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相关论文: Advanced Cutting-Plane Algorithms for ACOPF

200 篇论文

We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…

最优化与控制 · 数学 2020-02-17 Dimitris Bertsimas , Ryan Cory-Wright

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…

最优化与控制 · 数学 2014-01-03 Yong Xia , Yu-Jun Gong , Sheng-Nan Han

The nonlinear, non-convex AC Optimal Power Flow (AC-OPF) problem is fundamental for power systems operations. The intrinsic complexity of AC-OPF has fueled a growing interest in the development of optimization proxies for the problem, i.e.,…

最优化与控制 · 数学 2025-05-09 Guancheng Qiu , Mathieu Tanneau , Pascal Van Hentenryck

This paper presents fast first-order methods for solving linear programs (LPs) approximately. We adapt online linear programming algorithms to offline LPs and obtain algorithms that avoid any matrix multiplication. We also introduce a…

最优化与控制 · 数学 2024-11-07 Wenzhi Gao , Dongdong Ge , Chunlin Sun , Yinyu Ye

In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…

最优化与控制 · 数学 2019-02-05 Harsha Nagarajan , Mowen Lu , Site Wang , Russell Bent , Kaarthik Sundar

We consider a class of optimal power flow (OPF) applications where some loads offer a modulation service in exchange for an activation fee. These applications can be modeled as multi-period formulations of the OPF with discrete variables…

最优化与控制 · 数学 2014-01-07 Quentin Gemine , Damien Ernst , Quentin Louveaux , Bertrand Cornélusse

The Alternating Direction Method of Multipliers (ADMM) has gained significant attention across a broad spectrum of machine learning applications. Incorporating the over-relaxation technique shows potential for enhancing the convergence rate…

最优化与控制 · 数学 2024-01-02 Jintao Song , Wenqi Lu , Yunwen Lei , Yuchao Tang , Zhenkuan Pan , Jinming Duan

Given a linear ordering of the vertices of a graph, the cutwidth of a vertex $v$ with respect to this ordering is the number of edges from any vertex before $v$ (including $v$) to any vertex after $v$ in this ordering. The cutwidth of an…

最优化与控制 · 数学 2024-12-05 Elisabeth Gaar , Diane Puges , Angelika Wiegele

Energy systems planning models identify least-cost strategies for expansion and operation of energy systems and provide decision support for investment, planning, regulation, and policy. Most are formulated as linear programming (LP) or…

最优化与控制 · 数学 2025-01-08 Anna Jacobson , Filippo Pecci , Nestor Sepulveda , Qingyu Xu , Jesse Jenkins

We describe an efficient implementation of a recent simplex-type algorithm for the exact solution of separated continuous linear programs, and compare it with linear programming approximation of these problems obtained via discretization of…

最优化与控制 · 数学 2021-10-07 Evgeny Shindin , Michael Masin , Gideon Weiss , Alexander Zadorojniy

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…

最优化与控制 · 数学 2019-03-21 Anders Eltved , Joachim Dahl , Martin S. Andersen

Although neural networks have been applied to several systems in recent years, they still cannot be used in safety-critical systems due to the lack of efficient techniques to certify their robustness. A number of techniques based on convex…

机器学习 · 计算机科学 2021-09-28 Ziye Ma , Somayeh Sojoudi

We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

最优化与控制 · 数学 2017-03-16 Jaehyun Park , Stephen Boyd

Cutting planes are essential for solving mixed-integer linear problems (MILPs), because they facilitate bound improvements on the optimal solution value. For selecting cuts, modern solvers rely on manually designed heuristics that are tuned…

机器学习 · 计算机科学 2022-06-28 Max B. Paulus , Giulia Zarpellon , Andreas Krause , Laurent Charlin , Chris J. Maddison

An essential component in modern solvers for mixed-integer (linear) programs (MIPs) is the separation of additional inequalities (cutting planes) to tighten the linear programming relaxation. Various algorithmic decisions are necessary when…

最优化与控制 · 数学 2022-06-24 Timo Berthold , Matteo Francobaldi , Gregor Hendel

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…

最优化与控制 · 数学 2021-03-26 Alp Yurtsever , Joel A. Tropp , Olivier Fercoq , Madeleine Udell , Volkan Cevher

For many mixed-integer programming (MIP) problems, high-quality dual bounds can be obtained either through advanced formulation techniques coupled with a state-of-the-art MIP solver, or through semidefinite programming (SDP) relaxation…

最优化与控制 · 数学 2017-04-13 Joey Huchette , Santanu S. Dey , Juan Pablo Vielma

We present a novel complex number formulation along with tight convex relaxations for the aircraft conflict resolution problem. Our approach combines both speed and heading control and provides global optimality guarantees despite…

计算工程、金融与科学 · 计算机科学 2017-09-20 David Rey , Hassan Hijazi

We study semidefinite programming (SDP) relaxations for the NP-hard problem of globally optimizing a quadratic function over the Stiefel manifold. We introduce a strengthened relaxation based on two recent ideas in the literature: (i) a…

最优化与控制 · 数学 2022-08-08 Samuel Burer , Kyungchan Park

In the development of industrial digital twins, the optimization problem of technological and business processes often arises. In many cases, this problem can be reduced to a large-scale linear programming (LP) problem. The article is…

最优化与控制 · 数学 2021-02-16 Leonid B. Sokolinsky , Irina M. Sokolinskaya