Miguel F. Anjos
Polytechnique Montréal, Canada
A Tight-and-Cheap Conic Relaxation for the AC Optimal Power Flow Problem
Abstract: The classical alternating current optimal power flow problem is highly nonconvex and generally hard to solve. Convex relaxations, in particular semidefinite, second-order cone, convex quadratic, and linear relaxations, have recently attracted significant interest. The semidefinite relaxation is the strongest among them and is exact for many cases. However, the computational efficiency for solving large-scale semidefinite optimization is lower than for second-order cone optimization. We propose a conic relaxation obtained by combining semidefinite optimization with the reformulation-linearization technique, commonly known as RLT. The proposed relaxation is stronger than the second-order cone relaxation and nearly as tight as the standard semidefinite relaxation. Computational experiments using standard test cases with up to 6515 buses show that the time to solve the new conic relaxation is up to one order of magnitude lower than for the standard semidefinite relaxation. This is joint work with C. Bingane and S. Le Digabel.
Bio: Miguel F. Anjos is Full Professor in the Department of Mathematics and Industrial Engineering of Polytechnique Montreal, where he holds the NSERC-Hydro-Quebec-Schneider Electric Industrial Research Chair on Optimization for the Smart Grid, and the Inria International Chair on Power Peak Minimization for the Smart Grid. He received the B.Sc. degree from McGill University, the M.S. from Stanford University, and the Ph.D. degree from the University of Waterloo, and is a Licensed Professional Engineer in Ontario, Canada. His research interests are in the theory, algorithms and applications of mathematical optimization. He is particularly interested in the application of optimization to problems in power systems management and smart grid design. He is the Founding Academic Director of the Trottier Institute for Energy at Polytechnique, which he led from its inauguration in May 2013 until August 2016. Under his leadership, the Institute published several White Papers on the Canadian energy landscape. He is a former Editor-in-Chief of Optimization and Engineering, and serves on several other editorial boards. He was elected to three-year terms on the Council of the Mathematical Optimization Society and as Program Director for the SIAM Activity Group on Optimization, and to a two-year term as Vice-Chair of the INFORMS Optimization Society. He has served on the Mitacs Research Council since its creation in 2011. His allocades include a Canada Research Chair, the Méritas Teaching Award, a Humboldt Research Fellowship, the title of EUROPT Fellow, and the Queen Elizabeth II Diamond Jubilee Medal. He is a fellow of the Canadian Academy of Engineering.