### Adela Pagès (Universitat Politècnica de Catalunya, Barcelona)

#### Warm-starts of interior-point methods in DC programming

*Tuesday 9 September 2008 at 15.00, JCMB 5327*

##### Abstract

Electricity power planning problem in the medium term can be modelled as a
quadratic programming problem, with an indefinite objective function. Our
approach for handling with such non-convexity is through the reformulation of
the objective function as a difference of two convex (DC) functions. The
non-convex part is linearised and a sequence of convex problems is then solved.
Each problem varies from its precedent only in the part where the linearisation
of the cut is performed. The use of warm-start techniques is then a key point
in order to find the solution to the new problem in few iterations.

In this talk we will present some examples where the non-convexity appears,
some basic aspects of the DC programming and we will conclude with some bounds
on the number of steps that are necessary for going from the old solution to
the new one when we use interior-point methods.

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