APPLICATION OF THE QUASI-NEWTON IN INTERIOR POINT METHODS FOR SOLVING THE PREDISPATCH PROBLEM

Résumé

Brazilian energy matrix is essentially based on hydroelectricity with long transmission lines, allowing the exchange of energy produced in all regions of the country, the increased demand for energy and the search for lower costs, the application of more efficient and robust methods to minimize generation and transmission losses is necessary, since these are functions of generated and transmitted power, respectively. The purpose of this work is to implement primal dual interior point method for the predispatch
of a hydroelectric system, with partial replacement of the Newton method with the quasi-Newton method in order to compute the system Jacobian matrix and reduce the computational costs of the iterations arising from approximations of the inverses of the Hessian matrix. This means that, in order to obtain a search direction, only a matrix vector product is necessary, which is much more efficient, for example, than the Newton method, in which a linear system has to be solved at each iteration. Computational results prove the efficiency of the approach used.