A Robust Optimization Approach to Network Control Using Local Information Exchange

Published Online:https://doi.org/10.1287/opre.2020.0217

References

  • Bamieh B, Voulgaris PG (2005) A convex characterization of distributed control problems in spatially invariant systems with communication constraints. Systems Control Lett. 54(6):575–583.CrossrefGoogle Scholar
  • Bamieh B, Paganini F, Dahleh MA (2002) Distributed control of spatially invariant systems. IEEE Trans. Automated Control 47(7):1091–1107.CrossrefGoogle Scholar
  • Ben-Tal A, Nemirovski A (2001) Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications (SIAM, Philadelphia).CrossrefGoogle Scholar
  • Ben-Tal A, Goryashko A, Guslitzer E, Nemirovski A (2004) Adjustable robust solutions of uncertain linear programs. Math. Programming 99(2):351–376.CrossrefGoogle Scholar
  • Bergmeir C, Bui Q, de Nijs F, Stuckey P (2023) Residential power and battery data. Accessed November 1, 2024, https://doi.org/10.5281/zenodo.8219786.Google Scholar
  • Bertsekas DP (1999) Nonlinear Programming, Athena Scientific Optimization and Computation Series, 2nd ed. (Athena Scientific, Belmont, MA).Google Scholar
  • Bertsimas D, Brown DB, Caramanis C (2011) Theory and applications of robust optimization. SIAM Rev. 53(3):464–501.CrossrefGoogle Scholar
  • Bitlislioğlu A, Gorecki TT, Jones CN (2017) Robust tracking commitment. IEEE Trans. Automated Control 62(9):4451–4466.CrossrefGoogle Scholar
  • Boyd S, Vandenberghe L (2004) Convex Optimization (Cambridge University Press, Cambridge, UK).CrossrefGoogle Scholar
  • Camponogara E, Jia D, Krogh BH, Talukdar S (2002) Distributed model predictive control. IEEE Control Systems Magazine 22(1):44–52.CrossrefGoogle Scholar
  • Chen Z, Sim M, Xiong P (2020) Robust stochastic optimization made easy with RSOME. Management Sci. 66(8):3329–3339.LinkGoogle Scholar
  • Darivianakis G, Georghiou A, Smith RS, Lygeros J (2017a) The power of diversity: Data-driven robust predictive control for energy-efficient buildings and districts. IEEE Trans. Control Systems Tech. 27(1):132–145.CrossrefGoogle Scholar
  • Darivianakis G, Georghiou A, Eichler A, Smith RS, Lygeros J (2017b) Scalability through decentralization: A robust control approach for the energy management of a building community. Proc. IFAC World Congress, 14314–14319.Google Scholar
  • De Castro GA, Paganini F (2002) Convex synthesis of localized controllers for spatially invariant systems. Automatica 38(3):445–456.CrossrefGoogle Scholar
  • Delage E, Iancu DA (2015) Robust multistage decision making. The Operations Research Revolution (INFORMS, Catonsville, MD), 20–46.LinkGoogle Scholar
  • Dunbar WB (2007) Distributed receding horizon control of dynamically coupled nonlinear systems. IEEE Trans. Automated Control 52(7):1249–1263.CrossrefGoogle Scholar
  • Dvijotham K, Theodorou E, Todorov E, Fazel M (2013) Convexity of optimal linear controller design. Proc. IEEE Conf. Decision Control (IEEE, Piscataway, NJ), 2477–2482.Google Scholar
  • Farina M, Scattolini R (2012) Distributed predictive control: A non-cooperative algorithm with neighbor-to-neighbor communication for linear systems. Automatica 48(6):1088–1096.CrossrefGoogle Scholar
  • Fazelnia G, Madani R, Kalbat A, Lavaei J (2016) Convex relaxation for optimal distributed control problems. IEEE Trans. Automated Control 62(1):206–221.CrossrefGoogle Scholar
  • Georghiou A, Kuhn D, Wiesemann W (2019a) The decision rule approach to optimization under uncertainty: Methodology and applications. Comput. Management Sci. 16(4):545–576.CrossrefGoogle Scholar
  • Georghiou A, Tsoukalas A, Wiesemann W (2019b) Robust dual dynamic programming. Oper. Res. 67(3):813–830.LinkGoogle Scholar
