Approximate dynamic programming with feasibility guarantees

Publikationstyp
Journal Article
Date Issued
2025-01-07
Sprache
English
Author(s)
Engelmann, Alexander  
Bandeira, Maisa Beraldo
Faulwasser, Timm  
Regelungstechnik E-14  
TORE-URI
https://hdl.handle.net/11420/54187
Journal
IEEE Transactions on Control of Network Systems  
Citation
IEEE Transactions on Control of Network Systems (in Press): (2025)
Publisher DOI
10.1109/TCNS.2025.3526715
Scopus ID
2-s2.0-85214522318
Publisher
IEEE
Safe and economic operation of networked systems is challenging. Optimization-based schemes are frequently considered, since they achieve near-optimality while ensuring safety via the explicit consideration of constraints. In applications, these schemes often require solving large-scale optimization problems. Iterative techniques from distributed optimization are frequently proposed for complexity reduction. Yet, they achieve feasibility only asymptotically, which induces a substantial computational burden. This work presents an approximate dynamic programming scheme, which is guaranteed to deliver a feasible solution in "one shot", i.e., in one backward-forward iteration over all subproblems provided they are coupled by a tree structure. Our approach generalizes methods from seemingly disconnected domains such as power systems and optimal control. We demonstrate its efficacy for problems with nonconvex constraints via numerical examples from both domains.
Subjects
ADP | flexibility aggregation | hierarchical optimization | large-scale optimization | tree structures | TSO-DSO coordination
DDC Class
600: Technology