow model is used and the trade-off between economy and security is achieved using a parametric utility function. A best trade-off between the Economy benefit, Infeasibility cost and Infeasibility risk are considered and Integer Programming method is used which was tested on 5 bus, 6 line system and on IEEE 30 bus system using Matlab™ and CPLEX 9.0 platform. Y Yuan et al. [24] proposed solutions for transient stability constrained OPF with multi-contingency rather with the conventional single contingency analysis till then used. A Primal Dual Newton Interior Point method was used by authors to solve the TSOPF problem on 3 machines, 9 bus systems; IEEJ WEST 10 and IEEJ WEST 30 systems and implemented using FORTRAN language. Francois Bouffard et al. [25] (2005) proposed a model to Identify, Analyze and Validate a set of contingencies from the complete set of contingencies by norms of the Lagrange multiplier vectors of Post-contingency analysis. Two cases, viz. the Deterministic case and the Stochastic SCOPF problem have been analyzed here. In the former, the umbrella contingencies are identified as the contingency which yield the same market-clearing solution and in the latter case, the identification is done such that the sensitivity of the optimum solution to the neglected contingencies is smaller to a pre-specified threshold. In addition, authors have attempted to validate "super umbrella " contingency, which are nothing but, umbrella contingencies which remain asumbrella contingencies irrespective of the system parameters. ASecurity Constraint Optimal Power Flow (Scopf) – A Comprehensive Survey Copyright @ 2011/gjto 13DC-OPF analysis was used for Numerical analysis of deterministic SCOPF problem as the load varies and the effect of ranking and other cut-off rules of stochastic SCOPF is demonstrated and is tested on a Three-bus, three-line, three-generator system.Florin Capitanescu [26] (2007) introduced two novel contingency filtering techniques based on comparison of intermediate solutions of Preventive Security Constrained OPF (PSC-OPF) in post contingency analysis. Authors have compared the proposed method with classical methods like severity index-based (SI) filtering schemes and with direct PSCOPF method. Two techniques viz., Individually Non-dominated Contingency (INDC) Technique and Non-dominated Contingency Group (NDCG) Technique; both based on the concept of 'constraint violation domination'. Both had the advantage that it is free from any parameter tuning (weight matrices and thresholds). The former technique is found to keep only the non-dominated contingencies, which can obtain a solution to PSOPF, as of all contingencies are present and discarding all other ones; the later technique selects the contingency for each constraint, which creates maximum violation. The Interior-Point Method (IPM) is used in the base algorithm. The algorithms were tested on a modified Nordic32 system (60 bus system) and on standard IEEE 118 test bus system. Authors demonstrate that the proposed methods are more robust and accelerate the sequential solution of PSOPF than any other classical methods.V.CONTINGENCY CONSTRAINED OPFRamesh et al.[27] (1997)put forward a decomposed form of Contingency Constrained Optimal Power Flow (CCOPF) using Fuzzy Logic where, the minimization of both the base case (pre-contingency) operating cost and of the post-contingency correction times which are conflicting, were accepted as fuzzy goals. Devaraj et al.[28] (2005) demonstrated a new Real Coded Genetic Algorithm (RCGA)centered approach for OPF for improving the security goals of line overload by generation re-dispatching and by adjustment of phase-shifting transformers, which are installed based on the Severity Index (SI). This algorithm has overcome the traditional GA snagsof solution being depended on the number of bits of the variables and the cumbersome procedure of converting the real time variables into binary strings. The variables are modeled in natural form and operating the cross-over and mutation operators directly with integer and floating-point genetic algorithm. The authors has adopted the IEEE 30 and IEEE 118 bus systems for implementation and three cases viz, for obtaining the optimal-control variables in the IEEE 30-bus system; to alleviate overloads under line outage by generator rescheduling and phase-shifting transformers; the third case, proposed algorithm was used to alleviate line overload in the IEEE 118-bus system. Lopez-Lezama [29] (2006) offered a new