scholarly journals Convex Relaxations for Quadratic On/Off Constraints and Applications to Optimal Transmission Switching

2020 ◽  
Vol 32 (3) ◽  
pp. 682-696
Author(s):  
Ksenia Bestuzheva ◽  
Hassan Hijazi ◽  
Carleton Coffrin

This paper studies mixed-integer nonlinear programs featuring disjunctive constraints and trigonometric functions and presents a strengthened version of the convex quadratic relaxation of the optimal transmission switching problem. We first characterize the convex hull of univariate quadratic on/off constraints in the space of original variables using perspective functions. We then introduce new tight quadratic relaxations for trigonometric functions featuring variables with asymmetrical bounds. These results are used to further tighten recent convex relaxations introduced for the optimal transmission switching problem in power systems. Using the proposed improvements, along with bound propagation, on 23 medium-sized test cases in the PGLib benchmark library with a relaxation gap of more than 1%, we reduce the gap to less than 1% on five instances. The tightened model has promising computational results when compared with state-of-the-art formulations.

Acta Numerica ◽  
2013 ◽  
Vol 22 ◽  
pp. 1-131 ◽  
Author(s):  
Pietro Belotti ◽  
Christian Kirches ◽  
Sven Leyffer ◽  
Jeff Linderoth ◽  
James Luedtke ◽  
...  

Many optimal decision problems in scientific, engineering, and public sector applications involve both discrete decisions and nonlinear system dynamics that affect the quality of the final design or plan. These decision problems lead to mixed-integer nonlinear programming (MINLP) problems that combine the combinatorial difficulty of optimizing over discrete variable sets with the challenges of handling nonlinear functions. We review models and applications of MINLP, and survey the state of the art in methods for solving this challenging class of problems.Most solution methods for MINLP apply some form of tree search. We distinguish two broad classes of methods: single-tree and multitree methods. We discuss these two classes of methods first in the case where the underlying problem functions are convex. Classical single-tree methods include nonlinear branch-and-bound and branch-and-cut methods, while classical multitree methods include outer approximation and Benders decomposition. The most efficient class of methods for convex MINLP are hybrid methods that combine the strengths of both classes of classical techniques.Non-convex MINLPs pose additional challenges, because they contain non-convex functions in the objective function or the constraints; hence even when the integer variables are relaxed to be continuous, the feasible region is generally non-convex, resulting in many local minima. We discuss a range of approaches for tackling this challenging class of problems, including piecewise linear approximations, generic strategies for obtaining convex relaxations for non-convex functions, spatial branch-and-bound methods, and a small sample of techniques that exploit particular types of non-convex structures to obtain improved convex relaxations.We finish our survey with a brief discussion of three important aspects of MINLP. First, we review heuristic techniques that can obtain good feasible solution in situations where the search-tree has grown too large or we require real-time solutions. Second, we describe an emerging area of mixed-integer optimal control that adds systems of ordinary differential equations to MINLP. Third, we survey the state of the art in software for MINLP.


2016 ◽  
Vol 9 (3) ◽  
pp. 321-367 ◽  
Author(s):  
Hassan Hijazi ◽  
Carleton Coffrin ◽  
Pascal Van Hentenryck

Energies ◽  
2021 ◽  
Vol 14 (4) ◽  
pp. 887
Author(s):  
Xianliang Cheng ◽  
Suzhen Feng ◽  
Yanxuan Huang ◽  
Jinwen Wang

Peak-shaving is a very efficient and practical strategy for a day-ahead hydropower scheduling in power systems, usually aiming to appropriately schedule hourly (or in less time interval) power generations of individual plants so as to smooth the load curve while enforcing the energy production target of each plant. Nowadays, the power marketization and booming development of renewable energy resources are complicating the constraints and diversifying the objectives, bringing challenges for the peak-shaving method to be more flexible and efficient. Without a pre-set or fixed peak-shaving order of plants, this paper formulates a new peak-shaving model based on the mixed integer linear programming (MILP) to solve the scheduling problem in an optimization way. Compared with the traditional peak-shaving methods that need to determine the order of plants to peak-shave the load curve one by one, the present model has better flexibility as it can handle the plant-based operating zones and prioritize the constraints and objectives more easily. With application to six cascaded hydropower reservoirs on the Lancang River in China, the model is tested efficient and practical in engineering perspective.


