A Sufficient Condition for Power Flow Insolvability with Applications to Voltage Stability Margins

For the nonlinear power flow problem specified with standard PQ, PV, and slack bus equality constraints, we present a sufficient condition under which the specified set of nonlinear algebraic equations has no solution. This sufficient condition is constructed in a framework of an associated feasible, convex optimization problem. The objective employed in this optimization problem yields a measure of distance (in a parameter set) to the power flow solution boundary. In practical terms, this distance is closely related to quantities that previous authors have proposed as voltage stability margins. A typical margin is expressed in terms of the parameters of system loading (injected powers); here we additionally introduce a new margin in terms of the parameters of regulated bus voltages.Comment: 12 pages, 7 figure

Network analysis of complex biological systems : boundedness of weakly reversible chemical reaction networks and conditions for synchronisation of coupled oscillators

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Conic Optimization: Optimal Partition, Parametric, and Stability Analysis

A linear conic optimization problem consists of the minimization of a linear objective function over the intersection of an affine space and a closed convex cone. In recent years, linear conic optimization has received significant attention, partly due to the fact that we can take advantage of linear conic optimization to reformulate and approximate intractable optimization problems. Steady advances in computational optimization have enabled us to approximately solve a wide variety of linear conic optimization problems in polynomial time. Nevertheless, preprocessing methods, rounding procedures and sensitivity analysis tools are still the missing parts of conic optimization solvers. Given the output of a conic optimization solver, we need methodologies to generate approximate complementary solutions or to speed up the convergence to an exact optimal solution. A preprocessing method reduces the size of a problem by finding the minimal face of the cone which contains the set of feasible solutions. However, such a preprocessing method assumes the knowledge of an exact solution. More importantly, we need robust sensitivity and post-optimal analysis tools for an optimal solution of a linear conic optimization problem. Motivated by the vital importance of linear conic optimization, we take active steps to fill this gap.This thesis is concerned with several aspects of a linear conic optimization problem, from algorithm through solution identification, to parametric analysis, which have not been fully addressed in the literature. We specifically focus on three special classes of linear conic optimization problems, namely semidefinite and second-order conic optimization, and their common generalization, symmetric conic optimization. We propose a polynomial time algorithm for symmetric conic optimization problems. We show how to approximate/identify the optimal partition of semidefinite optimization and second-order conic optimization, a concept which has its origin in linear optimization. Further, we use the optimal partition information to either generate an approximate optimal solution or to speed up the convergence of a solution identification process to the unique optimal solution of the problem. Finally, we study the parametric analysis of semidefinite and second-order conic optimization problems. We investigate the behavior of the optimal partition and the optimal set mapping under perturbation of the objective function vector

The Optimal Power Flow Operator: Theory and Computation

Optimal power flow problems (OPFs) are mathematical programs used to determine how to distribute power over networks subject to network operation constraints and the physics of power flows. In this work, we take the view of treating an OPF problem as an operator which maps user demand to generated power, and allow the network parameters (such as generator and power flow limits) to take values in some admissible set. The contributions of this paper are to formalize this operator theoretic approach, define and characterize restricted parameter sets under which the mapping has a singleton output, independent binding constraints, and is differentiable. In contrast to related results in the optimization literature, we do not rely on introducing auxiliary slack variables. Indeed, our approach provides results that have a clear interpretation with respect to the power network under study. We further provide a closed-form expression for the Jacobian matrix of the OPF operator and describe how various derivatives can be computed using a recently proposed scheme based on homogenous self-dual embedding. Our framework of treating a mathematical program as an operator allows us to pose sensitivity and robustness questions from a completely different mathematical perspective and provide new insights into well studied problems.Comment: 16 pages, 7 figure

Nonsmooth Newton’s Method and Semidefinite Optimization

We introduce basic ideas of a nonsmooth Newton’s method and its application in solving semidefinite optimization (SDO) problems. In particular, the method can be used to solve both linear and nonlinear semidefinite complementarity problems. We also survey recent theoretical results in matrix functions and stability of SDO that are stemed from the research on the matrix form of the nonsmooth Newton’s method.Singapore-MIT Alliance (SMA