• 제목/요약/키워드: Nonlinear interior point method

검색결과 26건 처리시간 0.023초

Fuzzy-Enforced Complementarity Constraints in Nonlinear Interior Point Method-Based Optimization

  • Song, Hwachang
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제13권3호
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    • pp.171-177
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    • 2013
  • This paper presents a fuzzy set method to enforce complementarity constraints (CCs) in a nonlinear interior point method (NIPM)-based optimization. NIPM is a Newton-type approach to nonlinear programming problems, but it adopts log-barrier functions to deal with the obstacle of managing inequality constraints. The fuzzy-enforcement method has been implemented for CCs, which can be incorporated in optimization problems for real-world applications. In this paper, numerical simulations that apply this method to power system optimal power flow problems are included.

Interior Point Method를 이용한 최적조류계산 알고리듬 개발에 관한 연구 (A Study on Optimal Power Flow Using Interior Point Method)

  • 김발호
    • 대한전기학회논문지:전력기술부문A
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    • 제54권9호
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    • pp.457-460
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    • 2005
  • This paper proposes a new Interior Point Method algorithm to improve the computation speed and solution stability, which have been challenging problems for employing the nonlinear Optimal Power Flow. The proposed algorithm is different from the tradition Interior Point Methods in that it adopts the Predictor-Corrector Method. It also accommodates the five minute dispatch, which is highly recommenced in modern electricity market. Finally, the efficiency and applicability of the proposed algorithm is demonstrated with a case study.

PRIMAL-DUAL 내부점법에 관한 연구 (A Study on Primal-Dual Interior-Point Method)

  • Seung-Won An
    • Journal of Advanced Marine Engineering and Technology
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    • 제28권5호
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    • pp.801-810
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    • 2004
  • The Primal-Dual Interior-Point (PDIP) method is currently one of the fastest emerging topics in optimization. This method has become an effective solution algorithm for large scale nonlinear optimization problems. such as the electric Optimal Power Flow (OPF) and natural gas and electricity OPF. This study describes major theoretical developments of the PDIP method as well as practical issues related to implementation of the method. A simple quadratic problem with linear equality and inequality constraints

SQUARE QUADRATIC PROXIMAL METHOD FOR NONLINEAR COMPLIMENTARITY PROBLEMS

  • Bnouhachem, Abdellah;Ou-yassine, Ali
    • 대한수학회논문집
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    • 제34권2호
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    • pp.671-684
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    • 2019
  • In this paper, we propose a new interior point method for solving nonlinear complementarity problems. In this method, we use a new profitable searching direction and instead of using the logarithmic quadratic term, we use a square root quadratic term. We prove the global convergence of the proposed method under the assumption that F is monotone. Some preliminary computational results are given to illustrate the efficiency of the proposed method.

Interior Point Method를 이용한 최적조류계산 알고리듬 개발에 관한 연구 (A Study on Optimal Power Flow Using Interior Point Method)

  • 김발호;송경빈
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 제36회 하계학술대회 논문집 A
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    • pp.852-854
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    • 2005
  • This paper proposes a new Interior Point Method algorithm to improve the computation speed and solution stability, which have been challenging problems for employing the nonlinear Optimal Power Flow. The proposed algorithm is different from the traditional Interior Point Methods in that it adopts the Predictor-Corrector Method. It also accommodates the five minute dispatch, which is highly recommended in modern electricity market. Finally, the efficiency and applicability of the proposed algorithm is demonstrated with a case study.

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비선형 내점법을 이용한 전력계통 평형점 최적화 (EOPT) (Power System Equilibrium Optimization (EOPT) with a Nonlinear Interior Point Method)

  • 송화창;호세 로델 도사노
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2006년도 제37회 하계학술대회 논문집 A
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    • pp.8-9
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    • 2006
  • This paper presents a new methodology to calculate an optimal solution of equilibrium to power system differential algebraic equations. It employs a nonlinear interior point method for solving the optimization formulation, which includes dynamic equations representing two-axis synchronous generator models with AVR and speed governing control, algebraic equations, and steady-state nonlinear loads. Equilibrium optimization (EOPT) is useful for diverse purposes in power system analysis and control with consideration of the system frequency constraint.

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비선형 내점법을 이용한 최적 조속기 응동 조류계산 (Optimal Governor Response Power Flow with Nonlinear Interior Point Method)

  • 김태균;이병준;송화창;차준민
    • 전기학회논문지
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    • 제56권9호
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    • pp.1527-1534
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    • 2007
  • This paper proposes a new concept of optimal governor-response power flow (OGPF) to obtain an optimal set of control parameters when the systems are in mid-term conditions after disturbances, ignoring the system dynamics. The idea of GOPF simply comes from the attempt to find an optimal solution of the governor-response power flow (GPF), which is a pre-exiting tool that is used to get power flow solutions that would exist several seconds after an event is applied. GPF incorporates the simplified model of governors in the systems into the power flow equations. This paper explains the concept of OGPF and depicts the OGPF formulation and application of a nonlinear interior point method as the solution technique. Also, this paper includes an example with New England 39-bus test system to illustrate the effectiveness of GOPF.

SOLVING NONLINEAR ASSET LIABILITY MANAGEMENT PROBLEMS WITH A PRIMAL-DUAL INTERIOR POINT NONMONOTONE TRUST REGION METHOD

  • Gu, Nengzhu;Zhao, Yan
    • Journal of applied mathematics & informatics
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    • 제27권5_6호
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    • pp.981-1000
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    • 2009
  • This paper considers asset liability management problems when their deterministic equivalent formulations are general nonlinear optimization problems. The presented approach uses a nonmonotone trust region strategy for solving a sequence of unconstrained subproblems parameterized by a scalar parameter. The objective function of each unconstrained subproblem is an augmented penalty-barrier function that involves both primal and dual variables. Each subproblem is solved approximately. The algorithm does not restrict a monotonic decrease of the objective function value at each iteration. If a trial step is not accepted, the algorithm performs a non monotone line search to find a new acceptable point instead of resolving the subproblem. We prove that the algorithm globally converges to a point satisfying the second-order necessary optimality conditions.

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비선형 내점법을 이용한 전력시스템의 평형점 최적화 (Power System Equilibrium Optimization (EOPT) with a Nonlinear Interior Point Method)

  • 송화창;로델 도사노
    • 전기학회논문지
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    • 제56권6호
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    • pp.1000-1006
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    • 2007
  • This paper presents a methodology to calculate an optimal solution of equilibrium to differential algebraic equations for power systems. It employs a nonlinear interior point method to solve the optimization formulation which includes dynamic equations representing the two-axis synchronous generator model with AVR and speed governing controls, algebraic equations, and steady-state nonlinear loads. This paper also adopts two algorithms for the improvement of solution convergence. In power system analysis and control, equilibrium optimization (EOPT) is applicable for diverse purposes that need the consideration of dynamic model characteristics at a steady-state condition.

이산 제어 변수를 포함한 비선형 내점법 기반 최적조류계산 (NIPM -Based Optimal Power Flow Including Discrete Control Variables)

  • 로델 도사노;송화창;김태균
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2007년도 추계학술대회 논문집 전력기술부문
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    • pp.226-228
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    • 2007
  • This paper proposes Nonlinear Interior Point Method (NIPM) including discrete control variables optimal power flow formulations. The algorithm utilizes the robustness in terms of starting point and fast convergence for large scale power system of NIPM and an introduction of rounding penalty function which is augmented in the Lagrangian function to handle discrete control variables. The derived formulation shows a simplified approach to deal with discrete control problems which is implementable in real large scale systems.

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