Identification of Continuous-Time Hammerstein System with Nuclear Norm Convex Relaxation

The nuclear norm convex relaxation method is proposed to force the rank constraint in the identification of the continuous-time( CT) Hammerstein system. The CT Hammerstein system is composed of a linear time invariant( LTI) system and a static nonlinear function( the linear part is followed by the nonlinear part). The nonlinear function is approximated by the pseudospectral basis functions, which have a better performance than Hinge functions and Radial Basis functions. After the approximation on the nonlinear function, the CT Hammerstein system has been transformed into a multiple-input single-output( MISO) linear model system with the differential pre-filters. However, the coefficients of static nonlinearity and the numerators of the linear transfer function are coupled together to challenge the parameters identification of the Hammerstein system. This problem is solved by replacing the one-rank constraint of the regularization optimization with the nuclear norm convex relaxation. Finally, a numerical example is given to verify the accuracy and the efficiency of the method.

Convex Relaxation Algorithm for a Structured Simultaneous Low-Rank and Sparse Recovery Problem

This paper is concerned with the structured simultaneous low-rank and sparse recovery,which can be formulated as the rank and zero-norm regularized least squares problem with a hard constraint diag(■)=0.For this class of NP-hard problems,we propose a convex relaxation algorithm by applying the accelerated proximal gradient method to a convex relaxation model,which is yielded by the smoothed nuclear norm and the weighted l1-norm regularized least squares problem.A theoretical guarantee is provided by establishing the error bounds of the iterates to the true solution under mild restricted strong convexity conditions.To the best of our knowledge,this work is the first one to characterize the error bound of the iterates of the algorithm to the true solution.Finally,numerical results are reported for some random test problems and synthetic data in subspace clustering to verify the efficiency of the proposed convex relaxation algorithm.

Convexification of Hybrid AC-DC Optimal Power Flow with Line-Commutated Converters

Line-commutated converter (LCC)-based high-voltage DC (HVDC) systems have been integrated with bulk AC power grids for interregional transmission of renewable power. The nonlinear LCC model brings additional nonconvexity to optimal power flow (OPF) of hybrid AC-DC power grids. A convexification method for the LCC station model could address such nonconvexity but has rarely been discussed. We devise an equivalent reformulation for classical LCC station models that facilitates second-order cone convex relaxation for the OPF of LCC-based AC-DC power grids. We also propose sufficient conditions for exactness of convex relaxation with its proof. Equivalence of the proposed LCC station models and properties, exactness, and effectiveness of convex relaxation are verified using four numerical simulations. Simulation results demonstrate a globally optimal solution of the original OPF can be efficiently obtained from relaxed model.

Optimal Operation of Integrated Heat and Electricity Systems:A Tightening McCormick Approach

Combined heat and electricity operation with variable mass flow rates promotes flexibility,economy,and sustainability through synergies between electric power systems(EPSs)and district heating systems(DHSs).Such combined operation presents a highly nonlinear and nonconvex optimization problem,mainly due to the bilinear terms in the heat flow model—that is,the product of the mass flow rate and the nodal temperature.Existing methods,such as nonlinear optimization,generalized Benders decomposition,and convex relaxation,still present challenges in achieving a satisfactory performance in terms of solution quality and computational efficiency.To resolve this problem,we herein first reformulate the district heating network model through an equivalent transformation and variable substitution.The reformulated model has only one set of nonconvex constraints with reduced bilinear terms,and the remaining constraints are linear.Such a reformulation not only ensures optimality,but also accelerates the solving process.To relax the remaining bilinear constraints,we then apply McCormick envelopes and obtain an objective lower bound of the reformulated model.To improve the quality of the McCormick relaxation,we employ a piecewise McCormick technique that partitions the domain of one of the variables of the bilinear terms into several disjoint regions in order to derive strengthened lower and upper bounds of the partitioned variables.We propose a heuristic tightening method to further constrict the strengthened bounds derived from the piecewise McCormick technique and recover a nearby feasible solution.Case studies show that,compared with the interior point method and the method implemented in a global bilinear solver,the proposed tightening McCormick method quickly solves the heat–electricity operation problem with an acceptable feasibility check and optimality.

Survey of convex optimization for aerospace applications

Convex optimization is a class of mathematical programming problems with polynomial complexity for which state-of-the-art, highly efficient numerical algorithms with predeterminable computational bounds exist. Computational efficiency and tractability in aerospace engineering, especially in guidance, navigation, and control (GN&C), are of paramount importance. With theoretical guarantees on solutions and computational efficiency, convex optimization lends itself as a very appealing tool. Coinciding the strong drive toward autonomous operations of aerospace vehicles, convex optimization has seen rapidly increasing utility in solving aerospace GN&C problems with the potential for onboard real-time applications. This paper attempts to provide an overview on the problems to date in aerospace guidance, path planning, and control where convex optimization has been applied. Various convexification techniques are reviewed that have been used to convexify the originally nonconvex aerospace problems. Discussions on how to ensure the validity of the convexification process are provided. Some related implementation issues will be introduced as well.

A Polynomial-Time Algorithm with Tight Error Bounds for Single-Period Unit Commitment Problem

This paper proposes a Lagrangian dual-based polynomial-time approximation algorithm for solving the single-period unit commitment problem,which can be formulated as a mixed-integer quadratic programming problem and proven to be NP-hard.Tight theoretical bounds for the absolute errors and relative errors of the approximate solutions generated by the proposed algorithm are provided.Computational results support the effectiveness and efficiency of the proposed algorithm for solving large-scale problems.

The Low-Rank Approximation of Fourth-Order Partial-Symmetric and Conjugate Partial-Symmetric Tensor

We present an orthogonal matrix outer product decomposition for the fourth-order conjugate partial-symmetric(CPS)tensor and show that the greedy successive rank-one approximation(SROA)algorithm can recover this decomposition exactly.Based on this matrix decomposition,the CP rank of CPS tensor can be bounded by the matrix rank,which can be applied to low-rank tensor completion.Additionally,we give the rank-one equivalence property for the CPS tensor based on the SVD of matrix,which can be applied to the rank-one approximation for CPS tensors.

Identification of the Worst-case Static Voltage Stability Margin Interval of AC/DC Power System Considering Uncertainty of Renewables

Calculation of static voltage stability margin(SVSM)of AC/DC power systems with lots of renewable energy sources(RESs)integration requires consideration of uncertain load growth and renewable energy generation output.This paper presents a bi-level optimal power flow(BLOPF)model to identify the worst-case SVSM of an AC/DC power system with line commutation converter-based HVDC and multi-terminal voltage sourced converter-based HVDC transmission lines.Constraints of uncertain load growth’s hypercone model and control mode switching of DC converter stations are considered in the BLOPF model.Moreover,uncertain RES output fluctuations are described as intervals,and two three-level optimal power flow(TLOPF)models are established to identify interval bounds of the system worst-case SVSM.The two TLOPF models are both transformed into max–min bi-level optimization models according to independent characteristics of different uncertain variables.Then,transforming the inner level model into its dual form,max–min BLOPF models are simplified to single-level optimization models for direct solution.Calculation results on the modified IEEE-39 bus AC/DC case and an actual large-scale AC/DC case in China indicate correctness and efficiency of the proposed identification method.