Predictor-Corrector Primal-Dual Interior Point Method for Solving Economic Dispatch Problems: A Postoptimization Analysis

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Security constrained optimal active power flow via network model and interior point method

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Interior point method for long-term generation scheduling of large-scale hydrothermal systems

This paper presents an interior point method for the long-term generation scheduling of large-scale hydrothermal systems. The problem is formulated as a nonlinear programming one due to the nonlinear representation of hydropower production and thermal fuel cost functions. Sparsity exploitation techniques and an heuristic procedure for computing the interior point method search directions have been developed. Numerical tests in case studies with systems of different dimensions and inflow scenarios have been carried out in order to evaluate the proposed method. Three systems were tested, with the largest being the Brazilian hydropower system with 74 hydro plants distributed in several cascades. Results show that the proposed method is an efficient and robust tool for solving the long-term generation scheduling problem.

An adaptation of the dual-affine interior point method for the surface flatness problem

This paper presents an adaptation of the dual-affine interior point method for the surface flatness problem. In order to determine how flat a surface is, one should find two parallel planes so that the surface is between them and they are as close together as possible. This problem is equivalent to the problem of solving inconsistent linear systems in terms of Tchebyshev's norm. An algorithm is proposed and results are presented and compared with others published in the literature. (C) 2006 Elsevier B.V. All rights reserved.

Solving the multiobjective environmental/economic dispatch problem using weighted sum and ε-constraint strategies and a predictor-corrector primal-dual interior point method

This paper proposes a technique for solving the multiobjective environmental/economic dispatch problem using the weighted sum and ε-constraint strategies, which transform the problem into a set of single-objective problems. In the first strategy, the objective function is a weighted sum of the environmental and economic objective functions. The second strategy considers one of the objective functions: in this case, the environmental function, as a problem constraint, bounded above by a constant. A specific predictor-corrector primal-dual interior point method which uses the modified log barrier is proposed for solving the set of single-objective problems generated by such strategies. The purpose of the modified barrier approach is to solve the problem with relaxation of its original feasible region, enabling the method to be initialized with unfeasible points. The tests involving the proposed solution technique indicate i) the efficiency of the proposed method with respect to the initialization with unfeasible points, and ii) its ability to find a set of efficient solutions for the multiobjective environmental/economic dispatch problem.

Interior-exterior point method with global convergence strategy for solving the reactive optimal power flow problem

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming

We study the preconditioning of symmetric indefinite linear systems of equations that arise in interior point solution of linear optimization problems. The preconditioning method that we study exploits the block structure of the augmented matrix to design a similar block structure preconditioner to improve the spectral properties of the resulting preconditioned matrix so as to improve the convergence rate of the iterative solution of the system. We also propose a two-phase algorithm that takes advantage of the spectral properties of the transformed matrix to solve for the Newton directions in the interior-point method. Numerical experiments have been performed on some LP test problems in the NETLIB suite to demonstrate the potential of the preconditioning method discussed.

Interior point algorithm for linear programming used in transmission network synthesis

This article presents a well-known interior point method (IPM) used to solve problems of linear programming that appear as sub-problems in the solution of the long-term transmission network expansion planning problem. The linear programming problem appears when the transportation model is used, and when there is the intention to solve the planning problem using a constructive heuristic algorithm (CHA), ora branch-and-bound algorithm. This paper shows the application of the IPM in a CHA. A good performance of the IPM was obtained, and then it can be used as tool inside algorithm, used to solve the planning problem. Illustrative tests are shown, using electrical systems known in the specialized literature. (C) 2005 Elsevier B.V. All rights reserved.

