arXiv subjects

Wouter J. A. van Weerelt

Publications and source records attributed to Wouter J. A. van Weerelt.

3 recordsLinked to original sources

arXiv2025

Adaptive Online Optimization for Microgrids with Renewable Energy Sources

In this paper we propose a novel adaptive online optimization algorithm tailored to the management of microgrids with high renewable energy penetration, which can be formulated as a constrained, online optimization problem. The proposed algorithm is characterized by a control-based design that applies the internal model principle, and a system identification routine tasked with identifying such internal model. In addition, in order to ensure the constraints are verified, we integrate a projection onto the constraint set. We showcase promising numerical results for the microgrid use case, highlighting in particular the enhanced adaptability of the proposed algorithm to changes in the internal model. The performance of the proposed algorithm is shown to outperform state-of-the-art alternative in the long-term, ensuring efficient management of the grid.

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arXiv2025

Self-Identifying Internal Model-Based Online Optimization

In this paper, we propose a novel online optimization algorithm built by combining ideas from control theory and system identification. The foundation of our algorithm is a control-based design that makes use of the internal model of the online problem. Since such prior knowledge of this internal model might not be available in practice, we incorporate an identification routine that learns this model on the fly. The algorithm is designed starting from quadratic online problems but can be applied to general problems. For quadratic cases, we characterize the asymptotic convergence to the optimal solution trajectory. We compare the proposed algorithm with existing approaches, and demonstrate how the identification routine ensures its adaptability to changes in the underlying internal model. Numerical results also indicate strong performance beyond the quadratic setting.

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arXiv2025

Control-Based Online Distributed Optimization

In this paper we design a novel class of online distributed optimization algorithms leveraging control theoretical techniques. We start by focusing on quadratic costs, and assuming to know an internal model of their variation. In this set-up, we formulate the algorithm design as a robust control problem, showing that it yields a fully distributed algorithm. We also provide a distributed routine to acquire the internal model. We show that the algorithm converges exactly to the sequence of optimal solutions. We empirically evaluate the performance of the algorithm for different choices of parameters. Additionally, we evaluate the performance of the algorithm for quadratic problems with inexact internal model and non-quadratic problems, and show that it outperforms alternative algorithms in both scenarios.

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