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Orcun Karaca

Publications and source records attributed to Orcun Karaca.

27 records · Page 2Linked to original sources
arXiv2020

Actuator Placement under Structural Controllability using Forward and Reverse Greedy Algorithms

Actuator placement is an active field of research which has received significant attention for its applications in complex dynamical networks. In this paper, we study the problem of finding a set of actuator placements minimizing the metric that measures the average energy consumed for state transfer by the controller, while satisfying a structural controllability requirement and a cardinality constraint on the number of actuators allowed. As no computationally efficient methods are known to solve such combinatorial set function optimization problems, two greedy algorithms, forward and reverse, are proposed to obtain approximate solutions. We first show that the constraint sets these algorithms explore can be characterized by matroids. We then obtain performance guarantees for the forward and reverse greedy algorithms applied to the general class of matroid optimization problems by exploiting properties of the objective function such as the submodularity ratio and the curvature. Finally, we propose feasibility check methods for both algorithms based on maximum flow problems on certain auxiliary graphs originating from the network graph. Our results are verified with case studies over large networks.

math.OC↗
arXiv2020

A convex relaxation approach for the optimized pulse pattern problem

Optimized Pulse Patterns (OPPs) are gaining increasing popularity in the power electronics community over the well-studied pulse width modulation due to their inherent ability to provide the switching instances that optimize current harmonic distortions. In particular, the OPP problem minimizes current harmonic distortions under a cardinality constraint on the number of switching instances per fundamental wave period. The OPP problem is, however, non-convex involving both polynomials and trigonometric functions. In the existing literature, the OPP problem is solved using off-the-shelf solvers with local convergence guarantees. To obtain guarantees of global optimality, we employ and extend techniques from polynomial optimization literature and provide a solution with a global convergence guarantee. Specifically, we propose a polynomial approximation to the OPP problem to then utilize well-studied globally convergent convex relaxation hierarchies, namely, semi-definite programming and relative entropy relaxations. The resulting hierarchy is proven to converge to the global optimal solution. Our method exhibits a strong performance for OPP problems up to 50 switching instances per quarter wave.

math.OC↗
arXiv2019

Enabling inter-area reserve exchange through stable benefit allocation mechanisms

The establishment of a single European day-ahead market has accomplished the integration of the regional day-ahead markets. However, the reserves provision and activation remain an exclusive responsibility of regional operators. This limited spatial coordination and the sequential market structure hinder the efficient utilization of flexible generation and transmission, since their capacities have to be ex-ante allocated between energy and reserves. To promote reserve exchange, recent work has proposed a preemptive model that defines the optimal inter-area transmission capacities for energy and reserves reducing the expected system cost. This decision-support tool, formulated as a stochastic bilevel program, respects the current architecture but does not suggest area-specific costs that guarantee sufficient incentives for all areas to accept the proposed solution. To this end, we formulate a preemptive model in a framework that allows the application of coalitional game theory methods to obtain a stable benefit allocation, i.e., an outcome immune to coalitional deviations ensuring willingness of all areas to coordinate. We show that benefit allocation mechanisms can be formulated either at the day-ahead or the real-time stages, in order to distribute the expected or the scenario-specific benefits, respectively. For both games, the proposed benefits achieve minimal stability violation, while allowing for a tractable computation with limited queries to the bilevel program. Our case studies, based on an illustrative and a more realistic test case, compare our method with well-studied benefit allocations, namely, the Shapley value and the nucleolus. We show that our method performs better in stability, tractability, and fairness, which would potentially be dictated by a criterion chosen by the regulator.

math.OC↗
arXiv2019

No-Regret Learning from Partially Observed Data in Repeated Auctions

We study a general class of repeated auctions, such as the ones found in electricity markets, as multi-agent games between the bidders. In such a repeated setting, bidders can adapt their strategies online based on the data observed in the previous auction rounds. Moreover, if no-regret algorithms are employed by the bidders to update their strategies, the game is known to converge to a coarse-correlated equilibrium, which generalizes the notion of Nash equilibrium to a probabilistic view of the auction state. Well-studied no-regret algorithms depend on the feedback information available at every round, and can be mainly distinguished as bandit (or payoff-based), and full-information. However, the information structure found in auctions lies in between these two models, since participants can often obtain partial observations of their utilities under different strategies. To this end, we modify existing bandit algorithms to exploit such additional information. Specifically, we utilize the feedback information that bidders can obtain when their bids are not accepted, and build a more accurate estimator of the utility vector. This results in improved regret guarantees compared to standard bandit algorithms. Moreover, we propose a heuristic method for auction settings where the proposed algorithm is not directly applicable. Finally, we demonstrate our findings on case studies based on realistic electricity market models.

