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Sequential Convex Programming Methods for Solving Nonlinear Optimization Problems with DC constraints
This paper investigates the relation between sequential convex programming
(SCP) as, e.g., defined in [24] and DC (difference of two convex functions)
programming. We first present an SCP algorithm for solving nonlinear
optimization problems with DC constraints and prove its convergence. Then we
combine the proposed algorithm with a relaxation technique to handle
inconsistent linearizations. Numerical tests are performed to investigate the
behaviour of the class of algorithms.Comment: 18 pages, 1 figur
Inexactness of the Hydro-Thermal Coordination Semidefinite Relaxation
Hydro-thermal coordination is the problem of determining the optimal economic
dispatch of hydro and thermal power plants over time. The physics of
hydroelectricity generation is commonly simplified in the literature to account
for its fundamentally nonlinear nature. Advances in convex relaxation theory
have allowed the advent of Shor's semidefinite programming (SDP) relaxations of
quadratic models of the problem. This paper shows how a recently published SDP
relaxation is only exact if a very strict condition regarding turbine
efficiency is observed, failing otherwise. It further proposes the use of a set
of convex envelopes as a strategy to successfully obtain a stricter lower bound
of the optimal solution. This strategy is combined with a standard iterative
convex-concave procedure to recover a stationary point of the original
non-convex problem.Comment: Submitted to IEEE PES General Meeting 201
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