Quasi-Newton power flow using partial Jacobian updates
نویسندگان
چکیده
منابع مشابه
Low-rank Quasi-newton Updates for Robust Jacobian Lagging in Newton Methods
Newton-Krylov methods are standard tools for solving nonlinear problems. A common approach is to “lag” the Jacobian when assembly or preconditioner setup is computationally expensive, in exchange for some degradation in the convergence rate and robustness. We show that this degradation may be partially mitigated by using the lagged Jacobian as an initial operator in a quasi-Newton method, which...
متن کاملQuasi-Newton updates with weighted secant equations
We provide a formula for variational quasi-Newton updates with multiple weighted secant equations. The derivation of the formula leads to a Sylvester equation in the correction matrix. Examples are given.
متن کاملIncorporating Function Values into Quasi-Newton Updates
The traditional quasi-Newton method for updating the approximate Hessian is based on the change in the gradient of the objective function. This paper describes a new update method that incorporates also the change in the value of the function. The method effectively uses a cubic approximation of the objective function to better approximate its directional second derivative. The cubic approximat...
متن کاملLeast-change quasi-Newton updates for equality-constrained optimization
January 28, 2000 Abstract. This paper investigates quasi-Newton updates for equality-constrained optimization. Using a least-change argument we derive a class of rank-3 updates to approximations of the one-sided projection of the Hessian of the Lagrangian which keeps the appropriate part symmetric (and possibly positive definite). By imposing the usual assumptions we are able to prove 1-step su...
متن کاملExtra multistep BFGS updates in quasi-Newton methods
This note focuses on developing quasi-Newton methods that combine m+ 1 multistep and single-step updates on a single iteration for the sake of constructing the new approximation to the Hessian matrix to be used on the next iteration in computing the search direction. The approach considered here exploits the merits of the multistepmethods and those of El-Baali (1999) to create a hybrid techniqu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Power Systems
سال: 2001
ISSN: 0885-8950
DOI: 10.1109/59.932265