1,475 research outputs found
Algorithms for the continuous nonlinear resource allocation problem---new implementations and numerical studies
Patriksson (2008) provided a then up-to-date survey on the
continuous,separable, differentiable and convex resource allocation problem
with a single resource constraint. Since the publication of that paper the
interest in the problem has grown: several new applications have arisen where
the problem at hand constitutes a subproblem, and several new algorithms have
been developed for its efficient solution. This paper therefore serves three
purposes. First, it provides an up-to-date extension of the survey of the
literature of the field, complementing the survey in Patriksson (2008) with
more then 20 books and articles. Second, it contributes improvements of some of
these algorithms, in particular with an improvement of the pegging (that is,
variable fixing) process in the relaxation algorithm, and an improved means to
evaluate subsolutions. Third, it numerically evaluates several relaxation
(primal) and breakpoint (dual) algorithms, incorporating a variety of pegging
strategies, as well as a quasi-Newton method. Our conclusion is that our
modification of the relaxation algorithm performs the best. At least for
problem sizes up to 30 million variables the practical time complexity for the
breakpoint and relaxation algorithms is linear
Convexity and Robustness of Dynamic Traffic Assignment and Freeway Network Control
We study the use of the System Optimum (SO) Dynamic Traffic Assignment (DTA)
problem to design optimal traffic flow controls for freeway networks as modeled
by the Cell Transmission Model, using variable speed limit, ramp metering, and
routing. We consider two optimal control problems: the DTA problem, where
turning ratios are part of the control inputs, and the Freeway Network Control
(FNC), where turning ratios are instead assigned exogenous parameters. It is
known that relaxation of the supply and demand constraints in the cell-based
formulations of the DTA problem results in a linear program. However, solutions
to the relaxed problem can be infeasible with respect to traffic dynamics.
Previous work has shown that such solutions can be made feasible by proper
choice of ramp metering and variable speed limit control for specific traffic
networks. We extend this procedure to arbitrary networks and provide insight
into the structure and robustness of the proposed optimal controllers. For a
network consisting only of ordinary, merge, and diverge junctions, where the
cells have linear demand functions and affine supply functions with identical
slopes, and the cost is the total traffic volume, we show, using the maximum
principle, that variable speed limits are not needed in order to achieve
optimality in the FNC problem, and ramp metering is sufficient. We also prove
bounds on perturbation of the controlled system trajectory in terms of
perturbations in initial traffic volume and exogenous inflows. These bounds,
which leverage monotonicity properties of the controlled trajectory, are shown
to be in close agreement with numerical simulation results
Optimal Charging of Electric Vehicles in Smart Grid: Characterization and Valley-Filling Algorithms
Electric vehicles (EVs) offer an attractive long-term solution to reduce the
dependence on fossil fuel and greenhouse gas emission. However, a fleet of EVs
with different EV battery charging rate constraints, that is distributed across
a smart power grid network requires a coordinated charging schedule to minimize
the power generation and EV charging costs. In this paper, we study a joint
optimal power flow (OPF) and EV charging problem that augments the OPF problem
with charging EVs over time. While the OPF problem is generally nonconvex and
nonsmooth, it is shown recently that the OPF problem can be solved optimally
for most practical power networks using its convex dual problem. Building on
this zero duality gap result, we study a nested optimization approach to
decompose the joint OPF and EV charging problem. We characterize the optimal
offline EV charging schedule to be a valley-filling profile, which allows us to
develop an optimal offline algorithm with computational complexity that is
significantly lower than centralized interior point solvers. Furthermore, we
propose a decentralized online algorithm that dynamically tracks the
valley-filling profile. Our algorithms are evaluated on the IEEE 14 bus system,
and the simulations show that the online algorithm performs almost near
optimality ( relative difference from the offline optimal solution) under
different settings.Comment: This paper is temporarily withdrawn in preparation for journal
submissio
Convex Relaxation of Optimal Power Flow, Part II: Exactness
This tutorial summarizes recent advances in the convex relaxation of the
optimal power flow (OPF) problem, focusing on structural properties rather than
algorithms. Part I presents two power flow models, formulates OPF and their
relaxations in each model, and proves equivalence relations among them. Part II
presents sufficient conditions under which the convex relaxations are exact.Comment: Citation: IEEE Transactions on Control of Network Systems, June 2014.
This is an extended version with Appendex VI that proves the main results in
this tutoria
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