000205056 001__ 205056
000205056 005__ 20190317000108.0
000205056 037__ $$aREP_WORK
000205056 245__ $$aAn Alternating Trust Region Algorithm for Distributed Linearly Constrained Nonlinear Programs Application to the AC Optimal Power Flow
000205056 269__ $$a2015
000205056 260__ $$c2015
000205056 336__ $$aReports
000205056 520__ $$aA 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.
000205056 6531_ $$aNonconvex optimisation
000205056 6531_ $$aDistributed optimisation
000205056 6531_ $$aTrust region methods
000205056 6531_ $$aCoordinate gradient descent
000205056 700__ $$0246475$$g213816$$aHours, Jean-Hubert
000205056 700__ $$0246471$$g207237$$aJones, Colin
000205056 8564_ $$uhttps://infoscience.epfl.ch/record/205056/files/alternatingTrustRegionOPF.pdf$$zPreprint$$s868072$$yPreprint
000205056 909C0 $$xU12397$$0252490$$pLA3
000205056 909C0 $$pLA$$0252053
000205056 909CO $$qGLOBAL_SET$$pSTI$$preport$$ooai:infoscience.tind.io:205056
000205056 917Z8 $$x213816
000205056 917Z8 $$x213816
000205056 937__ $$aEPFL-REPORT-205056
000205056 973__ $$aEPFL
000205056 980__ $$aREPORT