arXiv subjects

Alexander Engelmann

Publications and source records attributed to Alexander Engelmann.

At least 19 recordsLinked to original sources

arXiv2025

Towards grid-aware multi-period flexibility aggregation - A constrained zonotope approach

Aggregation schemes provide a means to reduce the computational complexity of power system operation by reducing the number of devices that are considered individually. This can be achieved with tools of computational geometry, where the feasible set is projected onto the decision variables of the point of interconnection. Set projection is computationally expensive, especially in the context of multi-period power system operation. This calls for efficiency improvements via structure exploitation of set representations. This paper proposes efficient flexibility aggregation via constrained zonotopes. We evaluate the performance of the proposed method on a 15-bus distribution grid with time-dependent elements for up to 96 timesteps. The results suggest that the presented method significantly improves computation times compared to classic polytope projection approaches.

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arXiv2025

Flexibility aggregation via set projection for distribution grids with multiple interconnections

With the increasing number of flexible energy devices in distribution grids, coordination between Transmission System Operators (TSOs) and Distribution System Operators (DSOs) becomes critical for optimal system operation. One form of coordination is to solve the overall system operation problem in a hierarchical way, computing Feasible Operational Regions (FORs) for the interconnection between TSO/DSO. Most methods for computing FORs rely on the assumption of only one interconnection point between TSO and DSOs, which is often violated in practice. In this work, we propose a method for computing FORs in distribution grids with multiple interconnection points to the transmission grid. We test our method in a grid with two interconnecting points and analyze the properties of the resulting high-dimensional FOR from a power systems perspective.

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arXiv2025

Complexity Reduction for TSO-DSO Coordination: Flexibility Aggregation vs. Distributed Optimization

The increasing number of flexible devices and distributed energy resources in power grids renders the coordination of transmission and distribution systems increasingly complex. In this paper, we discuss and compare two different approaches to optimization-based complexity reduction: Flexibility aggregation via Approximate Dynamic Programming (ADP) and distributed optimization via the Alternating Direction Method of Multipliers (ADMM). Flexibility aggregation achieves near-optimal solutions with minimal communication. However, its performance depends on the quality of the approximation used. In contrast, ADMM attains results closer to the centralized solution but requires significantly more communication steps. We draw upon a case study combining different matpower benchmarks to compare both methods.

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arXiv2025

Towards Data-Driven Multi-Stage OPF

The operation of large-scale power systems is usually scheduled ahead via numerical optimization. However, this requires models of grid topology, line parameters, and bus specifications. Classic approaches first identify the network topology, i.e., the graph of interconnections and the associated impedances. The power generation schedules are then computed by solving a multi-stage optimal power flow (OPF) problem built around the model. In this paper, we explore the prospect of data-driven approaches to multi-stage optimal power flow. Specifically, we leverage recent findings from systems and control to bypass the identification step and to construct the optimization problem directly from data. We illustrate the performance of our method on a 118-bus system and compare it with the classical identification-based approach.

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arXiv2024

Large problems are not necessarily hard: A case study on distributed NMPC paying off

A key motivation in the development of Distributed Model Predictive Control (DMPC) is to accelerate centralized Model Predictive Control (MPC) for large-scale systems. DMPC has the prospect of scaling well by parallelizing computations among subsystems. However, communication delays may deteriorate the performance of decentralized optimization, if excessively many iterations are required per control step. Moreover, centralized solvers often exhibit faster asymptotic convergence rates and, by parallelizing costly linear algebra operations, they can also benefit from modern multicore computing architectures. On this canvas, we study the computational performance of cooperative DMPC for linear and nonlinear systems. To this end, we apply a tailored decentralized real-time iteration scheme to frequency control for power systems. DMPC scales well for the considered linear and nonlinear benchmarks, as the iteration number does not depend on the number of subsystems. Comparisons with multi-threaded centralized solvers demonstrate competitive performance of the proposed decentralized optimization algorithms.

