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Online Interior-point Methods for Real-time Optimal Power Flow

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16 avr. 2025   11h00 — 12h00

Antoine Lesage-Landry Professeur agrégé, Département de génie électrique, Polytechnique Montréal, Canada

Antoine Lesage-Landry

Fait partie du semestre thématique : L’aide à la décision pour la transition énergétique

Séminaire en format hybride au GERAD local 4488 ou Zoom.

An important challenge in the online convex optimization (OCO) setting is to incorporate generalized inequalities and time-varying constraints. The inclusion of constraints in OCO widens the applicability of such algorithms to dynamic and safety-critical settings such as the online optimal power flow (OPF) problem. In this work, we propose the first projection-free OCO algorithm admitting time-varying linear constraints and convex generalized inequalities: the online interior-point method for time-varying equality constraints (OIPM-TEC). We derive simultaneous sublinear dynamic regret and constraint violation bounds for OIPM-TEC under standard assumptions. For applications where a given tolerance around optima is accepted, we employ an alternative OCO performance metric — the epsilon-regret — and a more computationally efficient algorithm, the epsilon-OIPM-TEC, that possesses sublinear bounds under this metric. Finally, we showcase the performance of these two algorithms on an online OPF problem and compare them to another OCO algorithm from the literature.

Olivier Bahn responsable

Lieu

Activité hybride au GERAD
Zoom et salle 4488
Pavillon André-Aisenstadt
Campus de l'Université de Montréal
2920, chemin de la Tour

Montréal Québec H3T 1J4
Canada