• Title/Summary/Keyword: Interior Point Method(IPM)

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A Study on the Constrained Dispatch Scheduling Using Affine Scaling Interior Point Method (Affine Scaling Interior Point Method를 이용한 제약급전에 관한 연구)

  • Kim, Kyung-Min;Han, Seok-Man;Chung, Koo-Hyung;Kim, Bal-Ho
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.3
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    • pp.133-138
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    • 2006
  • This paper presents an Optimal Power Flow (OPF) algorithm using Interior Point Method (IPM) to swiftly and precisely perform the five minute dispatch. This newly suggested methodology is based on Affine Scaling Interior Point Method which is favorable for large-scale problems involving many constraints. It is also eligible for OPF problems in order to improve the calculation speed and the preciseness of its resultant solutions. Big-M Method is also used to improve the solution stability. Finally, this paper provides relevant case studies to confirm the efficiency of the proposed methodology.

A NEW PRIMAL-DUAL INTERIOR POINT METHOD FOR LINEAR OPTIMIZATION

  • Cho, Gyeong-Mi
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.13 no.1
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    • pp.41-53
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    • 2009
  • A primal-dual interior point method(IPM) not only is the most efficient method for a computational point of view but also has polynomial complexity. Most of polynomialtime interior point methods(IPMs) are based on the logarithmic barrier functions. Peng et al.([14, 15]) and Roos et al.([3]-[9]) proposed new variants of IPMs based on kernel functions which are called self-regular and eligible functions, respectively. In this paper we define a new kernel function and propose a new IPM based on this kernel function which has $O(n^{\frac{2}{3}}log\frac{n}{\epsilon})$ and $O(\sqrt{n}log\frac{n}{\epsilon})$ iteration bounds for large-update and small-update methods, respectively.

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Optimal Power Flow Using Affine Scaling interior Point Method (Affine Scaling Interior Point Method를 이용한 최적조류계산)

  • Kim, Kyung-Min;Park, Jung-Sung;Han, Seok-Man;Chung, Koo-Hyung;Kim, Bal-Ho H.
    • Proceedings of the KIEE Conference
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    • 2005.11b
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    • pp.156-158
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    • 2005
  • This paper presents an Optimal Power Flow (OPF) algorithm using Interior Point Method (IPM) to swiftly and precisely perform the five minute dispatch. This newly suggested methodology is based on Affine Sealing Interior Point Method (AS IPM), which is favorable for large-scale problems involving many constraints. It is also eligible for OPF problems in order to improve the calculation speed and the preciseness of its resultant solutions. Big-M Method is also used to improve the solution stability. Finally, this paper provides a relevant case study to confirm the efficiency of the proposed methodology.

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A Study on the Constrained Dispatch Scheduling Using Affine Scaling Interior Point Methdod (Affine Scaling Interior Point Method를 이용한 제약급전계획에 관한 연구)

  • Kim, Kyung-Min;Han, Seok-Man;Kim, Kang-Won;Park, Jung-Sung;Chung, Koo-Hyung;Kim, Bal-Ho H.
    • Proceedings of the KIEE Conference
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    • 2005.07a
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    • pp.858-860
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    • 2005
  • This paper presents an Optimal Power Flow (OPF) algorithm using Interior Point Method (IPM) to swiftly and precisely perform the five minute dispatch. This newly suggested methodology is based on Affine Scailing Interior Point Method (AS IPM), which is favorable for large-scale problems involving many constraints. It is also eligible for OPF problems in order to improve the calculation speed and the preciseness of its resultant solutions. Lastly, this paper provides a relevant case study to confirm the efficiency of the proposed methodology.

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ON COMPLEXITY ANALYSIS OF THE PRIMAL-DUAL INTERIOR-POINT METHOD FOR SECOND-ORDER CONE OPTIMIZATION PROBLEM

  • Choi, Bo-Kyung;Lee, Gue-Myung
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.14 no.2
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    • pp.93-111
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    • 2010
  • The purpose of this paper is to obtain new complexity results for a second-order cone optimization (SOCO) problem. We define a proximity function for the SOCO by a kernel function. Furthermore we formulate an algorithm for a large-update primal-dual interior-point method (IPM) for the SOCO by using the proximity function and give its complexity analysis, and then we show that the new worst-case iteration bound for the IPM is $O(q\sqrt{N}(logN)^{\frac{q+1}{q}}log{\frac{N}{\epsilon})$, where $q{\geqq}1$.

