Interior-point linear programming algorithm for auction methods

摘要

Interior-point programming (IP) has been applied to many powernsystem problems because of its efficiency for big problems. This papernillustrates application of interior-point linear programming (IPLP) tonauction methods. An extended algorithm of IPLP is developed and used innthis paper. This extended IPLP algorithm can find the exact optimalnsolution (i.e., exact optimal vertex) and can recover the optimal basis.nSensitivity analysis can be performed after the optimal basis is found.nThe sensitivity analysis performed in this paper is increase in the bidnprice and increase in the flow limit of the transmission line. Thisnextended algorithm is expanded from the affine-scaling primal algorithm.nThe concept used in this extended algorithm to find the optimal vertexnand optimal basis is simple