Assessment of a Primal-Dual Interior Point Method using a Three-D Filter Line Search Strategy

2010 ◽  
Author(s):  
M. Fernanda P. Costa ◽  
Edite M. G. P. Fernandes ◽  
Theodore E. Simos ◽  
George Psihoyios ◽  
Ch. Tsitouras
2012 ◽  
Vol 2012 ◽  
pp. 1-26 ◽  
Author(s):  
Antonio Roberto Balbo ◽  
Márcio Augusto da Silva Souza ◽  
Edméa Cássia Baptista ◽  
Leonardo Nepomuceno

This paper proposes a predictor-corrector primal-dual interior point method which introduces line search procedures (IPLS) in both the predictor and corrector steps. The Fibonacci search technique is used in the predictor step, while an Armijo line search is used in the corrector step. The method is developed for application to the economic dispatch (ED) problem studied in the field of power systems analysis. The theory of the method is examined for quadratic programming problems and involves the analysis of iterative schemes, computational implementation, and issues concerning the adaptation of the proposed algorithm to solve ED problems. Numerical results are presented, which demonstrate improvements and the efficiency of the IPLS method when compared to several other methods described in the literature. Finally, postoptimization analyses are performed for the solution of ED problems.


2000 ◽  
Vol 120 (8-9) ◽  
pp. 1175-1181
Author(s):  
Min-Hwa Jeong ◽  
Junji Kubokawa ◽  
Naoto Yorino ◽  
Hiroshi Sasaki ◽  
Byongjun Lee ◽  
...  

IEEE Access ◽  
2020 ◽  
Vol 8 ◽  
pp. 41053-41061
Author(s):  
Wenjing Shang ◽  
Wei Xue ◽  
Yingsong Li ◽  
Yidong Xu

1999 ◽  
Vol 32 (2) ◽  
pp. 4654-4658 ◽  
Author(s):  
Anders Hansson ◽  
Khalid El-Awady ◽  
Bo Wahlberg

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