Approximate Dynamic Programming With Feasibility Guarantees
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| Název: | Approximate Dynamic Programming With Feasibility Guarantees |
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| Autoři: | Alexander Engelmann, Maísa Beraldo Bandeira, Timm Faulwasser |
| Zdroj: | IEEE Transactions on Control of Network Systems. 12:1565-1576 |
| Publication Status: | Preprint |
| Informace o vydavateli: | Institute of Electrical and Electronics Engineers (IEEE), 2025. |
| Rok vydání: | 2025 |
| Témata: | Optimization and Control (math.OC), FOS: Mathematics, FOS: Electrical engineering, electronic engineering, information engineering, Systems and Control (eess.SY), Mathematics - Optimization and Control, Electrical Engineering and Systems Science - Systems and Control |
| Popis: | Safe and economic operation of networked systems is often challenging. Optimization-based schemes are frequently considered, since they achieve near-optimality while ensuring safety via the explicit consideration of constraints. In applications, these schemes, however, often require solving large-scale optimization problems. Iterative techniques from distributed optimization are frequently proposed for complexity reduction. Yet, they achieve feasibility only asymptotically, which induces a substantial computational burden. This work presents an approximate dynamic programming scheme, which is guaranteed to deliver a feasible solution in "one shot", i.e., in one backward-forward iteration over all subproblems provided they are coupled by a tree structure. Our proposed scheme generalizes methods from seemingly disconnected domains such as power systems and optimal control. We demonstrate its efficacy for problems with nonconvex constraints via numerical examples from both domains. |
| Druh dokumentu: | Article |
| ISSN: | 2372-2533 |
| DOI: | 10.1109/tcns.2025.3526715 |
| DOI: | 10.48550/arxiv.2306.06201 |
| Přístupová URL adresa: | http://arxiv.org/abs/2306.06201 |
| Rights: | IEEE Copyright arXiv Non-Exclusive Distribution |
| Přístupové číslo: | edsair.doi.dedup.....d5db94e51c3ed48b78b8ea16c20ca4f9 |
| Databáze: | OpenAIRE |
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Nájsť tento článok vo Web of Science | Abstrakt: | Safe and economic operation of networked systems is often challenging. Optimization-based schemes are frequently considered, since they achieve near-optimality while ensuring safety via the explicit consideration of constraints. In applications, these schemes, however, often require solving large-scale optimization problems. Iterative techniques from distributed optimization are frequently proposed for complexity reduction. Yet, they achieve feasibility only asymptotically, which induces a substantial computational burden. This work presents an approximate dynamic programming scheme, which is guaranteed to deliver a feasible solution in "one shot", i.e., in one backward-forward iteration over all subproblems provided they are coupled by a tree structure. Our proposed scheme generalizes methods from seemingly disconnected domains such as power systems and optimal control. We demonstrate its efficacy for problems with nonconvex constraints via numerical examples from both domains. |
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| ISSN: | 23722533 |
| DOI: | 10.1109/tcns.2025.3526715 |