In this work, new mixed integer nonlinear optimization models are proposed for two clustering problems: the unitary weighted Weber problem and the minimum sum of squares clustering. The proposed formulations are conve...
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In this work, new mixed integer nonlinear optimization models are proposed for two clustering problems: the unitary weighted Weber problem and the minimum sum of squares clustering. The proposed formulations are convex quadratic models with linear and second-ordercone constraints that can be efficiently solved by interior point algorithms. Their continuous relaxation is convex and differentiable. The numerical experiments show the proposed models are more efficient than some classical models for these problems known in the literature.
The variable and unpredictable nature of renewable energy generation (REG) presents challenges to its large-scale integration and the efficient and economic operation of the electricity network, particularly at the di...
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The variable and unpredictable nature of renewable energy generation (REG) presents challenges to its large-scale integration and the efficient and economic operation of the electricity network, particularly at the distribution level. In this paper, an operational coordination optimization method is proposed for the electricity and natural gas networks, aiming to overcome the identified negative impacts. The method involves the implementation of bi-directional energy flows through power-to-gas units and gas-fired power plants. A detailed model of the three-phase power distribution system up to each phase is employed to improve the representation of multi-energy systems to consider real-world end-user consumption. This method allows for the full consideration of unbalanced operational scenarios. Meanwhile, the natural gas network is modelled and analyzed with steady-state gas flows and the dynamics of the line pack in pipelines. The sequential symmetrical second-order cone programming (SS-SOCP) method is employed to facilitate the simultaneous analysis of three-phase imbalance and line pack while accelerating the solution process. The efficacy of the operational coordination optimization method is demonstrated in case studies comprising a modified IEEE 123-node power distribution system with a 20-node natural gas network. The studies show that the operational coordination optimization method can simultaneously minimize the total operational cost, the curtailment of installed REG, the voltage imbalance of three-phase power system, and the overall carbon emissions.
This study establishes a non-deterministic microgrid bidding strategy methodology participating in a day-ahead energy market. In this regard, a stochastic programming-based model is mathematically constructed, fully c...
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This study establishes a non-deterministic microgrid bidding strategy methodology participating in a day-ahead energy market. In this regard, a stochastic programming-based model is mathematically constructed, fully considering the uncertainty of day-ahead market prices, electricity demand, and renewable generation by creating several scenarios. The real-time electricity market is also considered, where the real-time price uncertainty is modeled using robust optimization. Even though robust optimization has already been employed to model real-time price uncertainty, the correlation among real-time prices at different hours is neglected. Thus, how real-time price correlation affects the optimal microgrid bidding strategy remains unclear. This study develops a novel mathematical model that captures real-time price correlations by constructing an ellipsoidal uncertainty set. In this context, unlike the current approaches in which the real-time price deviation ranges are modeled as constants at each hour, they are assumed to lie within a prespecified ellipsoidal uncertainty set. In doing so, a mixed-integer second-order cone programming problem is created, which existing solving methods can efficiently handle. The presented scheme is applied to a typical microgrid, and the efficiency and excellence of the presented framework are validated by comparing numerical results with traditional models.
In the last two decades, the sequential optimality conditions, which do not require constraint qualifications and allow improvement on the convergence assumptions of algorithms, had been considered in the literature. ...
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In the last two decades, the sequential optimality conditions, which do not require constraint qualifications and allow improvement on the convergence assumptions of algorithms, had been considered in the literature. It includes the work by Andreani et al. (IMA J Numer Anal 37:1902-1929, 2017), with a sequential optimality condition for nonlinear programming, that uses the second-order information of the problem. More recently, Fukuda et al. (Set-Valued Var Anal 31:15, 2023) analyzed the conditions that use second-order information, in particular for nonlinear second-order cone programming problems (SOCP). However, such optimality conditions were not defined explicitly. In this paper, we propose an explicit definition of approximate-Karush-Kuhn-Tucker 2 (AKKT2) and complementary-AKKT2 (CAKKT2) conditions for SOCPs. We prove that the proposed AKKT2/CAKKT2 conditions are satisfied at local optimal points of the SOCP without any constraint qualification. We also present two algorithms that are based on augmented Lagrangian and sequential quadratic programming methods and show their global convergence to points satisfying the proposed conditions.
