Cédric Josz

Application of the Moment-SOS Approach to Global Optimization of the OPF Problem ∗

Finding a global solution to the optimal power flow (OPF) problem is difficult due to its nonconvexity. A convex relaxation in the form of semidefinite programPming (SDP) has attracted much attention lately as it yields a global solution in several practical cases. However, it does not in all cases, and such cases have been documented in recent publications. This paper presents another SDP method known as the moment-sos (sum of squares) approach, which generates a sequence that converges towards a global solution to the OPF problem at the cost of higher runtime. Our finding is that in the small examples where the previously studied SDP method fails, this approach finds the global solution. The higher cost in runtime is due to an increase in the matrix size of the SDP problem, which can vary from one instance to another. Numerical experiment shows that the size is very often a quadratic function of the number of buses in the network, whereas it is a linear function of the number of buses in the case of the previously studied SDP method.

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.

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.

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.

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.