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Applications of Bilevel Mixed-Integer Programming to Power Systems Resilience Devendra Shelar Joint work with Saurabh Amin and Ian Hiskens January 19, 2018 Outline Motivation Modeling Network model Generalized disruption model


  1. Applications of Bilevel Mixed-Integer Programming to Power Systems Resilience Devendra Shelar Joint work with Saurabh Amin and Ian Hiskens January 19, 2018

  2. Outline • Motivation • Modeling • Network model • Generalized disruption model • Multi-regime System Operator (defender) model • Grid-connected, cascade, islanding • Bilevel formulation • Benders decomposition • Resource dispatch • Controllable DGs, islanding capabilities • Trilevel formulation – solution approach 2

  3. Cyberphysical disruptions Metcalf Substation (April 2013) Ukraine attack (Dec 2015- Hurricane Maria • Sniper attack on 17 2016) (September 2017) transformers • First ever blackouts • Customers facing • Telecommunication cables cut caused by hackers blackouts for • 15 million $ worth of damage • Controllers damaged for months • 100 mn $ for security upgrades months 3

  4. Attack scenarios => supply-demand imbalance (sudden / prolonged) 8

  5. Three regimes of SO operation DER disconnect -- cascade load disconnect TN level Grid-connected regime Distribution Transmission disturbance Can absorb the impact of • Attack-induced substation network DN level disturbances supply-demand # ' −Δ𝑊 𝑊 𝑊 " " imbalance Islanding mode regime SO response Larger disturbances may • # , 𝑅 " # ' , 𝑅 " ' 𝑄 𝑄 " " force microgrid islanding Microgrid islanding Cascade regime High severity voltage • excursions, then more DER disconnects (cascades), more load shedding When TN and DN level disturbances clear, the system can return to its nominal regime 5

  6. Our approach Most attacker-defender interactions can be modeled as • Supply-demand imbalance induced by attacker • Control (reactive and proactive) by the system operator • Abstraction: Bilevel (or multilevel) optimization problems Flexible to allow for both continuous and discrete variables • Good solution approaches: Duality, KKT conditions, Benders cut, MILP • Provide practically useful insights to determine critical scenarios • • Supplements simulation based approaches For example, co-simulation of cyber and power simulators •

  7. Our contributions Defender model Attacker model Regulation objectives Bilevel problem Regime? Cascade / Islanding regimes Grid-Connected regime Multiple regimes DN vulnerability to Security of Economic Dispatch DER disruptions Inner problem: mixed-integer vars • simultaneous EV KKT based reformulation Greedy Approach • • Benders decomposition • overcharging [2] DSN 2017 [3] IEEE TCNS 2016 [1] • • [1] Shelar D. and Amin. S - "Security assessment of electricity distribution networks under DER node compromises” [2] Shelar D., Amin. S and Hiskens I. – “Towards Resilience-Aware Resource Allocation and Dispatch in Electricity Distribution Networks” [3] Shelar D., Sun P., Amin. S and Zonouz S. - “Compromising Security of Economic Dispatch software” 7

  8. Related Work (partial) (T1) Interdiction and cascading failure analysis of power grids • R. Baldick, K. Wood, D. Bienstock: Network Interdiction, Cascades • A. Verma, D. Bienstock: N-k vulnerability problem • D. Papageorgiou, R. Alvarez, et al.: Power network defense • X. Wu, A. Conejo: Grid Defense Planning (T2) Cyber-physical security of networked control systems • E. Bitar, K. Poolla, A Giani: Data integrity, Observability • H. Sandberg, K. Johansson: Secure control, networked control • B. Sinopoli, J. Hespanha: Secure estimation and diagnosis • T. Basar, C. Langbort: Network security games 8

  9. Network model Power flow on tree networks - Baran and Wu model (1989): • 𝒣 = (𝒪, ℰ) – tree network of nodes and edges • 𝑞𝑑 2 ,𝑟𝑑 2 - real and reactive nominal power demand at node 𝑗 • 𝑞𝑕 2 , 𝑟𝑕 2 - real and reactive nominal power from uncontrollable generation at node 𝑗 • 𝑊 2 - voltage magnitude at node 𝑗 • z 28 = r 28 + 𝐤x 28 - impedance on line ( 𝑗,𝑘 ) • 𝑄 28 , 𝑅 28 - real and reactive power from node 𝑗 to node 𝑘 • 𝑞 2 , 𝑟 2 - net real and reactive power consumed at node 𝑗 9

