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A Sparse Variable Metric Optimization Method Applied to the Solution of Power System Problems

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2 Author(s)

The sparse form of one of the most successful Variable Metric Methods (BFGS [1, 2]) is used to solve power system optimization problems. The main characteristic of the method is that the sparse factors of the Hessian matrix are used as opposed to a full inverse Hessian. In addition, these factors are updated at every BFGS iteration using a fast and robust sparsity oriented updating algorithm.

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Power Apparatus and Systems, IEEE Transactions on  (Volume:PAS-101 ,  Issue: 1 )