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169. Addressing Non-Convexities in Sector Coupling Problems via the Difference of Convex Functions Algorithm
Invited abstract in session MB-21: Energy sector coupling, optimization and equilibrium, stream OR in Energy.
Monday, 10:30-12:00Room: 49 (building: 116)
Authors (first author is the speaker)
1. | Dominic Flocco
|
Department of Mathematics, University of Maryland | |
2. | Steven Gabriel
|
Mech. Engin./ Applied Math and Scientific Computation Program, University of Maryland | |
3. | Trine Krogh Boomsma
|
Department of Mathematical Sciences, University of Copenhagen | |
4. | Martin Schmidt
|
Department of Mathematics, Trier University | |
5. | Miguel Lejeune
|
George Washington University |
Abstract
We present the difference of convex functions algorithm (DCA) applied to a variety of non-convex optimization problems arising in energy sector coupling and equilibrium problems. Non-convexities emerge frequently in many energy models, such as though bilinear terms, integer constrained variables and non-convex quadratic constraints. Recently, DCA has proven effective in solving such problems by linearizing non-convex terms and converging to an optimal solution iteratively by solving convex subproblems. In our work, we use DCA to solve a wide range of non-convex problems, such as linear complementarity problems, mixed integer linear programs and quadratic programs with non-convex quadratic constraints. We demonstrate the effectiveness and versatility of DCA by applying it to a variety of energy models, such as the unit commitment problem, district heating networks and energy market equilibrium problems.
Keywords
- OR in Energy
- Optimization Modeling
- Algorithms
Status: accepted
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