In the present paper we present a class of polynomial primal-dual interior-point algorithms for semidefmite optimization based on a kernel function. This kernel function is not a so-called self-regular function due to...In the present paper we present a class of polynomial primal-dual interior-point algorithms for semidefmite optimization based on a kernel function. This kernel function is not a so-called self-regular function due to its growth term increasing linearly. Some new analysis tools were developed which can be used to deal with complexity "analysis of the algorithms which use analogous strategy in [5] to design the search directions for the Newton system. The complexity bounds for the algorithms with large- and small-update methodswere obtained, namely,O(qn^(p+q/q(P+1)log n/ε and O(q^2√n)log n/ε,respectlvely.展开更多
Interior-point methods (IPMs) for linear optimization (LO) and semidefinite optimization (SDO) have become a hot area in mathematical programming in the last decades. In this paper, a new kernel function with si...Interior-point methods (IPMs) for linear optimization (LO) and semidefinite optimization (SDO) have become a hot area in mathematical programming in the last decades. In this paper, a new kernel function with simple algebraic expression is proposed. Based on this kernel function, a primal-dual interior-point methods (IPMs) for semidefinite optimization (SDO) is designed. And the iteration complexity of the algorithm as O(n^3/4 log n/ε) with large-updates is established. The resulting bound is better than the classical kernel function, with its iteration complexity O(n log n/ε) in large-updates case.展开更多
进化类算法和内点法交替迭代的混合算法在求解含电压源换流器的高压直流输电(voltage source converter basedhigh voltage direct current,VSC-HVDC)的交直流系统最优潮流(optimal power flow,OPF)问题时由于截断误差的影响和VSC-HVDC...进化类算法和内点法交替迭代的混合算法在求解含电压源换流器的高压直流输电(voltage source converter basedhigh voltage direct current,VSC-HVDC)的交直流系统最优潮流(optimal power flow,OPF)问题时由于截断误差的影响和VSC-HVDC控制方式的限制,容易发生振荡,因此提出一种基于差分进化(differential evolution,DE)和原—对偶内点法(primal-dual interior point method,PDIPM)的统一混合迭代算法。算法的主要思想是以DE算法为框架,对离散变量进行优化,在DE算法的每一次迭代过程中,采用PDIPM对每个DE个体进行连续变量的优化和适应度评估。由于采用PDIPM进行DE种群适应度评估,无需设定VSC-HVDC的控制方式,因此提高了算法的全局寻优能力。多个算例结果表明,该混合算法数值稳定性高,寻优能力强,能很好地解决含两端、多端、多馈入VSC-HVDC的交直流系统最优潮流问题。展开更多
电压源换流器(voltage source converter,VSC)在稳态模型和工作原理上与传统高压直流输电(high voltage directcurrent,HVDC)的换流器有本质区别,因此传统的交直流系统最优潮流计算方法不适用于含基于电压源换流器高压直流输电(VSC base...电压源换流器(voltage source converter,VSC)在稳态模型和工作原理上与传统高压直流输电(high voltage directcurrent,HVDC)的换流器有本质区别,因此传统的交直流系统最优潮流计算方法不适用于含基于电压源换流器高压直流输电(VSC based HVDC,VSC-HVDC)的交直流系统。讨论一种适用于原对偶内点法(primal-dual interior-pointmethod,PDIPM)和预测校正内点法(predictor-corrector PDIPM,PCPDIPM)解最优潮流的VSC-HVDC稳态模型。基于该稳态模型,将VSC-HVDC直流网络与交流系统结合起来,对交直流系统进行联立求解,并对多组算例进行仿真和分析,算例结果表明原对偶内点法在解决含VSC-HVDC的最优潮流问题的能力上,保持了传统内点法最优潮流的高效性,而在同样的条件下,预测–校正内点法迭代次数大大少于原对偶内点法。展开更多
