Mixed SDP/SOCP moment relaxations of the optimal power flow problem

D. Molzahn, I. Hiskens
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引用次数: 28

Abstract

Recently, convex “moment” relaxations developed from the Lasserre hierarchy for polynomial optimization problems have been shown capable of globally solving many optimal power flow (OPF) problems. The moment relaxations, which take the form of semidefinite programs (SDP), generalize a previous SDP relaxation of the OPF problem. This paper presents an approach for improving the computational performance of the moment relaxations for many problems. This approach enforces second-order cone programming (SOCP) constraints that establish necessary (but not sufficient) conditions for satisfaction of the SDP constraints arising from the higher-order moment relaxations. The resulting “mixed SDP/SOCP” formulation implements the first-order relaxation using SDP constraints and the higher-order relaxations using SOCP constraints. Numerical results demonstrate that this mixed SDP/SOCP relaxation is capable of solving many problems for which the first-order moment relaxation fails to yield a global solution. For several examples, the mixed SDP/SOCP relaxation improves computational speed by factors from 1.13 to 18.7.
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最优潮流问题的混合SDP/SOCP矩松弛
近年来,从多项式优化问题的Lasserre层次发展而来的凸“矩”松弛已被证明能够全局求解许多最优潮流问题。采用半定规划(SDP)形式的矩松弛推广了先前的OPF问题的SDP松弛。针对许多问题,本文提出了一种改进矩松弛计算性能的方法。这种方法强制执行二阶锥规划(SOCP)约束,为满足由高阶矩松弛引起的SDP约束建立必要(但不是充分)条件。由此产生的“混合SDP/SOCP”公式使用SDP约束实现了一阶松弛,使用SOCP约束实现了高阶松弛。数值结果表明,这种混合SDP/SOCP松弛能够解决许多一阶矩松弛无法得到全局解的问题。在几个例子中,混合SDP/SOCP松弛将计算速度提高了1.13到18.7倍。
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