control

ADMM-based Unit and Time Decomposition for Price Arbitrage by Cooperative Price-Maker Electricity Storage Units

  • Miguel F. Anjos
  • James Cruise
  • Albert Solà Vilalta
    • Categories Convex Optimization, Dynamic Programming, Energy Tags , , , , , , ,

    Decarbonization via the integration of renewables poses significant challenges for electric power systems, but also creates new market opportunities. Electric energy storage can take advantage of these opportunities while providing flexibility to power systems that can help address these challenges. We propose a solution method for the optimal control of multiple price-maker electric energy storage … Read more

    A Survey of Recent Scalability Improvements for Semidefinite Programming with Applications in Machine Learning, Control, and Robotics

  • Amir Ali Ahmadi
  • Georgina Hall
  • Anirudha Majumdar
    • Categories Basic Sciences Applications, Control Applications, Semi-definite Programming Tags , , , ,

    Historically, scalability has been a major challenge to the successful application of semidefinite programming in fields such as machine learning, control, and robotics. In this paper, we survey recent approaches for addressing this challenge including (i) approaches for exploiting structure (e.g., sparsity and symmetry) in a problem, (ii) approaches that produce low-rank approximate solutions to … Read more

    An Augmented Lagrangian Filter Method for Real-Time Embedded Optimization

  • Nai-Yuan Chiang
  • Victor M. Zavala
  • Rui Huang
    • Categories Applications - Science and Engineering, Nonlinear Optimization, Optimization Software and Modeling Systems Tags , , , ,

    We present a filter line-search algorithm for nonconvex continuous optimization that combines an augmented Lagrangian function and a constraint violation metric to accept and reject steps. The approach is motivated by real-time optimization applications that need to be executed on embedded computing platforms with limited memory and processor speeds. In particular, the proposed method enables … Read more