Abstract
In general, the Han-Powell algorithm is evaluated as the fastest and the most reliable method for small nonlinear programming problems. However, it has one serious disadvantage when applied to a large scale problem such as an optimal power flow. This disadvantage stems from its use of non-sparse approximations to certain Hessian matrices. We propose a modified Newton method to eliminate this disadvantage. Sparsity of the Hessian is maintained by this method, and it can be modified to be a non-negative definite matrix in accordance with simple procedutes. This can be implemented using quadratic approximations of power flow equations. Numerical tests on a real system show the validity of the proposed method.

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