Emiliano Dall'Anese

Emiliano Dall'Anese, Hao Zhu, Georgios B. Giannakis

Optimal power flow (OPF) is considered for microgrids, with the objective of minimizing either the power distribution losses, or, the cost of power drawn from the substation and supplied by distributed generation (DG) units, while effecting voltage regulation. The microgrid is unbalanced, due to unequal loads in each phase and non-equilateral conductor spacings on the distribution lines. Similar to OPF formulations for balanced systems, the considered OPF problem is nonconvex. Nevertheless, a semidefinite programming (SDP) relaxation technique is advocated to obtain a convex problem solvable in polynomial-time complexity. Enticingly, numerical tests demonstrate the ability of the proposed method to attain the globally optimal solution of the original nonconvex OPF. To ensure scalability with respect to the number of nodes, robustness to isolated communication outages, and data privacy and integrity, the proposed SDP is solved in a distributed fashion by resorting to the alternating direction method of multipliers. The resulting algorithm entails iterative message-passing among groups of consumers and guarantees faster convergence compared to competing alternatives

Emiliano Dall'Anese, Georgios B. Giannakis

A system reconfiguration problem is considered for three-phase power distribution networks featuring distributed generation. In lieu of binary line selection variables, the notion of group sparsity is advocated to re-formulate the nonconvex distribution system reconfiguration (DSR) problem into a convex one. Using the duality theory, it is shown that the line selection task boils down to a shrinkage and thresholding operation on the line currents. Further, numerical tests illustrate the ability of the proposed scheme to identify meshed, weakly-meshed, or even radial configurations by adjusting a sparsity-tuning parameter in the DSR cost. Constraints on the voltages are investigated, and incorporated in the novel DSR problem to effect voltage regulation.

Kaiqing Zhang, Wei Shi, Hao Zhu et al.

Coordinated optimization and control of distribution-level assets can enable a reliable and optimal integration of massive amount of distributed energy resources (DERs) and facilitate distribution system management (DSM). Accordingly, the objective is to coordinate the power injection at the DERs to maintain certain quantities across the network, e.g., voltage magnitude, line flows, or line losses, to be close to a desired profile. By and large, the performance of the DSM algorithms has been challenged by two factors: i) the possibly non strongly connected communication network over DERs that hinders the coordination; ii) the dynamics of the real system caused by the DERs with heterogeneous capabilities, time-varying operating conditions, and real-time measurement mismatches. In this paper, we investigate the modeling and algorithm design and analysis with the consideration of these two factors. In particular, a game-theoretic characterization is first proposed to account for a locally connected communication network over DERs, along with the analysis of the existence and uniqueness of the Nash equilibrium (NE) therein. To achieve the equilibrium in a distributed fashion, a projected-gradient-based asynchronous DSM algorithm is then advocated. The algorithm performance, including the convergence speed and the tracking error, is analytically guaranteed under the dynamic setting. Extensive numerical tests on both synthetic and realistic cases corroborate the analytical results derived.

Yi Guo, Kyri Baker, Emiliano Dall'Anese et al.

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 forecasting method and historical forecast error data. The objective is to determine power scheduling policies for controllable devices in a power network to balance operational cost and conditional value-at-risk (CVaR) of device and network constraint violations. These decisions include both nominal power schedules and reserve policies, which specify planned reactions to forecast errors in order to accommodate fluctuating renewable energy sources. Instead of assuming the uncertainties across the networks follow prescribed probability distributions, we consider ambiguity sets of distributions centered around a finite training dataset. By utilizing the Wasserstein metric to quantify differences between the empirical data-based distribution and the real unknown data-generating distribution, we formulate a multi-stage distributionally robust OPF problem to compute optimal control policies that are robust to both forecast errors and sampling errors inherent in the dataset. Two specific data-based distributionally robust stochastic OPF problems are proposed for distribution networks and transmission systems.

Xin Chen, Emiliano Dall'Anese, Changhong Zhao et al.

With a large-scale integration of distributed energy resources (DERs), distribution systems are expected to be capable of providing capacity support for the transmission grid. To effectively harness the collective flexibility from massive DER devices, this paper studies distribution-level power aggregation strategies for transmission-distribution interaction. In particular, this paper proposes a method to model and quantify the aggregate power flexibility, i.e., the net power injection achievable at the substation, in unbalanced distribution systems over time. Incorporating the network constraints and multi-phase unbalanced modeling, the proposed method obtains an effective approximate feasible region of the net power injection. For any aggregate power trajectory within this region, it is proved that there exists a feasible disaggregation solution. In addition, a distributed model predictive control (MPC) framework is developed for the practical implementation of the transmission-distribution interaction. At last, we demonstrate the performances of the proposed method via numerical tests on a real-world distribution feeder with 126 multi-phase nodes.

