A coordinate extra-gradient method for black-box constrained convex optimization attains O(d/ε) oracle complexity, the best known in this setting.
Model-Free Optimal Voltage Control via Continuous-Time Zeroth-Order Methods
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abstract
In power distribution systems, the growing penetration of renewable energy resources brings new challenges to maintaining voltage safety, which is further complicated by the limited model information of distribution systems. To address these challenges, we develop a model-free optimal voltage control algorithm based on projected primal-dual gradient dynamics and continuous-time zeroth-order method (extreme seeking control). This proposed algorithm i) operates purely based on voltage measurements and does not require any other model information, ii) can drive the voltage magnitudes back to the acceptable range, iii) satisfies the power capacity constraints all the time, iv) minimizes the total operating cost, and v) is implemented in a decentralized fashion where the privacy of controllable devices is preserved and plug-and-play operation is enabled. We prove that the proposed algorithm is semi-globally practically asymptotically stable and is structurally robust to measurement noises. Lastly, the performance of the proposed algorithm is further demonstrated via numerical simulations.
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A Zeroth-Order Extra-Gradient Method for Black-Box Constrained Optimization
A coordinate extra-gradient method for black-box constrained convex optimization attains O(d/ε) oracle complexity, the best known in this setting.