Expand description
Interior point operator assembly for the DC-OPF Newton step.
The Θ⁻¹ diagonals are central-path state (they change every IPM
iteration), so they are passed in, never derived from the case. Given the
case factors A, b, L and the bus cost q, this builds the operators
the reduced Newton system needs:
L_eff = A B Θf⁻¹ B Aᵀ + L Dg⁻¹ L = L₁ + L₂ D L₂, Dg = (Q + Θg⁻¹)⁻¹The solver multiplies by L₁, solves with L₂ = L, and scales by
D^{±1/2}, all grounded at the slack bus, so the grounded factors are the
primary output; the dense L_eff is optional.
Structs§
- KktOperators
- The grounded operators a step of the EKS solver consumes, plus their
ungrounded forms and the diagonal
D = Dg⁻¹.
Functions§
- assemble_
kkt - Assemble the reduced KKT operators from the case factors and the caller-supplied positive interior point diagonals.
- assemble_
reduced_ kkt - Assemble the full reduced augmented KKT block (eq. “reduced”): a symmetric
indefinite saddle matrix in
(Δp_g, Δθ, Δf, Δν, Δη, Δρ)of size3n + 2m + 1. Useful as a single operator for a direct factorization.