Yi Guo, Kyri Baker, Emiliano Dall'Anese et al.

This is the second part of a two-part paper on data-based distributionally robust stochastic optimal power flow (OPF). The general problem formulation and methodology have been presented in Part I [1]. Here, we present extensive numerical experiments in both distribution and transmission networks to illustrate the effectiveness and flexibility of the proposed methodology for balancing efficiency, constraint violation risk, and out-of-sample performance. On the distribution side, the method mitigates overvoltages due to high photovoltaic penetration using local energy storage devices. On the transmission side, the method reduces N-1 security line flow constraint risks due to high wind penetration using reserve policies for controllable generators. In both cases, the data-based distributionally robust model predictive control (MPC) algorithm explicitly utilizes forecast error training datasets, which can be updated online. The numerical results illustrate inherent tradeoffs between the operational costs, risks of constraints violations, and out-of-sample performance, offering systematic techniques for system operators to balance these objectives.

Andrey Bernstein, Cong Wang, Emiliano Dall'Anese et al.

This paper considers unbalanced multiphase distribution systems with generic topology and different load models, and extends the Z-bus iterative load-flow algorithm based on a fixed-point interpretation of the AC load-flow equations. Explicit conditions for existence and uniqueness of load-flow solutions are presented. These conditions also guarantee convergence of the load-flow algorithm to the unique solution. The proposed methodology is applicable to generic systems featuring (i) wye connections; (ii) ungrounded delta connections; (iii) a combination of wye-connected and delta-connected sources/loads; and, (iv) a combination of line-to-line and line-to-grounded-neutral devices at the secondary of distribution transformers. Further, a sufficient condition for the non-singularity of the load-flow Jacobian is proposed. Finally, linear load-flow models are derived, and their approximation accuracy is analyzed. Theoretical results are corroborated through experiments on IEEE test feeders.

Yi Guo, Kyri Baker, Emiliano Dall'Anese et al.

We propose a data-driven method to solve a stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The objective is to determine power schedules for controllable devices in a power network to balance operation cost and conditional value-at-risk (CVaR) of device and network constraint violations. These decisions include scheduled power output adjustments and reserve policies, which specify planned reactions to forecast errors in order to accommodate fluctuating renewable energy sources. Instead of assuming the uncertainties across the networks follow prescribed probability distributions, we assume the distributions are only observable through a finite training dataset. By utilizing the Wasserstein metric to quantify differences between the empirical data-based distribution and the real data-generating distribution, we formulate a distributionally robust optimization OPF problem to search for power schedules and reserve policies that are robust to sampling errors inherent in the dataset. A simple numerical example illustrates inherent tradeoffs between operation cost and risk of constraint violation, and we show how our proposed method offers a data-driven framework to balance these objectives.

Andrea Simonetto, Emiliano Dall'Anese, Julien Monteil et al.

This paper develops an online algorithm to solve a time-varying optimization problem with an objective that comprises a known time-varying cost and an unknown function. This problem structure arises in a number of engineering systems and cyber-physical systems where the known function captures time-varying engineering costs, and the unknown function models user's satisfaction; in this context, the objective is to strike a balance between given performance metrics and user's satisfaction. Key challenges related to the problem at hand are related to (1) the time variability of the problem, and (2) the fact that learning of the user's utility function is performed concurrently with the execution of the online algorithm. This paper leverages Gaussian processes (GP) to learn the unknown cost function from noisy functional evaluation and build pertinent upper confidence bounds. Using the GP formalism, the paper then advocates time-varying optimization tools to design an online algorithm that exhibits tracking of the oracle-based optimal trajectory within an error ball, while learning the user's satisfaction function with no-regret. The algorithmic steps are inexact, to account for possible limited computational budgets or real-time implementation considerations. Numerical examples are illustrated based on a problem related to vehicle platooning.

Daniel A. Messenger, Emiliano Dall'Anese, David M. Bortz

This paper presents an online algorithm for identification of partial differential equations (PDEs) based on the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy). The algorithm is online in a sense that if performs the identification task by processing solution snapshots that arrive sequentially. The core of the method combines a weak-form discretization of candidate PDEs with an online proximal gradient descent approach to the sparse regression problem. In particular, we do not regularize the $\ell_0$-pseudo-norm, instead finding that directly applying its proximal operator (which corresponds to a hard thresholding) leads to efficient online system identification from noisy data. We demonstrate the success of the method on the Kuramoto-Sivashinsky equation, the nonlinear wave equation with time-varying wavespeed, and the linear wave equation, in one, two, and three spatial dimensions, respectively. In particular, our examples show that the method is capable of identifying and tracking systems with coefficients that vary abruptly in time, and offers a streaming alternative to problems in higher dimensions.

