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math.OC2022

Parabolic Relaxation for Quadratically-constrained Quadratic Programming -- Part II: Theoretical & Computational Results

Ramtin Madani, Mersedeh Ashraphijuo, Mohsen Kheirandishfard +1

In the first part of this work [32], we introduce a convex parabolic relaxation for quadratically-constrained quadratic programs, along with a sequential penalized parabolic relaxa…

math.OC2022

Parabolic Relaxation for Quadratically-constrained Quadratic Programming -- Part I: Definitions & Basic Properties

Ramtin Madani, Mersedeh Ashraphijuo, Mohsen Kheirandishfard +1

For general quadratically-constrained quadratic programming (QCQP), we propose a parabolic relaxation described with convex quadratic constraints. An interesting property of the pa…

math.OC2020

Penalized Semidefinite Programming for Quadratically-Constrained Quadratic Optimization

Ramtin Madani, Mohsen Kheirandishfard, Javad Lavaei +1

In this paper, we give a new penalized semidefinite programming approach for non-convex quadratically-constrained quadratic programs (QCQPs). We incorporate penalty terms into the…

math.OC2018

Convex Relaxation of Bilinear Matrix Inequalities Part II: Applications to Optimal Control Synthesis

Mohsen Kheirandishfard, Fariba Zohrizadeh, Muhammad Adil +1

The first part of this paper proposed a family of penalized convex relaxations for solving optimization problems with bilinear matrix inequality (BMI) constraints. In this part, we…

math.OC2018

Convex Relaxation of Bilinear Matrix Inequalities Part I: Theoretical Results

Mohsen Kheirandishfard, Fariba Zohrizadeh, Ramtin Madani

This two-part paper is concerned with the problem of minimizing a linear objective function subject to a bilinear matrix inequality (BMI) constraint. In this part, we first conside…

math.OC2018

Sequential Relaxation of Unit Commitment with AC Transmission Constraints

Fariba Zohrizadeh, Mohsen Kheirandishfard, Adnan Nasir +1

This paper proposes a sequential convex relaxation method for obtaining feasible and near-globally optimal solutions for unit commitment (UC) with AC transmission constraints. Firs…

math.OC2018

Penalized Parabolic Relaxation for Optimal Power Flow Problem

Fariba Zohrizadeh, Mohsen Kheirandishfard, Edward Quarm +1

This paper is concerned with optimal power flow (OPF), which is the problem of optimizing the transmission of electricity in power systems. Our main contributions are as follows: (…