arXiv subjects

Daniel K. Molzahn

Publications and source records attributed to Daniel K. Molzahn.

80 records · Page 5Linked to original sources

arXiv2016

A Laplacian-Based Approach for Finding Near Globally Optimal Solutions to OPF Problems

A semidefinite programming (SDP) relaxation globally solves many optimal power flow (OPF) problems. For other OPF problems where the SDP relaxation only provides a lower bound on the objective value rather than the globally optimal decision variables, recent literature has proposed a penalization approach to find feasible points that are often nearly globally optimal. A disadvantage of this penalization approach is the need to specify penalty parameters. This paper presents an alternative approach that algorithmically determines a penalization appropriate for many OPF problems. The proposed approach constrains the generation cost to be close to the lower bound from the SDP relaxation. The objective function is specified using iteratively determined weights for a Laplacian matrix. This approach yields feasible points to the OPF problem that are guaranteed to have objective values near the global optimum due to the constraint on generation cost. The proposed approach is demonstrated on both small OPF problems and a variety of large test cases representing portions of European power systems.

math.OC↗

arXiv2016

Investigating the Maximum Number of Real Solutions to the Power Flow Equations: Analysis of Lossless Four-Bus Systems

The power flow equations model the steady-state relationship between the power injections and voltage phasors in an electric power system. By separating the real and imaginary components of the voltage phasors, the power flow equations can be formulated as a system of quadratic polynomials. Only the real solutions to these polynomial equations are physically meaningful. This paper focuses on the maximum number of real solutions to the power flow equations. An upper bound on the number of real power flow solutions commonly used in the literature is the maximum number of complex solutions. There exist two- and three-bus systems for which all complex solutions are real. It is an open question whether this is also the case for larger systems. This paper investigates four-bus systems using techniques from numerical algebraic geometry and conjectures a negative answer to this question. In particular, this paper studies lossless, four-bus systems composed of PV buses connected by lines with arbitrary susceptances. Computing the Galois group, which is degenerate, enables conversion of the problem of counting the number of real solutions to the power flow equations into counting the number of positive roots of a univariate sextic polynomial. From this analysis, it is conjectured that the system has at most 16 real solutions, which is strictly less than the maximum number of complex solutions, namely 20. We also provide explicit parameter values where this system has 16 real solutions so that the conjectured upper bound is achievable.

math.OC↗

arXiv2016

Computational Analysis of Sparsity-Exploiting Moment Relaxations of the OPF Problem

With the potential to find global solutions, significant research interest has focused on convex relaxations of the non-convex OPF problem. Recently, "moment-based" relaxations from the Lasserre hierarchy for polynomial optimization have been shown capable of globally solving a broad class of OPF problems. Global solution of many large-scale test cases is accomplished by exploiting sparsity and selectively applying the computationally intensive higher-order relaxation constraints. Previous work describes an iterative algorithm that indicates the buses for which the higher-order constraints should be enforced. In order to speed computation of the moment relaxations, this paper provides a study of the key parameter in this algorithm as applied to relaxations from both the original Lasserre hierarchy and a recent complex extension of the Lasserre hierarchy.

math.OC↗

arXiv2015

Convex Relaxations of Optimal Power Flow Problems: An Illustrative Example

Recently, there has been significant interest in convex relaxations of the optimal power flow (OPF) problem. A semidefinite programming (SDP) relaxation globally solves many OPF problems. However, there exist practical problems for which the SDP relaxation fails to yield the global solution. Conditions for the success or failure of the SDP relaxation are valuable for determining whether the relaxation is appropriate for a given OPF problem. To move beyond existing conditions, which only apply to a limited class of problems, a typical conjecture is that failure of the SDP relaxation can be related to physical characteristics of the system. By presenting an example OPF problem with two equivalent formulations, this paper demonstrates that physically based conditions cannot universally explain algorithm behavior. The SDP relaxation fails for one formulation but succeeds in finding the global solution to the other formulation. Since these formulations represent the same system, success (or otherwise) of the SDP relaxation must involve factors beyond just the network physics. The lack of universal physical conditions for success of the SDP relaxation motivates the development of tighter convex relaxations capable of solving a broader class of problems. Tools from polynomial optimization theory provide a means of developing tighter relaxations. We use the example OPF problem to illustrate relaxations from the Lasserre hierarchy for polynomial optimization and a related "mixed semidefinite/second-order cone programming" hierarchy.

