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1. A Decomposition and Coordination Approach for Large Sub-hourly Unit Commitment

   Wu, Jianghua; Luh, Peter B.; Chen, Yonghong; Yan, Bing; Bragin, Mikhail A. (August 2020, IEEE Power and Energy Society 2020 General Meeting)

   null (Ed.)

   Sub-hourly Unit Commitment (UC) problems have been suggested as a way to improve power system efficiency. Such problems, however, are much more difficult than hourly UC problems. This is not just because of the increased number of period to consider, but also because of much reduced unit ramping capabilities leading to more complicated convex hulls. As a result, state-of-the-art and practice methods such as branch-and-cut suffer from poor performance. In this paper, our recent Surrogate Absolute-Value Lagrangian Relaxation (SAVLR) method, which overcame major difficulties of standard Lagrangian Relaxation, is enhanced by synergistically incorporating the concept of Ordinal Optimization (OO). By using OO, solving subproblems becomes much faster. Testing of Midcontinent ISO (MISO)’s problem with 15 minutes as the time interval over 36 hours involving about 1,100 units and 15000 virtuals demonstrates that the new method obtains near-optimal solutions efficiently and significantly outperforms branch-and-cut. 

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2. A global algorithm for AC optimal power flow based on successive linear conic optimization

   https://doi.org/10.1109/PESGM.2017.8273957  

   Barati, Masoud; Kargarian, Amin (July 2017, 2017 IEEE Power & Energy Society General Meeting)

   Newly, there has been significant research interest in the exact solution of the AC optimal power flow (AC-OPF) problem. A semideflnite relaxation solves many OPF problems globally. However, the real problem exists in which the semidefinite relaxation fails to yield the global solution. The appropriation of relaxation for AC-OPF depends on the success or unfulflllment of the SDP relaxation. This paper demonstrates a quadratic AC-OPF problem with a single negative eigenvalue in objective function subject to linear and conic constraints. The proposed solution method for AC-OPF model covers the classical AC economic dispatch problem that is known to be NP-hard. In this paper, by combining successive linear conic optimization (SLCO), convex relaxation and line search technique, we present a global algorithm for AC-OPF which can locate a globally optimal solution to the underlying AC-OPF within given tolerance of global optimum solution via solving linear conic optimization problems. The proposed algorithm is examined on modified IEEE 6-bus test system. The promising numerical results are described. 

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3. On the Exponential Convergence Rate of Proximal Gradient Flow Algorithms

   https://doi.org/10.1109/CDC.2018.8618968  

   Hassan-Moghaddam, Sepideh; Jovanovic, Mihailo R. (December 2018, 2018 IEEE Conference on Decision and Control (CDC))

   Many modern large-scale and distributed optimization problems can be cast into a form in which the objective function is a sum of a smooth term and a nonsmooth regularizer. Such problems can be solved via a proximal gradient method which generalizes standard gradient descent to a nonsmooth setup. In this paper, we leverage the tools from control theory to study global convergence of proximal gradient flow algorithms. We utilize the fact that the proximal gradient algorithm can be interpreted as a variable-metric gradient method on the forward-backward envelope. This continuously differentiable function can be obtained from the augmented Lagrangian associated with the original nonsmooth problem and it enjoys a number of favorable properties. We prove that global exponential convergence can be achieved even in the absence of strong convexity. Moreover, for in-network optimization problems, we provide a distributed implementation of the gradient flow dynamics based on the proximal augmented Lagrangian and prove global exponential stability for strongly convex problems. 

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4. Convex geometric motion planning of multi-body systems on lie groups via variational integrators and sparse moment relaxation

   https://doi.org/10.1177/02783649241296160  

   Teng, Sangli; Jasour, Ashkan; Vasudevan, Ram; Ghaffari, Maani (November 2024, The International Journal of Robotics Research)

   This paper reports a novel result: with proper robot models based on geometric mechanics, one can formulate the kinodynamic motion planning problems for rigid body systems as exact polynomial optimization problems. Due to the nonlinear rigid body dynamics, the motion planning problem for rigid body systems is nonconvex. Existing global optimization-based methods do not parameterize 3D rigid body motion efficiently; thus, they do not scale well to long-horizon planning problems. We use Lie groups as the configuration space and apply the variational integrator to formulate the forced rigid body dynamics as quadratic polynomials. Then, we leverage Lasserre’s hierarchy of moment relaxation to obtain the globally optimal solution via semidefinite programming. By leveraging the sparsity of the motion planning problem, the proposed algorithm has linear complexity with respect to the planning horizon. This paper demonstrates that the proposed method can provide globally optimal solutions or certificates of infeasibility at the second-order relaxation for 3D drone landing using full dynamics and inverse kinematics for serial manipulators. Moreover, we extend the algorithms to multi-body systems via the constrained variational integrators. The testing cases on cart-pole and drone with cable-suspended load suggest that the proposed algorithms can provide rank-one optimal solutions or nontrivial initial guesses. Finally, we propose strategies to speed up the computation, including an alternative formulation using quaternion, which provides empirically tight relaxations for the drone landing problem at the first-order relaxation. 

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5. Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes

   https://doi.org/10.1287/moor.2021.1178  

   Blanchet, Jose; Murthy, Karthyek; Zhang, Fan (May 2022, Mathematics of Operations Research)

   We consider optimal transport-based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss function, we obtain structural results about the value function, the optimal policy, and the worst-case optimal transport adversarial model. These results expose a rich structure embedded in the DRO problem (e.g., strong convexity even if the non-DRO problem is not strongly convex, a suitable scaling of the Lagrangian for the DRO constraint, etc., which are crucial for the design of efficient algorithms). As a consequence of these results, one can develop efficient optimization procedures that have the same sample and iteration complexity as a natural non-DRO benchmark algorithm, such as stochastic gradient descent. 

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