• Title/Summary/Keyword: proximal augmented Lagrangian

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PROXIMAL AUGMENTED LAGRANGIAN AND APPROXIMATE OPTIMAL SOLUTIONS IN NONLINEAR PROGRAMMING

  • Chen, Zhe;Huang, Hai Qiao;Zhao, Ke Quan
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.149-159
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    • 2009
  • In this paper, we introduce some approximate optimal solutions and an augmented Lagrangian function in nonlinear programming, establish dual function and dual problem based on the augmented Lagrangian function, discuss the relationship between the approximate optimal solutions of augmented Lagrangian problem and that of primal problem, obtain approximate KKT necessary optimality condition of the augmented Lagrangian problem, prove that the approximate stationary points of augmented Lagrangian problem converge to that of the original problem. Our results improve and generalize some known results.

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An Efficient Implementation of Optimal Power Flow using the Alternating Direction Method (Alternating Direction Method를 이용한 최적조류계산의 분산처리)

  • Kim, Ho-Woong;Park, Marn-Kuen;Kim, Bal-Ho
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.11
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    • pp.1424-1428
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    • 1999
  • This paper presents a mathematical decomposition coordination method to implementing the distributed optimal power flow (OPF), wherein a regional decomposition technique is adopted to parallelize the OPT. The proposed approach is based on the Alternating Direction Method (ADM), a variant of the conventional Augmented Lagrangian approach, and makes it possible the independent regional AC-OPF for each control area while the global optimum for the entire system is assured. This paper is an extension of our previous work based on the auxiliary problem principle (APP). The proposed approach in this paper is a completely new one, however, in that ADM is based on the Proximal Point Algorithm which has long been recognized as one of the attractive methods for convex programming and min-max-convex-concave programming. The proposed method was demonstrated with IEEE 50-Bus system.

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