Yiting Chen, Liliaokeawawa Cothren, Jorge Cortes, Emiliano Dall'Anese
This paper considers the problem of regulating a dynamical system to equilibria that are defined as solutions of an input- and state-constrained optimization problem. To solve this regulation task, we design a state feedback controller based on a continuous approximation of the projected gradient flow. We first show that the equilibria of the interconnection between the plant and the proposed controller correspond to critical points of the constrained optimization problem. We then derive sufficient conditions to ensure that, for the closed-loop system, isolated locally optimal solutions of the optimization problem are locally exponentially stable and show that input constraints are satisfied at all times by identifying an appropriate forward-invariant set.
Killian Wood, Ahmed Zamzam, Emiliano Dall'Anese
This paper tackles the problem of solving stochastic optimization problems with a decision-dependent distribution in the setting of stochastic strongly-monotone games and when the distributional dependence is unknown. A two-stage approach is proposed, which initially involves estimating the distributional dependence on decision variables, and subsequently optimizing over the estimated distributional map. The paper presents guarantees for the approximation of the cost of each agent. Furthermore, a stochastic gradient-based algorithm is developed and analyzed for finding the Nash equilibrium in a distributed fashion. Numerical simulations are provided for a novel electric vehicle charging market formulation using real-world data.
Emiliano Dall'Anese, Georgios B. Giannakis, Bruce F. Wollenberg
The economic dispatch problem is considered for unbalanced three-phase power distribution networks entailing both non-deferrable and elastic loads, and distributed generation (DG) units. The objective is to minimize the costs of power drawn from the main grid and supplied by the DG units over a given time horizon, while meeting the overall load demand and effecting voltage regulation. Similar to optimal power flow counterparts for balanced systems, the resultant optimization problem is nonconvex. Nevertheless, a semidefinite programming (SDP) relaxation technique is advocated to obtain a (relaxed) convex problem solvable in polynomial-time complexity. To promote a reliable yet efficient feeder operation, SDP-compliant constraints on line and neutral current magnitudes are accommodated in the optimization formulated, along with constraints on the power factor at the substation and at nodes equipped with capacitor banks. Tests on the IEEE 13-node radial feeder demonstrate the ability of the proposed method to attain the globally optimal solution of the original nonconvex problem.
Emiliano Dall'Anese, Andrea Simonetto, Stephen Becker, Liam Madden
There is a growing cross-disciplinary effort in the broad domain of optimization and learning with streams of data, applied to settings where traditional batch optimization techniques cannot produce solutions at time scales that match the inter-arrival times of the data points due to computational and/or communication bottlenecks. Special types of online algorithms can handle this situation, and this article focuses on such time-varying optimization algorithms, with emphasis on Machine Leaning and Signal Processing, as well as data-driven Control. Approaches for the design of time-varying or online first-order optimization methods are discussed, with emphasis on algorithms that can handle errors in the gradient, as may arise when the gradient is estimated. Insights on performance metrics and accompanying claims are provided, along with evidence of cases where algorithms that are provably convergent in batch optimization may perform poorly in an online regime. The role of distributed computation is discussed. Illustrative numerical examples for a number of applications of broad interest are provided to convey key ideas.
Gianluca Bianchin, Jorge Cortes, Jorge I. Poveda, Emiliano Dall'Anese
This paper investigates the problem of regulating in real time a linear dynamical system to the solution trajectory of a time-varying constrained convex optimization problem. The proposed feedback controller is based on an adaptation of the saddle-flow dynamics, modified to take into account projections on constraint sets and output-feedback from the plant. We derive sufficient conditions on the tunable parameters of the controller (inherently related to the time-scale separation between plant and controller dynamics) to guarantee exponential and input-to-state stability of the closed-loop system. The analysis is tailored to the case of time-varying strongly convex cost functions and polytopic output constraints. The theoretical results are further validated in a ramp metering control problem in a network of traffic highways.
Antonin Colot, Yiting Chen, Bertrand Cornelusse, Jorge Cortes, Emiliano Dall'Anese
This paper considers the problem of controlling inverter-interfaced distributed energy resources (DERs) in a distribution grid to solve an AC optimal power flow (OPF) problem in real time. The AC OPF includes voltage constraints, and seeks to minimize costs associated with the economic operation, power losses, or the power curtailment from renewables. We develop an online feedback optimization method to drive the DERs' power setpoints to solutions of an AC OPF problem based only on voltage measurements (and without requiring measurements of the power consumption of non-controllable assets). The proposed method - grounded on the theory of control barrier functions - is based on a continuous approximation of the projected gradient flow, appropriately modified to accommodate measurements from the power network. We provide results in terms of local exponential stability, and assess the robustness to errors in the measurements and in the system Jacobian matrix. We show that the proposed method ensures anytime satisfaction of the voltage constraints when no model and measurement errors are present; if these errors are present and are small, the voltage violation is practically negligible. We also discuss extensions of the framework to virtual power plant setups and to cases where constraints on power flows and currents must be enforced. Numerical experiments on a 93-bus distribution system and with realistic load and production profiles show a superior performance in terms of voltage regulation relative to existing methods.
