Adela Pagès (Universitat Politècnica de Catalunya, Barcelona)

Robust solution of the search direction in an interior point method applied to a long term planning problem
Wednesday 1 September 2004 at 15.30, JCMB 5327


The talk is devoted to find a robust solution of the Newton step used in an Interior Point Method. The choice is based on the special features of how the long-term planning problem is modeled. There will be an introductory part to the long-term power planning problem pointing out its main characteristics. After that we will analyse the KKT system to be solved in terms of sparsity, robustness and memory requirements. As a safeguard, a refinement procedure has been implemented and also some regularization of the Cholesky pivots are considered. Numerical results will be displayed.

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