Dynamic economic dispatch with valve-point effect (DED-VPE) is a non-convex and non-differentiable optimization problem which is difficult to solve efficiently. In this paper, a hybrid mixed integer linear programming (MILP) and interior point method (IPM), denoted by MILP-IPM, is proposed to solve such a DED-VPE problem, where the complicated transmission loss is also included. Due to the non-differentiable characteristic of DED-VPE, the classical derivative-based optimization methods can not be used any more. With the help of model reformulation, a differentiable non-linear programming (NLP) formulation which can be directly solved by IPM is derived. However, if the DED-VPE is solved by IPM in a single step, the optimization will easily trap in a poor local optima due to its non-convex and multiple local minima characteristics. To exploit a better solution, an MILP method is required to solve the DED-VPE without transmission loss, yielding a good initial point for IPM to improve the quality of the solution. Simulation results demonstrate the validity and effectiveness of the proposed MILP-IPM in solving DED-VPE.Index Terms-Dynamic economic dispatch, valve-point effect, non-linear programming, interior point method, mixed integer linear programming arXiv:1703.03685v1 [math.OC]
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.