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A Coordinate-Descent Algorithm for Tracking Solutions in Time-Varying Optimal Power Flows
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
transmission-constrained problems in power systems.
On the example of the alternating-current optimal power flows (ACOPF), we
bound the difference between the current approximate optimal cost generated by
our algorithm and the optimal cost for a relaxation using the most recent data
from above by a function of the properties of the instance and the rate of
change to the instance over time. We also bound the number of floating-point
operations that need to be performed between two updates in order to guarantee
the error is bounded from above by a given constant
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