coupled post contingency OPF with reliability criteria added as an additional linear constraint. The algorithm was tested on a Colombian market. The actual nodal prices and marginal price of a blackout-risk are also calculated. The mathematical modeling of that paper for SCOPF was adopted from Thorp et al. (2001) by using of coupled post contingency Optimal Power Flows and a unique system of islands arebuild, which are nothing but the base case system and the system after contingency. Load of various types like Dispatchable, Curtailable and Sheddable are found to be included. Objective function modeling consisting of additional variable; the difference of expected relative load shedding and average of all the expected relative load shedding, together with probabilities of contingencies are included and MATPOWER has been used for optimization part by authors.VI.ECONOMIC DISPATCH WITH SECURITY CONSTRAINTS Mohamed Aganagic et al. [30] (1997) demonstrated a two level decomposition algorithm using nonlinear version of the ‘Dantzig-Wolfe’ decomposition based Security constrained Economic dispatch (SCED) using nonlinear unit cost functions. A detailed representation of the reserve curves were given and were tested on three custom test cases with a total load of 3595MW. The proposed algorithm consists two phases; first phase obtains a primal feasible solution by minimizing the sum of infeasibilities, whereas in second phase the generation cost is minimized and is solved using a revised simplex method. Yan et al. [31] (1997) unraveled the Security Constrained Economic Dispatch (SCED) using successive linear Programming/Predictor-Corrector Interior Point method. Efforts have been made for the adjustment of Barrier Parameter and for determination of initial points. The proposed algorithm is compared with the results obtained using primal-dual interior point method. The algorithm is not applied directly; instead, the successive linear programming is applied to exploit the computational gain achieved on not having to calculate the second-order derivatives of Hessian matrix at each iteration. The proposed algorithm was tested on 236, 354, 708, 1062, 2124 bus systems, which are obtained by interconnecting standard IEEE 118 bus systems in many ways. Authors concluded by using feasibility condition on fast reducing duality gap, by customizing initial points by adopting relatively small threshold and by balancing its primal and dual values, the number of iterations can be reduced even up to 50% and the time savings are found to increase with larger size systems. Luis Vargas et al. [32] (1993) published an in-depth tutorial on Interior point method and demonstrated the application of IP (Dual Affine version) on SCED problem. Luis deliberatedon the superiority of the IP over the simplex method and a demonstrated a practical method to avoid the oscillatory behavior in the iteration process of IP. Fast Decoupled Load Flow, Generalized Generation Distribution Factors (GGDF) and generation power Incremental Transmission Losses Factor (ITLF) concepts are used in sub problems of the proposed algorithm and to increase the computational speed, ‘Pre-conditioned Conjugate Gradient’ (PCG) technique is used instead of the direct method based on Cholesky factorization, to prevent ill-conditioning and added time consumption. The algorithm was implemented and tested on IEEE 30 and 118 bus systems and is compared with simplex code (MINOS). RabihJabr et al. [33] (2000) put forward a new simplified homogeneous and self-dual (SHSD) linear programming (LP) interior point algorithm for SCED and did the analysis not only for the conventional (N-1) criteria but also for the (N-2) contingencies. The analysis has been compared with predictor-corrector interior point algorithm as proposed by Yan [31]. The cost curves in this paper are considered as convex and piecewise-linear and expressed in a separate programming which is tested on an IEEE 24 bus test system and on a practical 175 bus network. Yong Fu et al.