Emre Yamangil

Tightening McCormick Relaxations for Nonlinear Programs via Dynamic Multivariate Partitioning

In this work, we propose a two-stage approach to strengthen piecewise McCormick relaxations for mixed-integer nonlinear programs (MINLP) with multi-linear terms. In the first stage, we exploit Constraint Programing (CP) techniques to contract the variable bounds. In the second stage we partition the variables domains using a dynamic multivariate partitioning scheme. Instead of equally partitioning the domains of variables appearing in multi-linear terms, we construct sparser partitions yet tighter relax- ations by iteratively partitioning the variable domains in regions of interest. This approach decouples the number of partitions from the size of the variable domains, leads to a significant reduction in computation time, and limits the number of binary variables that are introduced by the partitioning. We demonstrate the performance of our algorithm on well-known benchmark problems from MINLPLIB and discuss the computational benefits of CP-based bound tightening procedures.

Optimal Resilient transmission Grid Design

As illustrated in recent years (Superstorm Sandy, Northeast Ice Storm of 1998, etc.), extreme weather events pose an enormous threat to the electric power transmission systems and the associated socio-economic systems that depend on reliable delivery of electric power. These threats motivate the need for approaches and methods that improve the response (resilience) of power systems. In this paper, we develop a model and tractable methods for optimizing the upgrade of transmission systems through a combination of hardening existing components, adding redundant lines, switches, generators, and transformers. While many of these components are included in traditional design (expansion planning) problems, we uniquely assess their benefits from a resiliency point of view.

Extended Formulations in Mixed-Integer Convex Programming

We present a unifying framework for generating extended formulations for the polyhedral outer approximations used in algorithms for mixed-integer convex programming (MICP). Extended formulations lead to fewer iterations of outer approximation algorithms and generally faster solution times. First, we observe that all MICP instances from the MINLPLIB2 benchmark library are conic representable with standard symmetric and nonsymmetric cones. Conic reformulations are shown to be effective extended formulations themselves because they encode separability structure. For mixed-integer conic-representable problems, we provide the first outer approximation algorithm with finite-time convergence guarantees, opening a path for the use of conic solvers for continuous relaxations. We then connect the popular modeling framework of disciplined convex programming (DCP) to the existence of extended formulations independent of conic representability. We present evidence that our approach can yield significant gains in practice, with the solution of a number of open instances from the MINLPLIB2 benchmark library.

Polyhedral approximation in mixed-integer convex optimization

Generalizing both mixed-integer linear optimization and convex optimization, mixed-integer convex optimization possesses broad modeling power but has seen relatively few advances in general-purpose solvers in recent years. In this paper, we intend to provide a broadly accessible introduction to our recent work in developing algorithms and software for this problem class. Our approach is based on constructing polyhedral outer approximations of the convex constraints, resulting in a global solution by solving a finite number of mixed-integer linear and continuous convex subproblems. The key advance we present is to strengthen the polyhedral approximations by constructing them in a higher-dimensional space. In order to automate this extended formulation we rely on the algebraic modeling technique of disciplined convex programming (DCP), and for generality and ease of implementation we use conic representations of the convex constraints. Although our framework requires a manual translation of existing models into DCP form, after performing this transformation on the MINLPLIB2 benchmark library we were able to solve a number of unsolved instances and on many other instances achieve superior performance compared with state-of-the-art solvers like Bonmin, SCIP, and Artelys Knitro.

Resilient Off-grid Microgrids: Capacity Planning and N-1 Security

Over the past century the electric power industry has evolved to support the delivery of power over long distances with highly interconnected transmission systems. Despite this evolution, some remote communities are not connected to these systems. These communities rely on small, disconnected distribution systems, i.e., microgrids to deliver power. However, as microgrids often are not held to the same reliability standards as transmission grids, remote communities can be at risk for extended blackouts. To address this issue, we develop an optimization model and an algorithm for capacity planning and operations of microgrids that include

Optimal Transmission Line Switching Under Geomagnetic Disturbances

{N}

Tools for improving resilience of electric distribution systems with networked microgrids.

-1 security and other practical modeling features like ac power flow physics, component efficiencies, and thermal limits. We demonstrate the computational effectiveness of our approach on two test systems; a modified version of the IEEE 13 node test feeder and a model of a distribution system in a remote community in Alaska.

Designing Resilient Electrical Distribution Grids

In recent years, there have been increasing concerns about how geomagnetic disturbances (GMDs) impact electrical power systems. Geomagnetically induced currents (GICs) can saturate transformers, induce hot spot heating, and increase reactive power losses. These effects can potentially cause catastrophic damage to transformers and severely impact the ability of a power system to deliver power. To address this problem, we develop a model of GIC impacts to power systems that includes 1) GIC thermal capacity of transformers as a function of normal alternating current (AC), and 2) reactive power losses as a function of GIC. We use this model to derive an optimization problem that protects power systems from GIC impacts through line switching, generator redispatch, and load shedding. We employ state-of-the-art convex relaxations of AC power flow equations to lower bound the objective. We demonstrate the approach on a modified RTS96 system and the UIUC 150-bus system and show that line switching is an effective means to mitigate GIC impacts. We also provide a sensitivity analysis of optimal switching decisions with respect to GMD direction.