Feedback-based online algorithms for time-varying network optimization
The talk focuses on the synthesis and analysis of online algorithmic solutions to control networked systems based on performance objectives and engineering constraints that may evolve over time. The time-varying optimization formalism is leveraged to model optimal trajectories of the networked systems, as well as explicit system-level and network-level constraints. The design of the algorithms capitalizes on pertinent regularizations of the Lagrangian function, as well as an online implementation of primal-dual projected-gradient methods; the gradient steps are, however, suitably modified to accommodate actionable feedback in the form of measurements from the network – hence the term “feedback-based online optimization”. Under suitable assumptions, contractive arguments are advocated to establish Q-linear convergence to optimal solution trajectories of a time-varying convex problem. On the other hand, under a generalization of the Mangasarian-Fromovitz constraint qualification, sufficient conditions are derived for the running algorithm to track a Karush-Kuhn-Tucker point of a time-varying nonconvex problem. Examples of applications in power systems and communication networks are illustrated.
Bio: E. Dall’Anese received the Laurea Triennale (B.Sc Degree) and the Laurea Specialistica (M.Sc Degree) in Telecommunications Engineering from the University of Padova, Italy, in 2005 and 2007, respectively. He received the Ph.D. in Information Engineering from the Department of Information Engineering, University of Padova, Italy, in 2011. From January 2009 to September 2010, he was a visiting scholar at the Department of Electrical and Computer Engineering, University of Minnesota, USA, within the group of Prof. Georgios B. Giannakis. From January 2011 to November 2014, he was a Postdoctoral Associate at the Department of Electrical and Computer Engineering of the University of Minnesota, USA, and from December 2014 to July 2018 he was a Senior Scientist at the National Renewable Energy Laboratory, Golden, CO, USA. Since August 2018 he has been an Assistant Professor within the Department of Electrical, Computer, and Energy Engineering (ECEE) at the University of Colorado Boulder.