arXiv subjects

Daniel K. Molzahn

Publications and source records attributed to Daniel K. Molzahn.

At least 73 records · Page 4Linked to original sources

arXiv2021

Optimal Power Flow for DC Networks with Robust Feasibility and Stability Guarantees

With high penetrations of renewable generation and variable loads, there is significant uncertainty associated with power flows in DC networks such that stability and operational constraint satisfaction are of concern. Most existing DC network optimal power flow (DN-OPF) formulations assume exact knowledge of loading conditions and do not provide stability guarantees. In contrast, this paper studies a DN-OPF formulation which considers both stability and operational constraint satisfaction under uncertainty. The need to account for a range of uncertainty realizations in this paper's robust optimization formulation results in a challenging semi-infinite program (SIP). The proposed solution algorithm reformulates this SIP into a computationally tractable problem by constructing a tight convex inner approximation of the stability set using sufficient conditions for the existence of a feasible and stable power flow solution. Optimal generator setpoints are obtained by optimizing over the proposed convex stability set. The validity and value of the proposed algorithm are demonstrated through various DC networks adapted from IEEE test cases.

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arXiv2021

Robust AC Optimal Power Flow with Robust Convex Restriction

Electric power grids regularly experience uncertain fluctuations from load demands and renewables, which poses a risk of violating operational limits designed to safeguard the system. In this paper, we consider the robust AC OPF problem that minimizes the generation cost while requiring a certain level of system security in the presence of uncertainty. The robust AC OPF problem requires that the system satisfy operational limits for all uncertainty realizations within a specified uncertainty set. Guaranteeing robustness is particularly challenging due to the non-convex, nonlinear AC power flow equations, which may not always have a solution. In this work, we extend a previously developed convex restriction to a robust convex restriction, which is a convex inner approximation of the non-convex feasible region of the AC OPF problem that accounts for uncertainty in the power injections. We then use the robust convex restriction in an algorithm that obtains robust solutions to AC OPF problems by solving a sequence of convex optimization problems. We demonstrate our algorithm and its ability to control robustness versus operating cost trade-offs using PGLib test cases.

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arXiv2021

The Power Grid Library for Benchmarking AC Optimal Power Flow Algorithms

In recent years, the power systems research community has seen an explosion of novel methods for formulating the AC power flow equations. Consequently, benchmarking studies using the seminal AC Optimal Power Flow (AC-OPF) problem have emerged as the primary method for evaluating these emerging methods. However, it is often difficult to directly compare these studies due to subtle differences in the AC-OPF problem formulation as well as the network, generation, and loading data that are used for evaluation. To help address these challenges, this IEEE PES Task Force report proposes a standardized AC-OPF mathematical formulation and the PGLib-OPF networks for benchmarking AC-OPF algorithms. A motivating study demonstrates some limitations of the established network datasets in the context of benchmarking AC-OPF algorithms and a validation study demonstrates the efficacy of using the PGLib-OPF networks for this purpose. In the interest of scientific discourse and future additions, the PGLib-OPF benchmark library is open-access and all the of network data is provided under a creative commons license.

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arXiv2021

Verifying Global Optimality of Candidate Solutions to Polynomial Optimization Problems using a Determinant Relaxation Hierarchy

We propose a method for verifying that a given feasible point for a polynomial optimization problem is globally optimal. The approach relies on the Lasserre hierarchy and the result of Lasserre regarding the importance of the convexity of the feasible set as opposed to that of the individual constraints. By focusing solely on certifying global optimality and relaxing the Lasserre hierarchy using necessary conditions for positive semidefiniteness based on matrix determinants, the proposed method is implementable as a computationally tractable linear program. We demonstrate this method via application to several instances of polynomial optimization, including the optimal power flow problem used to operate electric power systems.

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arXiv2020

Tightening QC Relaxations of AC Optimal Power Flow Problems via Complex Per Unit Normalization

Optimal power flow (OPF) is a key problem in power system operations. OPF problems that use the nonlinear AC power flow equations to accurately model the network physics have inherent challenges associated with non-convexity. To address these challenges, recent research has applied various convex relaxation approaches to OPF problems. The QC relaxation is a promising approach that convexifies the trigonometric and product terms in the OPF problem by enclosing these terms in convex envelopes. The accuracy of the QC relaxation strongly depends on the tightness of these envelopes. This paper presents two improvements to these envelopes. The first improvement leverages a polar representation of the branch admittances in addition to the rectangular representation used previously. The second improvement is based on a coordinate transformation via a complex per unit base power normalization that rotates the power flow equations. The trigonometric envelopes resulting from this rotation can be tighter than the corresponding envelopes in previous QC relaxation formulations. Using an empirical analysis with a variety of test cases, this paper suggests an appropriate value for the angle of the complex base power. Comparing the results with a state-of-the-art QC formulation reveals the advantages of the proposed improvements.

