Related papers: The QC Relaxation: Theoretical and Computational R…
This paper presents a reformulation for the automatic generation control (AGC) in a decomposed convex relaxation algorithm. It finds an optimal solution to the AC optimal power flow (ACOPF) problem that is secure against a large set of…
Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of…
This paper compares different exact approaches to solve the Discrete Ordered Median Problem (DOMP). In recent years, DOMP has been formulated using set packing constraints giving rise to one of its most promising formulations. The use of…
We propose a necessary and sufficient test to determine whether a solution for a general quadratic program with two quadratic constraints (QC2QP) can be computed from that of a specific convex semidefinite relaxation, in which case we say…
We introduce an algorithm called SQDP (Stochastic Quadratic Dynamic Programming) to solve some multistage stochastic optimization problems having strongly convex recourse functions. The algorithm extends the classical Stochastic Dual…
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…
Optimal power flow (OPF) is a central problem in the operation of electric power systems. An OPF problem optimizes a specified objective function subject to constraints imposed by both the non-linear power flow equations and engineering…
This paper proposes a general fixture layout design framework that directly integrates the system equation with the convex relaxation method. Note that the optimal fixture design problem is a large-scale combinatorial optimization problem,…
We present a linear cutting-plane relaxation approach that rapidly proves tight lower bounds for the Alternating Current Optimal Power Flow Problem (ACOPF). Our method leverages outer-envelope linear cuts for well-known second-order cone…
The Quadratic Assignment Problem (QAP) is an important discrete optimization instance that encompasses many well-known combinatorial optimization problems, and has applications in a wide range of areas such as logistics and computer vision.…
Optimal power flow (OPF) is considered for microgrids, with the objective of minimizing either the power distribution losses, or, the cost of power drawn from the substation and supplied by distributed generation (DG) units, while effecting…
We investigate new convex relaxations for the pooling problem, a classic nonconvex production planning problem in which input materials are mixed in intermediate pools, with the outputs of these pools further mixed to make output products…
Optimal power flow (OPF) is a fundamental tool for analyzing the characteristics of bipolar DC distribution network (DCDN). However, existing OPF models face challenges in reflecting the power distribution and exchange of bipolar DCDN…
This paper presents a hybrid Sequential Convex Programming (SCP) framework for solving the unbalanced three-phase AC Optimal Power Flow (OPF) problem. The method combines a fixed McCormick outer approximation of bilinear voltage-current…
This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP algorithm for solving nonlinear optimization…
We analyze pricing mechanisms in electricity markets with AC power flow equations that define a nonconvex feasible set for the economic dispatch problem. Specifically, we consider two possible pricing schemes. The first among these prices…
There is a growing need for new optimization methods to facilitate the reliable and cost-effective operation of power systems with intermittent renewable energy resources. In this paper, we formulate the robust AC optimal power flow…
Finding a global solution to the optimal power flow (OPF) problem is difficult due to its nonconvexity. A convex relaxation in the form of semidefinite programming (SDP) has attracted much attention lately as it yields a global solution in…
We develop a spatial branch-and-cut approach for nonconvex Quadratically Constrained Quadratic Programs with bounded complex variables (CQCQP). Linear valid inequalities are added at each node of the search tree to strengthen semidefinite…
Optimal power flow (OPF) is the fundamental mathematical model in power system operations. Improving the solution quality of OPF provide huge economic and engineering benefits. The convex reformulation of the original nonconvex alternating…