Failure Probability Constrained AC Optimal Power Flow

Despite cascading failures being the central cause of blackouts in power transmission systems, existing operational and planning decisions are made largely by ignoring their underlying cascade potential. This paper posits a reliability-aware AC Optimal Power Flow formulation that seeks to design a dispatch point which has a low operator-specified likelihood of triggering a cascade starting … Read more

An Inertial Block Majorization Minimization Framework for Nonsmooth Nonconvex Optimization

In this paper, we introduce TITAN, a novel inerTial block majorIzation minimization framework for non-smooth non-convex opTimizAtioN problems. TITAN is a block coordinate method (BCM) that embeds inertial force to each majorization-minimization step of the block updates. The inertial force is obtained via an extrapolation operator that subsumes heavy-ball and Nesterov-type accelerations for block proximal … Read more

Equipping Barzilai-Borwein method with two dimensional quadratic termination property

A new gradient stepsize is derived at the motivation of equipping the Barzilai-Borwein (BB) method with two dimensional quadratic termination property. A remarkable feature of the new stepsize is that its computation only depends on the BB stepsizes in previous iterations without the use of exact line searches and Hessian, and hence it can easily … Read more

A Noise-Tolerant Quasi-Newton Method for Unconstrained Optimization

This paper describes an extension of the BFGS and L-BFGS methods for the minimization of a nonlinear function subject to errors. This work is motivated by applications that contain computational noise, employ low-precision arithmetic, or are subject to statistical noise. The classical BFGS and L-BFGS methods can fail in such circumstances because the updating procedure … Read more

Tight bounds on the maximal perimeter and the maximal width of convex small polygons

A small polygon is a polygon of unit diameter. The maximal perimeter and the maximal width of a convex small polygon with $n=2^s$ vertices are not known when $s \ge 4$. In this paper, we construct a family of convex small $n$-gons, $n=2^s$ and $s\ge 3$, and show that the perimeters and the widths obtained … Read more

Optimization with Least Constraint Violation

Study about theory and algorithms for constrained optimization usually assumes that the feasible region of the optimization problem is nonempty. However, there are many important practical optimization problems whose feasible regions are not known to be nonempty or not, and optimizers of the objective function with the least constraint violation prefer to be found. A … Read more

Optimizing hypergraph-based polynomials modeling job-occupancy in queueing with redundancy scheduling

We investigate two classes of multivariate polynomials with variables indexed by the edges of a uniform hypergraph and coefficients depending on certain patterns of union of edges. These polynomials arise naturally to model job-occupancy in some queuing problems with redundancy scheduling policy. The question, posed by Cardinaels, Borstand van Leeuwaarden (arXiv:2005.14566, 2020), is to decide … Read more

A family of optimal weighted conjugate-gradient-type methods for strictly convex quadratic minimization

We introduce a family of weighted conjugate-gradient-type methods, for strictly convex quadratic functions, whose parameters are determined by a minimization model based on a convex combination of the objective function and its gradient norm. This family includes the classical linear conjugate gradient method and the recently published delayed weighted gradient method as the extreme cases … Read more

Strengthened SDP Relaxation for an Extended Trust Region Subproblem with an Application to Optimal Power Flow

We study an extended trust region subproblem minimizing a nonconvex function over the hollow ball $r \le \|x\| \le R$ intersected with a full-dimensional second order cone (SOC) constraint of the form $\|x – c\| \le b^T x – a$. In particular, we present a class of valid cuts that improve existing semidefinite programming (SDP) … Read more

Global optimality in minimum compliance topology optimization of frames and shells by moment-sum-of-squares hierarchy

The design of minimum-compliance bending-resistant structures with continuous cross-section parameters is a challenging task because of its inherent non-convexity. Our contribution develops a strategy that facilitates computing all guaranteed globally optimal solutions for frame and shell structures under multiple load cases and self-weight. To this purpose, we exploit the fact that the stiffness matrix is … Read more