• East Asian mathematical journal
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• 제29권3호
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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.

• 호남수학학술지
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• 제35권2호
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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.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2001년도 하계학술대회 논문집 A
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• pp.122-124
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• 2001

This Paper presents an application technique for solving the Security Constrained Economic Dispatch(SCED) problem using the Interior Point Method. The optimal power flow solution is obtained by optimizing the given generation cost objectives function subject to the system security constraints. The proposed technique is applied to a prototype 6-bus system for evaluation and test.

• 대한수학회보
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• 제46권3호
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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.

• 대한수학회논문집
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• 제25권4호
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• pp.655-669
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• 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.

• 대한산업공학회지
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• 제28권1호
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• pp.99-104
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• 2002

This paper presents a method of sensitivity analysis for the infeasible interior point method when a new variable is introduced. For the sensitivity analysis in introducing a new variable, we present a method to find an optimal solution to the modified problem. If dual feasibility is satisfied, the optimal solution to the modified problem is the same as that of the original problem. If dual feasibility is not satisfied, we first check whether the optimal solution to the modified problem can be easily obtained by moving only dual solution to the original problem. If it is possible, the optimal solution to the modified problem is obtained by simple modification of the optimal solution to the original problem. Otherwise, a method to set an initial solution for the infeasible interior point method is presented to reduce the number of iterations required. The experimental results are presented to demonstrate that the proposed method works better.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2000년도 하계학술대회 논문집 A
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• pp.99-101
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• 2000

Different optimization algorithms have been proposed to solve real and reactive power optimization problems. Most of all, linear programming techniques that employed a simplex method have been extensively used. But, the growth in the size of power systems demands faster and more reliable optimization techniques. An Interior Point(IP) mehod is based on an interior point approach to aim the solution trajectory toward the optimal point and is converged to the solution faster than the simplex method. This paper deals with the use of Successive Linear Programming(SLP) for the solution of the Security Constrained Economic Dispatch(SCED) problem. This problem is solved using the IP method. A comparison with simplex method shows that the interior point technique is reliable and faster than the simplex algorithm.

• 경영과학
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• 제21권2호
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• pp.43-60
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• 2004

Every iteration of interior-point methods of large scale optimization requires computing at least one orthogonal projection. In the practice, symmetric variants of the Gaussian elimination such as Cholesky factorization are accepted as the most efficient and sufficiently stable method. In this paper several specific implementation issues of the symmetric factorization that can be applied for solving such equations are discussed. The code called McSML being the result of this work is shown to produce comparably sparse factors as another implementations in the $MATLAB^{***}$ environment. It has been used for computing projections in an efficient implementation of self-regular based interior-point methods, McIPM. Although primary aim of developing McSML was to embed it into an interior-point methods optimizer, the code may equally well be used to solve general large sparse systems arising in different applications.

• 대한전기학회논문지:전력기술부문A
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• 제50권10호
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• pp.480-488
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• 2001

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. The objective function of the proposed linearization algorithm are formulated based on the fuel cost functions of the power plants. The power balance equations utilize the Incremental Transmission Loss Factor (ITLF) corresponding to the incremental generation outputs and the line constraints equations are linearized based on the Generalized Generation Distribution Factor (GGDF). 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.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2001년도 하계학술대회 논문집 A
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• pp.210-213
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• 2001

This paper presents a efficient algorithm for calculating power transfer capability in interconnected large power system. The approach is based on interior point method. The efficiency of this method is favorable for large systems. IEEE RTS-96 power system is utilized to evaluate the proposed method.