A comparison of interior-point codes for medium-term hydro-thermal coordination

This paper studies the performance of newly developed and under development interior-point optimization codes as applied to the solution of medium-term hydro-thermal coordination (MTHTC) problems. We compare commercial and research codes, and their main advantages and drawbacks are pointed out. The codes that we study are: CPLEX 3.0-barrier (the latest version of OB1 by Lustig), HOPDM by Gondzio, LOQO by Vanderbei, PCx by Mehrotra's group, LIPSOL by Zhang, and LPA1 (a code being developed by the authors). All codes have been tested on the Spanish hydrothermal system.