  10. Generalized disruption model Attacker strategy: 𝑏 = 𝜀, 𝑞𝑒 A ,𝑟𝑒 A , Δ𝑊 " • 𝜀: attack vector, with 𝜀 2 = 1 if node 𝑗 is attacked and 0 otherwise • Satisfy ∑ 𝜀 2 ≤ 𝑁 (attacker’s resource budget) 2 A - attacker’s active/reactive power disturbance at node 𝑗 A , 𝑟𝑒 2 • 𝑞𝑒 2 (general model: captures various attack scenarios) • Δ𝑊 " : voltage drop at substation node • Due to physical disturbance or temporary fault in the TN Attacker strategy: • Which nodes to compromise? • What set-points to choose? 10

  11. Defender model: Grid-connected regime Defender response: 𝑒 = 𝛾 • 𝛾 2 ∈ 𝛾 2 ,1 : load control parameter at node 𝑗 𝑞𝑑 2 ,𝑟𝑑 2 - nominal power • 𝑞𝑑 2 = 𝛾 2 𝑞𝑑 2 , 𝑟𝑑 2 = 𝛾 2 𝑟𝑑 2 demand at node 𝑗 Defender response: How much load control should be exercised? 11

  12. Defender model: Cascade regime Defender response: 𝑒 = 𝛾, 𝑙𝑑, 𝑙𝑕 • 𝑙𝑑 2 = 0 if load is connected, 1 otherwise. • 𝑙𝑕 2 = 0 if uncontrolled DG is connected, 1 otherwise. • Voltage constraints for connectivity: L 2 voltage bounds for load (resp. 𝑙𝑑 2 = 0 ⟹ 𝑊 2 ∈ 𝑊 '2 ,𝑊 ' generation) connectivity L 𝑙𝑕 2 = 0 ⟹ 𝑊 2 ∈ 𝑊 , 𝑊 2 M M 2 Defender response: Which loads and DGs to disconnect? 12

  13. Defender model: Islanding regime Defender response: 𝑒 = 𝛾, 𝑙𝑑, 𝑙𝑕, 𝑞𝑠, 𝑟𝑠, 𝑙𝑛 • 𝑞𝑠, 𝑟𝑠 - dispatch of resources (DERs) 𝜓 - set of lines which can • 𝑙𝑛 28 = 1, if line 𝑗, 𝑘 ∈ 𝜓 is open, 0 otherwise. be disconnected to form microgrids • Microgrid formation affects power flows and voltages: 𝑄 28 = 𝑅 28 = 0 𝑙𝑛 28 = 1 ⟹ Q 8 = 𝑊 RST 𝑊 𝑙𝑛 28 = 0 ⟹ 𝑞𝑠 8 = 0, 𝑟𝑠 8 = 0 Defender response: 13 Which lines to disconnect?

  14. Power flow constraints before disruption 𝑞 2 = 𝑞𝑑 2 − 𝑞𝑕 2 • Net power consumed at a node 𝑟 2 = 𝑟𝑑 2 − 𝑟𝑕 2 • Linear Power flows (LPF) 𝑄 28 = U 𝑄 + 𝑞 2 8V V:8→V 𝑅 28 = U 𝑅 8V + 𝑟 2 V:8→V 𝑊 8 = 𝑊 2 − (r 28 𝑄 28 + x 28 𝑅 28 ) • Voltage drop equation RST 𝑊 " = 𝑊 " 14

  15. Power flow constraints after disruption ⋆ 𝑞 2 = 𝑞𝑑 2 − 𝑞𝑕 2 + 𝜀 2 𝑞𝑒 A2 • Net power consumed at a node ⋆ 𝑟 2 = 𝑟𝑑 2 − 𝑟𝑕 2 + 𝜀 2 𝑟𝑒 A2 • Linear Power flows (LPF) 𝑄 28 = U 𝑄 + 𝑞 2 8V V:8→V 𝑅 28 = U 𝑅 8V + 𝑟 2 V:8→V 𝑊 8 = 𝑊 2 − (r 28 𝑄 28 + x 28 𝑅 28 ) • Voltage drop equation RST − Δ𝑊 𝑊 " = 𝑊 " " 15

