Lagrangian Function

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G R M Da Costa - One of the best experts on this subject based on the ideXlab platform.

  • Optimal reactive power flow via the modified barrier Lagrangian Function approach
    Electric Power Systems Research, 2012
    Co-Authors: V.a. De Sousa, Edmea Cassia Baptista, G R M Da Costa
    Abstract:

    Abstract A new approach called the Modified Barrier Lagrangian Function (MBLF) to solve the Optimal Reactive Power Flow problem is presented. In this approach, the inequality constraints are treated by the Modified Barrier Function (MBF) method, which has a finite convergence property; i.e. the optimal solution in the MBF method can actually be in the bound of the feasible set. Hence, the inequality constraints can be precisely equal to zero. Another property of the MBF method is that the barrier parameter does not need to be driven to zero to attain the solution. Therefore, the conditioning of the involved Hessian matrix is greatly enhanced. In order to show this, a comparative analysis of the numeric conditioning of the Hessian matrix of the MBLF approach, by the decomposition in singular values, is carried out. The feasibility of the proposed approach is also demonstrated with comparative tests to Interior Point Method (IPM) using various IEEE test systems and two networks derived from Brazilian generation/transmission system. The results show that the MBLF method is computationally more attractive than the IPM in terms of speed, number of iterations and numerical conditioning.

  • MODIFIED BARRIER Lagrangian Function METHOD APPIED TO THE MA XIMUM LOADING PROBLEM
    2010
    Co-Authors: V.a. De Sousa, Edmarcio Antonio Belati, G R M Da Costa
    Abstract:

    In this p aper the Modified Barrier Lagrangian Function (MBLF) method, i.e., a variant of the Interior Point method, is applied for the determination of the buses with the smallest loading margin and the smallest magnitude voltage in power systems, respectively. For the formulation of the problem, the power flow equations are in a parameterized form, and the inequality constraints are the voltage limits in the buses and the reactive generation limits in the buses with reactive control. The results obtained with the static optimization technique MBLF used in this study are confronted with the results obtained with the Primal-dual Logarithmic Barrier method (PDLB). Test results for the IEEE 57 and IEEE 118-bus test systems are presented to demonstrate the robustness and the effectiveness of the proposed algorithm. Resumo─ Neste artigo o metodo da Funcao Lagrangiana Barreira Modificada (FLBM), uma variante do metodo dos Pontos Interior es, e aplicado na determinacao das barras com menor margem de carregamento e menor magnitude de tensao em sistemas de potencia, respectivamente. Na formulacao do problema, as equacoes de fluxo de potencia estao na forma parametrizada, e as restricoes de desigualdade sao os limites de tensao nas barras e os limites de geracao de reativos nas barras de controle de reativo. Os resultados obtidos com a tecnica de otimizacao estatica MBLF (FLBM) usado neste trabalho sao confrontados com os resultados obtidos com o metodo Primal-Dual Barreira Logaritmica. Resultados dos testes para os sistemas IEEE 57 e IEEE 118 barras sao apresentados para demonstrar a robustez e efetividade do metodo proposto.

  • primal dual logarithmic barrier and augmented Lagrangian Function to the loss minimization in power systems
    Electric Power Components and Systems, 2006
    Co-Authors: Edmea Cassia Baptista, Edmarcio Antonio Belati, Vanusa Alves De Sousa, G R M Da Costa
    Abstract:

    This article presents a new approach to minimize the losses in electrical power systems. This approach considers the application of the primal-dual logarithmic barrier method to voltage magnitude and tap-changing transformer variables, and the other inequality constraints are treated by augmented Lagrangian method. The Lagrangian Function aggregates all the constraints. The first-order necessary conditions are reached by Newton's method, and by updating the dual variables and penalty factors. Test results are presented to show the good performance of this approach.

  • logarithmic barrier augmented Lagrangian Function to the optimal power flow problem
    International Journal of Electrical Power & Energy Systems, 2005
    Co-Authors: Edmea Cassia Baptista, Edmarcio Antonio Belati, G R M Da Costa
    Abstract:

    This paper presents a new approach to solve the Optimal Power Flow problem. This approach considers the application of logarithmic barrier method to voltage magnitude and tap-changing transformer variables and the other constraints are treated by augmented Lagrangian method. Numerical test results are presented, showing the effective performance of this algorithm.

  • Optimal-power-flow solution by Newton's method applied to an augmented Lagrangian Function
    IEE Proceedings - Generation Transmission and Distribution, 1995
    Co-Authors: Amilton Cesar Dos Santos, G R M Da Costa
    Abstract:

    The paper describes a new approach to the optimal-power-flow problem based on Newton's method which it operates with an augmented Lagrangian Function associated with the original problem. The Function aggregates all the equality and inequality constraints. The first-order necessary conditions for optimality are reached by Newton's method, and by updating the dual variables and the penalty terms associated with the inequality constraints. The proposed approach does not have to identify the set of binding constraints and can be utilised for an infeasible starting point. The sparsity of the Hessian matrix of the augmented Lagrangian is completely exploited in the computational implementation. Tests results are presented to show the good performance of this approach.

