Optimal Power Flow (OPF) is an important tool used to coordinate assets in electric power systems to ensure customer voltages are within pre-defined tolerances and to improve distribution system operations. While convex relaxations of Optimal Power Flow (OPF) problems have been proposed for both balanced and unbalanced networks, these approaches do not provide universal convexity guarantees and scale inefficiently as network size and the number of constraints increase. To address these issues, we have recently explored a novel linearized OPF formulation for unbalanced distribution systems. Our approach is made possible in part by approximating the ratio of voltages across phases throughout the network. In this work, we generalize the previous formulation to allow arbitrary complex numbers to approximate voltage ratios at different locations in the feeder. Furthermore, we continue the analysis of the linearized OPF via comparison to results obtained through convex relaxations and Semi-Definite Programming (SDP). Simulations of IEEE test feeders show that the proposed formulation produces control decisions that closely approximate those obtained via SDP relaxations. In a specific case, we show that the linearized OPF is capable of solving certain problems which cannot be formulated as SDPs.
This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a distributed manner over time-varying unbalanced directed topologies by using only local information and performing only local computations. Towards this end, a new distributed discrete-time algorithm is developed by synthesizing the row stochastic matrices sequence and column stochastic matrices sequence analysis technique. Furthermore, for the developed distrib…
This paper studies a distributed online constrained optimization problem over time-varying unbalanced digraphs without explicit subgradients. In sharp contrast to the existing algorithms, we design a novel consensus-based distributed online algorithm with a local randomized zeroth-order oracle and then rescale the oracle by constructing row-stochastic matrices, which aims to address the unbalancedness of time-varying digraphs. Under mild conditions, the average dynamic regret over a time horizon is shown to asymptotically converge at a sublinear rate provided that the accumulated variation gro…
This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the local cost functions. Based on the topology balancing technique and adaptive control approach, a novel fully distributed algorithm is developed for each agent with neither prior global information concerning network connectivity nor convexity of local cost functions. By viewing the proposed algorithm as a perturbed system, its input-to-state stability with a van…
This paper considers a distributed convex optimization problem with inequality constraints over time-varying unbalanced digraphs, where the cost function is a sum of local objectives, and each node of the graph only knows its local objective and inequality constraints. Although there is a vast literature on distributed optimization, most of them require the graph to be balanced, which is quite restrictive and not necessary. Very recently, the unbalanced problem has been resolved only for either time-invariant graphs or unconstrained optimization. This work addresses the unbalancedness by focus…
The nonlinear programming (NLP) problem to solve distribution-level optimal power flow (D-OPF) poses convergence issues and does not scale well for unbalanced distribution systems. The existing scalable D-OPF algorithms either use approximations that are not valid for an unbalanced power distribution system or apply relaxation techniques to the nonlinear power flow equations that do not guarantee a feasible power flow solution. In this paper, we propose scalable D-OPF algorithms that simultaneously achieve optimal and feasible solutions by solving multiple iterations of approximate, or relaxed…
We present a method for joint phase identification and topology recovery in unbalanced three phase radial networks using only voltage measurements. By recovering phases and topology jointly, we utilize all three phase voltage measurements and can handle networks where some buses have a subset of three phases. Our method is theoretically justified by a novel linearized formulation of unbalanced three phase power flow and makes precisely defined and reasonable assumptions on line impedances and load statistics. We validate our method on three IEEE test networks simulated under realistic conditio…
This paper investigates new first-order optimality conditions for general optimization problems. These optimality conditions are stronger than the commonly used M-stationarity conditions and are in particular useful when the latter cannot be applied because the underlying limiting normal cone cannot be computed effectively. We apply our optimality conditions to a MPEC to demonstrate their practicability.
