Autonomous optimization refers to the design of feedback controllers that steer a physical system to a steady state that solves a predefined, possibly constrained, optimization problem. As such, no exogenous control inputs such as setpoints or trajectories are required. Instead, these controllers are modeled after optimization algorithms that take the form of dynamical systems. The interconnection of this type of optimization dynamics with a physical system is however not guaranteed to be stable unless both dynamics act on sufficiently different timescales. In this paper, we quantify the required timescale separation and give prescriptions that can be directly used in the design of this type of feedback controllers. Using ideas from singular perturbation analysis we derive stability bounds for different feedback optimization schemes that are based on common continuous-time optimization schemes. In particular, we consider gradient descent and its variations, including projected gradient, and Newton gradient. We further give stability bounds for momentum methods and saddle-point flows interconnected with dynamical systems. Finally, we discuss how optimization algorithms like subgradient and accelerated gradient descent, while well-behaved in offline settings, are unsuitable for autonomous optimization due to their general lack of robustness.
Automatic generation control (AGC) regulates mechanical power generation in response to load changes through local measurements. Its main objective is to maintain system frequency and keep energy balanced within each control area in order to maintain the scheduled net interchanges between control areas. The scheduled interchanges as well as some other factors of AGC are determined at a slower time scale by considering a centralized economic dispatch (ED) problem among different generators. However, how to make AGC more economically efficient is less studied. In this paper, we study the connections between AGC and ED by reverse engineering AGC from an optimization view, and then we propose a distributed approach to slightly modify the conventional AGC to improve its economic efficiency by incorporating ED into the AGC automatically and dynamically. This paper analyses the stability and fairness of two classes of rate control algorithm for communication networks. The algorithms provide natural generalisations to large-scale networks of simple additive increase multiplicative decrease schemes, and are shown to be stable about a system optimum characterised by a proportional fairness criterion. Stability is established by showing that, with an appropriate formulation of the overall optimisation problem, the network's implicit objective function provides a Lyapunov function for the dynamical system defined by the rate control algorithm. The network's optimisation problem may be cast in primal or dual form: this leads naturally to two classes of algorithm, which may be interpreted in terms of either congestion indication feedback signals or explicit rates based on shadow prices. Both classes of algorithm may be generalised to include routing control, and provide natural implementations of proportionally fair pricing. This paper considers distribution networks featuring inverter-interfaced distributed energy resources, and develops distributed feedback controllers that continuously drive the inverter output powers to solutions of ac optimal power flow (OPF) problems. Particularly, the controllers update the power setpoints based on voltage measurements as well as given (time-varying) OPF targets, and entail elementary operations implementable onto low-cost microcontrollers that accompany power-electronics interfaces of gateways and inverters. The design of the control framework is based on suitable linear approximations of the ac power-flow equations as well as Lagrangian regularization methods. Convergence and OPF-target tracking capabilities of the controllers are analytically established. Overall, the proposed method allows to bypass traditional hierarchical setups where feedback control and optimization operate at distinct time scales, and to enable real-time optimization of distribution systems. We consider the problem of exploiting the microgenerators dispersed in the power distribution network in order to provide distributed reactive power compensation for power losses minimization and voltage regulation. In the proposed strategy, microgenerators are smart agents that can measure their phasorial voltage, share these data with the other agents on a cyber layer, and adjust the amount of reactive power injected into the grid, according to a feedback control law that descends from duality-based methods applied to the optimal reactive power flow problem. Convergence to the configuration of minimum losses and feasible voltages is proved analytically for both a synchronous and an asynchronous version of the algorithm, where agents update their state independently one from the other. Simulations are provided in order to illustrate the performance and the robustness of the algorithm, and the innovative feedback nature of such strategy is discussed. We propose an online algorithm for solving optimal power flow (OPF) problems on radial networks where the controllable devices continuously interact with the network that implicitly computes a power flow solution given a control action. Collectively the controllable devices and the network implement a gradient projection algorithm for the OPF problem in real time. The key design feature that enables this approach is that the intermediate iterates of our algorithm always satisfy power flow equations and operational constraints. This is achieved by explicitly exploiting the network to implicitly solve power flow equations for us in real time at scale. We prove that the proposed algorithm converges to the set of local optima and provide sufficient conditions under which it converges to a global optimum. We derive an upper bound on the suboptimality gap of any local optimum. This bound suggests that any local minimum is almost as good as any strictly feasible point. We explain how to greatly reduce the gradient computation in each iteration by using approximate gradient derived from linearized power flow equations. Numerical results on test networks, ranging from 42-bus to 1990-bus, show a great speedup over a second-order cone relaxation method with negligible difference in objective values. We present a systematic method to design ubiquitous continuous fast-acting distributed load control for primary frequency regulation in power networks, by formulating an optimal load control (OLC) problem where the objective is to minimize the aggregate cost of tracking an operating point subject to power balance over the network. We