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SUMMARY:Time-Varying Optimization: Algorithms and Applications in Power Sy
 stems - Andrea Simonetto (IBM Research)
DTSTART:20190110T100000Z
DTEND:20190110T110000Z
UID:TALK116794@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:Continuously varying optimization programs have appeared as a 
 natural extension of time-invariant ones when the cost function\, the cons
 traints\, or both\, depend on a time parameter and change continuously in 
 time. This setting captures relevant control\, signal processing\, and mac
 hine learning problems. Recently\, running and prediction-correction metho
 ds have been put forward to set up iterative algorithms that sample the co
 ntinuously-varying optimization program at discrete time steps track the o
 ptimizer(s) trajectory while it evolves in time up to an asymptotical erro
 r bound.In this talk\, we will review current state-of-the-art algorithms 
 in time-varying optimization\, with a special emphasis on applications in 
 power grids. We will touch upon time-varying AC optimal power flow problem
 s\, real-time optimization of aggregations of distributed energy resources
 \, as well as dynamic distribution state estimation.
LOCATION:Seminar Room 1\, Newton Institute
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