Time-Varying Feedback Optimization for Quadratic Programs with Heterogeneous Gradient Step Sizes
Online feedback-based optimization has become a promising framework for real-time optimization and control of complex engineering systems. This tutorial paper surveys the recent advances in the field as well as provides novel convergence results for primal-dual online algorithms with heterogeneous step sizes for different elements of the gradient. The analysis is performed for quadratic programs and the approach is illustrated on applications for adaptive step-size and model-free online algorithms, in the context of optimal control of modern power systems.
- Research Organization:
- National Renewable Energy Laboratory (NREL), Golden, CO (United States)
- Sponsoring Organization:
- USDOE National Renewable Energy Laboratory (NREL)
- DOE Contract Number:
- AC36-08GO28308
- OSTI ID:
- 2319207
- Report Number(s):
- NREL/CP-5D00-89045; MainId:89824; UUID:b3682858-7809-46de-bbb3-ee1384ea9c67; MainAdminId:72023
- Resource Relation:
- Conference: Presented at the 2023 62nd IEEE Conference on Decision and Control (CDC), 13-15 December 2023, Singapore
- Country of Publication:
- United States
- Language:
- English
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