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An Adaptive Multiparameter Penalty Selection Method for Multiconstraint and Multiblock ADMM

This work presents a new method for online selection of multiple penalty parameters for the alternating direction method of multipliers (ADMM) algorithm applied to optimization problems with multiple constraints or functions with block matrix components. ADMM is widely used for solving constrained optimization problems in a variety of fields, including signal and image processing. Implementations of ADMM often utilize a single hyperparameter, referred to as the penalty parameter, which needs to be tuned to control the rate of convergence. However, in problems with multiple constraints, ADMM may demonstrate slow convergence regardless of penalty parameter selection due to scale differences between constraints. Accounting for scale differences between constraints to improve convergence in these cases requires introducing a penalty parameter for each constraint. The proposed method is able to adaptively account for differences in scale between constraints, providing robustness with respect to problem transformations and initial selection of penalty parameters. It is also simple to understand and implement. Our numerical experiments demonstrate that the proposed method performs favorably compared to a variety of existing penalty parameter selection methods.

97 MATHEMATICS AND COMPUTING

Using Filter Methods to Guide Convergence for ADMM, with Applications to Nonnegative Matrix Factorization Problems

Nonconvex, nonlinear optimization problems arise naturally in parameter fitting and machine learning. While augmented Lagrangian methods have demonstrated robust convergence for classes of these problems, their convergence for block updates has been relatively unexplored outside of the context of the alternating direction method of multipliers (ADMM). ADMM has seen extensive use in these applications, but may exhibit uncertain convergence behavior in many practical nonconvex settings, and struggles with general nonlinear constraints. In contrast, filter methods have proved effective in enforcing convergence for sequential quadratic programming methods and interior point methods with feasibility criteria. We develop an ADMM-filter method for highly nonlinear and nonconvex problems. Here, we show convergence under mild assumptions for several types of coordinate descent schemes, and demonstrate our algorithm on nonnegative matrix factorization and completion problems in imaging and chemical spectrum analysis.

Nonconvex optimization

Scalable Unit Commitment with Security Constrained AC Power Flow via ADMM and Hybrid Modeling Strategies

This research introduces a more efficient way to optimize power grid operations, breaking the problem into manageable steps and using advanced mathematical techniques to speed up calculations. By incorporating smart heuristics, improved preprocessing, and contingency analysis, the approach allows operators to make better decisions faster. These innovations enhance our understanding of how to optimize energy generation, making it possible to anticipate failures before they happen, reduce system costs, and improve overall grid performance. Ultimately, this research helps bridge the gap between theoretical models and real-world applications, paving the way for a smarter, more resilient power grid. This research directly benefits the public by making electricity more affordable, reliable, and sustainable. By improving how power grids schedule and distribute electricity, the project helps energy providers reduce operational costs, which can lead to lower electricity prices for consumers. Additionally, the ability to predict and prevent power system failures enhances grid reliability, reducing the likelihood of blackouts that can disrupt homes, businesses, and critical infrastructure such as hospitals. From an environmental perspective, optimizing power generation reduces energy waste and lowers carbon emissions, contributing to cleaner air and a more sustainable energy system. Furthermore, with extreme weather events becoming more frequent, these advancements make the power grid more resilient, ensuring communities are better prepared for emergencies and natural disasters. By strengthening the nation's energy infrastructure, this research plays a crucial role in improving economic stability, public safety, and environmental sustainability.

24 POWER TRANSMISSION AND DISTRIBUTION

Distributed Tomographic Reconstruction with Quantization

Conventional tomographic reconstruction typically depends on centralized servers for both data storage and computation, leading to concerns about memory limitations and data privacy. Distributed reconstruction algorithms mitigate these issues by partitioning data across multiple nodes, reducing server load and enhancing privacy. However, these algorithms often encounter challenges related to memory constraints and communication overhead between nodes. In this paper, we introduce a decentralized Alternating Directions Method of Multipliers (ADMM) with configurable quantization. By distributing local objectives across nodes, our approach is highly scalable and can efficiently reconstruct images while adapting to available resources. To overcome communication bottlenecks, we propose two quantization techniques based on K-means clustering and JPEG compression. Numerical experiments with benchmark images illustrate the tradeoffs between communication efficiency, memory use, and reconstruction accuracy.

Miao, Runxuan

Real-Time Multiregional Market-to-Market Congestion Management Through Exchange of Relief Cost Curve

This paper introduces a novel method for multiregional market-to-market (M2M) coordinated congestion management. It identifies shortcomings in existing M2M approaches, where Regional Transmission Organizations (RTOs) exchange shadow prices and relief requests to optimize congestion relief allocations across interconnected regions. Two methods are proposed to enhance flow and price convergence. The first method proposes that both Regional Transmission Organizations (RTOs) use state-estimator flows directly to determine relief requirements, eliminating delays and potential oscillations caused by using market flows calculated from the prior period under existing M2M approach. The second method involves exchanging transmission relief cost curves, enabling each RTOs to integrate other RTOs' relief costs curve into its real-time security-constrained economic dispatch (SCED). This method can effectively extend the coordination to multiple transmission lines and across more than two RTOs. The alternating direction method of multipliers (ADMM) is also applied to the M2M coordination problem and compared with the proposed methods. Case studies on small and large-scale systems demonstrate the effectiveness of these approaches.

24 POWER TRANSMISSION AND DISTRIBUTION

Networked Microgrids Optimization

This project is mainly about the operation optimization of three networked microgrids (MG), including centralized optimization and distributed optimization. The alternating direction method of multipliers (ADMM) algorithm is used for distributed optimization. In the distribution network considered here, there is a Distribution Management system (DMS) as the system coordinator and several networked microgrids. In grid-connected mode, power could be imported or exported at the distribution substation bus according to the utility rate, and the exchanged power at point of common coupling (PCC) of any microgrid has a limitation. In islanded mode, the power imports/exports at the distribution substation are zero. In both grid-connected and islanded mode, the distribution substation is taken as a slack bus with fixed voltage magnitude.

Chen, Yang [Oak Ridge National Laboratory (ORNL),