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  4. An Alternating Trust Region Algorithm for Distributed Linearly Constrained Nonlinear Programs, Application to the Optimal Power Flow Problem
 
research article

An Alternating Trust Region Algorithm for Distributed Linearly Constrained Nonlinear Programs, Application to the Optimal Power Flow Problem

Hours, Jean-Hubert  
•
Jones, Colin  
2017
Journal of Optimization Theory and Applications

A novel trust region method for solving linearly constrained nonlinear programs is presented. The proposed technique is amenable to a distributed implementation, as its salient ingredient is an alternating projected gradient sweep in place of the Cauchy point computation. It is proven that the algorithm yields a sequence that globally converges to a critical point. As a result of some changes to the standard trust region method, namely a proximal regularisation of the trust region subproblem, it is shown that the local convergence rate is linear with an arbitrarily small ratio. Thus, convergence is locally almost superlinear, under standard regularity assumptions. The proposed method is successfully applied to compute local solutions to alternating current optimal power flow problems in transmission and distribution networks. Moreover, the new mechanism for computing a Cauchy point compares favourably against the standard projected search, as for its activity detection properties.

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Type
research article
DOI
10.1007/s10957-015-0853-2
Web of Science ID

WOS:000401933000008

Author(s)
Hours, Jean-Hubert  
Jones, Colin  
Date Issued

2017

Published in
Journal of Optimization Theory and Applications
Volume

173

Issue

3

Start page

844

End page

877

Subjects

Nonconvex optimisation

•

Distributed optimisation

•

Coordinate gradient descent

•

Trust region methods

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LA3  
Available on Infoscience
July 10, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/139047
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