  • Giselsson P, Rantzer A (2013) On feasibility, stability and performance in distributed model predictive control. IEEE Trans. Automated Control 59(4):1031–1036.CrossrefGoogle Scholar
  • Gorissen BL, Yanikoğlu I, den Hertog D (2015) A practical guide to robust optimization. Omega 53:124–137.CrossrefGoogle Scholar
  • Goulart PJ, Kerrigan EC, Maciejowski JM (2006) Optimization over state feedback policies for robust control with constraints. Automatica 42(4):523–533.CrossrefGoogle Scholar
  • Hadjiyiannis MJ, Goulart PJ, Kuhn D (2011) An efficient method to estimate the suboptimality of affine controllers. IEEE Trans. Automated Control 56(12):2841–2853.CrossrefGoogle Scholar
  • Ho Y-C (1972) Team decision theory and information structures in optimal control problems–Part I. IEEE Trans. Automated Control 17(1):15–22.CrossrefGoogle Scholar
  • Keviczky T, Borrelli F, Balas GJ (2006) Decentralized receding horizon control for large scale dynamically decoupled systems. Automatica 42(12):2105–2115.CrossrefGoogle Scholar
  • Lamperski A, Lessard L (2015) Optimal decentralized state-feedback control with sparsity and delays. Automatica 58:143–151.CrossrefGoogle Scholar
  • Langbort C, Chandra RS, D’Andrea R (2004) Distributed control design for systems interconnected over an arbitrary graph. IEEE Trans. Automated Control 49(9):1502–1519.CrossrefGoogle Scholar
  • Laustsen J (2008) Energy efficiency requirements in building codes, energy efficiency policies for new buildings. Accessed November 1, 2024, https://www.osti.gov/etdeweb/servlets/purl/971038.Google Scholar
  • Lavaei J (2011) Decentralized implementation of centralized controllers for interconnected systems. IEEE Trans. Automated Control 57(7):1860–1865.CrossrefGoogle Scholar
  • Lin W, Bitar E (2016) Performance bounds for robust decentralized control. Proc. IEEE Amer. Control Conf. (IEEE, Piscataway, NJ), 4323–4330.Google Scholar
  • Lin F, Fardad M, Jovanovic MR (2011) Augmented Lagrangian approach to design of structured optimal state feedback gains. IEEE Trans. Automated Control 56(12):2923–2929.CrossrefGoogle Scholar
  • Lofberg J (2004) YALMIP: A toolbox for modeling and optimization in MATLAB. Proc. IEEE Internat. Conf. Robotics Automation (IEEE, Piscataway, NJ), 284–289.Google Scholar
  • Lucia S, Kögel M, Findeisen R (2015) Contract-based predictive control of distributed systems with plug and play capabilities. Proc. IFAC World Congress, vol. 48 (Elsevier, Amsterdam), 205–211.Google Scholar
  • Mahajan A, Martins NC, Rotkowitz MC, Yüksel S (2012) Information structures in optimal decentralized control. Proc. IEEE Conf. Decision Control (IEEE, Piscataway, NJ), 1291–1306.Google Scholar
  • Matni N, Doyle JC (2013) A dual problem in H2 decentralized control subject to delays. Proc. IEEE Amer. Control Conf. (IEEE, Piscataway, NJ), 5772–5777.Google Scholar
  • Mayne DQ, Rawlings JB, Rao CV, Scokaert PO (2000) Constrained model predictive control: Stability and optimality. Automatica 36(6):789–814.CrossrefGoogle Scholar
  • Motee N, Jadbabaie A (2008) Optimal control of spatially distributed systems. IEEE Trans. Automated Control 53(7):1616–1629.CrossrefGoogle Scholar
  • Nayyar A, Mahajan A, Teneketzis D (2010) Optimal control strategies in delayed sharing information structures. IEEE Trans. Automated Control 56(7):1606–1620.CrossrefGoogle Scholar
  • Nayyar A, Mahajan A, Teneketzis D (2013) Decentralized stochastic control with partial history sharing: A common information approach. IEEE Trans. Automated Control 58(7):1644–1658.CrossrefGoogle Scholar
  • Nohadani O, Roy A (2017) Robust optimization with time-dependent uncertainty in radiation therapy. IISE Trans. Healthcare Systems Engrg. 7(2):81–92.CrossrefGoogle Scholar
