A Dantzig-Wolfe Decomposition Algorithm for Economic MPC of Distributed Energy Systems

Leo Emil Sokoler; Laura Standardi; Kristian Edlund; John Bagterp Jørgensen

A Dantzig-Wolfe Decomposition Algorithm for Economic MPC of Distributed Energy Systems

Leo Emil Sokoler
, Laura Standardi
, Kristian Edlund
, John Bagterp Jørgensen

Ørsted A/S

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

Abstract

In economic model predictive control of distributed energy systems, the constrained optimal control problem can be expressed as a linear program with a block-angular structure. In this paper, we present an efficient Dantzig-Wolfe decomposition algorithm specifically tailored to problems of this type. Simulations show that a MATLAB implementation of the algorithm is significantly faster than several state-of-the-art linear programming solvers and that it scales in a favorable way.

Original language	English
Title of host publication	Proceedings of the 18th Nordic Process Control Workshop
Number of pages	6
Publication date	2013
Publication status	Published - 2013
Event	18th Nordic Process Control Workshop - University of Oulu, Oulu, Finland Duration: 22 Aug 2013 → 23 Aug 2013 http://www.oulu.fi/npcw2013/

Conference

Conference	18th Nordic Process Control Workshop
Location	University of Oulu
Country/Territory	Finland
City	Oulu
Period	22/08/2013 → 23/08/2013
Internet address	http://www.oulu.fi/npcw2013/

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@inproceedings{37af1b580b5a4912afaab286741a9d81,

title = "A Dantzig-Wolfe Decomposition Algorithm for Economic MPC of Distributed Energy Systems",

abstract = "In economic model predictive control of distributed energy systems, the constrained optimal control problem can be expressed as a linear program with a block-angular structure. In this paper, we present an efficient Dantzig-Wolfe decomposition algorithm specifically tailored to problems of this type. Simulations show that a MATLAB implementation of the algorithm is significantly faster than several state-of-the-art linear programming solvers and that it scales in a favorable way.",

author = "Sokoler, \{Leo Emil\} and Laura Standardi and Kristian Edlund and J{\o}rgensen, \{John Bagterp\}",

year = "2013",

language = "English",

booktitle = "Proceedings of the 18th Nordic Process Control Workshop",

note = "18th Nordic Process Control Workshop ; Conference date: 22-08-2013 Through 23-08-2013",

url = "http://www.oulu.fi/npcw2013/",

}

TY - GEN

T1 - A Dantzig-Wolfe Decomposition Algorithm for Economic MPC of Distributed Energy Systems

AU - Sokoler, Leo Emil

AU - Standardi, Laura

AU - Edlund, Kristian

AU - Jørgensen, John Bagterp

PY - 2013

Y1 - 2013

N2 - In economic model predictive control of distributed energy systems, the constrained optimal control problem can be expressed as a linear program with a block-angular structure. In this paper, we present an efficient Dantzig-Wolfe decomposition algorithm specifically tailored to problems of this type. Simulations show that a MATLAB implementation of the algorithm is significantly faster than several state-of-the-art linear programming solvers and that it scales in a favorable way.

AB - In economic model predictive control of distributed energy systems, the constrained optimal control problem can be expressed as a linear program with a block-angular structure. In this paper, we present an efficient Dantzig-Wolfe decomposition algorithm specifically tailored to problems of this type. Simulations show that a MATLAB implementation of the algorithm is significantly faster than several state-of-the-art linear programming solvers and that it scales in a favorable way.

M3 - Article in proceedings

BT - Proceedings of the 18th Nordic Process Control Workshop

T2 - 18th Nordic Process Control Workshop

Y2 - 22 August 2013 through 23 August 2013

ER -

A Dantzig-Wolfe Decomposition Algorithm for Economic MPC of Distributed Energy Systems

Abstract

Conference

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