A Lagrangian Policy for Optimal Energy Storage Control

This paper presents a millisecond-level look-ahead control algorithm for energy storage with constant space complexity and worst-case linear run-time complexity. The algorithm connects the optimal control with the Lagrangian multiplier associated with the state-of-charge constraint. It is compared to solving look-ahead control using a state-of-the-art convex optimization solver. Simulation results show that both methods obtain the same control result, while the proposed algorithm runs up to 100,000 times faster and solves most problems within one millisecond. The theoretical results from developing this algorithm also provide key insights into designing optimal energy storage control schemes at the centralized system level as well as under distributed settings

PageRank Optimization by Edge Selection

The importance of a node in a directed graph can be measured by its PageRank. The PageRank of a node is used in a number of application contexts - including ranking websites - and can be interpreted as the average portion of time spent at the node by an infinite random walk. We consider the problem of maximizing the PageRank of a node by selecting some of the edges from a set of edges that are under our control. By applying results from Markov decision theory, we show that an optimal solution to this problem can be found in polynomial time. Our core solution results in a linear programming formulation, but we also provide an alternative greedy algorithm, a variant of policy iteration, which runs in polynomial time, as well. Finally, we show that, under the slight modification for which we are given mutually exclusive pairs of edges, the problem of PageRank optimization becomes NP-hard.Comment: 30 pages, 3 figure

Lagrangian reconstruction of cosmic velocity fields

We discuss a Lagrangian reconstruction method of the velocity field from galaxy redshift catalog that takes its root in the Euler equation. This results in a ``functional'' of the velocity field which must be minimized. This is helped by an algorithm solving the minimization of cost-flow problems. The results obtained by applying this method to cosmological problems are shown and boundary effects happening in real observational cases are then discussed. Finally, a statistical model of the errors made by the reconstruction method is proposed.Comment: 5 pages, 5 figures, contribution to the conference "Euler's Equations: 250 Years On" (see http://www.obs-nice.fr/etc7/EE250/); to be published in a special issue of Physica D containing the proceedings of that conferenc