Emiliano Dall'Anese

Safety filters based on Control Barrier Functions (CBFs) provide formal guarantees of forward invariance, but are often difficult to implement in networked dynamical systems. This is due to global coupling and communication requirements. This paper develops locally implementable approximations of networked CBF safety filters that require no coordination across subsystems. The proposed approach is based on a two-time-scale dynamic implementation inspired by singular perturbation theory, where a small parameter $ε$ separates fast filter dynamics from the plant dynamics; then, a local implementation is enabled via derivative estimation. Explicit bounds are derived to quantify the mismatch between trajectories of the systems with dynamic filter and with the ideal centralized safety filter. These results characterize how safety degradation depends on the time-scale parameter $ε$, estimation errors, and filter activation time, thereby quantifying trade-offs between safety guarantees and local implementability.

Guido Cavraro, Andrey Bernstein, Emiliano Dall'Anese

This paper focuses on price-based residential demand response implemented through dynamic adjustments of electricity prices during DR events. It extends existing DR models to a stochastic framework in which customer response is represented by price-dependent random variables, leveraging models and tools from the theory of stochastic optimization with decision-dependent distributions. The inherent epistemic uncertainty in the customers' responses renders open-loop, model-based DR strategies impractical. To address this challenge, the paper proposes to employ stochastic, feedback-based pricing strategies to compensate for estimation errors and uncertainty in customer response. The paper then establishes theoretical results demonstrating the stability and near-optimality of the proposed approach and validates its effectiveness through numerical simulations.

Yiting Chen, Pol Mestres, Emiliano Dall'Anese et al.

Control barrier function (CBF)-based safety filters provide a systematic way to enforce state constraints, but they can significantly alter the closed-loop dynamics induced by a nominal, stabilizing controller. In particular, the resulting safety-filtered system may exhibit undesirable behaviors including limit cycles, unbounded trajectories, and undesired equilibria. This paper develops a policy optimization framework to maximally enhance the stability properties of safety-filtered controllers. Focusing on linear systems with linear nominal controllers, we jointly parameterize the nominal feedback gain and safety-filter components, and optimize them using trajectory-based objectives computed from closed-loop rollouts. To ensure that the nominal controller remains stabilizing throughout training, we encode Lyapunov-based stability conditions as smooth scalar constraints and enforce them using robust safe gradient flow. This guarantees feasibility of the stability constraints along the optimization iterates and therefore avoids instability during training. Numerical experiments on obstacle-avoidance problems show that the proposed approach can remove asymptotically stable undesired equilibria and improve convergence behavior while maintaining forward invariance of the safe set.

Tianyi Xu, Yiting Chen, Henger Li et al.

We formalize sequential decision-making with information acquisition as the probing-augmented user-centric selection (PUCS) framework, where a learner first probes a subset of arms to obtain side information on resources and rewards, and then assigns $K$ plays to $M$ arms. PUCS covers applications such as ridesharing, wireless scheduling, and content recommendation, in which both resources and payoffs are initially unknown and probing is costly. For the offline setting with known distributions, we present a greedy probing algorithm with a constant-factor approximation guarantee $ζ= (e-1)/(2e-1)$. For the online setting with unknown distributions, we introduce OLPA, a stochastic combinatorial bandit algorithm that achieves a regret bound $\mathcal{O}(\sqrt{T} + \ln^{2} T)$. We also prove a lower bound $Ω(\sqrt{T})$, showing that the upper bound is tight up to logarithmic factors. Experiments on real-world data demonstrate the effectiveness of our solutions.

Damola Ajeyemi, Saber Jafarpour, Emiliano Dall'Anese

Control Barrier Functions (CBFs) have been widely utilized in the design of optimization-based controllers and filters for dynamical systems to ensure forward invariance of a given set of safe states. While CBF-based controllers offer safety guarantees, they can compromise the performance of the system, leading to undesirable behaviors such as unbounded trajectories and emergence of locally stable spurious equilibria. Computing reachable sets for systems with CBF-based controllers is an effective approach for runtime performance and stability verification, and can potentially serve as a tool for trajectory re-planning. In this paper, we propose a computationally efficient interval reachability method for performance verification of systems with optimization-based controllers by: (i) approximating the optimization-based controller by a pre-trained neural network to avoid solving optimization problems repeatedly, and (ii) using mixed monotone theory to construct an embedding system that leverages state-of-the-art neural network verification algorithms for bounding the output of the neural network. Results in terms of closeness of solutions of trajectories of the system with the optimization-based controller and the neural network are derived. Using a single trajectory of the embedding system along with our closeness of solutions result, we obtain an over-approximation of the reachable set of the system with optimization-based controllers. Numerical results are presented to corroborate the technical findings.

