Lagrangian Duality and Branch-and-Bound Algorithms for Optimal Power Flow

This paper investigates a Lagrangian dual problem for solving the optimal power flow problem in rectangular form that arises from power system analysis. If strong duality does not hold for the dual, we propose two classes of branch-and-bound algorithms that guarantee to solve the problem to optimality. The lower bound for the objective function is obtained by the Lagrangian duality, whereas the feasible set subdivision is based on the rectangular or ellipsoidal bisection. The numerical experiments are reported to demonstrate the effectiveness of the proposed algorithms. We note that no duality gap is observed for any of our test problems.