34,057 research outputs found
Generalized semi-infinite programming: Numerical aspects
Generalized semi-infinite optimization problems (GSIP) are considered. It is investigated how the numerical methods for standard semi-infinite programming (SIP) can be extended to GSIP. Newton methods can be extended immediately. For discretization methods the situation is more complicated. These difficulties are discussed and convergence results for a discretization and an exchange method are derived under fairly general assumptions. The question under which conditions GSIP represents a convex problem is answered
Optimality certificates for convex minimization and Helly numbers
We consider the problem of minimizing a convex function over a subset of R^n
that is not necessarily convex (minimization of a convex function over the
integer points in a polytope is a special case). We define a family of duals
for this problem and show that, under some natural conditions, strong duality
holds for a dual problem in this family that is more restrictive than
previously considered duals.Comment: 5 page
On representations of the feasible set in convex optimization
We consider the convex optimization problem where is convex, the feasible set K is convex and Slater's
condition holds, but the functions are not necessarily convex. We show
that for any representation of K that satisfies a mild nondegeneracy
assumption, every minimizer is a Karush-Kuhn-Tucker (KKT) point and conversely
every KKT point is a minimizer. That is, the KKT optimality conditions are
necessary and sufficient as in convex programming where one assumes that the
are convex. So in convex optimization, and as far as one is concerned
with KKT points, what really matters is the geometry of K and not so much its
representation.Comment: to appear in Optimization Letter
Tangential Extremal Principles for Finite and Infinite Systems of Sets, II: Applications to Semi-infinite and Multiobjective Optimization
This paper contains selected applications of the new tangential extremal
principles and related results developed in Part I to calculus rules for
infinite intersections of sets and optimality conditions for problems of
semi-infinite programming and multiobjective optimization with countable
constraint
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
- …