Related papers: Solving Sparse MIQCQPs: Application to the Unit Co…
In this paper, we consider the nonconvex quadratically constrained quadratic programming (QCQP) with one quadratic constraint. By employing the conjugate gradient method, an efficient algorithm is proposed to solve QCQP that exploits the…
Sparsity is a fundamental modeling principle in statistics, signal processing, and data science. However, optimization with sparsity constraints is notoriously difficult. We introduce a new convex relaxation framework for {sparse…
Standard quadratic optimization problems (StQPs) provide a versatile modelling tool in various applications. In this paper, we consider StQPs with a hard sparsity constraint, referred to as sparse StQPs. We focus on various tractable convex…
The current bottleneck of globally solving mixed-integer (non-convex) quadratically constrained problem (MIQCP) is still to construct strong but computationally cheap convex relaxations, especially when dense quadratic functions are…
A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…
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…
A convex relaxation of a quadratically constrained quadratic program (QCQP) is called exact if it has a rank-$1$ optimal solution that corresponds to an optimal solution of the QCQP. Given a QCQP whose convex relaxation is exact, this paper…
Physical design refers to mathematical optimization of a desired objective (e.g. strong light--matter interactions, or complete quantum state transfer) subject to the governing dynamical equations, such as Maxwell's or Schrodinger's…
Planning energy production is a challenging task due to its cost-sensitivity, fast-moving energy markets, uncertainties in demand, and technical constraints of power plants. Thus, more complex models of this so-called \emph{unit commitment…
Decades of advances in mixed-integer linear programming (MILP) and recent development in mixed-integer second-order-cone programming (MISOCP) have translated very mildly to progresses in global solving nonconvex mixed-integer quadratically…
Solving the Alternating Current Optimal Power Flow (AC OPF) problem to global optimality remains challenging due to its nonconvex quadratic constraints. In this paper, we present a unified framework that combines static piecewise…
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…
This paper presents PIQP, a high-performance toolkit for solving generic sparse quadratic programs (QP). Combining an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM), the algorithm can handle…
Iteration limited model predictive control (MPC) can stabilize a feedback control system under sufficient conditions; this work explores combining a low iteration limit MPC with a high iteration limit MPC for mixed-integer quadratic…
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…
Security-constrained unit commitment with alternating current optimal power flow (SCUC-ACOPF) is a central problem in power grid operations that optimizes commitment and dispatch of generators under a physically accurate power transmission…
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 present a decomposition approach for obtaining good feasible solutions for the security-constrained alternating-current optimal power flow (SCACOPF) problem at an industrial scale and under real-world time and computational limits. The…
Computational speed and global optimality are key needs for practical algorithms for the optimal power flow problem. Two convex relaxations offer a favorable trade-off between the standard second-order cone and the standard semidefinite…
Mixed-Integer Quadratic Programming (MIQP) has been identified as a suitable approach for finding an optimal solution to the behavior planning problem with low runtimes. Logical constraints and continuous equations are optimized alongside.…