  16. Power flow constraints after SO dispatch ⋆ − 𝑞𝑠 𝑞 2 = 𝑞𝑑 2 − 𝑞𝑕 2 + 𝜀 2 𝑞𝑒 A2 • Net power consumed at a node 2 ⋆ − 𝑟𝑠 𝑟 2 = 𝑟𝑑 2 − 𝑟𝑕 2 + 𝜀 2 𝑟𝑒 A2 2 • Linear Power flows (LPF) 𝑄 28 = U 𝑄 + 𝑞 2 8V V:8→V 𝑅 28 = U 𝑅 8V + 𝑟 2 V:8→V 𝑊 8 = 𝑊 2 − (r 28 𝑄 28 + x 28 𝑅 28 ) • Voltage drop equation #YZ − Δ𝑊 𝑊 " = 𝑊 " " 16

  17. Losses 𝑀 ^_ 𝑦 ≡ 𝑋 cd 𝑄 Cost of active power supply : " Loss of voltage regulation : 𝑀 ef 𝑦 ≡ 𝑋 ef U𝑢 2 , 2 − 𝑊 RST where 𝑢 2 ≥ 𝑊 2∈g Cost incurred due to load control : 𝑀 h_ 𝑦 ≡ U 𝑋 h_,2 (1 − 𝛾 2 ) 2∈g 𝑀 id jkM2Zk 𝑦 = 𝑀 ^_ 𝑦 + 𝑀 ef 𝑦 + 𝑀 h_ (𝑦) Loss in Grid-Connected regime : 17

  18. Attacker-Defender problem [AD] - Bilevel formulation w∈𝒠 𝑀 y_ z{|}T{ 𝑦 𝑏, 𝑒 AD ℒ ∶= max A∈𝒝 min • Powerflows, DER capabilities, voltage bounds • Defender model (resources and capabilities) • Attacker model (resources and capabilities) System State 𝑦 = (𝑞, 𝑟, 𝑄, 𝑅, 𝑊) 18

  19. Attacker-Defender problem [AD] – Cascade regime w∈𝒠 𝑀 _~ z{|}T{ 𝑦 𝑏, 𝑒 AD ℒ ∶= max A∈𝒝 min • Powerflows, DER capabilities, voltage bounds • Defender model (resources and capabilities) • Attacker model (resources and capabilities) Where 𝑀 _~ z{|}T{ 𝑦 ≡ 𝑀 y_ z{|}T{ 𝑦 + 𝑀 ~• 𝑦 • Cost of load shedding 𝑀 ~• 𝑦 ≡ U 𝑋 ~•,2 𝑙𝑑 2 2∈𝒪 ~•,2 : cost of unit load shedding • 𝑋 19

  20. Attacker-Defender problem [AD] – Islanding regime w∈𝒠 𝑀 €• z{|}T{ 𝑦 𝑏, 𝑒 AD ℒ ∶= max A∈𝒝 min • Powerflows, DER capabilities, voltage bounds • Defender model (resources and capabilities) • Attacker model (resources and capabilities) Where 𝑀 €• z{|}T{ 𝑦 ≡ 𝑀 y_ z{|}T{ 𝑦 + 𝑀 €y 𝑦 • Cost of microgrid islanding 𝑀 €y 𝑦 ≡ U 𝑋 €y,28 𝑙𝑛 28 (2,8)∈‚ €y,28 : cost of a single microgrid island formation at node 𝑘 • 𝑋 20

  21. Benders cut approach 0 1 2 3 4 5 9 6 10 7 11 8 12 21

  22. Computational results for Cascade regime 𝑞𝑒 A ⋆ 𝑡𝑠 L 22

  23. „… Load shedding vs „† 23

  24. No response - (multi-round) cascade Worst-case loss under no defender response An algorithm • Initial contingency • For r = 1,2,… • Compute new power flows • Determine a single loads or DG that maximally violates its voltage bounds • Disconnect that device accordingly 24

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