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arXiv2024

Decentralized Real-Time Iterations for Distributed NMPC

This article presents a Real-Time Iteration (RTI) scheme for distributed Nonlinear Model Predictive Control (NMPC). The scheme transfers the well-known RTI approach, a key enabler for many industrial real-time NMPC implementations, to the setting of cooperative distributed control. At each sampling instant, one outer iteration of a bi-level decentralized Sequential Quadratic Programming (dSQP) method is applied to a centralized optimal control problem. This ensures that real-time requirements are met and it facilitates cooperation between subsystems. Combining novel dSQP convergence results with RTI stability guarantees, we prove local exponential stability under standard assumptions on the MPC design with and without terminal constraints. The proposed scheme only requires neighbor-to-neighbor communication and avoids a central coordinator. A numerical example with coupled inverted pendulums demonstrates the efficacy of the approach.

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arXiv2023

Distributed Interior Point Methods for Optimization in Energy Networks

This note discusses an essentially decentralized interior point method, which is well suited for optimization problems arising in energy networks. Advantages of the proposed method are guaranteed and fast local convergence also for problems with non-convex constraints. Moreover, our method exhibits a small communication footprint and it achieves a comparably high solution accuracy with a limited number of iterations, whereby the local subproblems are of low computational complexity. We illustrate the performance of the proposed method on a problem from energy systems, i.e., we consider an optimal power flow problem with 708 buses.

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arXiv2023

Approximate Dynamic Programming with Feasibility Guarantees

Safe and economic operation of networked systems is often 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, however, 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 proposed scheme 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.

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arXiv2022

Scalable Primal Decomposition Schemes for Large-Scale Infrastructure Networks

The operation of large-scale infrastructure networks requires scalable optimization schemes. To guarantee safe system operation, a high degree of feasibility in a small number of iterations is important. Decomposition schemes can help to achieve scalability. In terms of feasibility, however, classical approaches such as the alternating direction method of multipliers (ADMM) often converge slowly. In this work, we present primal decomposition schemes for hierarchically structured strongly convex QPs. These schemes offer high degrees of feasibility in a small number of iterations in combination with global convergence guarantees. We benchmark their performance against the centralized off-the-shelf interior-point solver Ipopt and ADMM on problems with up to 300,000 decision variables and constraints. We find that the proposed approaches solve problems as fast as Ipopt, but with reduced communication and without requiring a full model exchange. Moreover, the proposed schemes achieve a higher accuracy than ADMM.

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arXiv2022

Decentralized non-convex optimization via bi-level SQP and ADMM

Decentralized non-convex optimization is important in many problems of practical relevance. Existing decentralized methods, however, typically either lack convergence guarantees for general non-convex problems, or they suffer from a high subproblem complexity. We present a novel bi-level SQP method, where the inner quadratic problems are solved via ADMM. A decentralized stopping criterion from inexact Newton methods allows the early termination of ADMM as an inner algorithm to improve computational efficiency. The method has local convergence guarantees for non-convex problems. Moreover, it only solves sequences of Quadratic Programs, whereas many existing algorithms solve sequences of Nonlinear Programs. The method shows competitive numerical performance for an optimal power flow problem.

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arXiv2022

Approximations for Optimal Experimental Design in Power System Parameter Estimation

This paper is about computationally tractable methods for power system parameter estimation and Optimal Experiment Design (OED). Here, the main motivation is that OED has the potential to significantly increase the accuracy of power system parameter estimates, for example, if only a few batches of data are available. The problem is, however, that solving the exact OED problem for larger power grids turns out to be computationally expensive and, in many cases, even computationally intractable. Therefore, the present paper proposes three numerical approximation techniques, which increase the computational tractability of OED for power systems. These approximation techniques are bench-marked on a 5-bus and a 14-bus case studies.

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arXiv2022

Data-driven MPC of descriptor systems: A case study for power networks

Recently, data-driven predictive control of linear systems has received wide-spread research attention. It hinges on the fundamental lemma by Willems et al. In a previous paper, we have shown how this framework can be applied to predictive control of linear time-invariant descriptor systems. In the present paper, we present a case study wherein we apply data-driven predictive control to a discrete-time descriptor model obtained by discretization of the power-swing equations for a nine-bus system. Our results shows the efficacy of the proposed control scheme and they underpin the prospect of the data-driven framework for control of descriptor systems.

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arXiv2021

An essentially decentralized interior point method for control

Distributed and decentralized optimization are key for the control of networked systems. Application examples include distributed model predictive control and distributed sensing or estimation. Non-linear systems, however, lead to problems with non-convex constraints for which classical decentralized optimization algorithms lack convergence guarantees. Moreover, classical decentralized algorithms usually exhibit only linear convergence. This paper presents an essentially decentralized primal-dual interior point method with convergence guarantees for non-convex problems at a superlinear rate. We show that the proposed method works reliably on a numerical example from power systems. Our results indicate that the proposed method outperforms ADMM in terms of computation time and computational complexity of the subproblems.

