An Improved Spatial Branch-and-Bound Algorithm for Non-Convex Optimal Electricity-Gas Flow

Author(s):  
Pengxiang Liu ◽  
Zhi Wu ◽  
Wei Gu ◽  
Yuping Lu
2020 ◽  
Vol 2020 ◽  
pp. 1-8
Author(s):  
Jing Zhou

This paper proposes a novel second-order cone programming (SOCP) relaxation for a quadratic program with one quadratic constraint and several linear constraints (QCQP) that arises in various real-life fields. This new SOCP relaxation fully exploits the simultaneous matrix diagonalization technique which has become an attractive tool in the area of quadratic programming in the literature. We first demonstrate that the new SOCP relaxation is as tight as the semidefinite programming (SDP) relaxation for the QCQP when the objective matrix and constraint matrix are simultaneously diagonalizable. We further derive a spatial branch-and-bound algorithm based on the new SOCP relaxation in order to obtain the global optimal solution. Extensive numerical experiments are conducted between the new SOCP relaxation-based branch-and-bound algorithm and the SDP relaxation-based branch-and-bound algorithm. The computational results illustrate that the new SOCP relaxation achieves a good balance between the bound quality and computational efficiency and thus leads to a high-efficiency global algorithm.


Author(s):  
Bishaljit Paul ◽  
Sushovan Goswami ◽  
Dipu Mistry ◽  
Chandan Kumar Chanda

Author(s):  
Jan-Lucas Gade ◽  
Carl-Johan Thore ◽  
Jonas Stålhand

AbstractIn this study, we consider identification of parameters in a non-linear continuum-mechanical model of arteries by fitting the models response to clinical data. The fitting of the model is formulated as a constrained non-linear, non-convex least-squares minimization problem. The model parameters are directly related to the underlying physiology of arteries, and correctly identified they can be of great clinical value. The non-convexity of the minimization problem implies that incorrect parameter values, corresponding to local minima or stationary points may be found, however. Therefore, we investigate the feasibility of using a branch-and-bound algorithm to identify the parameters to global optimality. The algorithm is tested on three clinical data sets, in each case using four increasingly larger regions around a candidate global solution in the parameter space. In all cases, the candidate global solution is found already in the initialization phase when solving the original non-convex minimization problem from multiple starting points, and the remaining time is spent on increasing the lower bound on the optimal value. Although the branch-and-bound algorithm is parallelized, the overall procedure is in general very time-consuming.


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