An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations

2010 ◽  
Vol 32 (6) ◽  
pp. 3447-3475 ◽  
Author(s):  
Frank E. Curtis ◽  
Olaf Schenk ◽  
Andreas Wächter
Keyword(s):  
Nonlinear Optimization ◽  
Interior Point ◽  
Large Scale ◽  
Interior Point Algorithm

scholarly journals An Interior Point Algorithm for Large-Scale Nonlinear Programming

1999 ◽  
Vol 9 (4) ◽  
pp. 877-900 ◽  
Author(s):  
Richard H. Byrd ◽  
Mary E. Hribar ◽  
Jorge Nocedal
Keyword(s):  
Nonlinear Programming ◽  
Interior Point ◽  
Large Scale ◽  
Interior Point Algorithm

scholarly journals Computer Oriented Interior Point Algorithm for Solving Linear Programming Problem with Application

2017 ◽  
Vol 65 (1) ◽  
pp. 41-47
Author(s):  
Farhana Ahmed Simi ◽  
Md Ainul Islam
Keyword(s):  
Linear Programming ◽  
Interior Point ◽  
Linear Programming Problem ◽  
Large Scale ◽  
Real Life ◽  
Computer Code ◽  
Interior Point Algorithm ◽  
Hand Calculation ◽  
Diet Problem ◽  
Do So

In this paper, we study the interior point algorithm for solving linear programming (LP) problem developed by Narendra Karmarkar. As interior point algorithm for LP problem involves tremendous calculations, it is quite impossible to do so by hand calculation. To fulfill the requirement we develop computer code in MATLAB for LP which is based on this algorithm procedure. To illustrate the purpose, we formulate a real life sizeable large-scale linear program for diet problem and solve it using our computer code for interior point algorithm in MATLAB. Dhaka Univ. J. Sci. 65(1): 41-47, 2017 (January)

scholarly journals Multiperiod hydrothermal economic dispatch by an interior point method

2002 ◽  
Vol 8 (1) ◽  
pp. 33-42 ◽  
Author(s):  
L. M. Kimball ◽  
K. A. Clements ◽  
P. W. Davis ◽  
I. Nejdawi
Keyword(s):  
Interior Point ◽  
Interior Point Method ◽  
Large Scale ◽  
Necessary Conditions ◽  
Economic Dispatch ◽  
Optimization Methods ◽  
Interior Point Algorithm ◽  
Peak Shaving ◽  
Network Characteristics ◽  
First Order

This paper presents an interior point algorithm to solve the multiperiod hydrothermal economic dispatch (HTED). The multiperiod HTED is a large scale nonlinear programming problem. Various optimization methods have been applied to the multiperiod HTED, but most neglect important network characteristics or require decomposition into thermal and hydro subproblems. The algorithm described here exploits the special bordered block diagonal structure and sparsity of the Newton system for the first order necessary conditions to result in a fast efficient algorithm that can account for all network aspects. Applying this new algorithm challenges a conventional method for the use of available hydro resources known as the peak shaving heuristic.

scholarly journals Evaluating the Performance of Various ACOPF Formulations Using Nonlinear Interior-Point Method

2021 ◽  
Author(s):  
Sayed Abdullah Sadat
Keyword(s):  
Nonlinear Optimization ◽  
Electricity Markets ◽  
Interior Point ◽  
Power Flow ◽  
Optimal Power Flow ◽  
Large Scale ◽  
Optimization Problems ◽  
Wide Range ◽  
Decision Making Processes ◽  
Point Line

Alternating current optimal power flow (ACOPF) problem is a non-convex and a nonlinear optimization problem. Similar to most nonlinear optimization problems, ACOPF is an NP-hard problem. On the other hand, Utilities and independent service operators (ISO) require the problem to be solved in almost real-time. The real-world networks are often large in size and developing an efficient and tractable algorithm is critical to many decision-making processes in electricity markets. Interior-point methods (IPMs) for nonlinear programming are considered one of the most powerful algorithms for solving large-scale nonlinear optimization problems. However, the performance of these algorithms is significantly impacted by the optimization structure of the problem. Thus, the choice of the formulation is as important as choosing the algorithm for solving an ACOPF problem. Different ACOPF formulations are evaluated in this paper for computational viability and best performance using the interior-point line search (IPLS) algorithm. Different optimization structures are used in these formulations to model the ACOPF problem representing a range of varying sparsity. The numerical experiments suggest that the least sparse ACOPF formulation with polar voltages yields the best computational results. A wide range of test cases, ranging from 500-bus systems to 9591-bus systems, are used to verify the test results.

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