Global optimization for power dispatch problems based on theory of moments

• Published in: International journal of electrical power & energy systems Vol. 71; pp. 184 - 194
• Main Authors: Tian, Junyang, Wei, Hua, Tan, Jiancheng
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.10.2015
• Subjects: Complementarity constraints; Global optimization; Optimal power dispatch; Semidefinite programming (SDP); Theory of moments; Optimal power dispatch; Global optimization; Complementarity constraints; Semidefinite programming (SDP); Theory of moments
• ISSN: 0142-0615; 1879-3517
• DOI: 10.1016/j.ijepes.2015.02.018

•Present a convex relaxation approach to search for global optimal solutions.•Build convex relaxation models for OPF and {0,1}-ED problems.•Solving OPF problem with deterministic global optimal solution.•Solving {0,1}-ED problem with integer solution directly.•Obtained multiple global solutions for {0,1}-ED problem. Non-convex of an optimal power dispatch problem makes it difficult to guarantee the global optimum. This paper presents a convex relaxation approach, called the Moment Semidefinite Programming (MSDP) method, to facilitate the search for deterministic global optimal solutions. The method employs a sequence of moments, which can linearize polynomial functions and construct positive semidefinite moment matrices, to form an SDP convex relaxation for power dispatch problems. In particular, the rank of the moment matrix is used as a sufficient condition to ensure the global optimality. The same condition can also be leveraged to estimate the number of global optimal solution(s). This method is effectively applied to {0,1}-economic dispatch (ED) problems and optimal power flow (OPF) problems. Simulation results showed that the MSDP method is capable of solving {0,1}-ED problems with integer values directly, and is able to identify if more than one global optimal solutions exist. In additional, the method can obtain rank-1 moment matrices for OPF’s counterexamples of existing SDP method, this ensures the global solution and overcomes the problem that existing SDP method cannot meet the rank-1 condition sometimes.