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In this work, we consider two-stage quadratic optimization problems under ellipsoidal uncertainty. In the first stage, one needs to decide upon the values of a subset of optimization variables (control variables). In the second stage, the uncertainty is revealed, and the rest of the optimization variables (state variables) are set up as a solution to a known system of possibly nonlinear equations. This type of problem occurs, for instance, in optimization for dynamical systems, such as electric power systems as well as gas and water networks. We propose a convergent iterative algorithm to build a sequence of approximately robustly feasible solutions with an improving objective value. At each iteration, the algorithm optimizes over a subset of the feasible set and uses affine approximations of the second-stage equations while preserving the nonlinearity of other constraints. We implement our approach and demonstrate its performance on Matpower instances of AC optimal power flow. Although this paper focuses on quadratic problems, the approach is suitable for more general setups.
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Natural Gas Flow Equations: Uniqueness and an MI-SOCP Solver
The critical role of gas fired-plants to compensate renewable generation has increased the operational variability in natural gas networks (GN). Towards developing more reliable and efficient computational tools for GN monitoring, control, and planning, this work considers the task of solving the nonlinear equations governing steady-state flows and pressures in GNs. It is first shown that if the gas flow equations are feasible, they enjoy a unique solution. To the best of our knowledge, this is the first result proving uniqueness of the steady-state gas flow solution over the entire feasible domain of gas injections. To find this solution, we put forth a mixed-integer second-order cone program (MI-SOCP)-based solver relying on a relaxation of the gas flow equations. This relaxation is provably exact under specific network topologies. Unlike existing alternatives, the devised solver does not need proper initialization or knowing the gas flow directions beforehand, and can handle gas networks with compressors. Numerical tests on tree and meshed networks indicate that the relaxation is exact even when the derived conditions are not met.
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- Award ID(s):
- 1711587
- PAR ID:
- 10179047
- Date Published:
- Journal Name:
- 2019 American Control Conference (ACC)
- Page Range / eLocation ID:
- 2114 to 2120
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Conference Paper:
- https://doi.org/10.23919/ACC.2019.8814704
