Sequential feedback optimization with application to wind farm control

Fuente: arXiv
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Hauptverfasser: Huang, Shijie, Grammatico, Sergio
Format: Preprint
Veröffentlicht: 2025
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author Huang, Shijie
Grammatico, Sergio
author_facet Huang, Shijie
Grammatico, Sergio
contents This paper develops a sequential-linearization feedback optimization framework for driving nonlinear dynamical systems to an optimal steady state. A fundamental challenge in feedback optimization is the requirement of accurate first-order information of the steady-state input-output mapping, which is computationally prohibitive for high-dimensional nonlinear systems and often leads to poor performance when approximated around a fixed operating point. To address this limitation, we propose a sequential algorithm that adaptively updates the linearization point during optimization, maintaining local accuracy throughout the trajectory. We prove convergence to a neighborhood of the optimal steady state with explicit error bounds. To reduce the computational burden of repeated linearization operations, we further develop a multi-timescale variant where linearization updates occur at a slower timescale than optimization iterations, achieving significant computational savings while preserving convergence guarantees. The effectiveness of the proposed framework is demonstrated via numerical simulations of a realistic wind farm control problem. The results validate both the theoretical convergence predictions and the expected computational advantages of our multi-timescale formulation.
format Preprint
id arxiv_https___arxiv_org_abs_2507_15127
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Sequential feedback optimization with application to wind farm control
Huang, Shijie
Grammatico, Sergio
Optimization and Control
Systems and Control
This paper develops a sequential-linearization feedback optimization framework for driving nonlinear dynamical systems to an optimal steady state. A fundamental challenge in feedback optimization is the requirement of accurate first-order information of the steady-state input-output mapping, which is computationally prohibitive for high-dimensional nonlinear systems and often leads to poor performance when approximated around a fixed operating point. To address this limitation, we propose a sequential algorithm that adaptively updates the linearization point during optimization, maintaining local accuracy throughout the trajectory. We prove convergence to a neighborhood of the optimal steady state with explicit error bounds. To reduce the computational burden of repeated linearization operations, we further develop a multi-timescale variant where linearization updates occur at a slower timescale than optimization iterations, achieving significant computational savings while preserving convergence guarantees. The effectiveness of the proposed framework is demonstrated via numerical simulations of a realistic wind farm control problem. The results validate both the theoretical convergence predictions and the expected computational advantages of our multi-timescale formulation.
title Sequential feedback optimization with application to wind farm control
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2507.15127