Distributed optimization in power networks and general multi-agent systems

The dissertation studies the general area of complex networked systems that consist of interconnected and active heterogeneous components and usually operate in uncertain environments and with incomplete information. Problems associated with those systems are typically large-scale and computationally intractable, yet they are also very well-structured and have features that can be exploited by appropriate modeling and computational methods. The goal of this thesis is to develop foundational theories and tools to exploit those structures that can lead to computationally-efficient and distributed solutions, and apply them to improve systems operations and architecture.

Specifically, the thesis focuses on two concrete areas. The first one is to design distributed rules to manage distributed energy resources in the power network. The power network is undergoing a fundamental transformation. The future smart grid, especially on the distribution system, will be a large-scale network of distributed energy resources (DERs), each introducing random and rapid fluctuations in power supply, demand, voltage and frequency. These DERs provide a tremendous opportunity for sustainability, efficiency, and power reliability. However, there are daunting technical challenges in managing these DERs and optimizing their operation. The focus of this dissertation is to develop scalable, distributed, and real-time control and optimization to achieve system-wide efficiency, reliability, and robustness for the future power grid. In particular, we will present how to explore the power network structure to design efficient and distributed market and algorithms for the energy management. We will also show how to connect the algorithms with physical dynamics and existing control mechanisms for real-time control in power networks.

The second focus is to develop distributed optimization rules for general multi-agent engineering systems. A central goal in multiagent systems is to design local control laws for the individual agents to ensure that the emergent global behavior is desirable with respect to the given system level objective. Ideally, a system designer seeks to satisfy this goal while conditioning each agent’s control on the least amount of information possible. Our work focused on achieving this goal using the framework of game theory. In particular, we derived a systematic methodology for designing local agent objective functions that guarantees (i) an equivalence between the resulting game-theoretic equilibria and the system level design objective and (ii) that the resulting game possesses an inherent structure that can be exploited for distributed learning, e.g., potential games. The control design can then be completed by applying any distributed learning algorithm that guarantees convergence to the game-theoretic equilibrium. One main advantage of this game theoretic approach is that it provides a hierarchical decomposition between the decomposition of the systemic objective (game design) and the specific local decision rules (distributed learning algorithms). This decomposition provides the system designer with tremendous flexibility to meet the design objectives and constraints inherent in a broad class of multiagent systems. Furthermore, in many settings the resulting controllers will be inherently robust to a host of uncertainties including asynchronous clock rates, delays in information, and component failures.

Analysis-aware design of embedded systems software

In the past many different methodologies have been devised to support software development and different sets of methodologies have been developed to support the analysis of software artefacts. We have identified this mismatch as one of the causes of the poor reliability of embedded systems software. The issue with software development styles is that they are ``analysis-agnostic.'' They do not try to structure the code in a way that lends itself to analysis. The analysis is usually applied post-mortem after the software was developed and it requires a large amount of effort. The issue with software analysis methodologies is that they do not exploit available information about the system being analyzed.

In this thesis we address the above issues by developing a new methodology, called "analysis-aware" design, that links software development styles with the capabilities of analysis tools. This methodology forms the basis of a framework for interactive software development. The framework consists of an executable specification language and a set of analysis tools based on static analysis, testing, and model checking. The language enforces an analysis-friendly code structure and offers primitives that allow users to implement their own testers and model checkers directly in the language. We introduce a new approach to static analysis that takes advantage of the capabilities of a rule-based engine. We have applied the analysis-aware methodology to the development of a smart home application.

Community sense and response systems

The proliferation of smartphones and other internet-enabled, sensor-equipped consumer devices enables us to sense and act upon the physical environment in unprecedented ways. This thesis considers Community Sense-and-Response (CSR) systems, a new class of web application for acting on sensory data gathered from participants' personal smart devices. The thesis describes how rare events can be reliably detected using a decentralized anomaly detection architecture that performs client-side anomaly detection and server-side event detection. After analyzing this decentralized anomaly detection approach, the thesis describes how weak but spatially structured events can be detected, despite significant noise, when the events have a sparse representation in an alternative basis. Finally, the thesis describes how the statistical models needed for client-side anomaly detection may be learned efficiently, using limited space, via coresets.