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arXiv2021

A Distributed Active Set Method for Model Predictive Control

This paper presents a novel distributed active set method for model predictive control of linear systems. The method combines a primal active set strategy with a decentralized conjugate gradient method to solve convex quadratic programs. An advantage of the proposed method compared to existing distributed model predictive algorithms is the primal feasibility of the iterates. Numerical results show that the proposed method can compete with the alternating direction method of multipliers in terms of communication requirements for a chain of masses example.

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arXiv2021

Essentially Decentralized Conjugate Gradients

Solving structured systems of linear equations in a non-centralized fashion is an important step in many distributed optimization and control algorithms. Fast convergence is required in manifold applications. Known decentralized algorithms, however, typically exhibit asymptotic convergence at a linear rate. This note proposes an essentially decentralized variant of the Conjugate Gradient algorithm (d-CG). The proposed method exhibits a practical superlinear convergence rate and comes with a priori computable finite-step convergence guarantees. In contrast to previous works, we consider sum-wise decomposition instead of row-wise decomposition which enables application in multi-agent settings. We illustrate the performance of d-CG on problems from sensor fusion and compare the results to the widely-used Alternating Direction Method of Multipliers.

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arXiv2020

Distributed Power Flow and Distributed Optimization -- Formulation, Solution, and Open Source Implementation

Solving the power flow problem in a distributed fashion empowers different grid operators to compute the overall grid state without having to share grid models-this is a practical problem to which industry does not have off-the-shelf answers. In cooperation with a German transmission system operator we propose two physically consistent problem formulations (feasibility, least-squares) amenable to two solution methods from distributed optimization (the Alternating direction method of multipliers (ADMM), and the Augmented Lagrangian based Alternating Direction Inexact Newton method (Aladin)); with Aladin there come convergence guarantees for the distributed power flow problem. In addition, we provide open source matlab code for rapid prototyping for distributed power flow (rapidPF), a fully matpower-compatible software that facilitates the laborious task of formulating power flow problems as distributed optimization problems; the code is available under https://github.com/KIT-IAI/rapidPF/. The approach to solving distributed power flow problems that we present is flexible, modular, consistent, and reproducible. Simulation results for systems ranging from 53 buses (with 3 regions) up to 4662 buses (with 5 regions) show that the least-squares formulation solved with aladin requires just about half a dozen coordinating steps before the power flow problem is solved.

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arXiv2020

Online power system parameter estimation and optimal operation

The integration of renewables into electrical grids calls for optimization-based control schemes requiring reliable grid models. Classically, parameter estimation and optimization-based control is often decoupled, which leads to high system operation cost in the estimation procedure. The present work proposes a method for simultaneously minimizing grid operation cost and optimally estimating line parameters based on methods for the optimal design of experiments. This method leads to a substantial reduction in cost for optimal estimation and in higher accuracy in the parameters compared with standard Optimal Power Flow and maximum-likelihood estimation. We illustrate the performance of the proposed method on a benchmark system.

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arXiv2020

Distributed Control of Charging for Electric Vehicle Fleets under Dynamic Transformer Ratings

Due to their large power draws and increasing adoption rates, electric vehicles (EVs) will become a significant challenge for electric distribution grids. However, with proper charging control strategies, the challenge can be mitigated without the need for expensive grid reinforcements. This manuscript presents and analyzes new distributed charging control methods to coordinate EV charging under nonlinear transformer temperature ratings. Specifically, we assess the trade-offs between required data communications, computational efficiency, and optimality guarantees for different control strategies based on a convex relaxation of the underlying nonlinear transformer temperature dynamics. Classical distributed control methods such as those based on dual decomposition and alternating direction method of multipliers (ADMM) are compared against the new Augmented Lagrangian-based Alternating Direction Inexact Newton (ALADIN) method and a novel low-information, look-ahead version of packetized energy management (PEM). These algorithms are implemented and analyzed for two case studies on residential and commercial EV fleets. Simulation results validate the new methods and provide insights into key trade-offs.

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