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Online optimization has recently opened avenues to study optimal control for time-varying cost functions that are unknown in advance. Inspired by this line of research, we study the distributed online linear quadratic regulator (LQR)…

Optimization and Control · Mathematics 2022-02-08 Ting-Jui Chang , Shahin Shahrampour

Electric power grids regularly experience uncertain fluctuations from load demands and renewables, which poses a risk of violating operational limits designed to safeguard the system. In this paper, we consider the robust AC OPF problem…

Optimization and Control · Mathematics 2021-04-13 Dongchan Lee , Konstantin Turitsyn , Daniel K. Molzahn , Line A. Roald

We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…

Machine Learning · Computer Science 2019-09-12 Naman Agarwal , Elad Hazan , Karan Singh

We revisit multi-agent asynchronous online optimization with delays, where only one of the agents becomes active for making the decision at each round, and the corresponding feedback is received by all the agents after unknown delays.…

Machine Learning · Computer Science 2026-02-05 Lingchan Bao , Tong Wei , Yuanyu Wan

Online optimization has emerged as powerful tool in large scale optimization. In this pa- per, we introduce efficient online optimization algorithms based on the alternating direction method (ADM), which can solve online convex optimization…

Machine Learning · Computer Science 2013-07-11 Huahua Wang , Arindam Banerjee

The optimal power flow is an optimization problem used in power systems operational planning to maximize economic efficiency while satisfying demand and maintaining safety margins. Due to uncertainty and variability in renewable energy…

Systems and Control · Computer Science 2019-02-18 Deepjyoti Deka , Sidhant Misra

In this paper, we study a class of online optimization problems with long-term budget constraints where the objective functions are not necessarily concave (nor convex) but they instead satisfy the Diminishing Returns (DR) property.…

Optimization and Control · Mathematics 2019-07-02 Omid Sadeghi , Maryam Fazel

This paper develops projection-free algorithms for online convex optimization with stochastic constraints. We design an online primal-dual projection-free framework that can take any projection-free algorithms developed for online convex…

Optimization and Control · Mathematics 2023-05-17 Duksang Lee , Nam Ho-Nguyen , Dabeen Lee

The Optimal Power Flow (OPF) problem is a fundamental building block for the optimization of electrical power systems. It is nonlinear and nonconvex and computes the generator setpoints for power and voltage, given a set of load demands. It…

Signal Processing · Electrical Eng. & Systems 2019-12-04 Ferdinando Fioretto , Terrence W. K. Mak , Pascal Van Hentenryck

The objective of this paper is to improve the accuracy and robustness of optimal power flow (OPF) formulations for distribution systems modeled down to the low-voltage point of connection of individual buildings. An approach for addressing…

Systems and Control · Electrical Eng. & Systems 2023-10-11 Dakota Hamilton , Loraine Navarro , Dionysios Aliprantis

This paper presents a parametric quadratic approximation of the AC optimal power flow (AC-OPF) problem for time-sensitive and market-based applications. The parametric approximation preserves the physics-based but simple representation…

Optimization and Control · Mathematics 2024-10-25 Gonzalo E. Constante-Flores , André H. Quisaguano , Antonio J. Conejo , Can Li

Decentralized online convex optimization (D-OCO), where multiple agents within a network collaboratively learn optimal decisions in real-time, arises naturally in applications such as federated learning, sensor networks, and multi-agent…

Machine Learning · Statistics 2026-01-14 Hao Qiu , Mengxiao Zhang , Juliette Achddou

This paper considers the problem of online optimization where the objective function is time-varying. In particular, we extend coordinate descent type algorithms to the online case, where the objective function varies after a finite number…

Optimization and Control · Mathematics 2024-04-26 Yankai Lin , Iman Shames , Dragan Nešić

This paper presents an end-to-end framework for calibrating wind power forecast models to minimize operational costs in two-stage power markets, where the first stage involves a distributionally robust optimal power flow (DR-OPF) model.…

Systems and Control · Electrical Eng. & Systems 2024-12-17 Zhirui Liang , Qi Li , Anqi Liu , Yury Dvorkin

Many techniques for online optimization problems involve making decisions based solely on presently available information: fewer works take advantage of potential predictions. In this paper, we discuss the problem of online convex…

Optimization and Control · Mathematics 2019-02-04 Robert Ravier , Vahid Tarokh

In this paper we consider the problem of analyzing the effect a change in the load vector can have on the optimal power generation in a DC power flow model. The methodology is based upon the recently introduced concept of the…

Optimization and Control · Mathematics 2020-04-06 James Anderson , Fengyu Zhou , Steven H. Low

Optimal power flow (OPF) is the central optimization problem in electric power grids. Although solved routinely in the course of power grid operations, it is known to be strongly NP-hard in general, and weakly NP-hard over tree networks. In…

Systems and Control · Computer Science 2016-06-22 Krishnamurthy Dvijotham , Pascal Van Hentenryck , Michael Chertkov , Sidhant Misra , Marc Vuffray

This paper studies distributionally robust regret-optimal (DRRO) control with purified output feedback for linear systems subject to additive disturbances and measurement noise. These uncertainties (including the initial system state) are…

Optimization and Control · Mathematics 2025-11-21 Shuhao Yan , Carsten W. Scherer

Given the increased percentage of wind power in power systems, chance-constrained optimal power flow (CC-OPF) calculation, as a means to take wind power uncertainty into account with a guaranteed security level, is being promoted. Compared…

Systems and Control · Electrical Eng. & Systems 2022-03-02 Mengshuo Jia , Gabriela Hug , Yifan Su , Chen Shen

This paper considers distribution systems with a high penetration of distributed, renewable generation and addresses the problem of incorporating the associated uncertainty into the optimal operation of these networks. Joint chance…

Optimization and Control · Mathematics 2019-03-07 Kyri Baker , Andrey Bernstein