Penalty Removal Search Algorithm for Distributed Optimization of Nonconvex Functions in Economic Dispatch

Nonconvexity is a usually overlooked factor in economic dispatch (ED). Enhancing the nonconvexity of the objective function leads traditional convex optimization algorithms easily to fall into the local optimum. To address the above problem, a penalty removal search algorithm (PRSA) is proposed for ED nonconvex optimization. It is composed of two distributed optimization algorithms embedded in a reinforcement learning framework. In Phase I of PRSA, a distributed optimization algorithm with projection operators is designed. It uses fewer variables to locate the region where the optimal solution belongs by the cooperative Q-learning. In Phase II of PRSA, the sigmoid function serves as a penalty function to form the second distributed optimization algorithm. This is used to skip the searched solutions and allow the algorithm to continue searching for more feasible solutions. The PRSA solves the problem that the algorithm misses feasible solutions when the nonconvex coefficients increase. Finally, the effectiveness of the PRSA is verified by numerical examples.