Seunghyun Kim, Liam Madden, Emiliano Dall'Anese
This paper focuses on the online gradient and proximal-gradient methods with stochastic gradient errors. In particular, we examine the performance of the online gradient descent method when the cost satisfies the Polyak-Łojasiewicz (PL) inequality. We provide bounds in expectation and in high probability (that hold iteration-wise), with the latter derived by leveraging a sub-Weibull model for the errors affecting the gradient. The convergence results show that the instantaneous regret converges linearly up to an error that depends on the variability of the problem and the statistics of the sub-Weibull gradient error. Similar convergence results are then provided for the online proximal-gradient method, under the assumption that the composite cost satisfies the proximal-PL condition. In the case of static costs, we provide new bounds for the regret incurred by these methods when the gradient errors are modeled as sub-Weibull random variables. Illustrative simulations are provided to corroborate the technical findings.
Emiliano Dall'Anese
Safety filters based on Control Barrier Functions (CBFs) provide formal guarantees of forward invariance, but are often difficult to implement in networked dynamical systems. This is due to global coupling and communication requirements. This paper develops locally implementable approximations of networked CBF safety filters that require no coordination across subsystems. The proposed approach is based on a two-time-scale dynamic implementation inspired by singular perturbation theory, where a small parameter $ε$ separates fast filter dynamics from the plant dynamics; then, a local implementation is enabled via derivative estimation. Explicit bounds are derived to quantify the mismatch between trajectories of the systems with dynamic filter and with the ideal centralized safety filter. These results characterize how safety degradation depends on the time-scale parameter $ε$, estimation errors, and filter activation time, thereby quantifying trade-offs between safety guarantees and local implementability.
Emiliano Dall'Anese, Georgios B. Giannakis
The system reconfiguration task is considered for existing power distribution systems and microgrids, in the presence of renewable-based generation and load foresting errors. The system topology is obtained by solving a chance-constrained optimization problem, where loss-of-load (LOL) constraints and Ampacity limits of the distribution lines are enforced. Similar to various distribution system reconfiguration renditions, solving the resultant problem is computationally prohibitive due to the presence of binary line selection variables. Further, lack of closed form expressions for the joint probability distribution of forecasting errors hinders tractability of LOL constraints. Nevertheless, a convex problem re-formulation is developed here by resorting to a scenario approximation technique, and by leveraging the underlying group-sparsity attribute of currents flowing on distribution lines equipped with tie and sectionalizing switches. The novel convex LOL-constrained reconfiguration scheme can also afford a distributed solution using the alternating direction method of multipliers, to address the case where multi-facilities are managed autonomously from the rest of the system.
Emiliano Dall'Anese, Andrea Simonetto, Andrey Bernstein
This paper leverages a framework based on averaged operators to tackle the problem of tracking fixed points associated with maps that evolve over time. In particular, the paper considers the Krasnosel'skii-Mann method in a settings where: (i) the underlying map may change at each step of the algorithm, thus leading to a "running" implementation of the Krasnosel'skii-Mann method; and, (ii) an imperfect information of the map may be available. An imperfect knowledge of the maps can capture cases where processors feature a finite precision or quantization errors, or the case where (part of) the map is obtained from measurements. The analytical results are applicable to inexact running algorithms for solving optimization problems, whenever the algorithmic steps can be written in the form of (a composition of) averaged operators; examples are provided for inexact running gradient methods and the forward-backward splitting method. Convergence of the average fixed-point residual is investigated for the non-expansive case; linear convergence to a unique fixed-point trajectory is showed in the case of inexact running algorithms emerging from contractive operators.
Liam Madden, Stephen Becker, Emiliano Dall'Anese
This paper focuses on the sparse subspace clustering problem, and develops an online algorithmic solution to cluster data points on-the-fly, without revisiting the whole dataset. The strategy involves an online solution of a sparse representation (SR) problem to build a (sparse) dictionary of similarities where points in the same subspace are considered "similar," followed by a spectral clustering based on the obtained similarity matrix. When the SR cost is strongly convex, the online solution converges to within a neighborhood of the optimal time-varying batch solution. A dynamic regret analysis is performed when the SR cost is not strongly convex.