The economic dispatch problem is considered for unbalanced three-phase power distribution networks entailing both non-deferrable and elastic loads, and distributed generation (DG) units. The objective is to minimize the costs of power drawn from the main grid and supplied by the DG units over a given time horizon, while meeting the overall load demand and effecting voltage regulation. Similar to optimal power flow counterparts for balanced systems, the resultant optimization problem is nonconvex. Nevertheless, a semidefinite programming (SDP) relaxation technique is advocated to obtain a (rela…
This article presents a new class of distances between arbitrary nonnegative Radon measures inspired by optimal transport. These distances are defined by two equivalent alternative formulations: (i) a dynamic formulation defining the distance as a geodesic distance over the space of measures (ii) a static "Kantorovich" formulation where the distance is the minimum of an optimization problem over pairs of couplings describing the transfer (transport, creation and destruction) of mass between two measures. Both formulations are convex optimization problems, and the ability to switch from one to …
In this paper, we consider a proximal linearized alternating direction method of multipliers (PL-ADMM) for solving linearly constrained nonconvex and possibly nonsmooth optimization problems. The algorithm is generalized by using variable metric proximal terms in the primal updates and an over-relaxation stepsize in the multiplier update. We prove that the sequence generated by this method is bounded and its limit points are critical points. Under the powerful Kurdyka-{Łojasiewicz} properties we prove that the sequence has a finite length thus converges, and we drive its convergence rates.
This paper proposes an efficient algorithmic approach that overcomes the critical challenges in the real-time unbalanced distribution system state estimation, topology error processing, and outage identification simultaneously: (1) Limited locations of measurement devices and unsynchronized measurement data as well as missing and bad data, (2) Complicated mixed-phase switch actions and mutual impedances, and (3) the nonlinear nature of unbalanced distribution system power flow and measurement data . A single snap-shot mixed-integer quadratic programming (MIQP) optimization framework is propose…
The Hong Kong University of Science and Technology（香港科技大学）；Peking University（北京大学）
This paper considers stochastic first-order algorithms for convex-concave minimax problems of the form $\min_{\bf x}\max_{\bf y}f(\bf x, \bf y)$, where $f$ can be presented by the average of $n$ individual components which are $L$-average smooth. For $μ_x$-strongly-convex-$μ_y$-strongly-concave setting, we propose a new method which could find a $\varepsilon$-saddle point of the problem in $\tilde{\mathcal O} \big(\sqrt{n(\sqrt{n}+κ_x)(\sqrt{n}+κ_y)}\log(1/\varepsilon)\big)$ stochastic first-order complexity, where $κ_x\triangleq L/μ_x$ and $κ_y\triangleq L/μ_y$. This upper bound is near optim…
In this paper we propose a proximal algorithm for minimizing an objective function of two block variables consisting of three terms: 1) a smooth function, 2) a nonsmooth function which is a composition between a strictly increasing, concave, differentiable function and a convex nonsmooth function, and 3) a smooth function which couples the two block variables. We propose a variable metric composite proximal alternating linearized minimization (CPALM) to solve this class of problems. Building on the powerful Kurdyka-Łojasiewicz property, we derive the convergence analysis and establish that eac…
This article presents an optimization model for tertiary control in three-phase unbalanced microgrids. This model considers 24h operation and includes renewable energy sources, energy storage devices, and grid code limitations. Power flow equations are simplified using a recently developed approximation based on Wirtinger's calculus. The proposed model is evaluated both theoretically and practically. From the theoretical point of view, the model is suitable for tertiary control since it is convex; hence, global optimum, uniqueness of the solution, and convergence of the interior point method a…
In this paper, we propose a sparse equity portfolio optimization (SEPO) based on the mean-variance portfolio selection model. Aimed at minimizing transaction cost by avoiding small investments, this new model includes $\ell_0$-norm regularization of the asset weights to promote sparsity, hence the acronym SEPO-$\ell_0$. The selection model is also subjected to a minimum expected return. The complexity of the model calls for proximal method, which allows us to handle the objectives terms separately via the corresponding proximal operators. We develop an efficient ADMM-like algorithm to find the…
