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We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

We study an online linear programming (OLP) problem under a random input model in which the columns of the constraint matrix along with the corresponding coefficients in the objective function are generated i.i.d. from an unknown…

Data Structures and Algorithms · Computer Science 2021-04-20 Xiaocheng Li , Yinyu Ye

We study online linear regression problems in a distributed setting, where the data is spread over a network. In each round, each network node proposes a linear predictor, with the objective of fitting the \emph{network-wide} data. It then…

Machine Learning · Computer Science 2019-02-14 Deming Yuan , Alexandre Proutiere , Guodong Shi

Flexible demand response (DR) resources can be leveraged to accommodate the stochasticity of some distributed energy resources. This paper develops an online learning approach that continuously estimates price sensitivities of residential…

Systems and Control · Computer Science 2020-04-28 Robert Mieth , Yury Dvorkin

This paper addresses the estimation of a time- varying parameter in a network. A group of agents sequentially receive noisy signals about the parameter (or moving target), which does not follow any particular dynamics. The parameter is not…

Optimization and Control · Mathematics 2016-03-03 Shahin Shahrampour , Alexander Rakhlin , Ali Jadbabaie

As independent service providers shift from conventional energy to renewable energy sources, the power distribution system will likely experience increasingly significant fluctuation in supply, given the uncertain and intermittent nature of…

Systems and Control · Computer Science 2016-01-27 Chinwendu Enyioha , Sindri Magnusson , Kathryn Heal , Na Li , Carlo Fischione , Vahid Tarokh

We propose a data-based method to solve a multi-stage stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The framework explicitly combines multi-stage feedback policies with any…

Optimization and Control · Mathematics 2018-10-29 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler H. Summers

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

This paper proposes a two-level distributed algorithmic framework for solving the AC optimal power flow (OPF) problem with convergence guarantees. The presence of highly nonconvex constraints in OPF poses significant challenges to…

Optimization and Control · Mathematics 2021-06-14 Kaizhao Sun , Xu Andy Sun

Smart devices, storage and other distributed technologies have the potential to greatly improve the utilisation of network infrastructure and renewable generation. Decentralised control of these technologies overcomes many scalability and…

Optimization and Control · Mathematics 2024-10-30 Paul Scott , Sylvie Thiébaux

Motivated by practical federated learning settings where clients may not be always available, we investigate a variant of distributed online optimization where agents are active with a known probability $p$ at each time step, and…

Machine Learning · Computer Science 2024-11-26 Juliette Achddou , Nicolò Cesa-Bianchi , Hao Qiu

This paper studies the online convex optimization problem by using an Online Continuous-Time Nesterov Accelerated Gradient method (OCT-NAG). We show that the continuous-time dynamics generated by the online version of the Bregman Lagrangian…

Optimization and Control · Mathematics 2020-09-29 Chao Sun , Guoqiang Hu

We propose a data-driven online convex optimization algorithm for controlling dynamical systems. In particular, the control scheme makes use of an initially measured input-output trajectory and behavioral systems theory which enable it to…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

The implementation of optimal power flow (OPF) methods to perform voltage and power flow regulation in electric networks is generally believed to require extensive communication. We consider distribution systems with multiple controllable…

Machine Learning · Computer Science 2019-08-15 Roel Dobbe , Oscar Sondermeijer , David Fridovich-Keil , Daniel Arnold , Duncan Callaway , Claire Tomlin

Despite significant economic and ecological effects, a higher level of renewable energy generation leads to increased uncertainty and variability in power injections, thus compromising grid reliability. In order to improve power grid…

Optimization and Control · Mathematics 2021-11-24 Aleksander Lukashevich , Vyacheslav Gorchakov , Petr Vorobev , Deepjyoti Deka , Yury Maximov

This paper proposes an input convex neural network (ICNN)-Assisted optimal power flow (OPF) in distribution networks. Instead of relying purely on optimization or machine learning, the ICNN-Assisted OPF is a combination of optimization and…

Systems and Control · Electrical Eng. & Systems 2024-07-31 Rui Cheng , Yuze Yang , Wenxia Liu , Nian Liu , Zhaoyu Wang

In this paper, the problem of online distributed zeroth-order optimization subject to a set constraint is studied via a multi-agent network, where each agent can communicate with its immediate neighbors via a time-varying directed graph.…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Yanfu Qin , Kaihong Lu

High penetration of renewable generation poses great challenge to power system operation due to its uncertain nature. In droop-controlled microgrids, the voltage volatility induced by renewable uncertainties is aggravated by the high droop…

Systems and Control · Electrical Eng. & Systems 2020-11-02 Tianlun Chen , David J. Hill , Yue Song , Albert Y. S. Lam

We consider the problem of online stochastic optimization in a distributed setting with $M$ clients connected through a central server. We develop a distributed online learning algorithm that achieves order-optimal cumulative regret with…

Machine Learning · Computer Science 2023-06-07 Sudeep Salgia , Qing Zhao , Tamir Gabay , Kobi Cohen

This paper studies online optimization from a high-level unified theoretical perspective. We not only generalize both Optimistic-DA and Optimistic-MD in normed vector space, but also unify their analysis methods for dynamic regret. Regret…

Machine Learning · Computer Science 2022-02-15 Qing-xin Meng , Jian-wei Liu
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