Emiliano Dall'Anese, Sairaj V. Dhople, Georgios B. Giannakis
This paper considers future distribution networks featuring inverter-interfaced photovoltaic (PV) systems, and addresses the synthesis of feedback controllers that seek real- and reactive-power inverter setpoints corresponding to AC optimal power flow (OPF) solutions. The objective is to bridge the temporal gap between long-term system optimization and real-time inverter control, and enable seamless PV-owner participation without compromising system efficiency and stability. The design of the controllers is grounded on a dual epsilon-subgradient method, and semidefinite programming relaxations are advocated to bypass the non-convexity of AC OPF formulations. Global convergence of inverter output powers is analytically established for diminishing stepsize rules and strictly convex OPF costs for cases where: i) computational limits dictate asynchronous updates of the controller signals, and ii) inverter reference inputs may be updated at a faster rate than the power-output settling time. Although the focus is on PV systems, the framework naturally accommodates different types of inverter-interfaced energy resources.
Yiting Chen, Francesco Bullo, Emiliano Dall'Anese
This paper analyzes the stability of interconnected continuous-time (CT) and discrete-time (DT) systems coupled through sampling and zero-order hold mechanisms. The DT system updates its output at regular intervals $T>0$ by applying an $n$-fold composition of a given map. This setup is motivated by online and sampled-data implementations of optimization-based controllers - particularly model predictive control (MPC) - where the DT system models $n$ iterations of an algorithm approximating the solution of an optimization problem. We introduce the concept of a reduced model, defined as the limiting behavior of the sampled-data system as $T \to 0^+$ and $n \to +\infty$. Our main theoretical contribution establishes that when the reduced model is contractive, there exists a threshold duration $T(n)$ for each iteration count $n$ such that the CT-DT interconnection achieves exponential stability for all sampling periods $T < T(n)$. Finally, under the stronger condition that both the CT and DT systems are contractive, we show exponential stability of their interconnection using a small-gain argument. Our theoretical results provide new insights into suboptimal MPC stability, showing that convergence guarantees hold even when using a single iteration of the optimization algorithm - a practically significant finding for real-time control applications.
Emiliano Dall'Anese, Hao Zhu, Georgios B. Giannakis
Optimal power flow (OPF) is considered for microgrids, with the objective of minimizing either the power distribution losses, or, the cost of power drawn from the substation and supplied by distributed generation (DG) units, while effecting voltage regulation. The microgrid is unbalanced, due to unequal loads in each phase and non-equilateral conductor spacings on the distribution lines. Similar to OPF formulations for balanced systems, the considered OPF problem is nonconvex. Nevertheless, a semidefinite programming (SDP) relaxation technique is advocated to obtain a convex problem solvable in polynomial-time complexity. Enticingly, numerical tests demonstrate the ability of the proposed method to attain the globally optimal solution of the original nonconvex OPF. To ensure scalability with respect to the number of nodes, robustness to isolated communication outages, and data privacy and integrity, the proposed SDP is solved in a distributed fashion by resorting to the alternating direction method of multipliers. The resulting algorithm entails iterative message-passing among groups of consumers and guarantees faster convergence compared to competing alternatives
Emiliano Dall'Anese, Sairaj V. Dhople, Brian B. Johnson, Georgios B. Giannakis
Efforts to ensure reliable operation of existing low-voltage distribution systems with high photovoltaic (PV) generation have focused on the possibility of inverters providing ancillary services such as active power curtailment and reactive power compensation. Major benefits include the possibility of averting overvoltages, which may otherwise be experienced when PV generation exceeds the demand. This paper deals with ancillary service procurement in the face of solar irradiance forecasting errors. In particular, assuming that the forecasted PV irradiance can be described by a random variable with known (empirical) distribution, the proposed uncertainty-aware optimal inverter dispatch (OID) framework indicates which inverters should provide ancillary services with a guaranteed a-priori risk level of PV generation surplus. To capture forecasting errors, and strike a balance between risk of overvoltages and (re)active power reserves, the concept of conditional value-at-risk is advocated. Due to AC power balance equations and binary inverter selection variables, the formulated OID involves the solution of a nonconvex mixed-integer nonlinear program. However, a computationally-affordable convex relaxation is derived by leveraging sparsity-promoting regularization approaches and semidefinite relaxation techniques. The proposed scheme is tested using real-world PV-generation and load-profile data for an illustrative low-voltage residential distribution system.
