Solution of non-linear optimization problems in power systems†

The application of differential dynamic programming or hybrid quasilinearization technique to the solution of non-linear optimization problems in power systems has encountered the problem of computational instability, particularly in higher order systems. This paper describes the application of a continuation procedure to alleviate this difficulty. Sixth order non-linear systems have been optimized with and without constraints on control variables. Both open-loop and, for the first time, closed-loop systems including both exciter and governor dynamics, are analysed. The studies presented show that this technique is quite effective in obtaining accurate solutions for non-linear boundary-value-problems in power systems.