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This paper considers power distribution networks with distributed energy resources and designs an incentive-based algorithm that allows the network operator and customers to pursue given operational and economic objectives while…

Optimization and Control · Mathematics 2017-08-14 Xinyang Zhou , Zhiyuan Liu , Emiliano Dall'Anese , Lijun Chen

This paper develops an algorithmic framework for real-time optimization of distribution-level distributed energy resources (DERs). The proposed framework optimizes the operation of both DERs that are individually controllable and groups of…

Optimization and Control · Mathematics 2019-02-28 Andrey Bernstein , Emiliano Dall'Anese

Distributed sensor networks often include a multitude of sensors, each measuring parts of a process state space or observing the operations of a system. Communication of measurements between the sensor nodes and estimator(s) cannot…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Sanjay Chandrasekaran , Vishnu Varadan , Siva Vignesh Krishnan , Florian Dörfler , Mohammad H. Mamduhi

We study the dynamics of a continuous-time model of the Stochastic Gradient Descent (SGD) for the least-square problem. Indeed, pursuing the work of Li et al. (2019), we analyze Stochastic Differential Equations (SDEs) that model SGD either…

Machine Learning · Computer Science 2024-07-03 Adrien Schertzer , Loucas Pillaud-Vivien

In this paper, we explore an efficient online algorithm for quantum state estimation based on a matrix-exponentiated gradient method previously used in the context of machine learning. The state update is governed by a learning rate that…

Quantum Physics · Physics 2019-03-28 Akram Youssry , Christopher Ferrie , Marco Tomamichel

Stochastic Gradient Descent (SGD) is one of the most popular algorithms in statistical and machine learning due to its computational and memory efficiency. Various averaging schemes have been proposed to accelerate the convergence of SGD in…

Machine Learning · Statistics 2025-04-08 Ziyang Wei , Wanrong Zhu , Wei Biao Wu

This paper proposes a model-free distribution system state estimation method based on tensor completion using canonical polyadic decomposition. In particular, we consider a setting where the network is divided into multiple areas. The…

Optimization and Control · Mathematics 2022-06-09 Yajing Liu , Ahmed S. Zamzam , Andrey Bernstein

Accurately modeling power distribution grids is crucial for designing effective monitoring and decision making algorithms. This paper addresses the partial observability issue of data-driven distribution modeling in order to improve the…

Signal Processing · Electrical Eng. & Systems 2021-10-08 Shanny Lin , Hao Zhu

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

In power system steady-state estimation (PSSE), one needs to consider (1) the need for robust statistics, (2) the nonconvex transmission constraints, (3) the fast-varying nature of the inputs, and the corresponding need to track optimal…

Optimization and Control · Mathematics 2025-01-08 Pavel Rytir , Ales Wodecki , Martin Malachov , Pavel Baxant , Premysl Vorac , Miloslava Chladova , Jakub Marecek

We develop a new methodology to select scenarios of DER adoption most critical for distribution grids. Anticipating risks of future voltage and line flow violations due to additional PV adopters is central for utility investment planning…

Machine Learning · Computer Science 2026-02-20 Olivier Mulkin , Miguel Heleno , Mike Ludkovski

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as…

Optimization and Control · Mathematics 2018-05-09 Amrit S. Bedi , Ketan Rajawat

This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…

Optimization and Control · Mathematics 2016-11-15 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

State estimation is routinely being performed in high-voltage power transmission grids in order to assist in operation and to detect faulty equipment. In low- and medium-voltage power distribution grids, on the other hand, few real-time…

Optimization and Control · Mathematics 2016-04-15 Henrik Sandberg , György Dán , Ragnar Thobaben

To address the challenges that the decarbonization of the energy sector is bringing about, advanced distribution network management and operation strategies are being developed. Many of these strategies require accurate network models to…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Marta Vanin , Frederik Geth , Reinhilde D'hulst , Dirk Van Hertem

Online decision making aims to learn the optimal decision rule by making personalized decisions and updating the decision rule recursively. It has become easier than before with the help of big data, but new challenges also come along.…

Machine Learning · Statistics 2020-10-16 Haoyu Chen , Wenbin Lu , Rui Song

We study the inverse problem of radiative transfer equation (RTE) using stochastic gradient descent method (SGD) in this paper. Mathematically, optical tomography amounts to recovering the optical parameters in RTE using the…

Optimization and Control · Mathematics 2018-07-04 Ke Chen , Qin Li , Jian-Guo Liu

Stochastic nested optimization, including stochastic compositional, min-max and bilevel optimization, is gaining popularity in many machine learning applications. While the three problems share the nested structure, existing works often…

Machine Learning · Statistics 2021-06-28 Tianyi Chen , Yuejiao Sun , Wotao Yin

Overparameterized stochastic differential equation (SDE) models have achieved remarkable success in various complex environments, such as PDE-constrained optimization, stochastic control and reinforcement learning, financial engineering,…

Optimization and Control · Mathematics 2024-09-27 Shengbo Wang , Jose Blanchet , Peter Glynn

For Industrial Wireless Sensor Networks, it is essential to reliably sense and deliver the environmental data on time to avoid system malfunction. While energy harvesting is a promising technique to extend the lifetime of sensor nodes, it…

Networking and Internet Architecture · Computer Science 2016-05-12 Lei Lei , Yiru Kuang , Xuemin , Shen , Kan Yang , Jian Qiao , Zhangdui Zhong
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