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Time-Varying Optimization: Algorithms and Applications in Power Systems

Presented by: 
Andrea Simonetto IBM Research
Date: 
Thursday 10th January 2019 - 10:00 to 11:00
Venue: 
INI Seminar Room 1
Session Title: 
AM - Optimization & Control
Abstract: 
Continuously varying optimization programs have appeared as a natural extension of time-invariant ones when the cost function, the constraints, or both, depend on a time parameter and change continuously in time. This setting captures relevant control, signal processing, and machine learning problems. Recently, running and prediction-correction methods have been put forward to set up iterative algorithms that sample the continuously-varying optimization program at discrete time steps track the optimizer(s) trajectory while it evolves in time up to an asymptotical error bound.In this talk, we will review current state-of-the-art algorithms in time-varying optimization, with a special emphasis on applications in power grids. We will touch upon time-varying AC optimal power flow problems, real-time optimization of aggregations of distributed energy resources, as well as dynamic distribution state estimation.
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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons