On the Exact Solution to a Smart Grid Cyber-Security Analysis Problem

This paper considers a smart grid cyber-security problem analyzing the vulnerabilities of electric power networks to false data attacks. The analysis problem is related to a constrained cardinality minimization problem. The main result shows that an $l_1$ relaxation technique provides an exact optimal solution to this cardinality minimization problem. The proposed result is based on a polyhedral combinatorics argument. It is different from well-known results based on mutual coherence and restricted isometry property. The results are illustrated on benchmarks including the IEEE 118-bus and 300-bus systems

Efficient Computations of a Security Index for False Data Attacks in Power Networks

The resilience of Supervisory Control and Data Acquisition (SCADA) systems for electric power networks for certain cyber-attacks is considered. We analyze the vulnerability of the measurement system to false data attack on communicated measurements. The vulnerability analysis problem is shown to be NP-hard, meaning that unless $P = NP$ there is no polynomial time algorithm to analyze the vulnerability of the system. Nevertheless, we identify situations, such as the full measurement case, where it can be solved efficiently. In such cases, we show indeed that the problem can be cast as a generalization of the minimum cut problem involving costly nodes. We further show that it can be reformulated as a standard minimum cut problem (without costly nodes) on a modified graph of proportional size. An important consequence of this result is that our approach provides the first exact efficient algorithm for the vulnerability analysis problem under the full measurement assumption. Furthermore, our approach also provides an efficient heuristic algorithm for the general NP-hard problem. Our results are illustrated by numerical studies on benchmark systems including the IEEE 118-bus system

Energy saving in fixed wireless broadband networks

International audienceIn this paper, we present a mathematical formulation for saving energy in fixed broadband wireless networks by selectively turning off idle communication devices in low-demand scenarios. This problem relies on a fixed-charge capacitated network design (FCCND), which is very hard to optimize. We then propose heuristic algorithms to produce feasible solutions in a short time.Dans cet article, nous proposons une modélisation en programme linéaire en nombres entiers pour le problème de minimiser la consommation d'énergie dans les réseaux de collecte à faisceaux hertziens en éteignant une partie des équipements lorsque le trafic est bas. Ce problème repose sur un problème de dimensionnement de réseaux dont les arcs ont une capacité fixe, qui est très difficile à résoudre. Nous proposons un algorithme heuristique fournissant rapidement des solutions réalisables

Generalized Permutohedra from Probabilistic Graphical Models

A graphical model encodes conditional independence relations via the Markov properties. For an undirected graph these conditional independence relations can be represented by a simple polytope known as the graph associahedron, which can be constructed as a Minkowski sum of standard simplices. There is an analogous polytope for conditional independence relations coming from a regular Gaussian model, and it can be defined using multiinformation or relative entropy. For directed acyclic graphical models and also for mixed graphical models containing undirected, directed and bidirected edges, we give a construction of this polytope, up to equivalence of normal fans, as a Minkowski sum of matroid polytopes. Finally, we apply this geometric insight to construct a new ordering-based search algorithm for causal inference via directed acyclic graphical models.Comment: Appendix B is expanded. Final version to appear in SIAM J. Discrete Mat

Heuristics for Sparsest Cut Approximations in Network Flow Applications

The Maximum Concurrent Flow Problem (MCFP) is a polynomially bounded problem that has been used over the years in a variety of applications. Sometimes it is used to attempt to find the Sparsest Cut, an NP-hard problem, and other times to find communities in Social Network Analysis (SNA) in its hierarchical formulation, the HMCFP. Though it is polynomially bounded, the MCFP quickly grows in space utilization, rendering it useful on only small problems. When it was defined, only a few hundred nodes could be solved, where a few decades later, graphs of one to two thousand nodes can still be too much for modern commodity hardware to handle. This dissertation covers three approaches to heuristics to the MCFP that run significantly faster in practice than the LP formulation with far less memory utilization. The first two approaches are based on the Maximum Adjacency Search (MAS) and apply to both the MCFP and the HMCFP used for community detection. We compare the three approaches to the LP performance in terms of accuracy, runtime, and memory utilization on several classes of synthetic graphs representing potential real-world applications. We find that the heuristics are often correct, and run using orders of magnitude less memory and time

Best Subset Selection via a Modern Optimization Lens

In the last twenty-five years (1990-2014), algorithmic advances in integer optimization combined with hardware improvements have resulted in an astonishing 200 billion factor speedup in solving Mixed Integer Optimization (MIO) problems. We present a MIO approach for solving the classical best subset selection problem of choosing $k$ out of $p$ features in linear regression given $n$ observations. We develop a discrete extension of modern first order continuous optimization methods to find high quality feasible solutions that we use as warm starts to a MIO solver that finds provably optimal solutions. The resulting algorithm (a) provides a solution with a guarantee on its suboptimality even if we terminate the algorithm early, (b) can accommodate side constraints on the coefficients of the linear regression and (c) extends to finding best subset solutions for the least absolute deviation loss function. Using a wide variety of synthetic and real datasets, we demonstrate that our approach solves problems with $n$ in the 1000s and $p$ in the 100s in minutes to provable optimality, and finds near optimal solutions for $n$ in the 100s and $p$ in the 1000s in minutes. We also establish via numerical experiments that the MIO approach performs better than {\texttt {Lasso}} and other popularly used sparse learning procedures, in terms of achieving sparse solutions with good predictive power.Comment: This is a revised version (May, 2015) of the first submission in June 201