8,083 research outputs found
Conic Optimization Theory: Convexification Techniques and Numerical Algorithms
Optimization is at the core of control theory and appears in several areas of
this field, such as optimal control, distributed control, system
identification, robust control, state estimation, model predictive control and
dynamic programming. The recent advances in various topics of modern
optimization have also been revamping the area of machine learning. Motivated
by the crucial role of optimization theory in the design, analysis, control and
operation of real-world systems, this tutorial paper offers a detailed overview
of some major advances in this area, namely conic optimization and its emerging
applications. First, we discuss the importance of conic optimization in
different areas. Then, we explain seminal results on the design of hierarchies
of convex relaxations for a wide range of nonconvex problems. Finally, we study
different numerical algorithms for large-scale conic optimization problems.Comment: 18 page
Exact Solution Methods for the -item Quadratic Knapsack Problem
The purpose of this paper is to solve the 0-1 -item quadratic knapsack
problem , a problem of maximizing a quadratic function subject to two
linear constraints. We propose an exact method based on semidefinite
optimization. The semidefinite relaxation used in our approach includes simple
rank one constraints, which can be handled efficiently by interior point
methods. Furthermore, we strengthen the relaxation by polyhedral constraints
and obtain approximate solutions to this semidefinite problem by applying a
bundle method. We review other exact solution methods and compare all these
approaches by experimenting with instances of various sizes and densities.Comment: 12 page
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
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