Solving short-term electric hydrothermal scheduling problems by exponential multiplier methodsFootnote†

^†The research was partially supported by grant MCYT DPI 2005-09117-C02-01.

References

• Bertsekas , D. P. 1982 . Constrained optimization and Lagrange multiplier methods , New York : Academic Press .
   Google Scholar
• Bertsekas , D. P. 1999 . Nonlinear Programming , 2 , Belmont, Massachusetts : Athena Scientific .
   Google Scholar
• Bradley , G. H. , Brown , G. G. and Graves , G. W. 1977 . Design and implementation of large scale primal transshipment algorithms . Management Science , 24 ( 1 ) : 1 – 34 .
   Web of Science ®Google Scholar
• Czyzyk , J. , Mesnier , M. P. and Moré , J. 1998 . The NEOS server . IEEE Computational Science and Engineering , 5 ( 3 ) : 68 – 75 .
   Web of Science ®Google Scholar
• Dembo , R. S. 1987 . A primal truncated Newton algorithm with application to large-scale nonlinear network optimization . Mathematical Programming Studies , 31 : 43 – 71 .
   Web of Science ®Google Scholar
• Fourer , R. , Gay , D. M. and Kernighan , B. W. 1993 . AMPL a modelling language for mathematical programming , Danvers, , MA 01293, USA : Boyd and Fraser Publishing Company .
   Google Scholar
• Gill , P. E. , Murray , W. and Saunders , M. A. 1997 . SNOPT: An SQP algorithm for large-scale constrained optimization , San Diego, La Jolla, CA : Department of Mathematics, University of California . Numerical Analysis Report 97-2
   Google Scholar
• Heredia , F. J. and Nabona , N. 1995 . Optimum short-term hydrothermal scheduling with spinning reserve through networks flows . IEEE Transactions on Power Systems , 10 ( 3 ) : 1642 – 1651 .
   Google Scholar
• Mijangos , E. 1997 . PFNRN03 user's guide , Barcelona, , Spain : Dept. of Statistics and Operations Research. Universitat Politècnica de Catalunya . 08028 Available from: http://www.ehu.es/∼mepmifee
   Google Scholar
• Mijangos , E. 2004a . An implementation of Newton-like methods of nonlinearly constrained networks . Computers and Operations Research , 31 ( 2 ) : 181 – 199 .
   Google Scholar
• Mijangos , E. 2004b . On the efficiency of multiplier methods for nonlinear network problems with nonlinear constraints . IMA Journal of Management Mathematics , 15 ( 3 ) : 211 – 226 .
   Google Scholar
• Mijangos , E. 2005 . An efficient method for nonlinearly constrained networks . European Journal of Operational Research , 161 ( 3 ) : 618 – 635 .
   Google Scholar
• Mijangos , E. and Nabona , N. 1996 . The application of the multipliers method in nonlinear network flows with side constraints , Barcelona, , Spain : Dept. of Statistics and Operations Research. University Politècnica de Catalunya . 08028 Available from http://www.ehu.es/∼mepmifee
   Google Scholar
• Mijangos , E. 2001 . On the first-order estimation of multipliers from Kuhn-Tucker systems . Computers and Operations Research , 28 ( 3 ) : 243 – 270 .
   Google Scholar
• Murtagh , B. A. and Saunders , M. A. 1978 . Large-scale linearly constrained optimization . Mathematical Programming , 14 ( 1 ) : 41 – 72 .
   Google Scholar
• Murtagh , B. A. and Saunders , M. A. 1998 . MINOS 5.5 User's guide , Stanford, , CA, USA : Department of Operations Research, Stanford University . Report SOL 83-20R
   Google Scholar
• Nabona , N. and Ramos , A. Paper presented to 20th IFIP TC7 on System Modeling and Optimization . July 23–27 , Trier, Germany. Linearly and Nonlinearly constrained optimization using the “naive” and Vanderbei and Shanno's interior-point algorithms ,
   Google Scholar
• Nguyen , V. H. and Strodiot , J. J. 1979 . On the convergence rate for a penalty function of exponential type . Journal of Optimization Theory and Applications , 27 ( 4 ) : 495 – 508 .
   Google Scholar
• Toint , Ph. L. and Tuyttens , D. 1990 . On large scale nonlinear networks optimization . Mathematical Programming , 48 ( 1 ) : 125 – 159 .
   Google Scholar
• Waltz , R. A. and Nocedal , J. 2003 . KNITRO User's Manual (Version 3.0) , Evanstown, IL : Optimization Technology Center, Northwestern University . Technical Report OTC 2003/5
   Google Scholar