• Title/Summary/Keyword: interior-point method

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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.

Application of Interior Point Method to Security Constrained Economic Dispatch (계통제약하에서의 Interior Point 법을 이용한 경제급전)

  • Kim, Kyoung-Shin;Lee, Seung-Chul
    • Proceedings of the KIEE Conference
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    • 2001.07a
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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.

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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.

NEW PRIMAL-DUAL INTERIOR POINT METHODS FOR P*(κ) LINEAR COMPLEMENTARITY PROBLEMS

  • Cho, Gyeong-Mi;Kim, Min-Kyung
    • Communications of the Korean Mathematical Society
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    • v.25 no.4
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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.

A Method of Sensitivity Analysis for the Infeasible Interior Point Method When a Variable is Added (변수추가시의 비가능 내부점기법의 감도분석)

  • Kim, Woo-Je;Park, Chan-kyoo;Lim, Sungmook;Park, Soondal;Murty , Katta G.
    • Journal of Korean Institute of Industrial Engineers
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    • v.28 no.1
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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.

A Study on the Real Power Optimization Using Interior-Point Method (IP법을 이용한 유효전력제어에 관한 연구)

  • Jung, Soon-Young;Jung, Jai-Kil;Lee, In-Yong;Jung, In-Hak;Hyun, Seung-Bum
    • Proceedings of the KIEE Conference
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    • 2000.07a
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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.

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Computational Experience of Linear Equation Solvers for Self-Regular Interior-Point Methods (자동조절자 내부점 방법을 위한 선형방정식 해법)

  • Seol Tongryeol
    • Korean Management Science Review
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    • v.21 no.2
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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.

Security Constrained Economic Dispatch Using Primal Interior Point Method (Primal Interior Point법에 의한 선로 전력조류 제약을 고려한 경제급전)

  • Jeong, Rin-Hak;Jeong, Jae-Gil;Lee, Seung-Cheol
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.50 no.10
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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.

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A Study on Algorithm for Calculating Power Transfer Capability in interconnected Power System using Interior Point Method (Interior Point Method를 이용한 연계계통에서의 수송능력산정 알고리즘개발에 관한 연구)

  • Jo, J.H.;Kim, Y.H.;Lee, Buhm;Choi, S.K.;Nam, K.W.;Moon, H.K.;Jung, H.S.
    • Proceedings of the KIEE Conference
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    • 2001.07a
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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.

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