178 research outputs found
Convex Relaxations and Approximations of Chance-Constrained AC-OPF Problems
This paper deals with the impact of linear approximations for the unknown
nonconvex confidence region of chance-constrained AC optimal power flow
problems. Such approximations are required for the formulation of tractable
chance constraints. In this context, we introduce the first formulation of a
chance-constrained second-order cone (SOC) OPF. The proposed formulation
provides convergence guarantees due to its convexity, while it demonstrates
high computational efficiency. Combined with an AC feasibility recovery, it is
able to identify better solutions than chance-constrained nonconvex AC-OPF
formulations. To the best of our knowledge, this paper is the first to perform
a rigorous analysis of the AC feasibility recovery procedures for robust
SOC-OPF problems. We identify the issues that arise from the linear
approximations, and by using a reformulation of the quadratic chance
constraints, we introduce new parameters able to reshape the approximation of
the confidence region. We demonstrate our method on the IEEE 118-bus system
Toward Globally Optimal State Estimation Using Automatically Tightened Semidefinite Relaxations
In recent years, semidefinite relaxations of common optimization problems in
robotics have attracted growing attention due to their ability to provide
globally optimal solutions. In many cases, it was shown that specific
handcrafted redundant constraints are required to obtain tight relaxations and
thus global optimality. These constraints are formulation-dependent and
typically require a lengthy manual process to find. Instead, the present paper
suggests an automatic method to find a set of sufficient redundant constraints
to obtain tightness, if they exist. We first propose an efficient feasibility
check to determine if a given set of variables can lead to a tight formulation.
Secondly, we show how to scale the method to problems of bigger size. At no
point of the process do we have to manually find redundant constraints. We
showcase the effectiveness of the approach, in simulation and on real datasets,
for range-based localization and stereo-based pose estimation. Finally, we
reproduce semidefinite relaxations presented in recent literature and show that
our automatic method finds a smaller set of constraints sufficient for
tightness than previously considered.Comment: 18 pages, 20 figure
New Formulation and Strong MISOCP Relaxations for AC Optimal Transmission Switching Problem
As the modern transmission control and relay technologies evolve,
transmission line switching has become an important option in power system
operators' toolkits to reduce operational cost and improve system reliability.
Most recent research has relied on the DC approximation of the power flow model
in the optimal transmission switching problem. However, it is known that DC
approximation may lead to inaccurate flow solutions and also overlook stability
issues. In this paper, we focus on the optimal transmission switching problem
with the full AC power flow model, abbreviated as AC OTS. We propose a new
exact formulation for AC OTS and its mixed-integer second-order conic
programming (MISOCP) relaxation. We improve this relaxation via several types
of strong valid inequalities inspired by the recent development for the closely
related AC Optimal Power Flow (AC OPF) problem. We also propose a practical
algorithm to obtain high quality feasible solutions for the AC OTS problem.
Extensive computational experiments show that the proposed formulation and
algorithms efficiently solve IEEE standard and congested instances and lead to
significant cost benefits with provably tight bounds
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Mixed-integer Nonlinear Optimization: a hatchery for modern mathematics
The second MFO Oberwolfach Workshop on Mixed-Integer Nonlinear Programming (MINLP) took place between 2nd and 8th June 2019. MINLP refers to one of the hardest Mathematical Programming (MP) problem classes, involving both nonlinear functions as well as continuous and integer decision variables. MP is a formal language for describing optimization problems, and is traditionally part of Operations Research (OR), which is itself at the intersection of mathematics, computer science, engineering and econometrics. The scientific program has covered the three announced areas (hierarchies of approximation, mixed-integer nonlinear optimal control, and dealing with uncertainties) with a variety of tutorials, talks, short research announcements, and a special "open problems'' session
Multireference Alignment using Semidefinite Programming
The multireference alignment problem consists of estimating a signal from
multiple noisy shifted observations. Inspired by existing Unique-Games
approximation algorithms, we provide a semidefinite program (SDP) based
relaxation which approximates the maximum likelihood estimator (MLE) for the
multireference alignment problem. Although we show that the MLE problem is
Unique-Games hard to approximate within any constant, we observe that our
poly-time approximation algorithm for the MLE appears to perform quite well in
typical instances, outperforming existing methods. In an attempt to explain
this behavior we provide stability guarantees for our SDP under a random noise
model on the observations. This case is more challenging to analyze than
traditional semi-random instances of Unique-Games: the noise model is on
vertices of a graph and translates into dependent noise on the edges.
Interestingly, we show that if certain positivity constraints in the SDP are
dropped, its solution becomes equivalent to performing phase correlation, a
popular method used for pairwise alignment in imaging applications. Finally, we
show how symmetry reduction techniques from matrix representation theory can
simplify the analysis and computation of the SDP, greatly decreasing its
computational cost
Convex Relaxations of SE(2) and SE(3) for Visual Pose Estimation
This paper proposes a new method for rigid body pose estimation based on
spectrahedral representations of the tautological orbitopes of and
. The approach can use dense point cloud data from stereo vision or an
RGB-D sensor (such as the Microsoft Kinect), as well as visual appearance data.
The method is a convex relaxation of the classical pose estimation problem, and
is based on explicit linear matrix inequality (LMI) representations for the
convex hulls of and . Given these representations, the relaxed
pose estimation problem can be framed as a robust least squares problem with
the optimization variable constrained to these convex sets. Although this
formulation is a relaxation of the original problem, numerical experiments
indicate that it is indeed exact - i.e. its solution is a member of or
- in many interesting settings. We additionally show that this method
is guaranteed to be exact for a large class of pose estimation problems.Comment: ICRA 2014 Preprin
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