A primal–dual predictor–corrector interior-point method for symmetric cone programming with O(√r log ϵ−1) iteration complexity

2017 ◽  
Vol 94 (10) ◽  
pp. 1998-2010
Author(s):  
M. Sayadi Shahraki ◽  
H. Mansouri ◽  
M. Zangiabadi
Keyword(s):  
Interior Point ◽  
Interior Point Method ◽  
Symmetric Cone ◽  
Point Method ◽  
Iteration Complexity ◽  
Cone Programming ◽  
Symmetric Cone Programming ◽  
Primal Dual ◽  
Predictor Corrector

scholarly journals Predictor-Corrector Primal-Dual Interior Point Method for Solving Economic Dispatch Problems: A Postoptimization Analysis

2012 ◽  
Vol 2012 ◽  
pp. 1-26 ◽  
Author(s):  
Antonio Roberto Balbo ◽  
Márcio Augusto da Silva Souza ◽  
Edméa Cássia Baptista ◽  
Leonardo Nepomuceno
Keyword(s):  
Power Systems ◽  
Interior Point ◽  
Interior Point Method ◽  
Line Search ◽  
Economic Dispatch ◽  
Point Method ◽  
Computational Implementation ◽  
Quadratic Programming Problems ◽  
Primal Dual ◽  
Predictor Corrector

This paper proposes a predictor-corrector primal-dual interior point method which introduces line search procedures (IPLS) in both the predictor and corrector steps. The Fibonacci search technique is used in the predictor step, while an Armijo line search is used in the corrector step. The method is developed for application to the economic dispatch (ED) problem studied in the field of power systems analysis. The theory of the method is examined for quadratic programming problems and involves the analysis of iterative schemes, computational implementation, and issues concerning the adaptation of the proposed algorithm to solve ED problems. Numerical results are presented, which demonstrate improvements and the efficiency of the IPLS method when compared to several other methods described in the literature. Finally, postoptimization analyses are performed for the solution of ED problems.

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