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arXiv · 2309.02618

Time-Varying Feedback Optimization for Quadratic Programs with Heterogeneous Gradient Step Sizes

Andrey Bernstein·Joshua Comden·Yue Chen·Jing Wang
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Abstract

Online feedback-based optimization has become a promising framework for real-time optimization and control of complex engineering systems. This tutorial paper surveys the recent advances in the field as well as provides novel convergence results for primal-dual online algorithms with heterogeneous step sizes for different elements of the gradient. The analysis is performed for quadratic programs and the approach is illustrated on applications for adaptive step-size and model-free online algorithms, in the context of optimal control of modern power systems.

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Andrey Bernstein, Joshua Comden, Yue Chen, Jing Wang. 2023-09-05. Time-Varying Feedback Optimization for Quadratic Programs with Heterogeneous Gradient Step Sizes. https://arxiv.org/abs/2309.02618

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