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A Study on Primal-Dual Interior-Point Method  

Seung-Won An (오클라호마 주립대학교 전기공학과)
Publication Information
Journal of Advanced Marine Engineering and Technology / v.28, no.5, 2004 , pp. 801-810 More about this Journal
Abstract
The Primal-Dual Interior-Point (PDIP) method is currently one of the fastest emerging topics in optimization. This method has become an effective solution algorithm for large scale nonlinear optimization problems. such as the electric Optimal Power Flow (OPF) and natural gas and electricity OPF. This study describes major theoretical developments of the PDIP method as well as practical issues related to implementation of the method. A simple quadratic problem with linear equality and inequality constraints
Keywords
Newton's method; primal-dual interior-point (PDIP) method; central path; barrier function; barrier parameter; interior-point method; KKT conditions;
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