Abstract
To solve unmodeled optimization problems with hard constraints, this paper proposes a novel zeroth-order approach called Safe Zeroth-order Optimization using Linear Programs (SZO-LP). The SZO-LP method solves a linear program in each iteration to find a descent direction, followed by a step length determination. We prove that, under mild conditions, the iterates of SZO- LP have an accumulation point that is also the primal of a KKT pair. We then apply SZO-LP to solve an Optimal Power Flow (OPF) problem on the IEEE 30-bus system. The results demonstrate that SZO-LP requires less computation time and samples compared to state-of-the-art approaches.
| Original language | English |
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| Title of host publication | Proceedings of the 62nd IEEE Conference on Decision and Control (CDC 2023) |
| Publisher | IEEE |
| Pages | 556-561 |
| Number of pages | 6 |
| ISBN (Print) | 979-8-3503-0124-3 |
| DOIs | |
| Publication status | Published - 2023 |
| Event | 62nd IEEE Conference on Decision and Control, CDC 2023 - Singapore, Singapore Duration: 13 Dec 2023 → 15 Dec 2023 |
Publication series
| Name | Proceedings of the IEEE Conference on Decision and Control |
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| ISSN (Print) | 0743-1546 |
| ISSN (Electronic) | 2576-2370 |
Conference
| Conference | 62nd IEEE Conference on Decision and Control, CDC 2023 |
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| Country/Territory | Singapore |
| City | Singapore |
| Period | 13/12/23 → 15/12/23 |
Bibliographical note
Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-careOtherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.