This paper extends the idea of the Thevenin equivalent into unbalanced 3ϕ circuits and proposes a 3ϕ long-term voltage stability indicator (VSI), that can identify critical loads in a system. Furthermore, in order to identify whether the voltage stability limit is due to the transmission network or a distribution network, a transmission-distribution distinguishing index (TDDI) is proposed. The novelty in the proposed indices is that they can account for the unbalance in the lines and loads, enabling them to use unbalanced phasor measurements naturally. This is supported by mathematical derivat…
This paper proposes an optimization strategy to assist utility operators to recover power distribution systems after large outages. Specifically, a mixed-integer linear programming (MILP) model is developed for co-optimizing crews, resources, and network operations. The MILP model coordinates damage isolation, network reconfiguration, distributed generator re-dispatch, and crew/resource logistics. In addition, a framework for integrating different types of photovoltaic (PV) systems in the restoration process is developed.} We consider two different types of crews, namely, line crews for damage…
The augmented Lagrangian method (ALM) is a benchmark for convex programming problems with linear constraints; ALM and its variants for linearly equality-constrained convex minimization models have been well studied in the literature. However, much less attention has been paid to ALM for efficiently solving linearly inequality-constrained convex minimization models. In this paper, we exploit an enlightening reformulation of the newly developed indefinite linearized ALM for the equality-constrained convex optimization problem, and present a new indefinite linearized ALM scheme for efficiently so…
Given an undirected graph $\mathcal{G}=(\mathcal{N},\mathcal{E})$ of agents $\mathcal{N}=\{1,\ldots,N\}$ connected with edges in $\mathcal{E}$, we study how to compute an optimal decision on which there is consensus among agents and that minimizes the sum of agent-specific private convex composite functions $\{Φ_i\}_{i\in\mathcal{N}}$ while respecting privacy requirements, where $Φ_i\triangleq ξ_i + f_i$ belongs to agent-$i$. Assuming only agents connected by an edge can communicate, we propose a distributed proximal gradient method DPGA for consensus optimization over both unweighted and weig…
Linearized alternating direction method of multipliers (ADMM) as an extension of ADMM has been widely used to solve linearly constrained problems in signal processing, machine leaning, communications, and many other fields. Despite its broad applications in nonconvex optimization, for a great number of nonconvex and nonsmooth objective functions, its theoretical convergence guarantee is still an open problem. In this paper, we propose a two-block linearized ADMM and a multi-block parallel linearized ADMM for problems with nonconvex and nonsmooth objectives. Mathematically, we present that the …
This paper addresses the problem of Unbalanced Optimal Transport (UOT) in which the marginal conditions are relaxed (using weighted penalties in lieu of equality) and no additional regularization is enforced on the OT plan. In this context, we show that the corresponding optimization problem can be reformulated as a non-negative penalized linear regression problem. This reformulation allows us to propose novel algorithms inspired from inverse problems and nonnegative matrix factorization. In particular, we consider majorization-minimization which leads in our setting to efficient multiplicativ…
In this paper we study nonconvex and nonsmooth optimization problems with semi-algebraic data, where the variables vector is split into several blocks of variables. The problem consists of one smooth function of the entire variables vector and the sum of nonsmooth functions for each block separately. We analyze an inertial version of the Proximal Alternating Linearized Minimization (PALM) algorithm and prove its global convergence to a critical point of the objective function at hand. We illustrate our theoretical findings by presenting numerical experiments on blind image deconvolution, on sp…
We introduce SPRING, a novel stochastic proximal alternating linearized minimization algorithm for solving a class of non-smooth and non-convex optimization problems. Large-scale imaging problems are becoming increasingly prevalent due to advances in data acquisition and computational capabilities. Motivated by the success of stochastic optimization methods, we propose a stochastic variant of proximal alternating linearized minimization (PALM) algorithm \cite{bolte2014proximal}. We provide global convergence guarantees, demonstrating that our proposed method with variance-reduced stochastic gr…
