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Related papers: A Low-Rank Rounding Heuristic for Semidefinite Rel…

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The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…

Computational Physics · Physics 2020-08-26 Zhuogang Peng , Ryan McClarren , Martin Frank

Motivated by the need of quick job (re-)scheduling, we examine an elaborate scheduling environment under the objective of total weighted tardiness minimization. The examined problem variant moves well beyond existing literature, as it…

Optimization and Control · Mathematics 2023-07-14 Ioannis Avgerinos , Ioannis Mourtos , Stavros Vatikiotis , Georgios Zois

In this paper, by improving the variable-splitting approach, we propose a new semidefinite programming (SDP) relaxation for the nonconvex quadratic optimization problem over the $\ell_1$ unit ball (QPL1). It dominates the state-of-the-art…

Optimization and Control · Mathematics 2014-01-03 Yong Xia , Yu-Jun Gong , Sheng-Nan Han

The Reactive Optimal Power Flow (ROPF) problem consists in computing an optimal power generation dispatch for an alternating current transmission network that respects power flow equations and operational constraints. Some means of action…

Robotics · Computer Science 2021-03-26 Julie Sliwak , Miguel Anjos , Lucas Létocart , Emiliano Traversi

This work considers polynomial optimization problems where the objective admits a low-rank canonical polyadic tensor decomposition. We introduce LRPOP (low-rank polynomial optimization), a new hierarchy of semidefinite programming…

Optimization and Control · Mathematics 2025-12-10 Llorenç Balada Gaggioli , Didier Henrion , Milan Korda

This paper studies the problem of deterministic rank-one matrix completion. It is known that the simplest semidefinite programming relaxation, involving minimization of the nuclear norm, does not in general return the solution for this…

Numerical Analysis · Mathematics 2018-01-03 Augustin Cosse , Laurent Demanet

Optimal Power Flow (OPF) can be modeled as a non-convex Quadratically Constrained Quadratic Program (QCQP). Our purpose is to solve OPF to global optimality. To this end, we specialize the Mixed-Integer Quadratic Convex Reformulation method…

Optimization and Control · Mathematics 2019-03-14 Hadrien Godard , Sourour Elloumi , Amélie Lambert , Jean Maeght , Manuel Ruiz

Small-scale Mixed-Integer Quadratic Programming (MIQP) problems often arise in embedded control and estimation applications. Driven by the need for algorithmic simplicity to target computing platforms with limited memory and computing…

Optimization and Control · Mathematics 2021-01-25 Vihangkumar V. Naik , Alberto Bemporad

Optimal power flow (OPF) is an important problem in the operation of electric power systems. Due to the OPF problem's non-convexity, there may exist multiple local optima. Certifiably obtaining the global solution is important for certain…

Optimization and Control · Mathematics 2019-06-17 Alireza Barzegar , Daniel K. Molzahn , Rong Su

The thermal unit commitment (UC) problem often can be formulated as a mixed integer quadratic programming (MIQP), which is difficult to solve efficiently, especially for large-scale instances. The tighter characteristic reduces the search…

Optimization and Control · Mathematics 2020-05-13 Linfeng Yang , Wei Li , Yan Xu , Cuo Zhang , Beihua Fang

We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…

Optimization and Control · Mathematics 2021-12-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems well-known to be NP-hard in general. In this paper we study sufficient conditions for a convex hull result that immediately implies that…

Optimization and Control · Mathematics 2020-02-06 Alex L. Wang , Fatma Kilinc-Karzan

This paper is concerned with optimal power flow (OPF), which is the problem of optimizing the transmission of electricity in power systems. Our main contributions are as follows: (i) we propose a novel parabolic relaxation, which transforms…

Optimization and Control · Mathematics 2018-09-27 Fariba Zohrizadeh , Mohsen Kheirandishfard , Edward Quarm , Ramtin Madani

This paper develops new semidefinite programming (SDP) relaxation techniques for two classes of mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation performance. The first class of problem…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong

The classic pump scheduling or Optimal Water Flow (OWF) problem for water distribution networks (WDNs) minimizes the cost of power consumption for a given WDN over a fixed time horizon. In its exact form, the OWF is a computationally…

A Low-rank Spectral Optimization Problem (LSOP) minimizes a linear objective subject to multiple two-sided linear matrix inequalities intersected with a low-rank and spectral constrained domain set. Although solving LSOP is, in general,…

Optimization and Control · Mathematics 2023-06-22 Yongchun Li , Weijun Xie

The thermal unit commitment (UC) problem has historically been formulated as a mixed integer quadratic programming (MIQP), which is difficult to solve efficiently, especially for large-scale systems. The tighter characteristic reduces the…

Optimization and Control · Mathematics 2022-09-26 Linfeng Yang , Shifei Chen , Zhaoyang Dong

In an attempt to speed up the solution of the unit commitment (UC) problem, both machine-learning and optimization-based methods have been proposed to lighten the full UC formulation by removing as many superfluous line-flow constraints as…

Optimization and Control · Mathematics 2022-03-15 Álvaro Porras , Salvador Pineda , Juan M. Morales , Asunción Jiménez-Cordero

Alternating current optimal power flow (AC OPF) is one of the most fundamental optimization problems in electrical power systems. It can be formulated as a semidefinite program (SDP) with rank constraints. Solving AC OPF, that is, obtaining…

Optimization and Control · Mathematics 2018-10-16 Burak Kocuk , Santanu S. Dey , X. Andy Sun

The classical alternating current optimal power flow problem is highly nonconvex and generally hard to solve. Convex relaxations, in particular semidefinite, second-order cone, convex quadratic, and linear relaxations, have recently…

Optimization and Control · Mathematics 2019-08-08 Christian Bingane , Miguel F. Anjos , Sébastien Le Digabel