Globally Convergent Interior-Point Algorithm and Its Application to Optimal Power Flow

Abstract. In this paper, the primal-dual interior-point method for general constrained optimization problems is considered to solve the optimal power flow (OPF) problems. Motivated by the merit functions used by Argaez and Tapia [J. Optim. Theory Appl., 114(2002): 1-25] and Akrotirianakis and Rustem [J. Optim. Theory Appl., 125(2005): 497-521], we present a new merit function. Using this new merit function, we propose a primal-dual interior-point algorithm. Under certain conditions, the proposed algorithm possesses global convergence. The numerical results for OPF problems show that our algorithm is efficient