Bounds for convex variational programming problems arising in power system scheduling and control
- 1 January 1965
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 10 (1) , 28-35
- https://doi.org/10.1109/tac.1965.1098077
Abstract
The convex variational programming problem has been found of practical importance to power system scheduling and control. Convex variational programming problems are closely related to the convex programming problems treated by Kuhn and Tucker [8]. Among their positive attributes are the absence of difficulties with weak relative minima and with saddle-point or conjugate-point conditions. As a result it is feasible to develop dual-variational problems and to provide estimates for bracketing the extreme value of the functional of the variational problem when gradient or successive approximations methods are employed for determination of near optimal control schedules. This paper develops necessary and sufficient conditions for the optimal control schedule and a means for numerically determining bounds to the extreme value of the functional. Applications are given to the problem of hydrothermal power system coordination.Keywords
This publication has 7 references indexed in Scilit:
- Bounds for functionally convex optimal control problemsJournal of Mathematical Analysis and Applications, 1964
- OPTIMAL PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTSAIAA Journal, 1963
- On the Accessibility Problem in Control TheoryPublished by Elsevier ,1963
- On the Existence of Optimal ControlsJournal of Basic Engineering, 1962
- Computer Search for Economical Operation of a Hydrothermal Electric System [includes discussion]Transactions of the American Institute of Electrical Engineers. Part III: Power Apparatus and Systems, 1954
- On methods for obtaining solutions of fixed end-point problems in the calculus of variationsJournal of Research of the National Bureau of Standards, 1953
- An indirect sufficiency proof for the problem of Lagrange with differential inequalities as added side conditionsTransactions of the American Mathematical Society, 1953