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Projections onto the Set of Feasible Inputs and the Set of Feasible Solutions

Published 16 Sep 2019 in math.OC | (1909.07485v1)

Abstract: We study the projection onto the set of feasible inputs and the set of feasible solutions of a polynomial optimisation problem (POP). Our motivation is increasing the robustness of solvers for POP: Without a priori guarantees of feasibility of a particular instance, one should like to perform the projection onto the set of feasible inputs prior to running a solver. Without a certificate of optimality, one should like to project the output of the solver onto the set of feasible solutions subsequently. We study the computational complexity, formulations, and convexifications of the projections. Our results are illustrated on IEEE test cases of Alternating Current Optimal Power Flow (ACOPF) problem.

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