Title:
NUMERICAL SOLUTION CALCULATION DEVICE AND POWER SYSTEM CONTROLLER
Document Type and Number:
Japanese Patent JP3919646
Kind Code:
B2
Abstract:
PROBLEM TO BE SOLVED: To provide a numerical solution calculation device stably finding a numerical solution of an equation satisfying the Karush-Kuhn-Tucker (KKT) conditions to be satisfied by a solution of a nonlinear optimization problem.
SOLUTION: With respect to a matrix of a linear equation finding a correction quantity to a general variable x and a correction quantity to a Lagrange multiplier λh corresponding to equality constraint, a diagonal matrix D2 wherein all diagonal term elements are prescribed minute positive values is subtracted from a part (a square matrix wherein all elements are zero) showing sensitivity of the Lagrange multiplier λh corresponding to the equality constraint to the equality constraint at step S2. Another diagonal matrix D1 wherein all diagonal term elements are prescribed minute positive values is added to a part (H) showing sensitivity of the general variable to a gradient of a Lagrange function to correct the linear equation and to make the matrix of the linear equation a positive definite matrix. Thereby, the linear equation can be stably solved to stably find the numerical solution of the equation satisfying the KKT conditions.
Inventors:
Nakamura Shizuka
Application Number:
JP2002294336A
Publication Date:
May 30, 2007
Filing Date:
October 08, 2002
Export Citation:
Assignee:
Mitsubishi Electric Corporation
International Classes:
G06F17/10; G06N5/04; H02J3/00; H02J3/46; (IPC1-7): G06F17/10; H02J3/46
Domestic Patent References:
| JP2159672A |
Attorney, Agent or Firm:
Keigo Murakami
Masuo Oiwa
Toshihide Kodama
Takenaka Ikuo
Masuo Oiwa
Toshihide Kodama
Takenaka Ikuo