Giovanni Pistone - One of the best experts on this subject based on the ideXlab platform.

Edmea Cassia Baptista - One of the best experts on this subject based on the ideXlab platform.

  • Optimal reactive power flow via the modified barrier Lagrangian Function approach
    Electric Power Systems Research, 2012
    Co-Authors: V.a. De Sousa, Edmea Cassia Baptista, G R M Da Costa
    Abstract:

    Abstract A new approach called the Modified Barrier Lagrangian Function (MBLF) to solve the Optimal Reactive Power Flow problem is presented. In this approach, the inequality constraints are treated by the Modified Barrier Function (MBF) method, which has a finite convergence property; i.e. the optimal solution in the MBF method can actually be in the bound of the feasible set. Hence, the inequality constraints can be precisely equal to zero. Another property of the MBF method is that the barrier parameter does not need to be driven to zero to attain the solution. Therefore, the conditioning of the involved Hessian matrix is greatly enhanced. In order to show this, a comparative analysis of the numeric conditioning of the Hessian matrix of the MBLF approach, by the decomposition in singular values, is carried out. The feasibility of the proposed approach is also demonstrated with comparative tests to Interior Point Method (IPM) using various IEEE test systems and two networks derived from Brazilian generation/transmission system. The results show that the MBLF method is computationally more attractive than the IPM in terms of speed, number of iterations and numerical conditioning.

  • primal dual logarithmic barrier and augmented Lagrangian Function to the loss minimization in power systems
    Electric Power Components and Systems, 2006
    Co-Authors: Edmea Cassia Baptista, Edmarcio Antonio Belati, Vanusa Alves De Sousa, G R M Da Costa
    Abstract:

    This article presents a new approach to minimize the losses in electrical power systems. This approach considers the application of the primal-dual logarithmic barrier method to voltage magnitude and tap-changing transformer variables, and the other inequality constraints are treated by augmented Lagrangian method. The Lagrangian Function aggregates all the constraints. The first-order necessary conditions are reached by Newton's method, and by updating the dual variables and penalty factors. Test results are presented to show the good performance of this approach.

  • logarithmic barrier augmented Lagrangian Function to the optimal power flow problem
    International Journal of Electrical Power & Energy Systems, 2005
    Co-Authors: Edmea Cassia Baptista, Edmarcio Antonio Belati, G R M Da Costa
    Abstract:

    This paper presents a new approach to solve the Optimal Power Flow problem. This approach considers the application of logarithmic barrier method to voltage magnitude and tap-changing transformer variables and the other constraints are treated by augmented Lagrangian method. Numerical test results are presented, showing the effective performance of this algorithm.

Jun Wang - One of the best experts on this subject based on the ideXlab platform.

  • convergence of a recurrent neural network for nonconvex optimization based on an augmented Lagrangian Function
    International Symposium on Neural Networks, 2007
    Co-Authors: Jun Wang
    Abstract:

    In the paper, a recurrent neural network based on an augmented Lagrangian Function is proposed for seeking local minima of nonconvex optimization problems with inequality constraints. First, each equilibrium point of the neural network corresponds to a Karush-Kuhn-Tucker (KKT) point of the problem. Second, by appropriately choosing a control parameter, the neural network is asymptotically stable at those local minima satisfying some mild conditions. The latter property of the neural network is ensured by the convexification capability of the augmented Lagrangian Function. The proposed scheme is inspired by many existing neural networks in the literature and can be regarded as an extension or improved version of them. A simulation example is discussed to illustrate the results.

  • ISNN (3) - Convergence of a Recurrent Neural Network for Nonconvex Optimization Based on an Augmented Lagrangian Function
    Advances in Neural Networks – ISNN 2007, 1
    Co-Authors: Jun Wang
    Abstract:

    In the paper, a recurrent neural network based on an augmented Lagrangian Function is proposed for seeking local minima of nonconvex optimization problems with inequality constraints. First, each equilibrium point of the neural network corresponds to a Karush-Kuhn-Tucker (KKT) point of the problem. Second, by appropriately choosing a control parameter, the neural network is asymptotically stable at those local minima satisfying some mild conditions. The latter property of the neural network is ensured by the convexification capability of the augmented Lagrangian Function. The proposed scheme is inspired by many existing neural networks in the literature and can be regarded as an extension or improved version of them. A simulation example is discussed to illustrate the results.

Xiaoqi Yang - One of the best experts on this subject based on the ideXlab platform.