A motivation for using the truncated Newton approach in a very large scale nonlinear network problem

Abstract

In this paper we present a motivation for using the Truncated Newton methodology and a multiple superbasic activating line search in an algorithm that maximize the hydropower generation in a multi reservoir, multi period power system. The decision variables are the water to be released from and stored in each reservoir in each time period over a given time horizon. The function that relates the hydropower generation to the decision variables has a special structure that allows the use of second-order information without requiring too much computer time and storage.