• 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.

• 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.

• 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.

• Journal of applied mathematics & informatics
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• 제29권1_2호
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• pp.173-190
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• 2011

In this paper, we construct a new approach of affine scaling interior algorithm using the affine scaling conjugate gradient and Lanczos methods for bound constrained nonlinear optimization. We get the iterative direction by solving quadratic model via affine scaling conjugate gradient and Lanczos methods. By using the line search backtracking technique, we will find an acceptable trial step length along this direction which makes the iterate point strictly feasible and the objective function nonmonotonically decreasing. Global convergence and local superlinear convergence rate of the proposed algorithm are established under some reasonable conditions. Finally, we present some numerical results to illustrate the effectiveness of the proposed algorithm.

• Journal of applied mathematics & informatics
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• 제27권1_2호
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• pp.233-243
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• 2009

This paper concerns an algorithm that combines line search and trust region step for nonlinear optimization problems. Unlike traditional trust region methods, we incorporate the Armijo line search technique into trust region method to solve the subproblem. In addition, the subproblem is solved accurately, but instead solved by inaccurate method. If a trial step is not accepted, our algorithm performs the Armijo line search from the failed point to find a suitable steplength. At each iteration, the subproblem is solved only one time. In contrast to interior methods, the optimal solution is derived by iterating from outside of the feasible region. In numerical experiment, we apply the algorithm to nonlinear portfolio optimization problems, primary numerical results are presented.

• 대한전기학회논문지:시스템및제어부문D
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• 제49권2호
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• pp.68-73
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• 2000

This paper addresses the analysis and design of fuzzy control systems for a class of complex nonlinear systems. Firstly, the nonlinear system is represented by Takagi-Sugeno(TS) fuzzy model and the global controller is constructed by compensating each linear model in the rule of TS fuzzy model. The design of conventional TS fuzzy-model-based controller is composed of two processes. One is to determine the static state feedback gain of each local model and the other is to validate the stability of the designed fuzzy controller. In this paper, we propose an alternative methods for the design of TS fuzzy-model-based controller. The design scheme is based on the extension of conventional optimal control theory to the design of TS fuzzy-model-based controller. By using the proposed method, the design and stability analysis of the TS fuzzy model-based controller is reduced to the problem of finding the solution of a set of algebraic Riccati equations. And we use the recently developed interior point method to find the solution of AREs, where AREs are recast as the LMI formulation. A numerical simulation example is given to show the effectiveness and feasibiltiy of the proposed fuzzy controller design method.