{
  "id": "2304.01797",
  "version": "v1",
  "published": "2023-04-04T13:55:07.000Z",
  "updated": "2023-04-04T13:55:07.000Z",
  "title": "Safe Zeroth-Order Optimization Using Linear Programs",
  "authors": [
    "Baiwei Guo",
    "Yang Wang",
    "Yuning Jiang",
    "Maryam Kamgarpour",
    "Giancarlo Ferrari-Trecate"
  ],
  "categories": [
    "math.OC",
    "cs.SY",
    "eess.SY"
  ],
  "abstract": "To solve unmodeled optimization problems with hard constraints, this paper proposes a novel zeroth-order approach called Safe Zeroth-order Optimization using Linear Programs (SZO-LP). The SZO-LP method solves a linear program in each iteration to find a descent direction, followed by a step length determination. We prove that, under mild conditions, the iterates of SZO-LP have an accumulation point that is also the primal of a KKT pair. We then apply SZO-LP to solve an Optimal Power Flow (OPF) problem on the IEEE 30-bus system. The results demonstrate that SZO-LP requires less computation time and samples compared to state-of-the-art approaches.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2023-04-04T13:55:07.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "safe zeroth-order optimization",
      "linear program",
      "step length determination",
      "novel zeroth-order approach",
      "optimal power flow"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}