Joshua A. Taylor

Mohammadhafez Bazrafshan, Nikolaos Gatsis, Ahmad Taha et al.

In this paper, the optimal power flow (OPF) problem is augmented to account for the costs associated with the load-following control of a power network. Load-following control costs are expressed through the linear quadratic regulator (LQR). The power network is described by a set of nonlinear differential algebraic equations (DAEs). By linearizing the DAEs around a known equilibrium, a linearized OPF that accounts for steady-state operational constraints is formulated first. This linearized OPF is then augmented by a set of linear matrix inequalities that are algebraically equivalent to the implementation of an LQR controller. The resulting formulation, termed LQR-OPF, is a semidefinite program which furnishes optimal steady-state setpoints and an optimal feedback law to steer the system to the new steady state with minimum load-following control costs. Numerical tests demonstrate that the setpoints computed by LQR-OPF result in lower overall costs and frequency deviations compared to the setpoints of a scheme where OPF and load-following control are considered separately.

Antoine Lesage-Landry, Joshua A. Taylor, Duncan S. Callaway

We consider online optimization with binary decision variables and convex loss functions. We design a new algorithm, binary online gradient descent (bOGD) and bound its expected dynamic regret. We provide a regret bound that holds for any time horizon and a specialized bound for finite time horizons. First, we present the regret as the sum of the relaxed, continuous round optimum tracking error and the rounding error of our update in which the former asymptomatically decreases with time under certain conditions. Then, we derive a finite-time bound that is sublinear in time and linear in the cumulative variation of the relaxed, continuous round optima. We apply bOGD to demand response with thermostatically controlled loads, in which binary constraints model discrete on/off settings. We also model uncertainty and varying load availability, which depend on temperature deadbands, lockout of cooling units and manual overrides. We test the performance of bOGD in several simulations based on demand response. The simulations corroborate that the use of randomization in bOGD does not significantly degrade performance while making the problem more tractable.

Antoine Lesage-Landry, Iman Shames, Joshua A. Taylor

We incorporate future information in the form of the estimated value of future gradients in online convex optimization. This is motivated by demand response in power systems, where forecasts about the current round, e.g., the weather or the loads' behavior, can be used to improve on predictions made with only past observations. Specifically, we introduce an additional predictive step that follows the standard online convex optimization step when certain conditions on the estimated gradient and descent direction are met. We show that under these conditions and without any assumptions on the predictability of the environment, the predictive update strictly improves on the performance of the standard update. We give two types of predictive update for various family of loss functions. We provide a regret bound for each of our predictive online convex optimization algorithms. Finally, we apply our framework to an example based on demand response which demonstrates its superior performance to a standard online convex optimization algorithm.

Antoine Lesage-Landry, Siyu Chen, Joshua A. Taylor

Power converters are present in increasing numbers in the electric power grid. They are a major source of harmonic currents and voltages, which can reduce power quality and trip protection devices. The frequency coupling matrix (FCM) is a general technique for modeling converter harmonics. It can be obtained through experimental characterization or, given a converter's internal parameters, direct calculation. In this paper, we estimate FCMs from network measurements. We give a novel harmonic reduction theorem for computing equivalent, virtual FCMs for unobservable portions of a network. We estimate FCMs and harmonic line admittances from PMU measurements, and give an efficient online version for the FCM problem. We test our approaches on a numerical example, and show that the estimation error is low under noisy observations.

Antoine Lesage-Landry, Joshua A. Taylor

We use online convex optimization (OCO) for setpoint tracking with uncertain, flexible loads. We consider full feedback from the loads, bandit feedback, and two intermediate types of feedback: partial bandit where a subset of the loads are individually observed and the rest are observed in aggregate, and Bernoulli feedback where in each round the aggregator receives either full or bandit feedback according to a known probability. We give sublinear regret bounds in all cases. We numerically evaluate our algorithms on examples with thermostatically controlled loads and electric vehicles.