Convex Relaxations for Quadratic On/Off Constraints and Applications to Optimal Transmission Switching
Ksenia Bestuzheva, Hassan Hijazi, Carleton Coffrin
INFORMS Journal on Computing · 2020 · Volume 32 · Issue 3
Abstract
This paper studies mixed-integer nonlinear programs featuring disjunctive constraints and trigonometric functions and presents a strengthened version of the convex quadratic relaxation of the optimal transmission switching problem. We first characterize the convex hull of univariate quadratic on/off constraints in the space of original variables using perspective functions. We then introduce new tight quadratic relaxations for trigonometric functions featuring variables with asymmetrical bounds. These results are used to further tighten recent convex relaxations introduced for the optimal transmission switching problem in power systems. Using the proposed improvements, along with bound propagation, on 23 medium-sized test cases in the PGLib benchmark library with a relaxation gap of more than 1%, we reduce the gap to less than 1% on five instances. The tightened model has promising computational results when compared with state-of-the-art formulations.
Keywords
mixed-integer nonlinear programming, perspective relaxation, on/off constraints, optimal transmission switching, trigonometric functions
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