[34] (2006) made an attempt on modeling a Security constrained Unit Commitment (SCUC) model with preventive/corrective approach contingencies (controllable andSecurity Constraint Optimal Power Flow (Scopf) – A Comprehensive SurveyCopyright @ 2011/gjto14uncontrollable) over an 24hr time schedule, AC-SCOPF, Load shedding and Unit commitment is considered, wherever the security constraints are not met in the recalculation of Unit commitment. The Authors have exploited Augmented Lagrangian relaxation, Dynamic programming and Benders Decomposition for solving the SCOPF/SCUC/UC. Load Shedding is resorted for unfeasible problem arising out of contingencies to act as Virtual generators based on decremental bids. Authors have adopted 6 bus, IEEE 118 bus and 1168 bus (169 generators, 1168 buses, 1474 branches, and 568 load sides) test systems for implementation andthe AC results are depicted. It’s concluded that the implementationtime increases linearly with size of the problem. Kyoung Shin Kim[35] et al.(2006) approached the SCED with Interior Point methodby including the power flow constraints. An novel algorithm is presented to linearize the SCED problem based relations among generator outputs, active power flows, loads, losses etc. and is solved using Linear programming. The concepts of Incremental Transmission Loss Factor (ITLF) and Generalized Generation Distribution Factor (GGDF) concepts are used in the algorithm which is later optimized using Primal Interior Point Method (PIPM). Authors has compared the results obtained by applying this algorithm to IEEE 6-bus and 30-bus systems and comparing it with Simplex Programming and its found that this algorithm offers more computational speed and takes lesser iterations. Florin Capitanescu et al.[36] (2008) proposed new techniques to solve the Corrective Security Constrained Optimal Power Flow (CSCOPF) consisting of CSOPF, Steady State Security Analysis (SSSA), a contingency filtering and an OPF variant to check post contingency corrective analysis. Severity-Index-Based Contingency Ranking Approach, Non-dominated Contingency (NDC) Approaches are used by authors in the CF category. Other variant of new IterativeCSCOPF approach like Infeasible post-contingency optimal powerflow, without filtering and Severity based approaches are alsodemonstrated in the paper. Authors have analyzed the proposed method with classical direct approach and Benders decompositiontechniques and are tested on modified 60 bus (Nordic32), IEEE 118 and 1203 bus (French-RTE) systems and the algorithm is found to be more robust and faster than direct approach, Benders decomposition technique and severity index (SI) based approaches. VII. SECURITY CONSTRAINED OPTIMAL POWER FLOW Harshan et al. [37] exposed notable works in speeding up the SCOPF analysis to make them competent for the online analysis using with a new fast Cyclic Contingency Screening model (CCS) of security analysis by accepting the results of a security analysis carried out at time 't k ' for drawing the data to be used in a security analysis at a time 't k +At' to reduce the computational burden which in turn increases the speed of the entire analysis. Authors used local perturbation effect and Concentric Relaxation Method and double stage pre-filters to separate non-critical cases on updating the database. This method was tested on National French 225-400 kV grid containing 462 nodes and 855 branches with 96 real states for a 24hr period on 15 minute steps. FabriceZaoui et al.[38] (2006) proposed a new direct method for the simultaneous optimization of AC-OPF base case and with (N-K) contingencies rather having sub problem approach which has been commonly found, using Primal Dual Interior Point method (IPM). The contingency analysis is run before the optimization process to select only the critical contingencies as size of the optimization problem increases linearly with the number of considered contingencies. In this approach, IPM converts the inequality constraints to the equality ones with addition of two positive slack variables and the equality constrained problem is converted to an unconstrained problem by using Lagrangian function together with a ‘Fiacco-McCormick ’ approach for barrier update (also called monotone strategy ). The algorithm is tested on a small 3-bus network, medium system of 95 buses, 105 branches with 19 load tap changing transformers, 22 generating units and 21 shunt compensation devices (CorsicaIsland) &on a large system consisting of 1207 buses, 1821branches, 185 generating units and 2 shunt compensation devices(French Continental Network). OñateYumbla et al.