Inexact Convex Relaxations for AC Optimal Power Flow: Towards AC Feasibility

Convex relaxations of AC optimal power flow (AC-OPF) problems have attracted significant interest as in several instances they provably yield the global optimum to the original non-convex problem. If, however, the relaxation is inexact, the obtained solution is not AC-feasible. The quality of the obtained solution is essential for several practical applications of AC-OPF, but detailed analyses are lacking in existing literature. This paper aims to cover this gap. We provide an in-depth investigation of the solution characteristics when convex relaxations are inexact, we assess the most promising AC feasibility recovery methods for large-scale systems, and we propose two new metrics that lead to a better understanding of the quality of the identified solutions. We perform a comprehensive assessment on 96 different test cases, ranging from 14 to 3120 buses, and we show the following: (i) Despite an optimality gap of less than 1%, several test cases still exhibit substantial distances to both AC feasibility and local optimality and the newly proposed metrics characterize these deviations. (ii) Penalization methods fail to recover an AC-feasible solution in 15 out of 45 cases, and using the proposed metrics, we show that most failed test instances exhibit substantial distances to both AC-feasibility and local optimality. For failed test instances with small distances, we show how our proposed metrics inform a fine-tuning of penalty weights to obtain AC-feasible solutions. (iii) The computational benefits of warm-starting non-convex solvers have significant variation, but a computational speedup exists in over 75% of the cases

A sequential semidefinite programming method and an application in passive reduced-order modeling

We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more complicated than the solution of standard nonlinear programs. In particular, a suitable symmetrization procedure needs to be chosen for the linearization of the complementarity condition. The choice of the symmetrization procedure can be shifted in a very natural way to certain linear semidefinite subproblems, and can thus be reduced to a well-studied problem. The resulting sequential semidefinite programming (SSP) method is a generalization of the well-known SQP method for standard nonlinear programs. We present a sensitivity result for nonlinear semidefinite programs, and then based on this result, we give a self-contained proof of local quadratic convergence of the SSP method. We also describe a class of nonlinear semidefinite programs that arise in passive reduced-order modeling, and we report results of some numerical experiments with the SSP method applied to problems in that class

GMRES-Accelerated ADMM for Quadratic Objectives

We consider the sequence acceleration problem for the alternating direction method-of-multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton subproblem of interior-point methods. Within this context, the ADMM update equations are linear, the iterates are confined within a Krylov subspace, and the General Minimum RESidual (GMRES) algorithm is optimal in its ability to accelerate convergence. The basic ADMM method solves a $\kappa$-conditioned problem in $O(\sqrt{\kappa})$ iterations. We give theoretical justification and numerical evidence that the GMRES-accelerated variant consistently solves the same problem in $O(\kappa^{1/4})$ iterations for an order-of-magnitude reduction in iterations, despite a worst-case bound of $O(\sqrt{\kappa})$ iterations. The method is shown to be competitive against standard preconditioned Krylov subspace methods for saddle-point problems. The method is embedded within SeDuMi, a popular open-source solver for conic optimization written in MATLAB, and used to solve many large-scale semidefinite programs with error that decreases like $O(1/k^{2})$, instead of $O(1/k)$, where $k$ is the iteration index.Comment: 31 pages, 7 figures. Accepted for publication in SIAM Journal on Optimization (SIOPT

Applications of Semidefinite Programming

Semidefinite programming is a type of convex optimization that aims to optimize a linear function, the trace of the product of a matrix and the variable matrix X, while subject to nonlinear constraints. In a semidefinite program (SDP), the decision matrix X is required to be positive semidefinite. We examine an interior point method for solving SDPs and explore its application to the Quadratic Assignment Problem (QAP), an NP-hard problem used to assign n facilities to n locations, minimizing the quadratic objective function of the product of distances between locations and flow between facilities. Using a relaxation of the QAP formulation into an SDP, we solve QAP relaxations using the NEOS solver, a web service for numerical optimization, with the interior point method described above

Semidefinite Programming and its Application to the Sensor Network Localization Problem

Semidefinite programming is a recently developed branch of convex optimization which optimizes a linear function subject to nonlinear constraints, the most important of which require that a combination of symmetric matrices be positive semidefinite. Semidefinite programming has a broad applicability and algorithmic efficiency, making it very appealing for use in all kinds of areas of study. This project begins by focusing on the understanding of semidefinite programming and its methods for numerical solution. It then surveys the vast and exciting applications of semidefinite programming and investigates the Sensor Network Localization Problem (SNLP). Lastly, it provides a tutorial for implementing the use of online tools and the computer codes I developed to solve the SNLP