Primal-dual Interior-Point Methods


Book Description

In the past decade, primal-dual algorithms have emerged as the most important and useful algorithms from the interior-point class. This book presents the major primal-dual algorithms for linear programming in straightforward terms. A thorough description of the theoretical properties of these methods is given, as are a discussion of practical and computational aspects and a summary of current software. This is an excellent, timely, and well-written work. The major primal-dual algorithms covered in this book are path-following algorithms (short- and long-step, predictor-corrector), potential-reduction algorithms, and infeasible-interior-point algorithms. A unified treatment of superlinear convergence, finite termination, and detection of infeasible problems is presented. Issues relevant to practical implementation are also discussed, including sparse linear algebra and a complete specification of Mehrotra's predictor-corrector algorithm. Also treated are extensions of primal-dual algorithms to more general problems such as monotone complementarity, semidefinite programming, and general convex programming problems.




Interior Point Algorithms for Stochastic Semidefinite Programming


Book Description

Two-stage stochastic semidefinite programming with recourse (SSDP) has been proposed and studied during the last 10 years, as a two-stage stochastic counterpart of semidefinite programming (SDP). To design efficient algorithms for solving SSDP, especially larger instances with many scenarios, it is crucial to exploit the two-stage block structure of the problem. In this dissertation, we start by the duality theory of SSDP, which illustrates that SSDP in the primal standard form and the dual standard form are not equivalent, mainly because of different block structures. Therefore algorithms must be designed separately for both forms. Homogeneous self-dual algorithm for SSDP in primal standard form was designed by Jin, Ariyawansa and Zhu [21]. We extend their strategy to design homogeneous self-dual algorithm for the dual standard form. Infeasible path following primal-dual algorithms for SSDP in both standard forms are also developed. We further provide implementations of these algorithms. Numerical results show the advantages of these algorithms, compared to the straightforward strategy of solving deterministic equivalents of SSDP by off-the-shelf interior point solvers. Finally, we discuss another application of SSDP for solving the two-period optimal power flow problems.




Operation of Market-oriented Power Systems


Book Description

This useful reference allows readers to compare and learn from best-practice and up-to-date information in this exciting field from Europe, the US and Australia. It shows how to overcome day-to-day and strategic engineering problems, rather than concentrating on policy and market-structural issues.




IMDC-IST 2021


Book Description

This book contains the proceedings of the Second International Conference on Integrated Sciences and Technologies (IMDC-IST-2021). Where held on 7th–9th Sep 2021 in Sakarya, Turkey. This conference was organized by University of Bradford, UK and Southern Technical University, Iraq. The papers in this conference were collected in a proceedings book entitled: Proceedings of the second edition of the International Multi-Disciplinary Conference Theme: “Integrated Sciences and Technologies” (IMDC-IST-2021). The presentation of such a multi-discipline conference provides a lot of exciting insights and new understanding on recent issues in terms of Green Energy, Digital Health, Blended Learning, Big Data, Meta-material, Artificial-Intelligence powered applications, Cognitive Communications, Image Processing, Health Technologies, 5G Communications. Referring to the argument, this conference would serve as a valuable reference for future relevant research activities. The committee acknowledges that the success of this conference are closely intertwined by the contributions from various stakeholders. As being such, we would like to express our heartfelt appreciation to the keynote speakers, invited speakers, paper presenters, and participants for their enthusiastic support in joining the second edition of the International Multi-Disciplinary Conference Theme: “Integrated Sciences and Technologies” (IMDC-IST-2021). We are convinced that the contents of the study from various papers are not only encouraged productive discussion among presenters and participants but also motivate further research in the relevant subject. We appreciate for your enthusiasm to attend our conference and share your knowledge and experience. Your input was important in ensuring the success of our conference. Finally, we hope that this conference serves as a forum for learning in building togetherness and academic networks. Therefore, we expect to see you all at the next IMDC-IST.




A Survey of Relaxations and Approximations of the Power Flow Equations


Book Description

The techniques described in this monograph form the basis of running an optimally efficient modern day power system. It is a must-read for all students and researchers working on the cutting edge of electric power systems.




Nonlinear Programming


Book Description

Analyzes the 'central' or 'dual' trajectory used by modern path following and primal/dual methods for convex / general linear programming.




Progress in Mathematical Programming


Book Description

The starting point of this volume was a conference entitled "Progress in Mathematical Programming," held at the Asilomar Conference Center in Pacific Grove, California, March 1-4, 1987. The main topic of the conference was developments in the theory and practice of linear programming since Karmarkar's algorithm. There were thirty presentations and approximately fifty people attended. Presentations included new algorithms, new analyses of algorithms, reports on computational experience, and some other topics related to the practice of mathematical programming. Interestingly, most of the progress reported at the conference was on the theoretical side. Several new polynomial algorithms for linear program ming were presented (Barnes-Chopra-Jensen, Goldfarb-Mehrotra, Gonzaga, Kojima-Mizuno-Yoshise, Renegar, Todd, Vaidya, and Ye). Other algorithms presented were by Betke-Gritzmann, Blum, Gill-Murray-Saunders-Wright, Nazareth, Vial, and Zikan-Cottle. Efforts in the theoretical analysis of algo rithms were also reported (Anstreicher, Bayer-Lagarias, Imai, Lagarias, Megiddo-Shub, Lagarias, Smale, and Vanderbei). Computational experiences were reported by Lustig, Tomlin, Todd, Tone, Ye, and Zikan-Cottle. Of special interest, although not in the main direction discussed at the conference, was the report by Rinaldi on the practical solution of some large traveling salesman problems. At the time of the conference, it was still not clear whether the new algorithms developed since Karmarkar's algorithm would replace the simplex method in practice. Alan Hoffman presented results on conditions under which linear programming problems can be solved by greedy algorithms."