Analysis of numeric conditioning of Hessian matrix of Lagrangian via singular values

Abstract

This paper presents an analyze of numeric conditioning of the Hessian matrix of Lagrangian of modified barrier function Lagrangian method (MBFL) and primal-dual logarithmic barrier method (PDLB), which are obtained in the process of solution of an optimal power flow problem (OPF). This analyze is done by a comparative study through the singular values decomposition (SVD) of those matrixes. In the MBLF method the inequality constraints are treated by the modified barrier and PDLB methods. The inequality constraints are transformed into equalities by introducing positive auxiliary variables and are perturbed by the barrier parameter. The first-order necessary conditions of the Lagrangian function are solved by Newton's method. The perturbation of the auxiliary variables results in an expansion of the feasible set of the original problem, allowing the limits of the inequality constraints to be reached. The electric systems IEEE 14, 162 and 300 buses were used in the comparative analysis. ©2007 IEEE.