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arXiv2020

Efficient Creation of Datasets for Data-Driven Power System Applications

Advances in data-driven methods have sparked renewed interest for applications in power systems. Creating datasets for successful application of these methods has proven to be very challenging, especially when considering power system security. This paper proposes a computationally efficient method to create datasets of secure and insecure operating points. We propose an infeasibility certificate based on separating hyperplanes that can a-priori characterize large parts of the input space as insecure, thus significantly reducing both computation time and problem size. Our method can handle an order of magnitude more control variables and creates balanced datasets of secure and insecure operating points, which is essential for data-driven applications. While we focus on N-1 security and uncertainty, our method can extend to dynamic security. For PGLib-OPF networks up to 500 buses and up to 125 control variables, we demonstrate drastic reductions in unclassified input space volumes and computation time, create balanced datasets, and evaluate an illustrative data-driven application.

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arXiv2020

Inexact Convex Relaxations for AC Optimal Power Flow: Towards AC Feasibility

Convex relaxations of AC optimal power flow (AC-OPF) problems have attracted significant interest as in several instances they provably yield the global optimum to the original non-convex problem. If, however, the relaxation is inexact, the obtained solution is not AC-feasible. The quality of the obtained solution is essential for several practical applications of AC-OPF, but detailed analyses are lacking in existing literature. This paper aims to cover this gap. We provide an in-depth investigation of the solution characteristics when convex relaxations are inexact, we assess the most promising AC feasibility recovery methods for large-scale systems, and we propose two new metrics that lead to a better understanding of the quality of the identified solutions. We perform a comprehensive assessment on 96 different test cases, ranging from 14 to 3120 buses, and we show the following: (i) Despite an optimality gap of less than 1%, several test cases still exhibit substantial distances to both AC feasibility and local optimality and the newly proposed metrics characterize these deviations. (ii) Penalization methods fail to recover an AC-feasible solution in 15 out of 45 cases, and using the proposed metrics, we show that most failed test instances exhibit substantial distances to both AC-feasibility and local optimality. For failed test instances with small distances, we show how our proposed metrics inform a fine-tuning of penalty weights to obtain AC-feasible solutions. (iii) The computational benefits of warm-starting non-convex solvers have significant variation, but a computational speedup exists in over 75% of the cases.

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arXiv2020

Feasible Path Identification in Optimal Power Flow with Sequential Convex Restriction

Nonconvexity induced by the nonlinear AC power flow equations challenges solution algorithms for AC optimal power flow (OPF) problems. While significant research efforts have focused on reliably computing high-quality OPF solutions, it is not always clear that there exists a feasible path to reach the desired operating point. Transitioning between operating points while avoiding constraint violations can be challenging since the feasible space of the OPF problem is nonconvex and potentially disconnected. To address this problem, we propose an algorithm that computes a provably feasible path from an initial operating point to a desired operating point. Given an initial feasible point, the algorithm solves a sequence of convex quadratically constrained optimization problems over conservative convex inner approximations of the OPF feasible space. In each iteration, we obtain a new, improved operating point and a feasible transition from the operating point in the previous iteration. In addition to computing a feasible path to a known desired operating point, this algorithm can also be used to improve the operating point locally. Extensive numerical studies on a variety of test cases demonstrate the algorithm and the ability to arrive at a high-quality solution in few iterations.

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arXiv2019

Balancibility: Existence and Uniqueness of Power Flow Solutions under Voltage Balance Requirements

In distribution systems, power injection variability due to growing penetrations of distributed energy resources (DERs) and dispatchable loads can lead to power quality issues such as severe voltage unbalance. To ensure the safe operation of phase-balance-sensitive components such as transformers and induction motor loads, the amount of voltage unbalance must be maintained within specified limits for a range of uncertain loading conditions. This paper builds on existing "solvability conditions" that characterize operating regions for which the power flow equations are guaranteed to have a unique high-voltage solution. We extend these existing solvability conditions to be applicable to distribution systems and augment them with a "balancibility" condition which quantifies an operating region within which a unique, adequately balanced power flow solution exists. To build this condition, we consider different unbalance definitions and derive closed-form representations through reformulations or safe approximations. Using case studies, we evaluate these closed-form representations and compare the balancibility conditions associated with different unbalance definitions.

