Abstract

A variant of primal-dual interior point method (PDIPM) based on continuous Newton's method is proposed. In the new algorithm, the Newton's method in PDIPM is replaced with continuous Newton's method. The solution of the nonlinear equations of KKT conditions is transformed to solve a set of autonomous ordinary differential equations. Furthermore, many numerical integration methods (e.g., Runge-Kutta formulas) are used to calculate the formulation of continuous Newton's method. Simulations are carried out to evaluate the performance of the proposed algorithm for solving optimal power flow (OPF) in comparison to PDIPM. The proposed method provides better ability to converge. It is more robust and stable than PDIPM especially under the stressed circumstance of large scale systems.

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