NEW COMPLEXITY ANALYSIS OF IPM FOR $P_*({\kappa})$ LCP BASED ON KERNEL FUNCTIONS

  • Cho, Gyeong-Mi;Kim, Min-Kyung;Lee, Yong-Hoon
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.12 no.4
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    • pp.227-238
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    • 2008
  • In this paper we extend primal-dual interior point algorithm for linear optimization (LO) problems to $P_*({\kappa})$ linear complementarity problems(LCPs) ([1]). We define proximity functions and search directions based on kernel functions, ${\psi}(t)=\frac{t^{p+1}-1}{p+1}-{\log}\;t$, $p{\in}$[0, 1], which is a generalized form of the one in [16]. It is the first to use this class of kernel functions in the complexity analysis of interior point method(IPM) for $P_*({\kappa})$ LCPs. We show that if a strictly feasible starting point is available, then new large-update primal-dual interior point algorithms for $P_*({\kappa})$ LCPs have $O((1+2{\kappa})nlog{\frac{n}{\varepsilon}})$ complexity which is similar to the one in [16]. For small-update methods, we have $O((1+2{\kappa})\sqrt{n}{\log}{\frac{n}{\varepsilon}})$ which is the best known complexity so far.

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Economic Dispatch based on Primal Interior Point Method (Primal Interior Point 법에 의한 경제급전)

  • Jung, Leen-Hark;Cho, Yang-Haeng;Park, Kyu-Hong
    • Proceedings of the KIEE Conference
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    • 2002.07a
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    • pp.366-368
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    • 2002
  • This paper presents a technique that can obtain an optimal solution for the Security-Constrained Economic Dispatch (SCED) problems using the Interior Point Method (IPM) while taking into account of the power flow constraints. The SCED equations are formulated by using only the real power flow equations from the optimal power flow. Then an algorithm is presented that can linearize the SCED equations based on the relationships among generation real power outputs, loads, and transmission losses to obtain the optimal solutions by applying the linear programming (LP) technique. Finally, the application of the Primal Interior Point Method (PIPM) for solving the optimization problem based on the proposed linearized objective function is presented. The results are compared with the Simplex Method and the Promising results ard obtained.

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AN ELIGIBLE PRIMAL-DUAL INTERIOR-POINT METHOD FOR LINEAR OPTIMIZATION

  • Cho, Gyeong-Mi;Lee, Yong-Hoon
    • East Asian mathematical journal
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    • v.29 no.3
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    • pp.279-292
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    • 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.

AN ELIGIBLE KERNEL BASED PRIMAL-DUAL INTERIOR-POINT METHOD FOR LINEAR OPTIMIZATION

  • Cho, Gyeong-Mi
    • Honam Mathematical Journal
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    • v.35 no.2
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    • pp.235-249
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    • 2013
  • It is well known that each kernel function defines primal-dual interior-point method (IPM). Most of polynomial-time interior-point algorithms for linear optimization (LO) are based on the logarithmic kernel function ([9]). In this paper we define 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 $\mathcal{O}(({\log}\;p)^{\frac{5}{2}}\sqrt{n}{\log}\;n\;{\log}\frac{n}{\epsilon})$ and $\mathcal{O}(q^{\frac{3}{2}}({\log}\;p)^3\sqrt{n}{\log}\;\frac{n}{\epsilon})$ iteration complexity for large- and small-update methods, respectively. These are currently the best known complexity results for such methods.

NEW COMPLEXITY ANALYSIS OF PRIMAL-DUAL IMPS FOR P* LAPS BASED ON LARGE UPDATES

  • Cho, Gyeong-Mi;Kim, Min-Kyung
    • Bulletin of the Korean Mathematical Society
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    • v.46 no.3
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    • pp.521-534
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    • 2009
  • In this paper we present new large-update primal-dual interior point algorithms for $P_*$ linear complementarity problems(LAPS) based on a class of kernel functions, ${\psi}(t)={\frac{t^{p+1}-1}{p+1}}+{\frac{1}{\sigma}}(e^{{\sigma}(1-t)}-1)$, p $\in$ [0, 1], ${\sigma}{\geq}1$. It is the first to use this class of kernel functions in the complexity analysis of interior point method(IPM) for $P_*$ LAPS. We showed that if a strictly feasible starting point is available, then new large-update primal-dual interior point algorithms for $P_*$ LAPS have $O((1+2+\kappa)n^{{\frac{1}{p+1}}}lognlog{\frac{n}{\varepsilon}})$ complexity bound. When p = 1, we have $O((1+2\kappa)\sqrt{n}lognlog\frac{n}{\varepsilon})$ complexity which is so far the best known complexity for large-update methods.