An application of interior point quadratic programming algorithm to power system optimization problems

Abstract

This paper presents a new interior point quadratic programming algorithm which can solve power system optimization problems with significantly less computational efforts. The proposed algorithm has the following two special features. First, it is based on the path-following interior point algorithm whose search direction is the Newton direction, and therefore the algorithm has quadratic convergence. In the second place, it solves directly a symmetric indefinite system and thus the algorithm avoids the formation of [AD/sup -1/A/sup T/] and as a result generates fewer fill-ins than the case of factorizing the positive definite system matrix for large scale systems. This has brought about a profound speed-up. Since the formula of the interior point method have been deduced more generally, the proposed algorithm can start from either a feasible (interior point) or an infeasible point (noninterior point). Numerical results on the IEEE test systems and a Japanese 344 bus system have verified that the proposed algorithm possesses enough robustness and needs significantly less solution time compared with already reported applications of the interior point method.