Emiliano Dall'Anese, Andrea Simonetto, Sairaj Dhople
This paper focuses on power distribution networks featuring distributed energy resources (DERs), and develops controllers that drive the DER output powers to solutions of time-varying AC optimal power flow (OPF) problems. The design of the controllers is grounded on primal-dual-type methods for regularized Lagrangian functions, as well as linear approximations of the AC power-flow equations. Convergence and OPF-solution-tracking capabilities are established while acknowledging: i) communication-packet losses, and ii) partial updates of control signals. The latter case is particularly relevant since it enables an asynchronous operation of the controllers where the DER setpoints are updated at a fast time scale based on local voltage measurements, and information on the network state is utilized if and when available, based on communication constraints. As an application, the paper considers distribution systems with a high penetration level of photovoltaic systems, and demonstrates that the proposed framework provides fast voltage-regulation capabilities, while enabling the near real-time pursuit of AC OPF solutions.
Amirhossein Ajalloeian, Andrea Simonetto, Emiliano Dall'Anese
This paper considers an online proximal-gradient method to track the minimizers of a composite convex function that may continuously evolve over time. The online proximal-gradient method is inexact, in the sense that: (i) it relies on an approximate first-order information of the smooth component of the cost; and, (ii) the proximal operator (with respect to the non-smooth term) may be computed only up to a certain precision. Under suitable assumptions, convergence of the error iterates is established for strongly convex cost functions. On the other hand, the dynamic regret is investigated when the cost is not strongly convex, under the additional assumption that the problem includes feasibility sets that are compact. Bounds are expressed in terms of the cumulative error and the path length of the optimal solutions. This suggests how to allocate resources to strike a balance between performance and precision in the gradient computation and in the proximal operator.
Andrea Simonetto, Emiliano Dall'Anese, Santiago Paternain, Geert Leus, Georgios B. Giannakis
Optimization underpins many of the challenges that science and technology face on a daily basis. Recent years have witnessed a major shift from traditional optimization paradigms grounded on batch algorithms for medium-scale problems to challenging dynamic, time-varying, and even huge-size settings. This is driven by technological transformations that converted infrastructural and social platforms into complex and dynamic networked systems with even pervasive sensing and computing capabilities. The present paper reviews a broad class of state-of-the-art algorithms for time-varying optimization, with an eye to both algorithmic development and performance analysis. It offers a comprehensive overview of available tools and methods, and unveils open challenges in application domains of broad interest. The real-world examples presented include smart power systems, robotics, machine learning, and data analytics, highlighting domain-specific issues and solutions. The ultimate goal is to exempify wide engineering relevance of analytical tools and pertinent theoretical foundations.
Emiliano Dall'Anese, Sairaj V. Dhople, Brian B. Johnson, Georgios B. Giannakis
Decentralized methods for computing optimal real and reactive power setpoints for residential photovoltaic (PV) inverters are developed in this paper. It is known that conventional PV inverter controllers, which are designed to extract maximum power at unity power factor, cannot address secondary performance objectives such as voltage regulation and network loss minimization. Optimal power flow techniques can be utilized to select which inverters will provide ancillary services, and to compute their optimal real and reactive power setpoints. Leveraging advances in semidefinite relaxation techniques and sparsity-promoting regularizations, such problems can be solved with reduced computational burden and with optimality guarantees. To enable large-scale implementation, a novel algorithmic framework is introduced - based on the so-called alternating direction method of multipliers - by which the optimal power flow problem in this setting can be systematically decomposed into sub-problems that can be solved in a decentralized fashion by the utility and customer-owned PV systems with limited exchanges of information. Since the computational burden is shared among multiple devices and the requirement of all-to-all communication can be circumvented, the proposed optimization approach scales to large distribution networks.
Emiliano Dall'Anese, Sairaj V. Dhople, Georgios B. Giannakis
Low-voltage distribution feeders were designed to sustain unidirectional power flows to residential neighborhoods. The increased penetration of roof-top photovoltaic (PV) systems has highlighted pressing needs to address power quality and reliability concerns, especially when PV generation exceeds the household demand. A systematic method for determining the active- and reactive-power set points for PV inverters in residential systems is proposed in this paper, with the objective of optimizing the operation of the distribution feeder and ensuring voltage regulation. Binary PV-inverter selection variables and nonlinear power-flow relations render the novel optimal inverter dispatch problem nonconvex and NP-hard. Nevertheless, sparsity-promoting regularization approaches and semidefinite relaxation techniques are leveraged to obtain a computationally feasible convex reformulation. The merits of the proposed approach are demonstrated using real-world PV-generation and load-profile data for an illustrative low-voltage residential distribution system.