Ekaterina Kostina | Searcharxiv

arXiv2026

Constraint Qualifications and Gradient Flows for Block Vanishing Constraint Problems

Mathematical Programs with Blocks of Vanishing Constraints (MP-BVCs) are a challenging class of optimization problems due to the loss of standard constraint qualifications. Based on existing theory for classical MPVCs, i.e., MPBVC with block size one, we extend the constraint qualification theory for MPBVCs and show that the known LICQ-type condition for MPBVCs implies the Guignard Constraint Qualification (GCQ). A novel piecewise gradient flow approach converges under GCQ. It directly computes strongly stationary points and is an extension of the piecewise gradient flow approach for classic MPVC problems. Numerical experiments on several truss topology design instances with two and even three applied load forces demonstrate the robustness and effectiveness of the method.

math.OC↗

arXiv2026

Economic Nonlinear Model Predictive Control for Microgrids with Generator Up and Downtime Constraints

Recently there has been a lot of progress in the development of economic nonlinear model predictive control (NMPC) schemes for multistage optimal power flow (OPF) problems. However, the additional inclusion of discrete decision variables to model generator runtimes and generator startup costs can amount to large scale mixed-integer nonlinear programs (MINLPs) that are computationally very challenging. This work investigates the practical approach that replaces the nonlinear AC power flow equations by convex quadratic approximations. In combination with the discrete generator dynamics this leads to a mixed-integer quadratically constrained program (MIQCP) which is of significantly lower complexity and can be solved in reasonable time by off-the-shelf solvers such as CPLEX. We further show that simple terminal constraints are not sufficient to guarantee recursive feasibility of the NMPC scheme if constraints on generator runtime and on the number of generator startup events are present. To address this challenge we propose the use of additional time-coupled constraints and prove the resulting recursive feasibility property. Based on the assumption of periodic dissipativity of the underlying system we can prove stability of the proposed controller. To illustrate our results, we present simulations of a realistic 6-bus microgrid under different demand scenarios.

math.OC↗