-

 

 

 




Optimization Online





 

Convex Quadratic Relaxations for Mixed-Integer Nonlinear Programs in Power Systems

Hassan L. Hijazi (hassan.hijazi***at***anu.edu.au)
Carleton Coffrin (cjc***at***lanl.gov)
Pascal Van Hentenryck (pvanhent***at***umich.edu)

Abstract: This paper presents a set of new convex quadratic relaxations for nonlinear and mixed-integer nonlinear programs arising in power systems. The considered models are motivated by hybrid discrete/continuous applications where existing approximations do not provide optimality guarantees. The new relaxations offer computational efficiency along with minimal optimality gaps, providing an interesting alternative to state-of-the-art semi-definite programming relaxations. Three case studies in optimal power flow, optimal transmission switching and capacitor placement demonstrate the benefits of the new relaxations.

Keywords: Nonlinear Programming, Mixed-Integer Nonlinear Programming, Convex Relaxations, Optimal Power Flow, Line-Switching Optimal Power Flow, Capacitor Placement

Category 1: Applications -- Science and Engineering (Basic Sciences Applications )

Category 2: Convex and Nonsmooth Optimization (Convex Optimization )

Category 3: Global Optimization (Applications )

Citation: H. L. Hijazi and C. Coffrin and P. Van Hentenryck "Convex Quadratic Relaxations of Mixed-Integer Nonlinear Programs in Power Systems" Mathematical Programming Computation 2016

Download: [PDF]

Entry Submitted: 09/30/2013
Entry Accepted: 09/30/2013
Entry Last Modified: 10/02/2016

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society