根据电压源换流器–高压直流输电(voltage sourceconverter-high voltage direct current,VSC-HVDC)的稳态潮流模型,结合自动微分(automatic differentiation,AD)技术,提出一种基于原对偶内点法的交直流系统最优潮流算法。该算法利用高...根据电压源换流器–高压直流输电(voltage sourceconverter-high voltage direct current,VSC-HVDC)的稳态潮流模型,结合自动微分(automatic differentiation,AD)技术,提出一种基于原对偶内点法的交直流系统最优潮流算法。该算法利用高效的基于操作符重载的AD工具生成雅可比(Jacobian)矩阵和海森(Hessian)矩阵,减少了微分表达式推导和代码编写的工作量,提高了程序的开发效率。多个算例的仿真结果表明,该算法保持了传统原对偶内点法在解决含VSC-HVDC的交直流最优潮流问题上的高效性,且对VSC的不同控制方式组合均具有良好的适应性。展开更多
拟直流最优潮流(quasi direct current optimal power flow,QDCOPF)模型将复杂的非线性规划问题线性化处理,使得问题模型结构简单,求解速度快,但是计算精度偏低。基于此,提出一种基于改进内点半定规划(modified semidefinite programmin...拟直流最优潮流(quasi direct current optimal power flow,QDCOPF)模型将复杂的非线性规划问题线性化处理,使得问题模型结构简单,求解速度快,但是计算精度偏低。基于此,提出一种基于改进内点半定规划(modified semidefinite programming,MSDP)算法的QDCOPF。一方面,该算法采用半定规划(SDP)算法求解QDCOPF模型,充分利用了SDP鲁棒性强,对初值不敏感和可以收敛到全局最优解的优良性质;另一方面,对映射到SDP模型中的变量进行优化重组,将具有代数关系的变量组成一个变量组,形成一个程序运行子块,加强模型块内部变量联系的同时,减小模型块间变量的耦合。对IEEE 30、118、300节点系统的仿真测试结果表明,基于MSDP的QDCOPF算法比传统QDCOPF的求解算法具有更高的计算精度和计算效率,从而验证了所提算法的可行性和高效性。展开更多
针对预测-校正内点法(predictor-corrector primal-dualinterior point method,PCPDIPM)加权最小绝对值状态估计(weighted least absolute squares,WLAV)可能发生校正方向指向错误方向的不足,提出一种基于多预测-校正内点法(multiple PC...针对预测-校正内点法(predictor-corrector primal-dualinterior point method,PCPDIPM)加权最小绝对值状态估计(weighted least absolute squares,WLAV)可能发生校正方向指向错误方向的不足,提出一种基于多预测-校正内点法(multiple PCPDIPM,MPCPDIPM)的WLAV抗差状态估计算法。该算法在PCPDIPM的基础上,通过多次校正,对中心参数动态估计,并采用2阶段线性搜索法确定校正方向在总的牛顿方向中的最优比重,从而保证迭代点向中心轨迹靠拢。最后,通过IEEE算例仿真和我国某省网的测试结果验证了所提方法的有效性。与含不良数据辨识功能的加权最小二乘状态估计相比较,所提方法的收敛速度及抗差能力具有明显的优势。展开更多
文摘In the present paper we present a class of polynomial primal-dual interior-point algorithms for semidefmite optimization based on a kernel function. This kernel function is not a so-called self-regular function due to its growth term increasing linearly. Some new analysis tools were developed which can be used to deal with complexity "analysis of the algorithms which use analogous strategy in [5] to design the search directions for the Newton system. The complexity bounds for the algorithms with large- and small-update methodswere obtained, namely,O(qn^(p+q/q(P+1)log n/ε and O(q^2√n)log n/ε,respectlvely.
基金Project supported by the National Natural Science Foundation of China (Grant No. 10117733), the Shanghai Leading Academic Discipline Project (Grant No.J50101), and the Foundation of Scientific Research for Selecting and Cultivating Young Excellent University Teachers in Shanghai (Grant No.06XPYQ52)
文摘Interior-point methods (IPMs) for linear optimization (LO) and semidefinite optimization (SDO) have become a hot area in mathematical programming in the last decades. In this paper, a new kernel function with simple algebraic expression is proposed. Based on this kernel function, a primal-dual interior-point methods (IPMs) for semidefinite optimization (SDO) is designed. And the iteration complexity of the algorithm as O(n^3/4 log n/ε) with large-updates is established. The resulting bound is better than the classical kernel function, with its iteration complexity O(n log n/ε) in large-updates case.
