Commercial linear programming solvers and their applications to power system optimization

Linear programming methods have long been used in optimizing power system problems. Because of the size and complexity of many such problems, a commercial solver may be the fastest, most efficient means of optimization. This paper gives a review of optimization solvers within GAMS and MATLAB, including an overview of their algorithms and some of their main advantages, particularly where large problems are concerned. A listing of applications to the power system area is given for each solver reviewed.