math.OC↗

arXiv2015

Solution of Optimal Power Flow Problems using Moment Relaxations Augmented with Objective Function Penalization

The optimal power flow (OPF) problem minimizes the operating cost of an electric power system. Applications of convex relaxation techniques to the non-convex OPF problem have been of recent interest, including work using the Lasserre hierarchy of "moment" relaxations to globally solve many OPF problems. By preprocessing the network model to eliminate low-impedance lines, this paper demonstrates the capability of the moment relaxations to globally solve large OPF problems that minimize active power losses for portions of several European power systems. Large problems with more general objective functions have thus far been computationally intractable for current formulations of the moment relaxations. To overcome this limitation, this paper proposes the combination of an objective function penalization with the moment relaxations. This combination yields feasible points with objective function values that are close to the global optimum of several large OPF problems. Compared to an existing penalization method, the combination of penalization and the moment relaxations eliminates the need to specify one of the penalty parameters and solves a broader class of problems.

math.OC↗

arXiv2014

Sparsity-Exploiting Moment-Based Relaxations of the Optimal Power Flow Problem

Convex relaxations of non-convex optimal power flow (OPF) problems have recently attracted significant interest. While existing relaxations globally solve many OPF problems, there are practical problems for which existing relaxations fail to yield physically meaningful solutions. This paper applies moment relaxations to solve many of these OPF problems. The moment relaxations are developed from the Lasserre hierarchy for solving generalized moment problems. Increasing the relaxation order in this hierarchy results in "tighter" relaxations at the computational cost of larger semidefinite programs. Low-order moment relaxations are capable of globally solving many small OPF problems for which existing relaxations fail. By exploiting sparsity and only applying the higher-order relaxation to specific buses, global solutions to larger problems are computationally tractable through the use of an iterative algorithm informed by a heuristic for choosing where to apply the higher-order constraints. With standard semidefinite programming solvers, the algorithm globally solves many test systems with up to 300 buses for which the existing semidefinite relaxation fails to yield globally optimal solutions.

math.OC↗

arXiv2014

Moment-Based Relaxation of the Optimal Power Flow Problem

The optimal power flow (OPF) problem minimizes power system operating cost subject to both engineering and network constraints. With the potential to find global solutions, significant research interest has focused on convex relaxations of the non-convex AC OPF problem. This paper investigates ``moment-based'' relaxations of the OPF problem developed from the theory of polynomial optimization problems. At the cost of increased computational requirements, moment-based relaxations are generally tighter than the semidefinite relaxation employed in previous research, thus resulting in global solutions for a broader class of OPF problems. Exploration of the feasible space for test systems illustrates the effectiveness of the moment-based relaxation.

math.OC↗

arXiv2012

A Sufficient Condition for Power Flow Insolvability with Applications to Voltage Stability Margins

For the nonlinear power flow problem specified with standard PQ, PV, and slack bus equality constraints, we present a sufficient condition under which the specified set of nonlinear algebraic equations has no solution. This sufficient condition is constructed in a framework of an associated feasible, convex optimization problem. The objective employed in this optimization problem yields a measure of distance (in a parameter set) to the power flow solution boundary. In practical terms, this distance is closely related to quantities that previous authors have proposed as voltage stability margins. A typical margin is expressed in terms of the parameters of system loading (injected powers); here we additionally introduce a new margin in terms of the parameters of regulated bus voltages.

math.OC↗