cs.GT↗
arXiv2019

Actuator Placement for Optimizing Network Performance under Controllability Constraints

With the rising importance of large-scale network control, the problem of actuator placement has received increasing attention. Our goal in this paper is to find a set of actuators minimizing the metric that measures the average energy consumption of the control inputs while ensuring structural controllability of the network. As this problem is intractable, greedy algorithm can be used to obtain an approximate solution. To provide a performance guarantee for this approach, we first define the submodularity ratio for the metric under consideration and then reformulate the structural controllability constraint as a matroid constraint. This shows that the problem under study can be characterized by a matroid optimization involving a weakly submodular objective function. Then, we derive a novel performance guarantee for the greedy algorithm applied to this class of optimization problems. Finally, we show that the matroid feasibility check for the greedy algorithm can be cast as a maximum matching problem in a certain auxiliary bipartite graph related to the network graph.

math.OC↗
arXiv2018

Designing Coalition-Proof Reverse Auctions over Continuous Goods

This paper investigates reverse auctions that involve continuous values of different types of goods, general nonconvex constraints, and second stage costs. We seek to design the payment rules and conditions under which coalitions of participants cannot influence the auction outcome in order to obtain higher collective utility. Under the incentive-compatible Vickrey-Clarke-Groves mechanism, we show that coalition-proof outcomes are achieved if the submitted bids are convex and the constraint sets are of a polymatroid-type. These conditions, however, do not capture the complexity of the general class of reverse auctions under consideration. By relaxing the property of incentive-compatibility, we investigate further payment rules that are coalition-proof without any extra conditions on the submitted bids and the constraint sets. Since calculating the payments directly for these mechanisms is computationally difficult for auctions involving many participants, we present two computationally efficient methods. Our results are verified with several case studies based on electricity market data.

cs.GT↗
arXiv2018

Exploiting Weak Supermodularity for Coalition-Proof Mechanisms

Under the incentive-compatible Vickrey-Clarke-Groves mechanism, coalitions of participants can influence the auction outcome to obtain higher collective profit. These manipulations were proven to be eliminated if and only if the market objective is supermodular. Nevertheless, several auctions do not satisfy the stringent conditions for supermodularity. These auctions include electricity markets, which are the main motivation of our study. To characterize nonsupermodular functions, we introduce the supermodularity ratio and the weak supermodularity. We show that these concepts provide us with tight bounds on the profitability of collusion and shill bidding. We then derive an analytical lower bound on the supermodularity ratio. Our results are verified with case studies based on the IEEE test systems.

cs.GT↗
arXiv2018

Core-Selecting Mechanisms in Electricity Markets

Due to its theoretical virtues, several recent works propose the use of the incentive-compatible Vickrey-Clarke-Groves (VCG) mechanism for electricity markets. Coalitions of participants, however, can influence the VCG outcome to obtain higher collective profit. To address this issue, we propose core-selecting mechanisms for their coalition-proofness. We show that core-selecting mechanisms generalize the economic rationale of the locational marginal pricing (LMP) mechanism. Namely, these mechanisms are the exact class of mechanisms that ensure the existence of a competitive equilibrium in linear/nonlinear prices. This implies that the LMP mechanism is also core-selecting, and hence coalition-proof. In contrast to the LMP mechanism, core-selecting mechanisms exist for a broad class of electricity markets, such as ones involving nonconvex costs and nonconvex constraint sets. In addition, they can approximate truthfulness without the price-taking assumption of the LMP mechanism. Finally, we show that they are also budget-balanced. Our results are verified with case studies based on optimal power flow test systems and the Swiss reserve market.

cs.GT↗