Otimização de grande sistema utilizando o IBM-1130.

Abstract

The objective of this work is to present a direct method of computer optimization IBM - 1130 for solving the general problem of nonlinear programming subject to equality and inequality constraints. The algorithm used minimizes quadratic functions of several variables, the constraints of which are eliminated by methods of mixed penalty functions. Whereas methods of penalty functions usually increase the size of the problem, a theory of decomposition of the studied problem was developed. As a practical application, the study of operation optimization of the system of power plants of Minas Gerais S.A. (CEMIG) was made.