TY - GEN
T1 - A rank minimization algorithm to enhance semidefinite relaxations of Optimal Power Flow
AU - Louca, Raphael
AU - Seiler, Peter
AU - Bitar, Eilyan
N1 - Copyright:
Copyright 2018 Elsevier B.V., All rights reserved.
PY - 2013
Y1 - 2013
N2 - The Optimal Power Flow (OPF) problem is non-convex and, for generic network structures, is NP-hard. A recent flurry of work has explored the use of semidefinite relaxations to solve the OPF problem. For general network structures, however, this approach may fail to yield solutions that are physically meaningful, in the sense that they are high rank - precluding their efficient mapping back to the original feasible set. In certain cases, however, there may exist a hidden rank-one optimal solution. In this paper an iterative linearization-minimization algorithm is proposed to uncover rank-one solutions for the relaxation. The iterates are shown to converge to a stationary point. A simple bisection method is also proposed to address problems for which the linearization-minimization procedure fails to yield a rank-one optimal solution. The algorithms are tested on representative power system examples. In many cases, the linearization-minimization procedure obtains a rank-one optimal solution where the naive semidefinite relaxation fails. Furthermore, a 14-bus example is provided for which the linearization-minimization algorithm achieves a rank-one solution with a cost strictly lower than that obtained by a conventional solver. We close by discussing some rank monotonicity properties of the proposed methodology.
AB - The Optimal Power Flow (OPF) problem is non-convex and, for generic network structures, is NP-hard. A recent flurry of work has explored the use of semidefinite relaxations to solve the OPF problem. For general network structures, however, this approach may fail to yield solutions that are physically meaningful, in the sense that they are high rank - precluding their efficient mapping back to the original feasible set. In certain cases, however, there may exist a hidden rank-one optimal solution. In this paper an iterative linearization-minimization algorithm is proposed to uncover rank-one solutions for the relaxation. The iterates are shown to converge to a stationary point. A simple bisection method is also proposed to address problems for which the linearization-minimization procedure fails to yield a rank-one optimal solution. The algorithms are tested on representative power system examples. In many cases, the linearization-minimization procedure obtains a rank-one optimal solution where the naive semidefinite relaxation fails. Furthermore, a 14-bus example is provided for which the linearization-minimization algorithm achieves a rank-one solution with a cost strictly lower than that obtained by a conventional solver. We close by discussing some rank monotonicity properties of the proposed methodology.
KW - Optimal Power Flow
KW - Optimization
KW - Rank Minimization
KW - Semidefinite Programming
UR - http://www.scopus.com/inward/record.url?scp=84897730931&partnerID=8YFLogxK
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U2 - 10.1109/Allerton.2013.6736636
DO - 10.1109/Allerton.2013.6736636
M3 - Conference contribution
AN - SCOPUS:84897730931
SN - 9781479934096
T3 - 2013 51st Annual Allerton Conference on Communication, Control, and Computing, Allerton 2013
SP - 1010
EP - 1020
BT - 2013 51st Annual Allerton Conference on Communication, Control, and Computing, Allerton 2013
PB - IEEE Computer Society
T2 - 51st Annual Allerton Conference on Communication, Control, and Computing, Allerton 2013
Y2 - 2 October 2013 through 4 October 2013
ER -