Comparing metric measure spaces (i.e. a metric space endowed with aprobability distribution) is at the heart of many machine learning problems. The most popular distance between such metric measure spaces is theGromov-Wasserstein (GW) distance, which is the solution of a quadratic assignment problem. The GW distance is however limited to the comparison of metric measure spaces endowed with a probability distribution. To alleviate this issue, we introduce two Unbalanced Gromov-Wasserstein formulations: a distance and a more tractable upper-bounding relaxation.They both allow the comparison of m…
Decentralized Linearized Consensus ADMM with Efficient Quantized Communication
The Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州））；The Hong Kong University of Science and Technology（香港科技大学）；KTH Royal Institute of Technology（瑞典皇家理工学院）
This paper presents a quadratic approximation for the optimal power flow in power distributions systems. The proposed approach is based on a linearized load flow which is valid for power distribution systems including three-phase unbalanced operation. The main feature of the methodology is its simplicity. The accuracy of the proposed approximation is compared to the non-linear/non-convex formulation of the optimal power flow using different optimization solvers. The studies indicate the proposed approximation provides a very accurate solution for systems with a good voltage profile. Results ov…
In this paper, we propose a communication- and computation-efficient algorithm to solve a convex consensus optimization problem defined over a decentralized network. A remarkable existing algorithm to solve this problem is the alternating direction method of multipliers (ADMM), in which at every iteration every node updates its local variable through combining neighboring variables and solving an optimization subproblem. The proposed algorithm, called as COmmunication-censored Linearized ADMM (COLA), leverages a linearization technique to reduce the iteration-wise computation cost of ADMM and …
We present a 250 line Matlab code for topology optimization for linearized buckling criteria. The code is conceived to handle stiffness, volume and Buckling Load Factors (BLFs) either as the objective function or as constraints. We use the Kreisselmeier-Steinhauser aggregation function in order to reduce multiple objectives (viz. constraints) to a single, differentiable one. Then, the problem is sequentially approximated by using MMA-like expansions and an OC-like scheme is tailored to update the variables. The inspection of the stress stiffness matrix leads to a vectorized implementation for …
The optimal control of distribution networks often requires monitoring and communication infrastructure, either centralized or distributed. However, most of the current distribution systems lack this kind of infrastructure and rely on suboptimal, fit-and-forget, local controls to ensure the security of the network. In this paper, we propose a data-driven algorithm that uses historical data, advanced optimization techniques, and machine learning methods, to design local controls that emulate the optimal behavior without the use of any communication. We demonstrate the performance of the optimiz…
In this work, we study a generic network cost minimization problem, in which every node has a local decision vector to determine. Each node incurs a cost depending on its decision vector and each link also incurs a cost depending on the decision vectors of its two end nodes. All nodes cooperate to minimize the overall network cost. The formulated network cost minimization problem has broad applications in distributed signal processing and control over multi-agent systems. To obtain a decentralized algorithm for the formulated problem, we resort to the distributed alternating direction method o…
With the increase of distributed energy resources in the distribution grid, planning to ensure sufficient infrastructure and resources becomes critical. Planning at the distribution level is limited by the complexities of optimizing unbalanced systems. In this paper we develop a three-phase infeasibility analysis that identifies weak locations in a distribution network. This optimization is formulated by adding slack current sources at nodes in the system and minimizing their norm subject to distribution power flow constraints. Through this analysis we solve instances of power flow that would …
Variational formulation of planar linearized elasticity with incompatible kinematics
Institute of Mathematics for Industry, Kyushu University（九州大学产业数学研究所）；Graduate School of Mathematics, Kyushu University（九州大学大学院数学研究科）；Dipartimento di Scienze Matematiche “G. L. Lagrange”, Politecnico di Torino（都灵理工大学G.L.拉格朗日数学科学系）
