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arXiv · 1710.07119

A Coordinate-Descent Algorithm for Tracking Solutions in Time-Varying Optimal Power Flows

Jie Liu·Jakub Marecek·Andrea Simonetto·Martin Takac
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Abstract

Consider a polynomial optimisation problem, whose instances vary continuously over time. We propose to use a coordinate-descent algorithm for solving such time-varying optimisation problems. In particular, we focus on relaxations of transmission-constrained problems in power systems. On the example of the alternating-current optimal power flows (ACOPF), we bound the difference between the current approximate optimal cost generated by our algorithm and the optimal cost for a relaxation using the most recent data from above by a function of the properties of the instance and the rate of change to the instance over time. We also bound the number of floating-point operations that need to be performed between two updates in order to guarantee the error is bounded from above by a given constant.

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Jie Liu, Jakub Marecek, Andrea Simonetto, Martin Takac. 2017-10-19. A Coordinate-Descent Algorithm for Tracking Solutions in Time-Varying Optimal Power Flows. https://doi.org/10.23919/pscc.2018.8442544

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