Local and Global Optima Click to edit Master subtitle style

2011 Daniel Kirschen and University of

Which one is the real maximum?

f(x)

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Which one is the real optimum? x

2

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x 1

A
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Local and Global Optima

The optimality conditions are local conditions They do not compare separate optima They do not tell us which one is the global optimum In general, to find the global optimum, we must find and compare all the optima In large problems, this can be require so much time that it is essentially an 2011 Daniel Kirschen 44

2011 Daniel Kirschen and University of Washington

Convexity

If the feasible set is convex and the objective function is convex, there is only one minimum and it is thus the global minimum

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x 2

Examples of Convex Feasible Sets

x 2

x 1 x 2

x 1

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x 2

Example of Non-Convex Feasible Sets

x 2

x 1 x 2

x 1

x 1

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Example of Convex Feasible Sets A set is convex if, for any two points belonging to the set, all the
points on the straight line joining these two points belong to the set

x 2

x 2

x 1 x 2

x 1

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x 1 88

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Example of Non-Convex Feasible Sets

x 2 x 2

x 1 x 2

x 1

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Example of Convex Function

f(x)

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Example of Convex Function

x 2

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x 1 1111

Example of Non-Convex Function

f(x)

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Example of Non-Convex Function

x 2

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Definition of a Convex Function f(x)

z f(y) x a y x b

A convex function is a function such that, for any two points xa and xb belonging to the feasible set and any k such that 0 k 1, we have:

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Example of Non-Convex Function

f(x)

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Importance of Convexity

If we can prove that a minimization problem is convex:

Convex feasible set Convex objective function

Then, the problem has one and only one solution Proving convexity is often difficult Power system problems are usually not convex There may be more than one solution to power system optimization problems

2011 Daniel Kirschen and University of Washington

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