[39] (2008) proposed a Particle Swarm Optimization with Reconstruction Operators (PSO-RO) based solution for SCOPF problem, where the constraints are handled using reconstruction operators, instead of penalizing the objective function. Authors have formulated the OPF with (N-1) criterion, where the Pre/Post optimal contingency points are obtained, together while considering the constraints in generating units’ limits, minimum and maximum up and down-time, slope-down and slope-up, and coupling constraints in the pre- and the post-contingency states. Authors claim that by PSO-Reconstruction Operator approach, there is an increase in the search area/particles in the space. Performance Index based Contingency ranking system is used together with NRLF and is tested on two systems; viz. 39 buses, 46 branches, ten generators (New England System) with a total load of 1000MW and another one consisting of 26 buses, 46 branches, six generators, seven transformers, and nine shunt capacitors (adopted from Hadi Sadat ) with Six active power generations, Seven transformers-tap setting,and Nine var-injection values with a total load is 1263 MW and 22control variables.VIII. ARTIFICIAL INTELLIGENCE TECHNIQUESLiteratures speak that the main constriction was that the problem tend to settle in a global optimum as security constraints are difficult to be included in the line security constraints into fitnessfunction. L L Lai et al.[40] (1997) proposed an Binary CodedImproved Genetic Algorithm approach for the Normal andcontingent condition of the system and two cases has been compared on IEEE 30 bus system with a simulated circuit outage. Somasundaram et al . [41] put forward a Evolutionary programming based solution for the SCOPF problem and claimed to be a better and robust technique as EP uses only the objective function information and not the first and second derivatives of it or constraints and is independent of the nature of the search space such as smoothness, convexity or uni-modality and is tested on a IEEE30 bus system. Zwe-Lee Gaing et al. [42] (2006) suggested a Real coded Mixed Integer Genetic Algorithm based approach to the SCOPF problem. There, real coding is exploited instead of the conventional binary coding with a two arithmetic crossover and mutation schemes are proposed. Authors used uniform crossover, FDLF method and only one critical contingency is selected among all for the contingency analysis and the results provide a comparison with that of evolutionary programming on same system. The proposed SCOPF not only considers the generation cost, but also transmission security, transmission loss, bus voltageSecurity Constraint Optimal Power Flow (Scopf) – A Comprehensive Survey Copyright @ 2011/gjto 15profile, value-point loading and is tested on custom 26 bus (46 transmission lines, load demand of 1263 MW system) & IEEE 57 bus system.IX.APPLICATION OF OTHER TECHNIQUES TO SCOPFIt was in 1997, Scott et al. [43] reviewed some exceptional works on their 'Invited paper' on Power System Security Optimization Techniques, which revealed the future scope of online contingency analysis and pointed out areas of difficulty that constitute them and challenges for successful practical on-line implementations which are applied for the security analysis of Power System in the future. An in-depth review of security concepts and terminology, Security Assessment, Optimization techniques; Linear and Non-linear, a thorough ideas on modeling of Contingency Analysis, Direct & Indirect Contingency Selection methods, Active and Reactive power Contingency Screening, Security Constrained Optimal Scheduling; Contingency constrained OPF with security level 1 and level 2; online security analysis and its found to be must read literature for any researchers on Power System Security. Momoh et al.[44] offered a Quadratic Programming and New Non-Linear Convex Network Flow Programming (NLCNFP) model, which considers the tie-line security and transfer constraints together with buying and selling contracts has been implemented on a four area IEEE 30 bus system. KarimKaroui [45] (2008) highlighted the use of Interior Point programing (Interior-point Direct, Interior-point CG, Active set algorithms) for SCOPF using KNITRO (Integrated Power System Optimizer) software, which offers preventive and corrective strategy, the discrete variables modeling, the modeling of units capability curves, the modeling of the primary active power-frequency control, modeling of discrete variables, Transformertaps discretization with shunt variables discretization and authors has demonstrated the use of the same in evaluating the Total Transfer Capability. It’s found that KNITRO models the problem into barrier method where, nonlinear objective function is replaced to a set of barrier sub-problems controlled by a barrier parameter. The algorithm is demonstrated on a 2351 bus, 4587 lines European