This paper solves a fundamental open problem in variational analysis on the equivalence between the Aubin property and the strong regularity for nonlinear second-order cone programming (SOCP) at a locally optimal solu...
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This paper provides efficient and easy to implement formulations for two problems in structural optimization as second-order cone programming (SOCP) problems based on the minimum compliance method and derived using th...
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This paper provides efficient and easy to implement formulations for two problems in structural optimization as second-order cone programming (SOCP) problems based on the minimum compliance method and derived using the principle of complementary energy. In truss optimization both single and multiple loads (where we optimize the worst-case compliance) are considered. By using a heuristic which is based on the SOCP duality we can consider a simple ground structure and add only the members which improve the compliance of the structure. It is also shown that thickness optimization is a problem similar to truss optimization. Examples are given to illustrate the method developed in this paper.
The short-term unit commitment (UC) problem of hydrothermal generation systems is a mixed-integer nonlinear programming (MINLP), which is difficult to solve efficiently, especially for large-scale instances. The persp...
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The short-term unit commitment (UC) problem of hydrothermal generation systems is a mixed-integer nonlinear programming (MINLP), which is difficult to solve efficiently, especially for large-scale instances. The perspective relaxation (PR) is an effective approach to constructing tight approximations to MINLP with semi-continuous variables. In this paper, the PR of UC problem is formulated as a mixed integer second-order cone programming (SOCP) model because the quadratic polynomial cost function of the UC problem is SOCP-representable. The proposed model is implemented by using the commercial optimization software IBM CPLEX 12.4. Extensive numerical studies have been conducted to verify the advantages of our proposed method. Instances of the test system vary from 10 to 1000 units. Our results indicate that the proposed method performs better than the existing methods in terms of production cost savings and faster computational times, especially for large systems. (C) 2013 Elsevier Ltd. All rights reserved.
The finite element method discretized static shakedown analysis of steel constructions leads to large, sparse convex optimization problems. Under the von Mises yield criterion, they lead to second-ordercone programmi...
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The finite element method discretized static shakedown analysis of steel constructions leads to large, sparse convex optimization problems. Under the von Mises yield criterion, they lead to second-order cone programming problems, for which the most appropriate techniques are Interior Point Methods. Various approaches exploiting the specific characteristics of the shakedown problems are presented and discussed.
In this paper, the incremental problem for consolidation analysis of elastoplastic saturated porous media is formulated and solved using second-order cone programming. This is achieved by the application of the Hellin...
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In this paper, the incremental problem for consolidation analysis of elastoplastic saturated porous media is formulated and solved using second-order cone programming. This is achieved by the application of the Hellinger-Reissner variational theorem, which casts the governing equations of Biot's consolidation theory as a min-max optimisation problem. The min-max problem is then discretised using the finite element method and converted into a standard second-order cone programming problem that can be solved efficiently using modern optimisation algorithms (such as the primal-dual interior-point method). The proposed computational formulation is verified against a number of benchmark examples and also applied to simulate the construction of a road embankment on soft clay.
This paper presents a secondorderconeprogramming (SOCP) formulation of the optimal power flow problem for AC-DC systems with voltage source converter (VSC) technology. Approximation techniques have been used to der...
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This paper presents a secondorderconeprogramming (SOCP) formulation of the optimal power flow problem for AC-DC systems with voltage source converter (VSC) technology. Approximation techniques have been used to derive the SOCP formulation of the AC-DC OPF problem. Later, the SOCP formulation can be solved using the interior point method (IPM) by considering the limits on AC-DC grid. The accuracy of SOCP formulation of AC OPF has been proven with numerical examples using IEEE 14-bus, IEEE 30-bus, and IEEE 57-bus example systems. The results of the SOCP formulation are compared with available commercial software. Then a DC system with VSC technology is modeled in the IEEE 30-bus example system. The SOCP formulation of AC-DC OPF is applied to the modified IEEE 30-bus example system and the results are discussed. The limitations of derived SOCP formulation are also discussed.
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