649 research outputs found
Adjoint-based predictor-corrector sequential convex programming for parametric nonlinear optimization
This paper proposes an algorithmic framework for solving parametric
optimization problems which we call adjoint-based predictor-corrector
sequential convex programming. After presenting the algorithm, we prove a
contraction estimate that guarantees the tracking performance of the algorithm.
Two variants of this algorithm are investigated. The first one can be used to
solve nonlinear programming problems while the second variant is aimed to treat
online parametric nonlinear programming problems. The local convergence of
these variants is proved. An application to a large-scale benchmark problem
that originates from nonlinear model predictive control of a hydro power plant
is implemented to examine the performance of the algorithms.Comment: This manuscript consists of 25 pages and 7 figure
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
Trajectory optimization for the Hevelius-lunar microsatellite mission
In this paper trajectory optimisation for the Hevelius mission is presented. The Hevelius-Lunar Microsatellite Mission - is a multilander mission to the dark side of the Moon, supported by a relay microsatellite, orbiting on a Halo orbit around L2. Three landers, with miniaturized payloads, are transported by a carrier from a LEO to the surface of the Moon, where they perform a semi-hard landing with an airbag system. This paper will present the trajectory optimisation process, focusing, in particular, on the approach employed for Δv manoeuvre optimization. An introduction to the existing methods for trajectory optimization will be presented, subsequently it will be described how these methods have been exploited and originally combined in the Hevelius mission analysis and design
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
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