prove that the swing dynamics and the branch power flows, coupled with frequency-based load control, serve as a distributed primal-dual algorithm to solve OLC. We establish the global asymptotic stability of a multimachine network under such type of load-side primary frequency control. These results imply that the local frequency deviations on each bus convey exactly the right information about the global power imbalance for the loads to make individual decisions that turn out to be globally optimal. Simulations confirm that the proposed algorithm can rebalance power and resynchronize bus frequencies after a disturbance with significantly improved transient performance. A standard operational requirement in power systems is that the voltage magnitudes lie within prespecified bounds. Conventional engineering wisdom suggests that having a tightly regulated voltage profile should also guarantee that the system operates far from static bifurcation instabilities, such as voltage collapse. In general, however, these two objectives are distinct and must be separately enforced. We formulate an optimization problem that maximizes the distance to voltage collapse through injections of reactive power, subject to power flow and operational voltage constraints. By exploiting a linear approximation of the power flow equations, we arrive at a convex reformulation, which can be efficiently solved for the optimal injections. We then propose a distributed feedback controller, based on a dual-ascent algorithm, to solve for the prescribed optimization problem in real time. This is possible, thanks to a further manipulation of the problem into a form that is amenable for distributed implementation. We also address the planning problem of allocating control resources by recasting our problem in a sparsity-promoting framework. This allows us to choose a desired tradeoff between optimality of injections and the number of required actuators. We illustrate the performance of our results with the IEEE 30-bus network. The focus of this paper is the online load flow optimization of power systems in closed loop. In contrast to the conventional approach where an AC OPF solution is computed before being applied to the system, our objective is to design an adaptive feedback controller that steers the system in real time to the optimal operating point without explicitly solving an AC OPF problem. Our approach can be used for example to simultaneously regulate voltages, mitigate line congestion, and optimize operating costs under time-varying conditions. In contrast to related work which is mostly focused on distribution grids, we introduce a modeling approach in terms of manifold optimization that is applicable in general scenarios. For this, we treat the power flow equations as implicit constraints that are naturally enforced and hence give rise to the power flow manifold (PFM). Based on our theoretical results for this type of optimization problems, we propose a discrete-time projected gradient descent scheme on the PFM. In this work, we confirm through a detailed simulation study that the algorithm performs well in a more realistic power system setup and reliably tracks the time-varying optimum of the underlying AC OPF problem. This article presents a novel control scheme for achieving optimal power balancing and congestion management in electrical power systems via nodal prices. We develop a dynamic controller that guarantees economically optimal steady-state operation while respecting all line flow constraints in steady-state. A benchmark example illustrates the effectiveness of the proposed control scheme. Historically, centrally computed algorithms have been the primary means of power system optimization and control. With increasing penetrations of distributed energy resources requiring optimization and control of power systems with many controllable devices, distributed algorithms have been the subject of significant research interest. This paper surveys the literature of distributed algorithms with applications to optimization and control of power systems. In particular, this paper reviews distributed algorithms for offline solution of optimal power flow (OPF) problems as well as online algorithms for real-time solution of OPF, optimal frequency control, optimal voltage control, and optimal wide-area control problems. This article reviews the current transmission control protocol (TCP) congestion control protocols and overviews recent advances that have brought analytical tools to this problem. We describe an optimization-based framework that provides an interpretation of various flow control mechanisms, in particular, the utility being optimized by the protocol's equilibrium structure. We also look at the dynamics of TCP and employ linear models to exhibit stability limitations in the predominant TCP versions, despite certain built-in compensations for delay. Finally, we present a new protocol that overcomes these limitations and provides stability in a way that is scalable to arbitrary networks, link capacities, and delays. We propose an optimization approach to flow control where the objective is to maximize the aggregate source utility over their transmission rates. We view network links and sources as processors of a distributed computation system to solve the dual problem using a gradient projection algorithm. In this system, sources select transmission rates that maximize their own benefits, utility minus bandwidth cost, and network links adjust bandwidth prices to coordinate the sources' decisions. We allow feedback delays to be different, substantial, and time varying, and links and sources to update at different times and with different frequencies. We provide asynchronous distributed algorithms and prove their convergence in a static environment. We present measurements obtained from a preliminary prototype to illustrate the convergence of the algorithm in a slowly time-varying environment. We discuss its fairness property. Consider a polynomial optimisation problem, whose instances vary continuously over time. We propose to use a coordinate-descent algorithm for solving such time-varying optimisation problems. In particular, we focus on relaxations of transmission-constrained problems in power systems. On the example of the alternating-current optimal power flows (ACOPF), we bound the difference between the current approximate optimal cost generated by our algorithm and the optimal cost for a relaxation using the most recent data from above by a function of the properties of the instance and the rate of change to the instance over time. We also bound the number of floating-point operations that need to be performed between two updates in order to guarantee the error is bounded from above by a given constant.