论文标题
一种简化的非木材非convex捆绑包方法,该方法与安全受限的ACOPF问题应用程序
A simplified nonsmooth nonconvex bundle method with applications to security-constrained ACOPF problems
论文作者
论文摘要
提出了针对受两阶段随机编程问题启发的一组非平滑非凸问题的优化算法。这些问题的主要挑战包括(1)缺乏流行的低型特性,例如在许多非平滑非convex优化算法中假定的较低型属性,(2)无法分析目标,并且(3)函数值和子级别的评估在计算上是昂贵的。为了应对这些挑战,本报告首先检查了许多两个阶段问题,尤其是上C^2目标中存在的属性。然后,我们表明,用于安全限制的当前最佳功率流(SCACOPF)的二次惩罚方法可以使应急解决方案函数上限C^2。基于这些观察结果,提出了与顺序二次编程(SQP)方法相似的简化束算法。与常规捆绑方法相比,它在实施和计算方面更有效。算法的全球收敛分析在新颖且合理的假设下介绍。因此,提出的算法填补了一些平滑的SCACOPF问题的理论收敛空白。我们对约束的治疗可能会引起的不一致是通过惩罚算法解决的,该算法还提供了融合分析。最后,通过数值示例证明了算法的理论能力和数值性能。
An optimization algorithm for a group of nonsmooth nonconvex problems inspired by two-stage stochastic programming problems is proposed. The main challenges for these problems include (1) the problems lack the popular lower-type properties such as prox-regularity assumed in many nonsmooth nonconvex optimization algorithms, (2) the objective can not be analytically expressed and (3) the evaluation of function values and subgradients are computationally expensive. To address these challenges, this report first examines the properties that exist in many two-stage problems, specifically upper-C^2 objectives. Then, we show that quadratic penalty method for security-constrained alternating current optimal power flow (SCACOPF) contingency problems can make the contingency solution functions upper-C^2 . Based on these observations, a simplified bundle algorithm that bears similarity to sequential quadratic programming (SQP) method is proposed. It is more efficient in implementation and computation compared to conventional bundle methods. Global convergence analysis of the algorithm is presented under novel and reasonable assumptions. The proposed algorithm therefore fills the gap of theoretical convergence for some smoothed SCACOPF problems. The inconsistency that might arise in our treatment of the constraints are addressed through a penalty algorithm whose convergence analysis is also provided. Finally, theoretical capabilities and numerical performance of the algorithm are demonstrated through numerical examples.