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A Coordinate-Descent Algorithm for Tracking Solutions in Time-Varying Optimal Power Flows

Consider a polynomial optimisation problem, whose instances vary continuously over time. We propose to use a coordinate-descent algorithm for solving such time-varying op- timisation problems. In particular, we focus on relaxations of transmission-constrained problems in power systems.On the example of the alternating-current optimal power flows (ACOPF), we bound the difference between the current approximate optimal cost generated by our algorithm and the optimal cost for a relaxation using the most recent data from above by a function of the properties of the instance and the rate of change to the instance over time. We also bound the number of floating-point operations that need to be performed between two updates in order to guarantee the error is bounded from above by a given constant.

Author(s):

Jie Liu

Lehigh University

United States

Jakub Marecek

IBM Research

Ireland

Andrea Simonetto

IBM Research

Ireland

Martin Takac

Lehigh University

United States