Online Convex Optimization of Multi-Energy Building-to-Grid Ancillary Services
A Lesage-Landry, H Wang, I Shames, P Mancarella, JA Taylor
IEEE Transactions on Control Systems Technology | Institute of Electrical and Electronics Engineers | Published : 2020
In this article, buildings with several sources of flexibility, subject to multiple energy requirements, and having access to different electricity markets are considered. A two-level algorithm for optimizing the building’s energy management under uncertainty and limited information is presented in this article. A mixed-integer linear program scheduling level is first used to set an energy management objective for every hour using only averaged data. Then, an online convex optimization (OCO) algorithm is used to track in real time the objective set by the scheduling level. For this purpose, a novel penalty-based OCO algorithm for time-varying constraints is developed. The regret of the algor..View full abstract
This work was supported in part by the Fonds de recherche du Quebec Nature et technologies, in part by the Ontario Ministry of Research, Innovation and Science, and in part by the Natural Sciences and Engineering Research Council of Canada.