Using interior point algorithms for the solution of linear programs with special structural features

Linear Programming (LP) is a powerful decision making tool extensively used in various economic and engineering activities. In the early stages the success of LP was mainly due to the efficiency of the simplex method. After the appearance of Karmarkar's paper, the focus of most research was shifted to the field of interior point methods. The present work is concerned with investigating and efficiently implementing the latest techniques in this field taking sparsity into account. The performance of these implementations on different classes of LP problems is reported here. The preconditional conjugate gradient method is one of the most powerful tools for the solution of the least square problem, present in every iteration of all interior point methods. The effect of using different preconditioners on a range of problems with various condition numbers is presented. Decomposition algorithms has been one of the main fields of research in linear programming over the last few years. After reviewing the latest decomposition techniques, three promising methods were chosen the implemented. Sparsity is again a consideration and suggestions have been included to allow improvements when solving problems with these methods. Finally, experimental results on randomly generated data are reported and compared with an interior point method. The efficient implementation of the decomposition methods considered in this study requires the solution of quadratic subproblems. A review of recent work on algorithms for convex quadratic was performed. The most promising algorithms are discussed and implemented taking sparsity into account. The related performance of these algorithms on randomly generated separable and non-separable problems is also reported.

Implementation of an interior point source in the ultra weak variational formulation through source extraction

The Ultra Weak Variational Formulation (UWVF) is a powerful numerical method for the approximation of acoustic, elastic and electromagnetic waves in the time-harmonic regime. The use of Trefftz-type basis functions incorporates the known wave-like behaviour of the solution in the discrete space, allowing large reductions in the required number of degrees of freedom for a given accuracy, when compared to standard finite element methods. However, the UWVF is not well disposed to the accurate approximation of singular sources in the interior of the computational domain. We propose an adjustment to the UWVF for seismic imaging applications, which we call the Source Extraction UWVF. Differing fields are solved for in subdomains around the source, and matched on the inter-domain boundaries. Numerical results are presented for a domain of constant wavenumber and for a domain of varying sound speed in a model used for seismic imaging.

An examination of isotherm generation : impact of bottle-point method upon potassium ion exchange with strong acid cation resin

This paper relates to the importance of impact of the chosen bottle-point method when conducting ion exchange equilibria experiments. As an illustration, potassium ion exchange with strong acid cation resin was investigated due to its relevance to the treatment of various industrial effluents and groundwater. The “constant mass” bottle-point method was shown to be problematic in that depending upon the resin mass used the equilibrium isotherm profiles were different. Indeed, application of common equilibrium isotherm models revealed that the optimal fit could be with either the Freundlich or Temkin equations, depending upon the conditions employed. It could be inferred that the resin surface was heterogeneous in character, but precise conclusions regarding the variation in the heat of sorption were not possible. Estimation of the maximum potassium loading was also inconsistent when employing the “constant mass” method. The “constant concentration” bottle-point method illustrated that the Freundlich model was a good representation of the exchange process. The isotherms recorded were relatively consistent when compared to the “constant mass” approach. Unification of all the equilibrium isotherm data acquired was achieved by use of the Langmuir Vageler expression. The maximum loading of potassium ions was predicted to be at least 116.5 g/kg resin.

A new two point method of obtaining Cv from a consolidation test: Discussion

Careful study of various aspects presented in the note reveals basic fallacies in the concept and final conclusions.The Authors claim to have presented a new method of determining C-v. However, the note does not contain a new method. In fact, the method proposed is an attempt to generate settlement vs. time data using only two values of (t,8). The Authors have used a rectangular hyperbola method to determine C-v from the predicated 8- t data. In this context, the title of the paper itself is misleading and questionable. The Authors have compared C-v values predicated with measured values, both of them being the results of the rectangular hyperbola method.

Real-time Computer Simulation of Three Dimensional Elastostatics using the Finite Point Method

Real-time simulation of deformable solids is essential for some applications such as biological organ simulations for surgical simulators. In this work, deformable solids are approximated to be linear elastic, and an easy and straight forward numerical technique, the Finite Point Method (FPM), is used to model three dimensional linear elastostatics. Graphics Processing Unit (GPU) is used to accelerate computations. Results show that the Finite Point Method, together with GPU, can compute three dimensional linear elastostatic responses of solids at rates suitable for real-time graphics, for solids represented by reasonable number of points.