We describe an approach to the economic dispatch problem that combines both time-separated constraints (e.g., demand and network flow) and inter-temporal constraints (e.g., ramping) into a single optimization problem that can be solved efficiently by interior point methods. By including generator ramping limits as well as network line flow constraints, both economic and security issues are trea...

Constraint-reduction schemes have been proposed for the solution by interior-point methods of linear programs with many more inequality constraints than variables in standard dual form. Such schemes have been shown to be provably convergent and highly efficient in practice. A critical requirement of these schemes is the availability of an initial dual-feasible point. In this paper, building on ...

We study interior-point methods for optimization problems in the case of infeasibility or unboundedness. While many such methods are designed to search for optimal solutions even when they do not exist, we show that they can be viewed as implicitly searching for well-defined optimal solutions to related problems whose optimal solutions give certificates of infeasibility for the original problem...