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A semi-infinite programming method for approximating load duration curves by polynomials

Ein Verfahren der semi-infiniten Programmierung für die Approximation von Lastdauerlinien durch Polynome

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Load duration curves play an important role in the planning practice of electric power systems. In the paper, we consider the problem of approximating a load duration curve by a polynomial under monotonicity and some other constraints. We show that semi-infinite programming techniques can be applied for solving this problem. A convergent inner-outer method and a finite ε-optimal algorithm is proposed.


Lastdauerlinien spielen eine wichtige Rolle in der Planungspraxis der elektrischen Energiesysteme. In der Arbeit betrachten wir das Problem der Approximation einer Lastdauerlinie durch ein Polynom unter Monotonie und einigen anderen Nebendedingungen. Es wird gezeigt, daß die Verfahren der semi-infiniten Programmierung zur Lösung dieses Problems anwendbar sind. Eine konvergente innere-äußere Methode und ein endlicher ε-optimaler Algorithmus werden vorgeschlagen.

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Dedicated to the memory of Hansjör Wacker

This research was supported in part by Hungarian National Research Foundation, OTKA No. 2568.

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Fülöp, J. A semi-infinite programming method for approximating load duration curves by polynomials. Computing 49, 201–212 (1992). https://doi.org/10.1007/BF02238929

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AMS Suject Classification

  • 65D15
  • 90C25
  • 90C50
  • Key words
  • Polynomial approximation
  • semi-inifinte programming
  • cutting plane method