663 research outputs found
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
Conditional Gradient Methods
The purpose of this survey is to serve both as a gentle introduction and a
coherent overview of state-of-the-art Frank--Wolfe algorithms, also called
conditional gradient algorithms, for function minimization. These algorithms
are especially useful in convex optimization when linear optimization is
cheaper than projections.
The selection of the material has been guided by the principle of
highlighting crucial ideas as well as presenting new approaches that we believe
might become important in the future, with ample citations even of old works
imperative in the development of newer methods. Yet, our selection is sometimes
biased, and need not reflect consensus of the research community, and we have
certainly missed recent important contributions. After all the research area of
Frank--Wolfe is very active, making it a moving target. We apologize sincerely
in advance for any such distortions and we fully acknowledge: We stand on the
shoulder of giants.Comment: 238 pages with many figures. The FrankWolfe.jl Julia package
(https://github.com/ZIB-IOL/FrankWolfe.jl) providces state-of-the-art
implementations of many Frank--Wolfe method
Asymptotic convergence of constrained primal–dual dynamics
This paper studies the asymptotic convergence properties of the primal–dual dynamics designed for solving constrained concave optimization problems using classical notions from stability analysis. We motivate the need for this study by providing an example that rules out the possibility of employing the invariance principle for hybrid automata to study asymptotic convergence. We understand the solutions of the primal–dual dynamics in the Caratheodory sense and characterize their existence, uniqueness, and continuity with respect to the initial condition. We use the invariance principle for discontinuous Caratheodory systems to establish that the primal–dual optimizers are globally asymptotically stable under the primal–dual dynamics and that each solution of the dynamics converges to an optimizer
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