Convex Quadratic Relaxations for Mixed-Integer Nonlinear Programs in Power Systems

This paper presents a set of new convex quadratic relaxations for nonlinear and mixed-integer nonlinear programs arising in power systems. The considered models are motivated by hybrid discrete/continuous applications where existing approximations do not provide optimality guarantees. The new relaxations offer computational efficiency along with minimal optimality gaps, providing an interesting alternative to state-of-the-art semi-definite programming relaxations. Three case studies in optimal power flow, optimal transmission switching and capacitor placement demonstrate the benefits of the new relaxations.

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H. L. Hijazi and C. Coffrin and P. Van Hentenryck "Convex Quadratic Relaxations of Mixed-Integer Nonlinear Programs in Power Systems" Mathematical Programming Computation 2016

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