Warmstarting for interior point methods applied to the long-term power planning problem |
| |
Authors: | Adela Pagès Jacek Gondzio Narcís Nabona |
| |
Institution: | 1. Department of Statistics and Operations Research, Universitat Politècnica de Catalunya, 08034 Barcelona, Spain;2. School of Mathematics, University of Edinburgh, Edinburgh EH9 3JZ, UK |
| |
Abstract: | The long-term planning of electricity generation in a liberalised market using the Bloom and Gallant model can be posed as a quadratic programming (QP) problem with an exponential number of linear inequality constraints called load-matching constraints (LMCs) and several other linear non-LMCs. Direct solution methods are inefficient at handling such problems and a heuristic procedure has been devised to generate only those LMCs that are likely to be active at the optimiser. The problem is then solved as a finite succession of QP problems with an increasing, though still limited, number of LMCs, which can be solved efficiently using a direct method, as would be the case with a QP interior-point algorithm. Warm starting between successive QP solutions helps then in reducing the number of iterations necessary to reach the optimiser. |
| |
Keywords: | Warmstarting Quadratic programming Long-term power generation planning Interior point method |
本文献已被 ScienceDirect 等数据库收录! |
|