We consider multi-target linear-quadratic control problem on semi-infinite interval. We show that the problem can be reduced to a simple convex optimization problem on the simplex. CitationTo appear in Mathematical Problems in Engineering 2012 ArticleDownload View PDF
We present an approach to estimate adjoint sensitivities of economic metrics of relevance in the power grid with respect to physical weather variables using numerical weather prediction models. We demonstrate that this capability can significantly enhance planning and operations. We illustrate the method using a large-scale computational study where we compute sensitivities of the regional … Read more
We propose real-time optimization strategies for energy management in building systems. We have found that exploiting building-wide multivariable interactions between CO2 and humidity, pressure, occupancy, and temperature leads to significant reductions of energy intensity compared with traditional strategies. Our analysis indicates that it is possible to obtain energy savings of more than 50% compared with … Read more
Long-term planning for electric power systems, or capacity expansion, has traditionally been modeled using simplified models or heuristics to approximate the short-term dynamics. However, current trends such as increasing penetration of intermittent renewable generation and increased demand response requires a coupling of both the long and short term dynamics. We present an efficient method for … Read more
Given a family of real or complex monic polynomials of fixed degree with one affine constraint on their coefficients, consider the problem of minimizing the root radius (largest modulus of the roots) or root abscissa (largest real part of the roots). We give constructive methods for efficiently computing the globally optimal value as well as … Read more
The electrical vehicle energy management can be expressed as a Bang-Bang optimal control problem. In this work, we discuss on a new formulation and about the way to approximate this optimal control problem of Bang-Bang type via a discretization technique associated with a Branch-and-Bound algorithm. The problem that we focus on, is the minimization of … Read more
The electrical vehicle energy management can be expressed as a Bang-Bang optimal control problem. In this work, we discuss on a new formulation and about the way to approximate this optimal control problem of Bang-Bang type via a discretization technique associated with a Branch-and-Bound algorithm. The problem that we focus on, is the minimization of … Read more
Combinatorial and logic constraints arising in a number of challenging optimization applications can be formulated as vanishing constraints. Quadratic programs with vanishing constraints (QPVCs) then arise as subproblems during the numerical solution of such problems using algorithms of the Sequential Quadratic Programming type. QPVCs are nonconvex problems violating standard constraint qualifications. In this paper, we … Read more
We describe experiments with parallel algorithms for computing adaptive controls for attenuating power grid cascading failures. CitationColumbia University, 2010ArticleDownload View PDF
We consider robust output feedback control of time-varying, linear discrete-time systems operating over a finite horizon. For such systems, we consider the problem of designing robust causal controllers that minimize the expected value of a convex quadratic cost function, subject to mixed linear state and input constraints. Determination of an optimal control policy for such … Read more