Killian Wood, Emiliano Dall'Anese

This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to decision variables--a phenomenon represented by a distributional map. A common approach to accommodating distributional shift is to retrain optimal decisions once a new distribution is revealed, or repeated retraining. We introduce the notion of equilibrium points, which are the fixed points of this repeated retraining procedure, and provide sufficient conditions for their existence and uniqueness. To find equilibrium points, we develop deterministic and stochastic primal-dual algorithms and demonstrate their convergence with constant step-size in the former and polynomial decay step-size schedule in the latter. By modeling errors emerging from a stochastic gradient estimator as sub-Weibull random variables, we provide error bounds in expectation and in high probability that hold for each iteration. Without additional knowledge of the distributional map, computing saddle points is intractable. Thus we propose a condition on the distributional map--which we call opposing mixture dominance--that ensures that the objective is strongly-convex-strongly-concave. Finally, we demonstrate that derivative-free algorithms with a single function evaluation are capable of approximating saddle points

Nicola Bastianello, Andrea Simonetto, Emiliano Dall'Anese

This paper presents a new regularization approach -- termed OpReg-Boost -- to boost the convergence and lessen the asymptotic error of online optimization and learning algorithms. In particular, the paper considers online algorithms for optimization problems with a time-varying (weakly) convex composite cost. For a given online algorithm, OpReg-Boost learns the closest algorithmic map that yields linear convergence; to this end, the learning procedure hinges on the concept of operator regression. We show how to formalize the operator regression problem and propose a computationally-efficient Peaceman-Rachford solver that exploits a closed-form solution of simple quadratically-constrained quadratic programs (QCQPs). Simulation results showcase the superior properties of OpReg-Boost w.r.t. the more classical forward-backward algorithm, FISTA, and Anderson acceleration.

Emiliano Dall'Anese, Andrea Simonetto, Stephen Becker et al.

There is a growing cross-disciplinary effort in the broad domain of optimization and learning with streams of data, applied to settings where traditional batch optimization techniques cannot produce solutions at time scales that match the inter-arrival times of the data points due to computational and/or communication bottlenecks. Special types of online algorithms can handle this situation, and this article focuses on such time-varying optimization algorithms, with emphasis on Machine Leaning and Signal Processing, as well as data-driven Control. Approaches for the design of time-varying or online first-order optimization methods are discussed, with emphasis on algorithms that can handle errors in the gradient, as may arise when the gradient is estimated. Insights on performance metrics and accompanying claims are provided, along with evidence of cases where algorithms that are provably convergent in batch optimization may perform poorly in an online regime. The role of distributed computation is discussed. Illustrative numerical examples for a number of applications of broad interest are provided to convey key ideas.

Amirhossein Ajalloeian, Andrea Simonetto, Emiliano Dall'Anese

This paper considers an online proximal-gradient method to track the minimizers of a composite convex function that may continuously evolve over time. The online proximal-gradient method is inexact, in the sense that: (i) it relies on an approximate first-order information of the smooth component of the cost; and, (ii) the proximal operator (with respect to the non-smooth term) may be computed only up to a certain precision. Under suitable assumptions, convergence of the error iterates is established for strongly convex cost functions. On the other hand, the dynamic regret is investigated when the cost is not strongly convex, under the additional assumption that the problem includes feasibility sets that are compact. Bounds are expressed in terms of the cumulative error and the path length of the optimal solutions. This suggests how to allocate resources to strike a balance between performance and precision in the gradient computation and in the proximal operator.

Xinyang Zhou, Emiliano Dall'Anese, Lijun Chen et al.

This paper formulates a time-varying social-welfare maximization problem for distribution grids with distributed energy resources (DERs) and develops online distributed algorithms to identify (and track) its solutions. In the considered setting, network operator and DER-owners pursue given operational and economic objectives, while concurrently ensuring that voltages are within prescribed limits. The proposed algorithm affords an online implementation to enable tracking of the solutions in the presence of time-varying operational conditions and changing optimization objectives. It involves a strategy where the network operator collects voltage measurements throughout the feeder to build incentive signals for the DER-owners in real time; DERs then adjust the generated/consumed powers in order to avoid the violation of the voltage constraints while maximizing given objectives. The stability of the proposed schemes is analytically established and numerically corroborated.

Swaroop S. Guggilam, Changhong Zhao, Emiliano Dall'Anese et al.

We propose a framework to engineer synthetic-inertia and droop-control parameters for distributed energy resources (DERs) so that the system frequency in a network composed of DERs and synchronous generators conforms to prescribed transient and steady-state performance specifications. Our approach is grounded in a second-order lumped-parameter model that captures the dynamics of synchronous generators and frequency-responsive DERs endowed with inertial and droop control. A key feature of this reduced-order model is that its parameters can be related to those of the originating higher-order dynamical model. This allows one to systematically design the DER inertial and droop-control coefficients leveraging classical frequency-domain response characteristics of second-order systems. Time-domain simulations validate the accuracy of the model-reduction method and demonstrate how DER controllers can be designed to meet steady-state-regulation and transient-performance specifications.