Um método primal-dual aplicado na resolução do problema de fluxo de potência ótimo

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

Método primal-dual previsor-corretor de pontos interiores e exteriores com estratégias de correção de inércia e suavização hiperbólica aplicado ao problema de despacho econômico com ponto de carregamento de válvula e representação da transmissão

Pós-graduação em Engenharia Elétrica - FEB

Método primal-dual de pontos interiores aplicado ao problema de despacho econômico e ambiental

Este artigo traz os resultados obtidos através do estudo e da aplicação do Método Primal-Dual Previsor-Corretor de Pontos Interiores para Problema de Programação Quadr´atica convexa a um Problema de Despacho Econômico (PDE) e a um Problema Multiobjetivo de Despacho Econômico e Ambiental (DEA). O primeiro problema busca determinar a solução ótima aproximada, minimizando os custos dos combustíveis empregados na geração termoelétrica de energia e satisfazendo as restrições operacionais. Já o segundo é solucionado através do Método da Soma Ponderada, que apresenta um balanceamento entre o problema de otimização dos custos e o problema de emissão de poluentes. Ao final do artigo, um algoritmo para cada problema é proposto e implementado computacionalmente utilizando o software Borland C++ Builder 6.0. Os testes foram realizados utilizando um PDE de 13 geradores e um DEA de 06 geradores e os resultados obtidos demonstram a eficiˆencia dos m´etodos quando comparados a outros encontrados na literatura.

Método previsor-corretor primal-dual de pontos interiores em problemas multiobjetivo de despacho econômico e ambiental

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Procedimento híbrido envolvendo os métodos primal-dual de pontos interiores e branch and bound em problemas multiobjetivo de aproveitamento de resíduos de cana-de-açúcar

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Um método previsor-corretor primal-dual de pontos interiores barreira logarítmica modificada, com estratégias de convergência global e de ajuste cúbico, para problemas de programação não-linear e não-convexa

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Restless bandits, linear programming relaxations and a primal-dual index heuristic

We develop a mathematical programming approach for the classicalPSPACE - hard restless bandit problem in stochastic optimization.We introduce a hierarchy of n (where n is the number of bandits)increasingly stronger linear programming relaxations, the lastof which is exact and corresponds to the (exponential size)formulation of the problem as a Markov decision chain, while theother relaxations provide bounds and are efficiently computed. Wealso propose a priority-index heuristic scheduling policy fromthe solution to the first-order relaxation, where the indices aredefined in terms of optimal dual variables. In this way wepropose a policy and a suboptimality guarantee. We report resultsof computational experiments that suggest that the proposedheuristic policy is nearly optimal. Moreover, the second-orderrelaxation is found to provide strong bounds on the optimalvalue.

Fluxo de potência ótimo reativo via método da função lagrangiana barreira modificada

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

A modified Primal-Dual Logarithmic-Barrier Method for solving the Optimal Power Flow problem with discrete and continuous control variables

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

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)

Primal-dual logarithmic barrier and augmented Lagrangian function to the loss minimization in power systems

This article presents a new approach to minimize the losses in electrical power systems. This approach considers the application of the primal-dual logarithmic barrier method to voltage magnitude and tap-changing transformer variables, and the other inequality constraints are treated by augmented Lagrangian method. The Lagrangian function aggregates all the constraints. The first-order necessary conditions are reached by Newton's method, and by updating the dual variables and penalty factors. Test results are presented to show the good performance of this approach.

Investigação e aplicação de métodos primal - dual pontos interiores em problemas de despacho econômico e ambiental

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Aplicação de um método híbrido de pontos interiores e branch-and-bound em problemas de minimização de custo de colheita da cana-de-açúcar

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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.

A modified Primal-Dual Logarithmic-Barrier Method for solving the Optimal Power Flow problem with discrete and continuous control variables

The aim of solving the Optimal Power Flow problem is to determine the optimal state of an electric power transmission system, that is, the voltage magnitude and phase angles and the tap ratios of the transformers that optimize the performance of a given system, while satisfying its physical and operating constraints. The Optimal Power Flow problem is modeled as a large-scale mixed-discrete nonlinear programming problem. This paper proposes a method for handling the discrete variables of the Optimal Power Flow problem. A penalty function is presented. Due to the inclusion of the penalty function into the objective function, a sequence of nonlinear programming problems with only continuous variables is obtained and the solutions of these problems converge to a solution of the mixed problem. The obtained nonlinear programming problems are solved by a Primal-Dual Logarithmic-Barrier Method. Numerical tests using the IEEE 14, 30, 118 and 300-Bus test systems indicate that the method is efficient. (C) 2012 Elsevier B.V. All rights reserved.