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按类别扩展不等式约束的内点优化算法

DOI: 10.13334/j.0258-8013.pcsee.2014.16.021, PP. 2699-2705

Keywords: 不等式约束松弛,类扩展内点法,类扩展变量,优化算法,解空间,收敛性

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Abstract:

内点法是求解复杂优化问题的重要算法,对不等式约束的处理是影响算法性能的关键因素之一,更严苛的不等式约束标志着更好的优化指标和更差的收敛性。为缓解这种矛盾,提出一种按类别松弛不等式约束的内点法,称为类扩展内点法。通过在同种类别的不等式约束方程中增加相同的类扩展变量,并在目标函数中用罚因子迫使类扩展变量的平方和趋向0实现该目的。该方法在原优化问题有解时给出高度近似的结论,在某些优化问题因不等式约束过紧无解时给出约束需放开的幅度以及对应的最优解,在某些优化问题因迭代方向偏差无解时扩展有效的搜索路径而有解。最优潮流的算例验证了所提方法的有效性。

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