• The Transactions of the Korean Institute of Electrical Engineers A
• /
• v.54 no.9
• /
• pp.457-460
• /
• 2005

This paper proposes a new Interior Point Method algorithm to improve the computation speed and solution stability, which have been challenging problems for employing the nonlinear Optimal Power Flow. The proposed algorithm is different from the tradition Interior Point Methods in that it adopts the Predictor-Corrector Method. It also accommodates the five minute dispatch, which is highly recommenced in modern electricity market. Finally, the efficiency and applicability of the proposed algorithm is demonstrated with a case study.

• Proceedings of the KIEE Conference
• /
• 2005.07a
• /
• pp.852-854
• /
• 2005

This paper proposes a new Interior Point Method algorithm to improve the computation speed and solution stability, which have been challenging problems for employing the nonlinear Optimal Power Flow. The proposed algorithm is different from the traditional Interior Point Methods in that it adopts the Predictor-Corrector Method. It also accommodates the five minute dispatch, which is highly recommended in modern electricity market. Finally, the efficiency and applicability of the proposed algorithm is demonstrated with a case study.

• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.21 no.45
• /
• pp.93-100
• /
• 1998

The researches of Linear Programming are Khachiyan Method, which uses Ellipsoid Method, and Karmarkar, Affine, Path-Following and Interior Point Method which have Polynomial-Time complexity. In this study, Karmarkar Method is more quickly solved as 50 times then Simplex Method for optimal solution. but some special problem is not solved by Karmarkar Method. As a result, the algorithm by APL Language is proved time efficiency and optimal solution in the Primal-Dual interior point algorithm. Furthermore Karmarkar Method and Primal-Dual interior point Method is compared in some examples.

• Journal of applied mathematics & informatics
• /
• v.29 no.1_2
• /
• pp.119-133
• /
• 2011

This paper proposes an infeasible interior-point algorithm with full-Newton step for linear programming. We introduce a special self-regular proximity to induce the feasibility step and also to measure proximity to the central path. The result of polynomial complexity coincides with the best-known iteration bound for infeasible interior-point methods, namely, O(n log n/${\varepsilon}$).

• Korean Management Science Review
• /
• v.11 no.3
• /
• pp.1-11
• /
• 1994

Recent advances in linear programming solution methodology have focused on interior point methods. This powerful new class of methods achieves significant reductions in computer time for large linear programs and solves problems significantly larger than previously possible. These methods can be examined from points of Fiacco and McCormick's barrier method, Lagrangian duality, Newton's method, and others. This study presents a primal-dual log barrier algorithm of interior point methods for linear programming. The primal-dual log barrier method is currently the most efficient and successful variant of interior point methods. This paper also addresses a Cholesky factorization method of symmetric positive definite matrices arising in interior point methods. A special structure of the matrices, called supernode, is exploited to use computational techniques such as direct addressing and loop-unrolling. Two dense matrix handling techniques are also presented to handle dense columns of the original matrix A. The two techniques may minimize storage requirement for factor matrix L and a smaller number of arithmetic operations in the matrix L computation.

• Communications of the Korean Mathematical Society
• /
• v.32 no.3
• /
• pp.765-778
• /
• 2017

Finding an initial feasible solution on the central path is the main difficulty of feasible interior-point methods. Although, some algorithms have been suggested to remedy this difficulty, many practical implementations often do not use perfectly centered starting points. Therefore, it is worth to analyze the case that the starting point is not exactly on the central path. In this paper, we propose a weighted-path following interior-point algorithm for solving the Cartesian $P_{\ast}({\kappa})$-linear complementarity problems (LCPs) over symmetric cones. The convergence analysis of the algorithm is shown and it is proved that the algorithm terminates after at most $O\((1+4{\kappa}){\sqrt{r}}{\log}{\frac{x^0{\diamond}s^0}{\varepsilon}}\)$ iterations.

• Bulletin of the Korean Mathematical Society
• /
• v.53 no.6
• /
• pp.1831-1844
• /
• 2016

In this paper, we improve the full-Newton step infeasible interior-point algorithm proposed by Mansouri et al. [6]. The algorithm takes only one full-Newton step in a major iteration. To perform this step, the algorithm adopts the largest logical value for the barrier update parameter ${\theta}$. This value is adapted with the value of proximity function ${\delta}$ related to (x, y, s) in current iteration of the algorithm. We derive a suitable interval to change the parameter ${\theta}$ from iteration to iteration. This leads to more flexibilities in the algorithm, compared to the situation that ${\theta}$ takes a default fixed value.

• Communications of the Korean Mathematical Society
• /
• v.25 no.4
• /
• pp.655-669
• /
• 2010

In this paper we propose new primal-dual interior point methods (IPMs) for $P_*(\kappa)$ linear complementarity problems (LCPs) and analyze the iteration complexity of the algorithm. New search directions and proximity measures are defined based on a class of kernel functions, $\psi(t)=\frac{t^2-1}{2}-{\int}^t_1e{^{q(\frac{1}{\xi}-1)}d{\xi}$, $q\;{\geq}\;1$. If a strictly feasible starting point is available and the parameter $q\;=\;\log\;\(1+a{\sqrt{\frac{2{\tau}+2{\sqrt{2n{\tau}}+{\theta}n}}{1-{\theta}}\)$, where $a\;=\;1\;+\;\frac{1}{\sqrt{1+2{\kappa}}}$, then new large-update primal-dual interior point algorithms have $O((1\;+\;2{\kappa})\sqrt{n}log\;n\;log\;{\frac{n}{\varepsilon}})$ iteration complexity which is the best known result for this method. For small-update methods, we have $O((1\;+\;2{\kappa})q{\sqrt{qn}}log\;{\frac{n}{\varepsilon}})$ iteration complexity.

• Journal of Advanced Marine Engineering and Technology
• /
• v.28 no.5
• /
• pp.801-810
• /
• 2004

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

• East Asian mathematical journal
• /
• v.29 no.3
• /
• pp.279-292
• /
• 2013

It is well known that each kernel function defines a primal-dual interior-point method(IPM). Most of polynomial-time interior-point algorithms for linear optimization(LO) are based on the logarithmic kernel function([2, 11]). In this paper we define a new eligible kernel function and propose a new search direction and proximity function based on this function for LO problems. We show that the new algorithm has ${\mathcal{O}}((log\;p){\sqrt{n}}\;log\;n\;log\;{\frac{n}{\epsilon}})$ and ${\mathcal{O}}((q\;log\;p)^{\frac{3}{2}}{\sqrt{n}}\;log\;{\frac{n}{\epsilon}})$ iteration bound for large- and small-update methods, respectively. These are currently the best known complexity results.