Kavli Affiliate: Jing Wang
| First 5 Authors: Andrey Bernstein, Joshua Comden, Yue Chen, Jing Wang,
| Summary:
Online feedback-based optimization has become a promising framework for
real-time optimization and control of complex engineering systems. This
tutorial paper surveys the recent advances in the field as well as provides
novel convergence results for primal-dual online algorithms with heterogeneous
step sizes for different elements of the gradient. The analysis is performed
for quadratic programs and the approach is illustrated on applications for
adaptive step-size and model-free online algorithms, in the context of optimal
control of modern power systems.
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