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Approximate dynamic programming with feasibility guarantees
Publikationstyp
Journal Article
Date Issued
2025-01-07
Sprache
English
Author(s)
Volume
12
Issue
2
Start Page
1565
End Page
1576
Citation
IEEE Transactions on Control of Network Systems 12 (2): 1565-1576 (2025)
Publisher DOI
Scopus ID
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