Time-Varying Feedback Optimization for Quadratic Programs with Heterogeneous Gradient Step Sizes
Optimization and Control
2023-09-07 v1
Abstract
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.
Cite
@article{arxiv.2309.02618,
title = {Time-Varying Feedback Optimization for Quadratic Programs with Heterogeneous Gradient Step Sizes},
author = {Andrey Bernstein and Joshua Comden and Yue Chen and Jing Wang},
journal= {arXiv preprint arXiv:2309.02618},
year = {2023}
}