NDLI: A fast algorithm for power system optimization problems using an interior point method

Content Provider	IEEE Xplore Digital Library
Author	Ponnambalam, K. Quintana, V.H. Vannelli, A.
Copyright Year	1991
Description	Author affiliation: Waterloo Univ., Ont., Canada (Ponnambalam, K.; Quintana, V.H.; Vannelli, A.)
Abstract	Variants of simplex-based methodologies are generally used to solve underlying linear programming (LP) problems. An implementation of the dual affine (DA) algorithm (a variant of N. Karmarkar's (1984) interior point method) is described in detail and some computational results are presented. This algorithm is particularly suitable for problems with a large number of constraints, and is applicable to linear and nonlinear optimization problems. In contrast with the simplex method, the number of iterations required by the DA algorithm to solve large-scale problems is relatively small. The DA algorithm has been implemented considering the sparsity of the constraint matrix. The normal equation that is required to be solved in every iteration is solved using a preconditioned conjugate gradient method. An application of the technique to a hydro-scheduling is presented; the largest problem is solved over nine times faster than an efficient simplex (MINOS) code. A new heuristic basis recovery procedure is implemented to provide primal and dual optimal basic solutions which are not generally available if interior point methods are used. The tested examples indicate that this new approach requires less than 10% of the original iterations of the simplex method to find the optimal basis.
Starting Page	393
Ending Page	400
File Size	670631
Page Count	8
File Format	PDF
ISBN	0879426209
DOI	10.1109/PICA.1991.160607
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1991-05-07
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Power systems Optimization methods Linear programming Design engineering Power engineering and energy Constraint optimization Large-scale systems Testing Systems engineering and theory Power engineering computing
Content Type	Text
Resource Type	Article

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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