This paper describes and explores a maximum-entropy approach to continuous minimax problem, which is applicable in many fields, such as transportation planning and game theory. It illustrates that the maximum entropy ...This paper describes and explores a maximum-entropy approach to continuous minimax problem, which is applicable in many fields, such as transportation planning and game theory. It illustrates that the maximum entropy approcach has easy framework and proves that every accumulation of {x_k} generated by maximum-entropy programming is -optimal solution of initial continuous minimax problem. The paper also explains BFGS or TR method for it. Two numerical exam.ples for continuous minimax problem are展开更多
连续潮流(continuous power flow,CPF)是电力系统电压稳定分析的有效工具,也是解决常规潮流中病态潮流问题的方法之一。针对无平衡节点孤岛运行微电网系统的无平衡节点、且有下垂控制分布式电源装置的特性,提出一种无平衡节点孤岛运行...连续潮流(continuous power flow,CPF)是电力系统电压稳定分析的有效工具,也是解决常规潮流中病态潮流问题的方法之一。针对无平衡节点孤岛运行微电网系统的无平衡节点、且有下垂控制分布式电源装置的特性,提出一种无平衡节点孤岛运行微电网CPF计算方法。采用不要求雅可比矩阵非奇异,且具有全局收敛性的LM-TR方法求解初始点。预测环节采用结合局部参数化方法的切线法。校正环节提出新型的超球面参数化方法,并采用结合传统牛顿法和带Armijo型线性搜索牛顿法的组合牛顿法进行校正,以保证CPF校正计算成功,及实现整个CPF过程中在较高计算精度下一直采用较大定步长预测。对改造后的37节点和17节点无平衡节点孤岛运行微电网系统采用所提方法进行CPF计算,验证了其正确性和有效性。展开更多
Because of its vital role of the trust-region subproblem （TRS） in various applications, for example, in optimization and in ill-posed problems, there are several factorization-free algorithms for solving the large-s...Because of its vital role of the trust-region subproblem （TRS） in various applications, for example, in optimization and in ill-posed problems, there are several factorization-free algorithms for solving the large-scale sparse TRS. The truncated Lanczos approach proposed by N. I. M. Gould, S. Lucidi, M. Roma, and P. L. Toint [SIAM J. Optim., 1999, 9： 504-525] is a natural extension of the classical Lanczos method for the symmetric linear system and eigenvalue problem and, indeed follows the classical Rayleigh-Ritz procedure for eigenvalue computations. It consists of 1） projecting the original TRS to the Krylov subspa^es to yield smaller size TRS＇s and then 2） solving the resulted TRS＇s to get the approximates of the original TRS. This paper presents a posterior error bounds for both the global optimal value and the optimal solution between the original TRS and their projected counterparts. Our error bounds mainly rely on the factors from the Lanczos process as well as the data of the original TRS and, could be helpful in designing certain stopping criteria for the truncated Lanczos approach.展开更多
基金The Project was supported by National Natural Science Foundation of china.
文摘This paper describes and explores a maximum-entropy approach to continuous minimax problem, which is applicable in many fields, such as transportation planning and game theory. It illustrates that the maximum entropy approcach has easy framework and proves that every accumulation of {x_k} generated by maximum-entropy programming is -optimal solution of initial continuous minimax problem. The paper also explains BFGS or TR method for it. Two numerical exam.ples for continuous minimax problem are
文摘连续潮流(continuous power flow,CPF)是电力系统电压稳定分析的有效工具,也是解决常规潮流中病态潮流问题的方法之一。针对无平衡节点孤岛运行微电网系统的无平衡节点、且有下垂控制分布式电源装置的特性,提出一种无平衡节点孤岛运行微电网CPF计算方法。采用不要求雅可比矩阵非奇异,且具有全局收敛性的LM-TR方法求解初始点。预测环节采用结合局部参数化方法的切线法。校正环节提出新型的超球面参数化方法,并采用结合传统牛顿法和带Armijo型线性搜索牛顿法的组合牛顿法进行校正,以保证CPF校正计算成功,及实现整个CPF过程中在较高计算精度下一直采用较大定步长预测。对改造后的37节点和17节点无平衡节点孤岛运行微电网系统采用所提方法进行CPF计算,验证了其正确性和有效性。
基金The authors would like to thank the anonymous referees for their careful reading and comments. This work of the first author was supported in part by the National Natural Science Foundation of China （Grant Nos. 11671246, 91730303, 11371102） and the work of the second author was supported in part by the National Natural Science Foundation of China （Grant Nos. 91730304, 11371102, 91330201）.
文摘Because of its vital role of the trust-region subproblem （TRS） in various applications, for example, in optimization and in ill-posed problems, there are several factorization-free algorithms for solving the large-scale sparse TRS. The truncated Lanczos approach proposed by N. I. M. Gould, S. Lucidi, M. Roma, and P. L. Toint [SIAM J. Optim., 1999, 9： 504-525] is a natural extension of the classical Lanczos method for the symmetric linear system and eigenvalue problem and, indeed follows the classical Rayleigh-Ritz procedure for eigenvalue computations. It consists of 1） projecting the original TRS to the Krylov subspa^es to yield smaller size TRS＇s and then 2） solving the resulted TRS＇s to get the approximates of the original TRS. This paper presents a posterior error bounds for both the global optimal value and the optimal solution between the original TRS and their projected counterparts. Our error bounds mainly rely on the factors from the Lanczos process as well as the data of the original TRS and, could be helpful in designing certain stopping criteria for the truncated Lanczos approach.
