Fast Nonconvex SDP Solvers for Large-scale Power System State Estimation

Fast power system state estimation (SE) solution is of paramount importance for achieving real-time decision making in power grid operations. Semidefinite programming (SDP) reformulation has been shown effective to obtain the global optimum for the nonlinear SE problem, while suffering from high computational complexity. Thus, we leverage the recent advances in nonconvex SDP approach that allows for the simple first-order gradient-descent (GD) updates. Using the power system model, we can verify that the SE objective function enjoys nice properties (strongly convex, smoothness) which in turn guarantee a linear convergence rate of the proposed GD-based SE method. To further accelerate the convergence speed, we consider the accelerated gradient descent (AGD) extension, as well as their robust versions under outlier data and a hybrid GD-based SE approach with additional synchrophasor measurements. Numerical tests on the IEEE 118-bus, 300-bus and the synthetic ACTIVSg2000-bus systems have demonstrated that FGD-SE and AGD-SE, can approach the near-optimal performance of the SDP-SE solution at significantly improved computational efficiency, especially so for AGD-SE

Provably convergent acceleration in factored gradient descent with applications in matrix sensing

We present theoretical results on the convergence of \emph{non-convex} accelerated gradient descent in matrix factorization models with $\ell_2$-norm loss. The purpose of this work is to study the effects of acceleration in non-convex settings, where provable convergence with acceleration should not be considered a \emph{de facto} property. The technique is applied to matrix sensing problems, for the estimation of a rank $r$ optimal solution $X^\star \in \mathbb{R}^{n \times n}$. Our contributions can be summarized as follows. $i)$ We show that acceleration in factored gradient descent converges at a linear rate; this fact is novel for non-convex matrix factorization settings, under common assumptions. $ii)$ Our proof technique requires the acceleration parameter to be carefully selected, based on the properties of the problem, such as the condition number of $X^\star$ and the condition number of objective function. $iii)$ Currently, our proof leads to the same dependence on the condition number(s) in the contraction parameter, similar to recent results on non-accelerated algorithms. $iv)$ Acceleration is observed in practice, both in synthetic examples and in two real applications: neuronal multi-unit activities recovery from single electrode recordings, and quantum state tomography on quantum computing simulators.Comment: 23 page