A Sparse Variable Metric Optimization Method Applied to the Solution of Power System Problems
- 1 January 1982
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Power Apparatus and Systems
- Vol. PAS-101 (1) , 195-202
- https://doi.org/10.1109/tpas.1982.317338
Abstract
The sparse form of one of the most successful Variable Metric Methods (BFGS [1, 2]) is used to solve power system optimization problems. The main characteristic of the method is that the sparse factors of the Hessian matrix are used as opposed to a full inverse Hessian. In addition, these factors are updated at every BFGS iteration using a fast and robust sparsity oriented updating algorithm.Keywords
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