  • Nohadani O, Sharma K (2018) Optimization under decision-dependent uncertainty. SIAM J. Optim. 28(2):1773–1795.CrossrefGoogle Scholar
  • Oldewurtel F, Parisio A, Jones CN, Gyalistras D, Gwerder M, Stauch V, Lehmann B, Morari M (2012) Use of model predictive control and weather forecasts for energy efficient building climate control. Energy Building 45:15–27.CrossrefGoogle Scholar
  • Qi X, Salapaka MV, Voulgaris PG, Khammash M (2004) Structured optimal and robust control with multiple criteria: A convex solution. IEEE Trans. Automated Control 49(10):1623–1640.CrossrefGoogle Scholar
  • Rantzer A (2006a) Linear quadratic team theory revisited. Proc. IEEE Amer. Control Conf. (IEEE, Piscataway, NJ), 1637–1641.Google Scholar
  • Rantzer A (2006b) A separation principle for distributed control. Proc. IEEE Conf. Decision Control (IEEE, Piscataway, NJ), 3609–3613.Google Scholar
  • Richards A, How J (2004) A decentralized algorithm for robust constrained model predictive control. Proc. IEEE Amer. Control Conf. (IEEE, Piscataway, NJ), 4261–4266.Google Scholar
  • Rotkowitz M, Lall S (2005) A characterization of convex problems in decentralized control. IEEE Trans. Automated Control 50(12):1984–1996.Google Scholar
  • Scattolini R (2009) Architectures for distributed and hierarchical model predictive control: A review. J. Process Control 19(5):723–731.CrossrefGoogle Scholar
  • Spacey SA, Wiesemann W, Kuhn D, Luk W (2012) Robust software partitioning with multiple instantiation. INFORMS J. Comput. 24(3):500–515.LinkGoogle Scholar
  • Stewart BT, Venkat AN, Rawlings JB, Wright SJ, Pannocchia G (2010) Cooperative distributed model predictive control. Systems Control Lett. 59(8):460–469.CrossrefGoogle Scholar
  • Sturzenegger D, Gyalistras D, Morari M, Smith RS (2015) Model predictive climate control of a Swiss office building: Implementation, results, and cost–benefit analysis. IEEE Trans. Control Systems Tech. 24(1):1–12.CrossrefGoogle Scholar
  • Swigart J, Lall S (2014) Optimal controller synthesis for decentralized systems over graphs via spectral factorization. IEEE Trans. Automated Control 59(9):2311–2323.CrossrefGoogle Scholar
  • Trodden PA, Maestre JM (2017) Distributed predictive control with minimization of mutual disturbances. Automatica 77:31–43.CrossrefGoogle Scholar
  • Trodden P, Richards A (2010) Distributed model predictive control of linear systems with persistent disturbances. Internat. J. Control 83(8):1653–1663.CrossrefGoogle Scholar
  • Tsay AA, Lovejoy WS (1999) Quantity flexibility contracts and supply chain performance. Manufacturing Service Oper. Management 1(2):89–111.LinkGoogle Scholar
  • Tsitsiklis J, Athans M (1985) On the complexity of decentralized decision making and detection problems. IEEE Trans. Automated Control 30(5):440–446.CrossrefGoogle Scholar
  • US Energy Information Adminstration (2017) California wholesale electricity prices are higher at the beginning and end of the day. Accessed November 1, 2024, https://www.eia.gov/todayinenergy/detail.php?id=32172.Google Scholar
  • Venkat AN, Hiskens IA, Rawlings JB, Wright SJ (2008) Distributed MPC strategies with application to power system automatic generation control. IEEE Trans. Control Systems Tech. 16(6):1192–1206.CrossrefGoogle Scholar
  • Zecevic A, Siljak DD (2010) Control of Complex Systems: Structural Constraints and Uncertainty (Springer, Berlin).CrossrefGoogle Scholar
  • Zhang X, Kamgarpour M, Georghiou A, Goulart P, Lygeros J (2017) Robust optimal control with adjustable uncertainty sets. Automatica 75:249–259.CrossrefGoogle Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.