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Gonzalo Munoz

Publications and source records attributed to Gonzalo Munoz.

4 recordsLinked to original sources

On obtaining the convex hull of quadratic inequalities via aggregations

A classical approach for obtaining valid inequalities for a set involves weighted aggregations of the inequalities that describe such set. When the set is described by linear inequalities, thanks to the Farkas lemma, we know that every valid inequality can be obtained using aggregations. When the inequalities describing the set are two quadratics, Yildiran showed that the convex hull of the set is given by at most two aggregated inequalities. In this work, we study the case of a set described by three or more quadratic inequalities. We show that, under technical assumptions, the convex hull of a set described by three quadratic inequalities can be obtained via (potentially infinitely many) aggregated inequalities. We also show, through counterexamples, that it is unlikely to have a similar result if either the technical conditions are relaxed, or if we consider four or more inequalities.

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Robust linear control of nonconvex battery operation in transmission systems

We describe a robust multiperiod transmission plan- ning model including renewables and batteries, where battery output is used to partly offset renewable output deviations from forecast. A central element is a nonconvex battery operation model which is used with a robust model of forecast errors and a linear control scheme. Even though the problem is nonconvex we provide an efficient and theoretically valid algorithm that effectively solves cases on large transmission systems. Index Terms. Batteries, control, robust optimization.

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LP approximations to mixed-integer polynomial optimization problems

We present a class of linear programming approximations for constrained optimization problems. In the case of mixed-integer polynomial optimization problems, if the intersection graph of the constraints has bounded tree-width our construction yields a class of linear size formulations that attain any desired tolerance. As a result, we obtain an approximation scheme for the "AC-OPF" problem on graphs with bounded tree-width. We also describe a more general construction for pure binary optimization problems where individual constraints are available through a membership oracle; if the intersection graph for the constraints has bounded tree-width our construction is of linear size and exact. This improves on a number of results in the literature, both from the perspective of formulation size and generality.

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