Related papers: A Method for Quickly Bounding the Optimal Objectiv…
Optimal power flow (OPF) is a very fundamental but vital optimization problem in the power system, which aims at solving a specific objective function (ex.: generator costs) while maintaining the system in the stable and safe operations. In…
This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…
Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…
Semidefinite programming (SDP) provides a principled framework for convex relaxations of nonconvex geometric constraints in motion planning, yet existing solvers are too computationally expensive for real-time control, particularly on…
We present a pure linear cutting-plane relaxation approach for rapidly proving tight and accurate lower bounds for the Alternating Current Optimal Power Flow Problem (ACOPF) and its multi-period extension with ramping constraints. Our…
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…
We investigate the optimal portfolio deleveraging (OPD) problem with permanent and temporary price impacts, where the objective is to maximize equity while meeting a prescribed debt/equity requirement. We take the real situation with cross…
Solving the nonlinear AC optimal power flow (AC OPF) problem remains a major computational bottleneck for real-time grid operations. In this paper, we propose a residual learning paradigm that uses fast DC optimal power flow (DC OPF)…
This paper introduces a new robust interior point method analysis for semidefinite programming (SDP). This new robust analysis can be combined with either logarithmic barrier or hybrid barrier. Under this new framework, we can improve the…
This thesis explores algorithmic applications and limitations of convex relaxation hierarchies for approximating some discrete and continuous optimization problems. - We show a dichotomy of approximability of constraint satisfaction…
This paper proposes a hard-constrained unsupervised learning framework for rapidly solving the non-linear and non-convex AC optimal power flow (AC-OPF) problem in real-time operation. Without requiring ground-truth AC-OPF solutions,…
To ensure the system stability of the $\bf{\mathcal{H}_{2}}$-guaranteed cost optimal decentralized control problem (ODC), an approximate semidefinite programming (SDP) problem is formulated based on the sparsity of the gain matrix of the…
Semidefinite programming is an indispensable tool in computer vision, but general-purpose solvers for semidefinite programs are often too slow and memory intensive for large-scale problems. We propose a general framework to approximately…
Consider a polynomial optimisation problem, whose instances vary continuously over time. We propose to use a coordinate-descent algorithm for solving such time-varying optimisation problems. In particular, we focus on relaxations of…
This two-part paper is concerned with the problem of minimizing a linear objective function subject to a bilinear matrix inequality (BMI) constraint. In this part, we first consider a family of convex relaxations which transform BMI…
Optimal Power Flow (OPF) is a very traditional research area within the power systems field that seeks for the optimal operation point of electric power plants, and which needs to be solved every few minutes in real-world scenarios.…
A sequential quadratic programming (SQP) algorithm is designed for nonsmooth optimization problems with upper-C^2 objective functions. Upper-C^2 functions are locally equivalent to difference-of-convex (DC) functions with smooth convex…
We demonstrate that valid inequalities, or lifted nonlinear cuts (LNC), can be projected to tighten the Second Order Cone (SOC), Convex DistFlow (CDF), and Network Flow (NF) relaxations of the AC Optimal Power Flow (AC-OPF) problem. We…
We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…
This paper considers the problem of minimizing the ordered weighted average (or ordered median) function of finitely many rational functions over compact semi-algebraic sets. Ordered weighted averages of rational functions are not, in…