Matrix Minor Reformulation and SOCP-based Spatial Branch-and-Cut Method for the AC Optimal Power Flow Problem

Alternating current optimal power flow (AC OPF) is one of the most fundamental optimization problems in electrical power systems. It can be formulated as a semidefinite program (SDP) with rank constraints. Solving AC OPF, that is, obtaining near optimal primal solutions as well as high quality dual bounds for this non-convex program, presents a major computational challenge to today's power industry for the real-time operation of large-scale power grids. In this paper, we propose a new technique for reformulation of the rank constraints using both principal and non-principal 2-by-2 minors of the involved Hermitian matrix variable and characterize all such minors into three types. We show the equivalence of these minor constraints to the physical constraints of voltage angle differences summing to zero over three- and four-cycles in the power network. We study second-order conic programming (SOCP) relaxations of this minor reformulation and propose strong cutting planes, convex envelopes, and bound tightening techniques to strengthen the resulting SOCP relaxations. We then propose an SOCP-based spatial branch-and-cut method to obtain the global optimum of AC OPF. Extensive computational experiments show that the proposed algorithm significantly outperforms the state-of-the-art SDP-based OPF solver and on a simple personal computer is able to obtain on average a 0.71% optimality gap in no more than 720 seconds for the most challenging power system instances in the literature

Local Guarantees in Graph Cuts and Clustering

Correlation Clustering is an elegant model that captures fundamental graph cut problems such as Min $s-t$ Cut, Multiway Cut, and Multicut, extensively studied in combinatorial optimization. Here, we are given a graph with edges labeled $+$ or $-$ and the goal is to produce a clustering that agrees with the labels as much as possible: $+$ edges within clusters and $-$ edges across clusters. The classical approach towards Correlation Clustering (and other graph cut problems) is to optimize a global objective. We depart from this and study local objectives: minimizing the maximum number of disagreements for edges incident on a single node, and the analogous max min agreements objective. This naturally gives rise to a family of basic min-max graph cut problems. A prototypical representative is Min Max $s-t$ Cut: find an $s-t$ cut minimizing the largest number of cut edges incident on any node. We present the following results: $(1)$ an $O(\sqrt{n})$-approximation for the problem of minimizing the maximum total weight of disagreement edges incident on any node (thus providing the first known approximation for the above family of min-max graph cut problems), $(2)$ a remarkably simple $7$-approximation for minimizing local disagreements in complete graphs (improving upon the previous best known approximation of $48$), and $(3)$ a $1/(2+\varepsilon)$-approximation for maximizing the minimum total weight of agreement edges incident on any node, hence improving upon the $1/(4+\varepsilon)$-approximation that follows from the study of approximate pure Nash equilibria in cut and party affiliation games