Dear All,

I am trying to add new variables in the OPF formulation and costs
associated only with them in the objective function. I have read in
the manual that this can be done using callbacks, so that the new OPF
characteristics can be built as an independent MATPOWER module (so
that someone can include it or not in his simulation). New z variables
can be defined, together with their zmin and zmax boundaries. The same
applies for the definition of costs However, it is not clear to me how
can the Hessians and the Jacobians be defined, so that the ability to
use external solvers (other than  MIPS) can be preserved. I can alter
the Hessians and the Jacobians manually altering the appropriate code
in MATPOWER, but this generally makes things very complicated and
ruins the ability of building modules using callbacks (like in the
reserves example). Do you have any suggestions, ideas, or workarounds?

Thank you for your time and help in advance,

Panagis Vovos

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