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arXiv2019

A Method for Quickly Bounding the Optimal Objective Value of an OPF Problem using a Semidefinite Relaxation and a Local Solution

Optimal power flow (OPF) is an important problem in the operation of electric power systems. Due to the OPF problem's non-convexity, there may exist multiple local optima. Certifiably obtaining the global solution is important for certain applications of OPF problems. Many global optimization techniques compute an optimality gap that compares the achievable objective value corresponding to the feasible point from a local solution algorithm with the objective value bound from a convex relaxation technique. Rather than the traditional practice of completely separating the local solution and convex relaxation computations, this paper proposes a method that exploits information from a local solution to speed the computation of an objective value bound using a semidefinite programming (SDP) relaxation. The improvement in computational tractability comes with the trade-off of reduced tightness for the resulting objective value bound. Numerical experiments illustrate this trade-off, with the proposed method being faster but weaker than the SDP relaxation and slower but tighter than second-order cone programming (SOCP) and quadratic convex (QC) relaxations for many large test cases.

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arXiv2019

Implied Constraint Satisfaction in Power System Optimization: The Impacts of Load Variations

In many power system optimization problems, we observe that only a small fraction of the line flow constraints ever become active at the optimal solution, despite variations in the load profile and generation costs. This observation has far-reaching implications not only for power system optimization, but also for the practical long-term planning, operation, and control of the system. We formalize this empirical observation for problems involving the DC power flow equations. We use a two-step constraint screening approach to identify constraints whose satisfaction is implied by other constraints in the problem, and can therefore be removed from the problem. For the first screening step, we derive analytical bounds that quickly identify redundancies in the flow limits on parallel lines. The second screening step uses optimization-based constraint screening, where we solve a (relaxed) optimization problem for each constraint to identify redundancies. Different from existing methods, we specifically focus our approach on large ranges of load variation such that the results are valid for long periods of time, thus justifying the computational overhead required for the screening method. Numerical results for a wide variety of standard test cases show that even with load variations up to +/- 100% of nominal loading, we are able to eliminate a significant fraction of the flow constraints. This large reduction in constraints may enable a range of possible applications. As one illustrative example, we demonstrate the computational improvements for the unit commitment problem obtained as a result of the reduced number of constraints.

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arXiv2018

Transient Stability Analysis of Power Systems via Occupation Measures

We propose the application of occupation measure theory to the classical problem of transient stability analysis for power systems. This enables the computation of certified inner and outer approximations for the region of attraction of a nominal operating point. In order to determine whether a post-disturbance point requires corrective actions to ensure stability, one would then simply need to check the sign of a polynomial evaluated at that point. Thus, computationally expensive dynamical simulations are only required for post-disturbance points in the region between the inner and outer approximations. We focus on the nonlinear swing equations but voltage dynamics could also be included. The proposed approach is formulated as a hierarchy of semidefinite programs stemming from an infinite-dimensional linear program in a measure space, with a natural dual sum-of-squares perspective. On the theoretical side, this paper lays the groundwork for exploiting the oscillatory structure of power systems by using Hermitian (instead of real) sums-of-squares and connects the proposed approach to recent results from algebraic geometry.

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arXiv2018

Lasserre hierarchy for large scale polynomial optimization in real and complex variables

We propose general notions to deal with large scale polynomial optimization problems and demonstrate their efficiency on a key industrial problem of the twenty first century, namely the optimal power flow problem. These notions enable us to find global minimizers on instances with up to 4,500 variables and 14,500 constraints. First, we generalize the Lasserre hierarchy from real to complex to numbers in order to enhance its tractability when dealing with complex polynomial optimization. Complex numbers are typically used to represent oscillatory phenomena, which are omnipresent in physical systems. Using the notion of hyponormality in operator theory, we provide a finite convergence criterion which generalizes the Curto-Fialkow conditions of the real Lasserre hierarchy. Second, we introduce the multi-ordered Lasserre hierarchy in order to exploit sparsity in polynomial optimization problems (in real or complex variables) while preserving global convergence. It is based on two ideas: 1) to use a different relaxation order for each constraint, and 2) to iteratively seek a closest measure to the truncated moment data until a measure matches the truncated data. Third and last, we exhibit a block diagonal structure of the Lasserre hierarchy in the presence of commonly encountered symmetries. To the best of our knowledge, the Lasserre hierarchy was previously limited to small scale problems, while we solve a large scale industrial problem with thousands of variables and constraints to global optimality.

