International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

Toward optimal operation of multienergy home-microgrids for power balancing in distribution networks: a model predictive control approach

The energy policy objectives of the German government regarding renewable energy sources and energy efficiency will lead to a significantly increase in the share of photovoltaics, storage systems, CHP plants, and heat pumps, especially at the distribution grid level. In the future, inside a household, such systems must be coordinated in such a way that they can respond to variable network conditions as a single flexible unit. This dissertation defines home-microgrid as a residential building with integrated distributed energy resources, and follows a bottom-up approach, based on the cellular approach, which aims at improving local balancing in low-voltage grids by using the flexibilities of home-microgrids. For this purpose, the dissertation develops optimization-based strategies for the coordination of multienergy home-microgrids, focusing on the use of model predictive control. The main core of the work is the formulation of the underlying optimization problems and the investigation of coordination strategies for interconnected home-microgrids. In this context, the work presents the use of the dual decomposition and the alternating direction method of multipliers for hierarchical-distributed coordination strategies. Finally, this dissertation introduces a framework for the co-simulation of electrical networks with penetration of multienergy home-microgrids

Distributed Optimization with Application to Power Systems and Control

In many engineering domains, systems are composed of partially independent subsystems—power systems are composed of distribution and transmission systems, teams of robots are composed of individual robots, and chemical process systems are composed of vessels, heat exchangers and reactors. Often, these subsystems should reach a common goal such as satisfying a power demand with minimum cost, flying in a formation, or reaching an optimal set-point. At the same time, limited information exchange is desirable—for confidentiality reasons but also due to communication constraints. Moreover, a fast and reliable decision process is key as applications might be safety-critical. Mathematical optimization techniques are among the most successful tools for controlling systems optimally with feasibility guarantees. Yet, they are often centralized—all data has to be collected in one central and computationally powerful entity. Methods from distributed optimization control the subsystems in a distributed or decentralized fashion, reducing or avoiding central coordination. These methods have a long and successful history. Classical distributed optimization algorithms, however, are typically designed for convex problems. Hence, they are only partially applicable in the above domains since many of them lead to optimization problems with non-convex constraints. This thesis develops one of the first frameworks for distributed and decentralized optimization with non-convex constraints. Based on the Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) algorithm, a bi-level distributed ALADIN framework is presented, solving the coordination step of ALADIN in a decentralized fashion. This framework can handle various decentralized inner algorithms, two of which we develop here: a decentralized variant of the Alternating Direction Method of Multipliers (ADMM) and a novel decentralized Conjugate Gradient algorithm. Decentralized conjugate gradient is to the best of our knowledge the first decentralized algorithm with a guarantee of convergence to the exact solution in a finite number of iterates. Sufficient conditions for fast local convergence of bi-level ALADIN are derived. Bi-level ALADIN strongly reduces the communication and coordination effort of ALADIN and preserves its fast convergence guarantees. We illustrate these properties on challenging problems from power systems and control, and compare performance to the widely used ADMM. The developed methods are implemented in the open-source MATLAB toolbox ALADIN-—one of the first toolboxes for decentralized non-convex optimization. ALADIN- comes with a rich set of application examples from different domains showing its broad applicability. As an additional contribution, this thesis provides new insights why state-of-the-art distributed algorithms might encounter issues for constrained problems

Distributed Optimization with Application to Power Systems and Control

Mathematical optimization techniques are among the most successful tools for controlling technical systems optimally with feasibility guarantees. Yet, they are often centralized—all data has to be collected in one central and computationally powerful entity. Methods from distributed optimization overcome this limitation. Classical approaches, however, are often not applicable due to non-convexities. This work develops one of the first frameworks for distributed non-convex optimization