Convex model to evaluate worst-case performance of local search in the Optimal Power Flow problem

Abstract

The optimal power flow (OPF) problem is a well-known non-convex optimization problem that aims to minimize the cost of electric power generation subject to consumer demand, the physics of power flow, and technological constraints. To find an optimal solution to this problem, local search techniques such as interior point methods are typically used. However, due to the non-convex nature of the problem, these methods are likely to result in a sub-optimal solution. The goal of this paper is to characterize the worst-case performance of local search on the OPF problem. To accomplish this, we formulate the OPF problem as a canonical quadratically-constrained quadratic program (QCQP). Then, we study the problem of finding the worst-case local minimum of this QCQP, which is non-convex and hard to solve in general. We find a relaxation of this problem into a semidefinite program (SDP) and show that it is exact for certain cases. Using some test cases which are known to have multiple local minima, we demonstrate the effectiveness of the proposed relaxation to bound the worst-case local minimum. We compare the obtained upper bound on local minima to the lower bound provided by the standard SDP relaxation of the OPF problem to understand how much SDP outperforms local search for a given problem.