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arXiv2018

Improving QC Relaxations of OPF Problems via Voltage Magnitude Difference Constraints and Envelopes for Trilinear Monomials

AC optimal power flow (AC~OPF) is a challenging non-convex optimization problem that plays a crucial role in power system operation and control. Recently developed convex relaxation techniques provide new insights regarding the global optimality of AC~OPF solutions. The quadratic convex (QC) relaxation is one promising approach that constructs convex envelopes around the trigonometric and product terms in the polar representation of the power flow equations. This paper proposes two methods for tightening the QC relaxation. The first method introduces new variables that represent the voltage magnitude differences between connected buses. Using "bound tightening" techniques, the bounds on the voltage magnitude difference variables can be significantly smaller than the bounds on the voltage magnitudes themselves, so constraints based on voltage magnitude differences can tighten the relaxation. Second, rather than a potentially weaker "nested McCormick" formulation, this paper applies "Meyer and Floudas" envelopes that yield the convex hull of the trilinear monomials formed by the product of the voltage magnitudes and trignometric terms in the polar form of the power flow equations. Comparison to a state-of-the-art QC implementation demonstrates the advantages of these improvements via smaller optimality gaps.

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arXiv2017

Locating and counting equilibria of the Kuramoto model with rank one coupling

The Kuramoto model describes synchronization behavior among coupled oscillators and enjoys successful application in a wide variety of fields. Many of these applications seek phase-coherent solutions, i.e., equilibria of the model. Historically, research has focused on situations where the number of oscillators, $n$, is extremely large and can be treated as being infinite. More recently, however, applications have arisen in areas such as electrical engineering with more modest values of $n$. For these, the equilibria can be located by finding the real solutions of a system of polynomial equations utilizing techniques from algebraic geometry. However, typical methods for solving such systems locate all complex solutions even though only the real solutions give equilibria. In this paper, we present an algorithm to locate only the real solutions of the model, thereby shortening computation time by several orders of magnitude in certain situations. This is accomplished by choosing specific equilibria representatives and the consequent algebraic decoupling of the system. The correctness of the algorithm (that it finds only and all the equilibria) is proved rigorously. Additionally, the algorithm can be implemented using interval methods so that the equilibria can be approximated up to any given precision without significantly more computational effort. We also compare this solving approach to other computational algebraic geometric methods. Furthermore, analyzing this approach allows us to prove, asymptotically, that the maximum number of equilibria grows at the same rate as the number of complex solutions of a corresponding polynomial system. Finally, we conjecture an upper bound on the maximum number of equilibria for any number of oscillators which generalizes the known cases and is obtained on a range of explicitly provided natural frequencies.

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arXiv2016

Moment Relaxations of Optimal Power Flow Problems: Beyond the Convex Hull

Optimal power flow (OPF) is one of the key electric power system optimization problems. "Moment" relaxations from the Lasserre hierarchy for polynomial optimization globally solve many OPF problems. Previous work illustrates the ability of higher-order moment relaxations to approach the convex hulls of OPF problems' non-convex feasible spaces. Using a small test case, this paper focuses on the ability of the moment relaxations to globally solve problems with objective functions that have unconstrained minima at infeasible points inside the convex hull of the non-convex constraints.

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arXiv2016

Moment/Sum-of-Squares Hierarchy for Complex Polynomial Optimization

We consider the problem of finding the global optimum of a real-valued complex polynomial on a compact set defined by real-valued complex polynomial inequalities. It reduces to solving a sequence of complex semidefinite programming relaxations that grow tighter and tighter thanks to D'Angelo's and Putinar's Positivstellenstatz discovered in 2008. In other words, the Lasserre hierarchy may be transposed to complex numbers. We propose a method for exploiting sparsity and apply the complex hierarchy to problems with several thousand complex variables. These problems consist of computing optimal power flows in the European high-voltage transmission network.

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arXiv2016

Computing the Feasible Spaces of Optimal Power Flow Problems

The solution to an optimal power flow (OPF) problem provides a minimum cost operating point for an electric power system. The performance of OPF solution techniques strongly depends on the problem's feasible space. This paper presents an algorithm for provably computing the entire feasible spaces of small OPF problems to within a specified discretization tolerance. Specifically, the feasible space is computed by discretizing certain of the OPF problem's inequality constraints to obtain a set of power flow equations. All solutions to the power flow equations at each discretization point are obtained using the Numerical Polynomial Homotopy Continuation (NPHC) algorithm. To improve computational tractability, "bound tightening" and "grid pruning" algorithms use convex relaxations to eliminate the consideration of discretization points for which the power flow equations are provably infeasible. The proposed algorithm is used to generate the feasible spaces of two small test cases.

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