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  4. Safe Zeroth-Order Optimization Using Linear Programs
 
conference paper

Safe Zeroth-Order Optimization Using Linear Programs

Guo, Baiwei  
•
Wang, Yang
•
Jiang, Yuning  
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January 1, 2023
2023 62Nd Ieee Conference On Decision And Control, Cdc
62nd IEEE Conference on Decision and Control (CDC)

To solve unmodeled optimization problems with hard constraints, this paper proposes a novel zeroth-order approach called Safe Zeroth-order Optimization using Linear Programs (SZO-LP). The SZO-LP method solves a linear program in each iteration to find a descent direction, followed by a step length determination. We prove that, under mild conditions, the iterates of SZO-LP have an accumulation point that is also the primal of a KKT pair. We then apply SZO-LP to solve an Optimal Power Flow (OPF) problem on the IEEE 30-bus system. The results demonstrate that SZO-LP requires less computation time and samples compared to state-of-the-art approaches.

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Type
conference paper
Web of Science ID

WOS:001166433800073

Author(s)
Guo, Baiwei  
Wang, Yang
Jiang, Yuning  
Kamgarpour, Maryam  
Ferrari-Trecate, Giancarlo  
Corporate authors
IEEE
Date Issued

2023-01-01

Publisher

New York

Publisher place

IEEE

Published in
2023 62Nd Ieee Conference On Decision And Control, Cdc
ISBN of the book

979-8-3503-0124-3

Start page

556

End page

561

Subjects

Technology

•

Optimal Power-Flow

•

Global Optimization

•

Systems

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LA  
Event nameEvent placeEvent date
62nd IEEE Conference on Decision and Control (CDC)

Singapore, SINGAPORE

DEC 13-15, 2023

FunderGrant Number

Swiss National Science Foundation under the NCCR Automation

51NF40 180545

Available on Infoscience
April 3, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/206791
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