The Caltech Community Seismic Network (CSN) is a prototypical example of a CSR system that harnesses accelerometers in volunteers' smartphones and consumer electronics. Using CSN, this thesis presents the systems and algorithmic techniques to design, build and evaluate a scalable network for real-time awareness of spatial phenomena such as dangerous earthquakes.

An integrated design approach to power systems : from power flows to electricity markets

Power system is at the brink of change. Engineering needs, economic forces and environmental factors are the main drivers of this change. The vision is to build a smart electrical grid and a smarter market mechanism around it to fulfill mandates on clean energy. Looking at engineering and economic issues in isolation is no longer an option today; it needs an integrated design approach. In this thesis, I shall revisit some of the classical questions on the engineering operation of power systems that deals with the nonconvexity of power flow equations. Then I shall explore some issues of the interaction of these power flow equations on the electricity markets to address the fundamental issue of market power in a deregulated market environment. Finally, motivated by the emergence of new storage technologies, I present an interesting result on the investment decision problem of placing storage over a power network. The goal of this study is to demonstrate that modern optimization and game theory can provide unique insights into this complex system. Some of the ideas carry over to applications beyond power systems.

Real-time load-side control of electric power systems

Two trends are emerging from modern electric power systems: the growth of renewable (e.g., solar and wind) generation, and the integration of information technologies and advanced power electronics. The former introduces large, rapid, and random fluctuations in power supply, demand, frequency, and voltage, which become a major challenge for real-time operation of power systems. The latter creates a tremendous number of controllable intelligent endpoints such as smart buildings and appliances, electric vehicles, energy storage devices, and power electronic devices that can sense, compute, communicate, and actuate. Most of these endpoints are distributed on the load side of power systems, in contrast to traditional control resources such as centralized bulk generators. This thesis focuses on controlling power systems in real time, using these load side resources. Specifically, it studies two problems.

(1) Distributed load-side frequency control: We establish a mathematical framework to design distributed frequency control algorithms for flexible electric loads. In this framework, we formulate a category of optimization problems, called optimal load control (OLC), to incorporate the goals of frequency control, such as balancing power supply and demand, restoring frequency to its nominal value, restoring inter-area power flows, etc., in a way that minimizes total disutility for the loads to participate in frequency control by deviating from their nominal power usage. By exploiting distributed algorithms to solve OLC and analyzing convergence of these algorithms, we design distributed load-side controllers and prove stability of closed-loop power systems governed by these controllers. This general framework is adapted and applied to different types of power systems described by different models, or to achieve different levels of control goals under different operation scenarios. We first consider a dynamically coherent power system which can be equivalently modeled with a single synchronous machine. We then extend our framework to a multi-machine power network, where we consider primary and secondary frequency controls, linear and nonlinear power flow models, and the interactions between generator dynamics and load control.

(2) Two-timescale voltage control: The voltage of a power distribution system must be maintained closely around its nominal value in real time, even in the presence of highly volatile power supply or demand. For this purpose, we jointly control two types of reactive power sources: a capacitor operating at a slow timescale, and a power electronic device, such as a smart inverter or a D-STATCOM, operating at a fast timescale. Their control actions are solved from optimal power flow problems at two timescales. Specifically, the slow-timescale problem is a chance-constrained optimization, which minimizes power loss and regulates the voltage at the current time instant while limiting the probability of future voltage violations due to stochastic changes in power supply or demand. This control framework forms the basis of an optimal sizing problem, which determines the installation capacities of the control devices by minimizing the sum of power loss and capital cost. We develop computationally efficient heuristics to solve the optimal sizing problem and implement real-time control. Numerical experiments show that the proposed sizing and control schemes significantly improve the reliability of voltage control with a moderate increase in cost.