A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming (SOCP) by using the Alizadeh- Haeberly-Overton (AHO) search direction. This algorith...A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming (SOCP) by using the Alizadeh- Haeberly-Overton (AHO) search direction. This algorithm does not require the feasibility of the initial points and iteration points. Under suitable assumptions, it is shown that the algorithm can find an -approximate solution of an SOCP in at most O(√n ln(ε0/ε)) iterations. The iteration-complexity bound of our algorithm is almost the same as the best known bound of feasible interior point algorithms for the SOCP.展开更多
Based on the ideas of infeasible interior-point methods and predictor-corrector algorithms, two interior-point predictor-corrector algorithms for the second-order cone programming (SOCP) are presented. The two algor...Based on the ideas of infeasible interior-point methods and predictor-corrector algorithms, two interior-point predictor-corrector algorithms for the second-order cone programming (SOCP) are presented. The two algorithms use the Newton direction and the Euler direction as the predictor directions, respectively. The corrector directions belong to the category of the Alizadeh-Haeberly-Overton (AHO) directions. These algorithms are suitable to the cases of feasible and infeasible interior iterative points. A simpler neighborhood of the central path for the SOCP is proposed, which is the pivotal difference from other interior-point predictor-corrector algorithms. Under some assumptions, the algorithms possess the global, linear, and quadratic convergence. The complexity bound O(rln(εo/ε)) is obtained, where r denotes the number of the second-order cones in the SOCP problem. The numerical results show that the proposed algorithms are effective.展开更多
Uncertainty in distributed renewable generation threatens the security of power distribution systems.The concept of dispatchable region is developed to assess the ability of power systems to accommodate renewable gene...Uncertainty in distributed renewable generation threatens the security of power distribution systems.The concept of dispatchable region is developed to assess the ability of power systems to accommodate renewable generation at a given operating point.Although DC and linearized AC power flow equations are typically used to model dispatchable regions for transmission systems,these equations are rarely suitable for distribution networks.To achieve a suitable trade-off between accuracy and efficiency,this paper proposes a dispatchable region formulation for distribution networks using tight convex relaxation.Secondorder cone relaxation is adopted to reformulate AC power flow equations,which are then approximated by a polyhedron to improve tractability.Further,an efficient adaptive constraint generation algorithm is employed to construct the proposed dispatchable region.Case studies on distribution systems of various scales validate the computational efficiency and accuracy of the proposed method.展开更多
An augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints is proposed based on a Lowner operator associated with a potential function for the optimization problems with inequality ...An augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints is proposed based on a Lowner operator associated with a potential function for the optimization problems with inequality constraints.The favorable properties of both the Lowner operator and the corresponding augmented Lagrangian are discussed.And under some mild assumptions,the rate of convergence of the augmented Lagrange algorithm is studied in detail.展开更多
柔性互联装置的广泛应用给主动配电网(active distribution network,ADN)规划带来巨大挑战。该文提出一种考虑智能软开关(soft open point,SOP)接入的ADN扩展规划方法,对变电站新建及扩容,线路新建,智能软开关、分布式电源、储能系统以...柔性互联装置的广泛应用给主动配电网(active distribution network,ADN)规划带来巨大挑战。该文提出一种考虑智能软开关(soft open point,SOP)接入的ADN扩展规划方法,对变电站新建及扩容,线路新建,智能软开关、分布式电源、储能系统以及无功补偿等设备的选址定容进行协同规划。首先,考虑分布式电源出力和负荷功率不确定性,采用基于改进高斯混合模型的聚类方法构建典型日场景。在此基础上,以年综合费用最小为目标函数,建立了考虑SOP接入的ADN扩展规划模型。然后,通过线性化和二阶锥松弛技术,将原始非凸非线性规划模型转化为混合整数二阶锥规划(mixed-integer second-order cone programming,MISOCP)模型,并提出逐次收缩凸松弛算法以获得凸松弛间隙足够小的原问题最优解。最后,在54节点主动配电网算例上验证了所提规划模型和求解算法的可行性与有效性。展开更多
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 nonconvex...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.展开更多
The increasing number of gas-fired units has significantly intensified the coupling between electric and gas power networks.Traditionally,nonlinearity and nonconvexity in gas flow equations,together with renewable-ind...The increasing number of gas-fired units has significantly intensified the coupling between electric and gas power networks.Traditionally,nonlinearity and nonconvexity in gas flow equations,together with renewable-induced stochasticity,resulted in a computationally expensive model for unit commitment in electricity-gas coupled integrated energy systems(IES).To accelerate stochastic day-ahead scheduling,we applied and modified Progressive Hedging(PH),a heuristic approach that can be computed in parallel to yield scenario-independent unit commitment.Through early termination and enumeration techniques,the modified PH algorithm saves considerable com,putational time for certain generation cost settings or when the scale of the IES is large.Moreover,an adapted second-order cone relaxation(SOCR)is utilized to tackle the nonconvex gas flow equation.Case studies were performed on the IEEE 24.bus system/Belgium 20-node gas system and the IEEE 118-bus system/Belgium 20-node gas system.The computational efficiency when employing PH is 188 times that of commercial software,and the algorithm even outperforms Benders Decomposition.At the same time,the gap between the PH algorithm and the benchmark is less than 0.01% in both IES systems,which proves that the solutions produced by PH reach acceptable optimality in this stochastic UC problem.展开更多
基金the National Science Foundation(60574075, 60674108)
文摘A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming (SOCP) by using the Alizadeh- Haeberly-Overton (AHO) search direction. This algorithm does not require the feasibility of the initial points and iteration points. Under suitable assumptions, it is shown that the algorithm can find an -approximate solution of an SOCP in at most O(√n ln(ε0/ε)) iterations. The iteration-complexity bound of our algorithm is almost the same as the best known bound of feasible interior point algorithms for the SOCP.