Energies ◽  
2021 ◽  
Vol 14 (16) ◽  
pp. 4776
Author(s):  
Seyed Mahdi Miraftabzadeh ◽  
Michela Longo ◽  
Federica Foiadelli ◽  
Marco Pasetti ◽  
Raul Igual

The recent advances in computing technologies and the increasing availability of large amounts of data in smart grids and smart cities are generating new research opportunities in the application of Machine Learning (ML) for improving the observability and efficiency of modern power grids. However, as the number and diversity of ML techniques increase, questions arise about their performance and applicability, and on the most suitable ML method depending on the specific application. Trying to answer these questions, this manuscript presents a systematic review of the state-of-the-art studies implementing ML techniques in the context of power systems, with a specific focus on the analysis of power flows, power quality, photovoltaic systems, intelligent transportation, and load forecasting. The survey investigates, for each of the selected topics, the most recent and promising ML techniques proposed by the literature, by highlighting their main characteristics and relevant results. The review revealed that, when compared to traditional approaches, ML algorithms can handle massive quantities of data with high dimensionality, by allowing the identification of hidden characteristics of (even) complex systems. In particular, even though very different techniques can be used for each application, hybrid models generally show better performances when compared to single ML-based models.


Constraints ◽  
2021 ◽  
Author(s):  
Jana Koehler ◽  
Josef Bürgler ◽  
Urs Fontana ◽  
Etienne Fux ◽  
Florian Herzog ◽  
...  

AbstractCable trees are used in industrial products to transmit energy and information between different product parts. To this date, they are mostly assembled by humans and only few automated manufacturing solutions exist using complex robotic machines. For these machines, the wiring plan has to be translated into a wiring sequence of cable plugging operations to be followed by the machine. In this paper, we study and formalize the problem of deriving the optimal wiring sequence for a given layout of a cable tree. We summarize our investigations to model this cable tree wiring problem (CTW). as a traveling salesman problem with atomic, soft atomic, and disjunctive precedence constraints as well as tour-dependent edge costs such that it can be solved by state-of-the-art constraint programming (CP), Optimization Modulo Theories (OMT), and mixed-integer programming (MIP). solvers. It is further shown, how the CTW problem can be viewed as a soft version of the coupled tasks scheduling problem. We discuss various modeling variants for the problem, prove its NP-hardness, and empirically compare CP, OMT, and MIP solvers on a benchmark set of 278 instances. The complete benchmark set with all models and instance data is available on github and was included in the MiniZinc challenge 2020.


2015 ◽  
Vol 13 (3) ◽  
pp. 428-434 ◽  
Author(s):  
J.A. Marmolejo-Saucedo ◽  
R. Rodríguez-Aguilar

Energies ◽  
2019 ◽  
Vol 12 (4) ◽  
pp. 657 ◽  
Author(s):  
Georgios Psarros ◽  
Stavros Papathanassiou

The generation management concept for non-interconnected island (NII) systems is traditionally based on simple, semi-empirical operating rules dating back to the era before the massive deployment of renewable energy sources (RES), which do not achieve maximum RES penetration, optimal dispatch of thermal units and satisfaction of system security criteria. Nowadays, more advanced unit commitment (UC) and economic-dispatch (ED) approaches based on optimization techniques are gradually introduced to safeguard system operation against severe disturbances, to prioritize RES participation and to optimize dispatch of the thermal generation fleet. The main objective of this paper is to comparatively assess the traditionally applied priority listing (PL) UC method and a more sophisticated mixed integer linear programming (MILP) UC optimization approach, dedicated to NII power systems. Additionally, to facilitate the comparison of the UC approaches and quantify their impact on systems security, a first attempt is made to relate the primary reserves capability of each unit to the maximum acceptable frequency deviation at steady state conditions after a severe disturbance and the droop characteristic of the unit’s speed governor. The fundamental differences between the two approaches are presented and discussed, while daily and annual simulations are performed and the results obtained are further analyzed.


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