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arXiv · 2504.16048

PRIME: Fast Primal-Dual Feedback Optimization for Markets with Application to Optimal Power Flow

Nicholas Julian Behr·Mattia Bianchi·Keith Moffat·Saverio Bolognani·Florian Dörfler
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Abstract

Online Feedback Optimization (OFO) controllers iteratively drive a plant to an optimal operating point that satisfies input and output constraints, relying solely on the input-output sensitivity as model information. This paper introduces PRIME (PRoximal Iterative MarkEts), a novel OFO approach based on proximal-point iterations. Unlike existing OFO solutions, PRIME admits a market-based implementation, where self-interested actors are incentivized to make choices that result in safe and efficient operation, without communicating private costs or constraints. Furthermore, PRIME can handle non-smooth objective functions, achieve fast convergence rates and rapid constraint satisfaction, and effectively reject measurement noise. We demonstrate PRIME on an AC optimal power flow problem, obtaining an efficient real-time nonlinear local marginal pricing scheme.

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Nicholas Julian Behr, Mattia Bianchi, Keith Moffat, Saverio Bolognani, Florian Dörfler. 2025-04-22. PRIME: Fast Primal-Dual Feedback Optimization for Markets with Application to Optimal Power Flow. https://arxiv.org/abs/2504.16048

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