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arXiv 1809.07288math.OC
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时变投影动力系统及其在电力系统反馈Optimization中的应用

Time-varying Projected Dynamical Systems with Applications to Feedback Optimization of Power Systems

Adrian Hauswirth, Irina Subotić, Saverio Bolognani, Gabriela Hug, Florian Dörfler

摘要:

本文主要研究连续时间非光滑动力系统的时变非凸优化问题,例如电力系统的反馈优化问题。我们推广的概念,投影动力系统随时间变化,可能是非正规的,域和推导条件存在所谓的Krasovskii解决方案。关键的见解是,对于存在的轨迹,非正式地,时变域只能以有限的速率收缩,而它可能不连续地扩展。这个条件是满足的,特别是,通过分段可微函数在适当的约束规格界定的可行集。为了说明这样一个一般框架的必要性和有用性,我们考虑一个简单而有见地的电力系统的例子,我们讨论了反馈优化方案的设计所提出的条件的影响。

英文摘要:

This paper is concerned with the study of continuous-time, non-smooth dynamical systems which arise in the context of time-varying non-convex optimization problems, as for example the feedback-based optimization of power systems. We generalize the notion of projected dynamical systems to time-varying, possibly non-regular, domains and derive conditions for the existence of so-called Krasovskii solutions. The key insight is that for trajectories to exist, informally, the time-varying domain can only contract at a bounded rate whereas it may expand discontinuously. This condition is met, in particular, by feasible sets delimited via piecewise differentiable functions under appropriate constraint qualifications. To illustrate the necessity and usefulness of such a general framework, we consider a simple yet insightful power system example, and we discuss the implications of the proposed conditions for the design of feedback optimization schemes.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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