A Hierarchical Algorithm for Integrated Scheduling and Control With Applications to Power Systems

The contribution of this paper is a hierarchical algorithm for integrated scheduling and control via model predictive control of hybrid systems. The controlled system is a linear system composed of continuous control, state, and output variables. Binary variables occur as scheduling decisions in the optimal control problem (OCP). The scheduling decisions are made on a slow time scale compared with the system dynamics. This gives rise to a temporal separation of the scheduling and control variables in the OCP. Accordingly, the proposed hierarchical algorithm consists of two optimization levels. The upper level (scheduling level) solves a mixed-integer linear program (MILP) with a low frequency. The lower level (control level) solves an LP with a high frequency. The main advantage of the proposed approach is that it requires online solution of an LP rather than an MILP. Simulations based on a power portfolio case study show that the hierarchical algorithm reduces the computation to solve the OCP by several orders of magnitude. The improvement in computation time is achieved without a significant increase in the overall cost of operation.