The auxiliary problem principle with self-adaptive penalty parameter for multi-area economic dispatch problem

DOI10.3390/A8020144MaRDI QIDQ1736643zbMATH OpenOpenAlexFDO

Authors Yaming Ren, Shumin Fei

Publication date 26 March 2019

Published in Algorithms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/a8020144

zbMATH Keywords

auxiliary problem principlemulti-area economic dispatchself-adaptive

Mathematics Subject Classification ID

Transportation, logistics and supply chain management (90B06) Production models (90B30) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

Summary: The auxiliary problem principle is a powerful tool for solving multi-area economic dispatch problem. One of the main drawbacks of the auxiliary problem principle method is that the convergence performance depends on the selection of penalty parameter. In this paper, we propose a self-adaptive strategy to adjust penalty parameter based on the iterative information, the proposed approach is verified by two given test systems. The corresponding simulation results demonstrate that the proposed self-adaptive auxiliary problem principle iterative scheme is robust in terms of the selection of penalty parameter and has better convergence rate compared with the traditional auxiliary problem principle method.

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Cites work

• A decomposition methodology applied to the multi-area optimal power flow problem
• A decomposition procedure based on approximate Newton directions
• Alternating direction method with self-adaptive penalty parameters for monotone variational inequalities
• An improved proximal alternating direction method for monotone variational inequalities with separable structure
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• On the application of the auxiliary problem principle
• On the convergence rate of customized proximal point algorithm for convex optimization and saddle-point problem
• Unit commitment by augmented Lagrangian relaxation: testing two decomposition approaches

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