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Feasible direction algorithm for solving nonlinear optimization problems
He Guangyu ; Lu Qiang ; Chen Xueqing
2010-05-10 ; 2010-05-10
关键词Practical/ nonlinear programming power generation scheduling power system analysis computing/ nonlinear optimization problem linear constrains approaching feasible direction algorithm AFDA Frank-Wolfe feasible direction algorithm Zoutendijk feasible direction algorithm linear approximation algorithm software package optimal scheduling peak load Three Gorges power system/ B8110B Power system management, operation and economics B0260 Optimisation techniques C7410B Power engineering computing
中文摘要This paper introduces the approaching feasible direction algorithm (AFDA) for solving linearly constrained nonlinear programming problems. The optimality and convergence of the AFDA has been proved. The AFDA can be regarded as a generalization of the Frank-Wolfe feasible direction algorithm and an improvement of the Zoutendijk feasible direction algorithm and the successive linear approximation algorithm. The algorithm was implemented in a practical software package that has been applied to optimal scheduling and peak load following problems in the Three Gorges power system. The results show that the algorithm is fast and effective.
语种中文 ; 中文
出版者Tsinghua Univ. Press ; China
内容类型期刊论文
源URL[http://hdl.handle.net/123456789/21963]  
专题清华大学
推荐引用方式
GB/T 7714
He Guangyu,Lu Qiang,Chen Xueqing. Feasible direction algorithm for solving nonlinear optimization problems[J],2010, 2010.
APA He Guangyu,Lu Qiang,&Chen Xueqing.(2010).Feasible direction algorithm for solving nonlinear optimization problems..
MLA He Guangyu,et al."Feasible direction algorithm for solving nonlinear optimization problems".(2010).
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