Predispatch Linear System Solution With Preconditioned Iterative Methods

Abstract

Primal-dual interior point method is used to minimize the predispatch generation costs and transmission losses on short-term operation planning of hydrothermal power systems with previously scheduled maneuvers and ramp rate constraints. Despite the efficiency shown by interior point methods for very large-scale problems, they generally perform only reasonably when applied to multiple-dimensional flow problems, the new specialized interior point algorithm performed here, overcomes this disadvantage. This specialization uses the preconditioned conjugated gradient method with an incomplete Cholesky factorization to solve a linear system in each iteration of the algorithm. The preconditioner developed exploring the structure of the problem is fundamental to ensure the efficiency of the method.