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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…

Optimization and Control · Mathematics 2020-11-17 Xiaodong Zheng , Haoyong Chen , Yan Xu , Zhengmao Li , Zhenjia Lin , Zipeng Liang

A new method of solving the power-flow problem, the holomorphically embedded load-flow method (HELM) is theoretically guaranteed to find the high-voltage solution, if one exists, up to the saddle-node bifurcation point (SNBP), provided…

Systems and Control · Computer Science 2017-08-23 Shruti Rao , Daniel Tylavsky , Weili Yi , Vijay Vittal , Di Shi , Zhiwei Wang

Semidefinite programming (SDP) is widely acknowledged as one of the most effective methods for deriving the tightest lower bounds of the optimal power flow (OPF) problems. In this paper, an enhanced semidefinite relaxation model that…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Zhaojun Ruan , Libao Shi

The kernel-independent fast multipole method (KIFMM) proposed in [1] is of almost linear complexity. In the original KIFMM the time-consuming M2L translations are accelerated by FFT. However, when more equivalent points are used to achieve…

Numerical Analysis · Computer Science 2015-03-19 Yanchuang Cao , Lihua Wen , Junjie Rong

Global bundle adjustment is made easy by depth prediction and convex optimization. We (i) propose a scaled bundle adjustment (SBA) formulation that lifts 2D keypoint measurements to 3D with learned depth, (ii) design an empirically tight…

Robotics · Computer Science 2025-07-02 Haoyu Han , Heng Yang

In the power system, state estimation (SE) is important monitoring task for the reliable operation of the system. The optimal estimate from the SE is delivered to all EMS application such as fault analysis, automatic generation control.…

Optimization and Control · Mathematics 2018-02-20 Byungkwon Park

Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…

Optimization and Control · Mathematics 2021-03-26 Alp Yurtsever , Joel A. Tropp , Olivier Fercoq , Madeleine Udell , Volkan Cevher

In light of the increased focus on distributed methods, this paper proposes two accelerated subgradient methods and an adaptive penalty parameter scheme to speed-up the convergence of ADMM on the component-based dual decomposition of the…

Computational Engineering, Finance, and Science · Computer Science 2018-08-14 Sleiman Mhanna , Archie Chapman , Gregor Verbic

In this paper, we develop semidefinite programming (SDP) models aimed at solving optimal power flow (OPF) problems in distribution systems. We propose two models: the symmetrical SDP model which modifies the existing BFM-SDP model. Then…

Optimization and Control · Mathematics 2017-12-27 Zeyu Wang , Daniel S. Kirschen , Baosen Zhang

The proximal bundle method (PBM) is a fundamental and computationally effective algorithm for solving nonsmooth optimization problems. In this paper, we present the first variant of the PBM for smooth objectives, achieving an accelerated…

Optimization and Control · Mathematics 2025-04-30 David Fersztand , Xu Andy Sun

It has been recently proven that the semidefinite programming (SDP) relaxation of the optimal power flow problem over radial networks is exact under technical conditions such as not including generation lower bounds or allowing load…

Optimization and Control · Mathematics 2015-10-19 Burak Kocuk , Santanu S. Dey , X. Andy Sun

A matrix optimization problem over an uncertain linear system on finite horizon (abbreviated as MOPUL) is studied, in which the uncertain transition matrix is regarded as a decision variable. This problem is in general NP-hard. By using the…

Optimization and Control · Mathematics 2023-10-31 Jintao Xu , Shu-Cherng Fang , Wenxun Xing

Multi-stage decision problems under uncertainty can be efficiently solved with the Stochastic Dual Dynamic Programming (SDDP) algorithm. However, traditional implementations require all stage problems to be feasible. Feasibility is usually…

Optimization and Control · Mathematics 2025-12-04 Guilherme Freitas , Luiz Carlos da Costa Junior , Tiago Andrade , Alexandre Street

Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…

Optimization and Control · Mathematics 2024-03-19 Yifan Ran , Stefan Vlaski , Wei Dai

The concept of dispatchable region plays a pivotal role in quantifying the capacity of power systems to accommodate renewable generation. In this paper, we extend the previous approximations of the dispatchable regions on direct current…

Optimization and Control · Mathematics 2025-03-31 Bohang Fang , Yue Chen , Changhong Zhao

Semidefinite relaxation techniques have shown great promise for nonconvex optimal power flow problems. However, a number of independent numerical experiments have led to concerns about scalability and robustness of existing SDP solvers. To…

Optimization and Control · Mathematics 2019-03-21 Anders Eltved , Joachim Dahl , Martin S. Andersen

Determination of the most economic strategies for supply and transmission of electricity is a daunting computational challenge. Due to theoretical barriers, so-called NP-hardness, the amount of effort to optimize the schedule of generating…

Optimization and Control · Mathematics 2017-07-13 Ramtin Madani , Alper Atamturk , Ali Davoudi

Solving semidefinite programs (SDP) in a short time is the key to managing various mathematical optimization problems. The matrix-completion primal-dual interior-point method (MC-PDIPM) extracts a sparse structure of input SDP by…

Optimization and Control · Mathematics 2014-05-27 Makoto Yamashita , Kazuhide Nakata

Support vector machines (SVMs) are well-studied supervised learning models for binary classification. In many applications, large amounts of samples can be cheaply and easily obtained. What is often a costly and error-prone process is to…

Optimization and Control · Mathematics 2024-12-20 Veronica Piccialli , Jan Schwiddessen , Antonio M. Sudoso

Distribution networks are usually multiphase and radial. To facilitate power flow computation and optimization, two semidefinite programming (SDP) relaxations of the optimal power flow problem and a linear approximation of the power flow…

Optimization and Control · Mathematics 2014-06-13 Lingwen Gan , Steven H. Low
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