Related papers: A simplified nonsmooth nonconvex bundle method wit…
We develop two new proximal alternating penalty algorithms to solve a wide range class of constrained convex optimization problems. Our approach mainly relies on a novel combination of the classical quadratic penalty, alternating…
Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…
At the heart of power system operations, alternating current optimal power flow (ACOPF) studies the generation of electric power in the most economical way under network-wide load requirement, and can be formulated as a highly structured…
By the asymptotic oracle property, non-convex penalties represented by minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) have attracted much attentions in high-dimensional data analysis, and have been widely used…
This paper presents a concrete implementation of the feasible second order bundle algorithm for nonsmooth, nonconvex optimization problems with inequality constraints \cite{HannesPaperB}. It computes the search direction by solving a convex…
The alternating current optimal power flow (ACOPF) problem is central to modern power system operations, determining how electricity is generated and transmitted to maximize social welfare while respecting physical and operational…
We consider the problem of finding critical points of functions that are non-convex and non-smooth. Studying a fairly broad class of such problems, we analyze the behavior of three gradient-based methods (gradient descent, proximal update,…
For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…
We propose two new alternating direction methods to solve "fully" nonsmooth constrained convex problems. Our algorithms have the best known worst-case iteration-complexity guarantee under mild assumptions for both the objective residual and…
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…
We propose a novel algorithm for solving non-convex, nonlinear equality-constrained finite-sum optimization problems. The proposed algorithm incorporates an additional sampling strategy for sample size update into the well-known framework…
The security-constrained optimal power flow (SCOPF) is fundamental in power systems and connects the automatic primary response (APR) of synchronized generators with the short-term schedule. Every day, the SCOPF problem is repeatedly solved…
We present a scalable solution method based on an alternating direction method of multipliers and graphics processing units (GPUs) for rapidly computing and tracking a solution of alternating current optimal power flow (ACOPF) problem. Such…
We propose a globally convergent Gauss-Newton algorithm for finding a local optimal solution of a non-convex and possibly non-smooth optimization problem. The algorithm that we present is based on a Gauss-Newton-type iteration for the…
Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…
In this paper, we present an optimization algorithm based on an alternating projection method to solve the large-scale security constraint optimal power flow (SCOPF) problem in power systems. The SCOPF is first partitioned into…
Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…
This paper considers optimization problems where the objective is the sum of a function given by an expectation and a closed convex composite function, and proposes stochastic composite proximal bundle (SCPB) methods for solving it.…
We consider a robust optimization problem in an electric power system under uncertain demand and availability of renewable energy resources. Solving the deterministic alternating current optimal power flow (ACOPF) problem has been…
This paper presents a Successive Convexification ($ \texttt{SCvx} $) algorithm to solve a class of non-convex optimal control problems with certain types of state constraints. Sources of non-convexity may include nonlinear dynamics and…