文摘进化类算法和内点法交替迭代的混合算法在求解含电压源换流器的高压直流输电(voltage source converter basedhigh voltage direct current,VSC-HVDC)的交直流系统最优潮流(optimal power flow,OPF)问题时由于截断误差的影响和VSC-HVDC控制方式的限制,容易发生振荡,因此提出一种基于差分进化(differential evolution,DE)和原—对偶内点法(primal-dual interior point method,PDIPM)的统一混合迭代算法。算法的主要思想是以DE算法为框架,对离散变量进行优化,在DE算法的每一次迭代过程中,采用PDIPM对每个DE个体进行连续变量的优化和适应度评估。由于采用PDIPM进行DE种群适应度评估,无需设定VSC-HVDC的控制方式,因此提高了算法的全局寻优能力。多个算例结果表明,该混合算法数值稳定性高,寻优能力强,能很好地解决含两端、多端、多馈入VSC-HVDC的交直流系统最优潮流问题。
文摘电压源换流器(voltage source converter,VSC)在稳态模型和工作原理上与传统高压直流输电(high voltage directcurrent,HVDC)的换流器有本质区别,因此传统的交直流系统最优潮流计算方法不适用于含基于电压源换流器高压直流输电(VSC based HVDC,VSC-HVDC)的交直流系统。讨论一种适用于原对偶内点法(primal-dual interior-pointmethod,PDIPM)和预测校正内点法(predictor-corrector PDIPM,PCPDIPM)解最优潮流的VSC-HVDC稳态模型。基于该稳态模型,将VSC-HVDC直流网络与交流系统结合起来,对交直流系统进行联立求解,并对多组算例进行仿真和分析,算例结果表明原对偶内点法在解决含VSC-HVDC的最优潮流问题的能力上,保持了传统内点法最优潮流的高效性,而在同样的条件下,预测–校正内点法迭代次数大大少于原对偶内点法。
文摘根据电压源换流器–高压直流输电(voltage sourceconverter-high voltage direct current,VSC-HVDC)的稳态潮流模型,结合自动微分(automatic differentiation,AD)技术,提出一种基于原对偶内点法的交直流系统最优潮流算法。该算法利用高效的基于操作符重载的AD工具生成雅可比(Jacobian)矩阵和海森(Hessian)矩阵,减少了微分表达式推导和代码编写的工作量,提高了程序的开发效率。多个算例的仿真结果表明,该算法保持了传统原对偶内点法在解决含VSC-HVDC的交直流最优潮流问题上的高效性,且对VSC的不同控制方式组合均具有良好的适应性。
文摘拟直流最优潮流(quasi direct current optimal power flow,QDCOPF)模型将复杂的非线性规划问题线性化处理,使得问题模型结构简单,求解速度快,但是计算精度偏低。基于此,提出一种基于改进内点半定规划(modified semidefinite programming,MSDP)算法的QDCOPF。一方面,该算法采用半定规划(SDP)算法求解QDCOPF模型,充分利用了SDP鲁棒性强,对初值不敏感和可以收敛到全局最优解的优良性质;另一方面,对映射到SDP模型中的变量进行优化重组,将具有代数关系的变量组成一个变量组,形成一个程序运行子块,加强模型块内部变量联系的同时,减小模型块间变量的耦合。对IEEE 30、118、300节点系统的仿真测试结果表明,基于MSDP的QDCOPF算法比传统QDCOPF的求解算法具有更高的计算精度和计算效率,从而验证了所提算法的可行性和高效性。
文摘针对预测-校正内点法(predictor-corrector primal-dualinterior point method,PCPDIPM)加权最小绝对值状态估计(weighted least absolute squares,WLAV)可能发生校正方向指向错误方向的不足,提出一种基于多预测-校正内点法(multiple PCPDIPM,MPCPDIPM)的WLAV抗差状态估计算法。该算法在PCPDIPM的基础上,通过多次校正,对中心参数动态估计,并采用2阶段线性搜索法确定校正方向在总的牛顿方向中的最优比重,从而保证迭代点向中心轨迹靠拢。最后,通过IEEE算例仿真和我国某省网的测试结果验证了所提方法的有效性。与含不良数据辨识功能的加权最小二乘状态估计相比较,所提方法的收敛速度及抗差能力具有明显的优势。