中国电机工程学报Issue(16)：2699-2705,7.DOI:10.13334/j.0258-8013.pcsee.2014.16.021
按类别扩展不等式约束的内点优化算法
Interior Point Method Optimization Algorithm With Slacking Inequality Constrains According the Categories of Them
丁平 1田芳 1李亚楼 1严剑峰 1于之虹 1陈兴雷 1周孝信1
作者信息
- 1. 中国电力科学研究院，北京市 海淀区 100192
- 折叠
摘要
Abstract
Interior point method is an important approach for complex optimal problem, and one of the crucial factors of calculation performance is how to deal with inequality constrains, namely, more strict inequality constrain means better optimal indexes and worse convergence. To relieve the contradiction in it, this paper put forward an interior point method with slacking inequality constrains according to categories of them, named category expanding interior point method. It reaches the aim by adding one category expanding variable to one kind of inequality constrain and using penalty factors in objective function to compel the sum of square of category expanding variables to zero. If operational solution of the original optimization problem exists, the proposed methodology gives almost the same conclusion. In some cases, the inequality constrains are too tough to make original optimization problem be solved, it indicates how the bound should be slack and the corresponding solution. In some other cases, the infeasibility comes from deviation of correct iteration direction, it may work by expanding the valid search path. The method proposed was validated by examples of optimal power flow.关键词
不等式约束松弛/类扩展内点法/类扩展变量/优化算法/解空间/收敛性Key words
inequality constrains slacking/category expanding interior point method/category expanding variable/optimization algorithm/solution space/convergence分类
信息技术与安全科学引用本文复制引用
丁平,田芳,李亚楼,严剑峰,于之虹,陈兴雷,周孝信..按类别扩展不等式约束的内点优化算法[J].中国电机工程学报,2014,(16):2699-2705,7.