system. Anibal et al. [46] proposed a Predictor-Corrector Interior Point algorithm for SCOPF problem with Branch Outages, Generator Outages and Multiple equipment congestion together with the objective of minimization of transmission loss. A scalar weight method is used for integrating the objectives together. Line Outage Distribution Factors (LODFs) and GeneralizedGeneration Distribution Factors (GGDFs) are used in the contingency analysis consisting of 157 security constraints. Authors have validated the algorithm on a Brazilian power system consisting of 3535 bus and 4238 branches for a tolerance of 0.01. X.VOLTAGE SECURITY CONSTRAINED OPFClaudio Canizares et al. [47] (2001) projected and compared two OPF techniques incorporating Voltage Security, both multi-objective optimizations, minimizing the generation cost, transmission losses and improving the voltage security. The minimum voltage collapse point constraint is added together with the singular value and its derivatives at each iteration using the Hessian of the power flow equations which is solved using the Han-Powell procedure; Nonlinear Primal-Dual Predictor-Corrector Interior Point method and is tested on a modified IEEE 118 bus system. Devaraj et al. [48] (2007) proposed a new Improved Genetic Algorithm for the voltage security constrained OPF which used the natural form of the variables (Real coded GA) with floating point integers based crossover and mutation probability. Generator power output, Generator voltage magnitude, Transformer Taps and Reactive power of the capacitor banks are selected as control variables and the voltage stability is analyzed using the Maximum L-index value of load buses. In the proposed genetic algorithm the continuous variables are modeled as floating point numbers and discrete variables as integers. The method has been tested on a standard IEEE 30 bus system. WorawatNakawiro et al. [49] (2009) proposed a novel GA-ANN method for network loss minimization and for the reactive power dispatch where the ANN are trained offline to substitute for OPF online. The k-mean clustering method is used to select the input for the ANN, Line Indicator (L) is used to analyze the security margin and GA is used for optimizing the complete problem. For the offline learning, a database encompassing realistic operatingconditions, in terms of random load, generation mix and outages is simulated on 6000 operating points which were selected for ANN training using Back propagation method (Lavenberg-Marquart optimization adopted). The proposed algorithm was tested on a Standard IEEE 30 bus system and it’s found to be 5 times faster than other conventional methods.XI.DECENTRALIZED OPFBiskas et al.[50] (2005) presented a decentralized solution for large interconnected system by decomposing multi-area system SCOPF problem into smaller individual SCOPF problem. Later, the sub problems are combined using a pricing mechanism, which are the electricity exchange prices of the neighboring areas, until they converge all smaller sub problems. The advantage of this method is found to be reduced effect of line outages. Unit outages outside the sub problem area are ignored. Authors have implemented this algorithm for an IEEE 3 area RTS-96 and Balkan Power system consisting of 310 buses, 77 units, 485 internal lines and 5 tie-lines. Don Hur et al. [51] presented a new parallel decentralized solution for SCOPF problem using Linear Programming using Line Outage Distribution Factor and was implemented on the Korean Power System consisting of four regions and each region connected directly by the major eight 345 kV transmission lines and seventeen 154 kV transmission lines, which are considered as tie lines. The intraregional SCOPF is solved using conventional Linear Programming (LP) approach by the authors.XII.PARALLEL PROCESSING BASED SCOPFWei Qiu [52] (2005) proposed a new parallel processed (16 Pentium 1GHz Processors used in paper) solution for SCOPF using Nonlinear Interior Point Method (Primal-dual interior point). Authors have used multiple set of distributed processors for independent and parallel computing of contingency states. The ‘Blocked Diagonal Bordered’ (BDB) structure of the linear equations is exploited for assigning each processor an independent block for parallel processing. Authors have used ‘Generalized Minimal Residual’ (GMRES) method solutions have been used for faster convergence. Its claimed that the proposed algorithm gives 12 times faster solution for decomposed SCOPF problem, based on。