Seminar Details
2020-10-13 (14h) : Nonconvex and nonsmooth separable objectives: what if we use piecewise linearization?
At Euler building (room A.002) + MS Teams
Organized by Mathematical Engineering
Speaker :
Van Hoorebeeck, Loïc
Abstract :
In this presentation, we detail an algorithm that aims at the global solution of a structured nonsmooth and nonconvex problem. The algorithm consists in solving a sequence of surrogate optimization problems where the original objective function is replaced by a carefully constructed piecewise underapproximation.
The method is applied to the economic dispatch problem, an important task in power systems which consists in the optimal allocation of power among committed units. In particular, the consideration of the valve-point effect in gas power plants makes this problem a challenging nonsmooth and nonconvex optimization problem, which fits the framework developed here.