Online Convex Optimization of Multi-Energy Building-to-Grid Ancillary Services

Abstract

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..