The self-adaptive alternating direction method for the multiarea economic dispatch problem

Abstract

The alternating direction method has been used widely in the power systems field for solving the multiarea dispatch problem. However, experience with applications has shown that the convergence rate of the alternating direction method depends significantly on the selection of the penalty parameter of the linear consistency constraint. Typically, it is difficult to obtain the optimal penalty parameter in advance. In this paper, for the purpose of solving this problem, we propose centralized and distributed self-adaptive penalty parameter strategies that allow the value of the penalty parameter to increase or decrease based on the information from each iteration. Simulation results illustrate that the proposed centralized and distributed self-adaptive methods are superior to the traditional alternating direction method in terms of robustness and convergence rate.

The Extension of Auxiliary Problem Principle for Solving Dynamic Economic Dispatch Problem in Power Systems

“…e alternating direction multiplier method (ADMM) is an e ective distributed iteration strategy [1] for solving problem (1) and has been widely used to solve engineering problems [2,3]. For problem (1), the corresponding ADMM iteration strategy can be expressed as follows [4]:…”

“…where β > 2c is a sufficient condition for the convergence of auxiliary problem principle iterative strategy [10], other symbols have the same meaning as (4). Reference [11] further discussed APP and derive its O(1/n) convergence rate .…”