基金supported by the National Natural Science Foundation of China (Nos. 71061002 and 11071158)the Natural Science Foundation of Guangxi Province of China (Nos. 0832052 and 2010GXNSFB013047)
文摘Based on the ideas of infeasible interior-point methods and predictor-corrector algorithms, two interior-point predictor-corrector algorithms for the second-order cone programming (SOCP) are presented. The two algorithms use the Newton direction and the Euler direction as the predictor directions, respectively. The corrector directions belong to the category of the Alizadeh-Haeberly-Overton (AHO) directions. These algorithms are suitable to the cases of feasible and infeasible interior iterative points. A simpler neighborhood of the central path for the SOCP is proposed, which is the pivotal difference from other interior-point predictor-corrector algorithms. Under some assumptions, the algorithms possess the global, linear, and quadratic convergence. The complexity bound O(rln(εo/ε)) is obtained, where r denotes the number of the second-order cones in the SOCP problem. The numerical results show that the proposed algorithms are effective.
基金the National Natural Science Foundation of China(Grant No.52177086)the Fundamental Research Funds for the Central Universities(Grant No.2023ZYGXZR063)。
文摘Uncertainty in distributed renewable generation threatens the security of power distribution systems.The concept of dispatchable region is developed to assess the ability of power systems to accommodate renewable generation at a given operating point.Although DC and linearized AC power flow equations are typically used to model dispatchable regions for transmission systems,these equations are rarely suitable for distribution networks.To achieve a suitable trade-off between accuracy and efficiency,this paper proposes a dispatchable region formulation for distribution networks using tight convex relaxation.Secondorder cone relaxation is adopted to reformulate AC power flow equations,which are then approximated by a polyhedron to improve tractability.Further,an efficient adaptive constraint generation algorithm is employed to construct the proposed dispatchable region.Case studies on distribution systems of various scales validate the computational efficiency and accuracy of the proposed method.
基金supported by the Fundamental Research Funds for the Central Universities(No.2018IB016).
文摘An augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints is proposed based on a Lowner operator associated with a potential function for the optimization problems with inequality constraints.The favorable properties of both the Lowner operator and the corresponding augmented Lagrangian are discussed.And under some mild assumptions,the rate of convergence of the augmented Lagrange algorithm is studied in detail.
文摘柔性互联装置的广泛应用给主动配电网(active distribution network,ADN)规划带来巨大挑战。该文提出一种考虑智能软开关(soft open point,SOP)接入的ADN扩展规划方法,对变电站新建及扩容,线路新建,智能软开关、分布式电源、储能系统以及无功补偿等设备的选址定容进行协同规划。首先,考虑分布式电源出力和负荷功率不确定性,采用基于改进高斯混合模型的聚类方法构建典型日场景。在此基础上,以年综合费用最小为目标函数,建立了考虑SOP接入的ADN扩展规划模型。然后,通过线性化和二阶锥松弛技术,将原始非凸非线性规划模型转化为混合整数二阶锥规划(mixed-integer second-order cone programming,MISOCP)模型,并提出逐次收缩凸松弛算法以获得凸松弛间隙足够小的原问题最优解。最后,在54节点主动配电网算例上验证了所提规划模型和求解算法的可行性与有效性。
基金supported by the National Natural Science Foundation of China under Grant 52177086the Fundamental Research Funds for the Central Universities under Grant 2023ZYGXZR063the Science and Technology Program of Guizhou Power Grid Coorperation under Grant GZKJXM20222386.
文摘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.
基金supported by the National Key Research and Development Program(SQ 2020YFE0200400)the National Natural Science Foundation of China(No.52007123)the Science,Technology and Innovation Commission of Shenzhen Municipality(No.JCYJ 20170411152331932).
文摘The increasing number of gas-fired units has significantly intensified the coupling between electric and gas power networks.Traditionally,nonlinearity and nonconvexity in gas flow equations,together with renewable-induced stochasticity,resulted in a computationally expensive model for unit commitment in electricity-gas coupled integrated energy systems(IES).To accelerate stochastic day-ahead scheduling,we applied and modified Progressive Hedging(PH),a heuristic approach that can be computed in parallel to yield scenario-independent unit commitment.Through early termination and enumeration techniques,the modified PH algorithm saves considerable com,putational time for certain generation cost settings or when the scale of the IES is large.Moreover,an adapted second-order cone relaxation(SOCR)is utilized to tackle the nonconvex gas flow equation.Case studies were performed on the IEEE 24.bus system/Belgium 20-node gas system and the IEEE 118-bus system/Belgium 20-node gas system.The computational efficiency when employing PH is 188 times that of commercial software,and the algorithm even outperforms Benders Decomposition.At the same time,the gap between the PH algorithm and the benchmark is less than 0.01% in both IES systems,which proves that the solutions produced by PH reach acceptable optimality in this stochastic UC problem.