Thesis Presentation PDF

Energy management strategies
THÈSE
pour obtenir le grade de
DOCTEUR DE L’UNIVERSITÉ DE GRENOBLE
for smart grids

ALPES
Spécialité : spécialité
Arrêté ministériel : 7 août 2006
Présentée par
Prénom NOM
Ph.D. thesis presented by:
Peter Paum
Thèse dirigée par Prénom NOM et
codirigée par Prénom NOM
préparée au sein du
laboratoire nom du labo (sigle du labo)
dans l’école doctorale nom de l’école doctorale (sigle de l’ed)
Supervised by:
MonMazen
sujet de Alamir
thèse sur
Mohamed-Yacine Lamoudi & Claude Le Pape
plusieurs lignes
Thèse soutenue publiquement le date de soutenance,

devant le jury composé de :
January 9 2017
Prénom NOM th
Labo de bidule, Rapporteur, Présidente du jury
Prénom NOM
Labo de bidule, Rapporteur
Prénom NOM
Labo de bidule, Examinateur
Prénom NOM
Labo de bidule, Examinateur
Prénom NOM
Labo de bidule, Directeur de thèse
Prénom NOM
Labo de bidule, Encadrant de thèse
Introduction DMPC Randomized Conclusion
Introduction
Challenge by 2050...
×1.5
Energy consumption
will grow by 50%
2
÷
CO2 emissions
need to be halved
3×
We have to become
3 times more efficient
Note: Forecast for 2050 compared to 2009 levels
P. Paum Schneider Electric/Gipsa-lab Energy management strategies for smart grids 09/01/2017 1 / 47
Introduction
The emergence of smart-/micro grids
Production islands
operated by
cities/industries
1900 2000
Introduction
Production islands
operated by
Centralization for
better availability
cities/industries
1900 2000
Introduction
Production islands
operated by
Centralization for Decentralization for
better availability "territory" services
cities/industries
1900 2000
The AMBASSADOR project
European FP7 project dedicated to the development of autonomous

energy management systems at building- and district level
"Develop ecient energy op-

timization systems for smart
districts"
• 15 partners
• 11 dierent EU countries
• 4 years (2012 - 2016)
• 9.9 Me
Thesis objectives
Design control algorithms able to improve energy management in

smart grids
1 Increase energy eciency at district level
2 Improve the robustness of the electricity grid
3 Design generic, scalable and modular solutions
Overview of works
Distributed MPC
for smart grids
MPC for district heating

networks
EV charging station
control under
uncertainties
Battery sizing for PV

power plants
Overview of works P. Paum, M. Alamir, and M.Y. Lamoudi (2014). Comparison of

a primal and a dual decomposition for distributed MPC in smart
In: IEEE International Conference on Smart Grid
districts.
Communications
Distributed MPC
P. Paum, M. Alamir, and M.Y. Lamoudi (2015). Scalability
for smart grids
study for a hierarchical NMPC scheme for resource sharing
problems. In: European Control Conference (ECC),
pp. 14681473
MPC for district heating F. Bourry et al. (2015). Simulation for the evaluation of energy
management algorithms at the district level - Example of use case
networks
from the AMBASSADOR project. In: PowerTech, 2015 IEEE
Eindhoven, pp. 16
EV charging station P. Paum and M. Alamir (2015b). Procédé de gestion en énergie

control under d'une station de recharge de véhicules électriques. Patent
uncertainties
Battery sizing for PV P. Paum and M. Alamir (2015a). Procédé de contrôle d'une
power plants centrale de production électrique. Patent
Overview of works
Distributed MPC
for smart grids
MPC for district heating

networks
EV charging station
control under
uncertainties
Battery sizing for PV

power plants
Outline
1 Distributed MPC for smart grids
2 Randomized algorithm for EV charging stations
3 General conclusion
Outline

System model
Model Predictive Control
The centralized control problem
Primal and dual decomposition
Bundle method
Validation
Introduction DMPC Randomized Conclusion Model MPC Problem Decomposition Bundle Validation
The smart grid
Renewable Building
Production
Residential
Grid
PG ≤ Plim
Electrical
Vehicles Storage
Common grid connection with a limited capacity Plim

No consideration of the distribution grid topology and of stability
issues (voltage-, frequency constraints,...)
The smart grid
Simplied view:
Building model
Linear rst-order model
ϑt+1 = ϑt + α1 (ϑext − ϑt ) + α2 PBui
ϑ, ϑext indoor- and outdoor temperature

PBui heating/cooling power of the HVAC system
α1 , α2 model coecients
Building model
Linear rst-order model
ϑt+1 = ϑt + α1 (ϑext − ϑt ) + α2 PBui
ϑ, ϑext indoor- and outdoor temperature

PBui heating/cooling power of the HVAC system
α1 , α2 model coecients
Wide literature on building modeling & control available

Signicant energy and cost savings are reported
Mohamed Yacine Lamoudi, Mazen Alamir, and Patrick Béguery (2012). Model predictive
control for energy management in buildings. Part 1: Zone Model Predictive Control. In:
Nonlinear Model Predictive Control. Vol. 4. 1, pp. 2126
Battery model
Linear rst-order battery model
if PBat ≥ 0
(
t+1 E t + τ · η + · PBat
E =
E t + τ · 1/η − · PBat otherwise
E stored energy
PBat charging/discharging power
η+, η− charging/discharging eciencies
τ time step
Electric vehicle charging station model
EVCS consisting of NCP charging points
NCP
X
PEVCS = PBat,v
v =1
Evt+1 = Evt + η · τ · PBat,v ; PBat,v ≥ 0
PEVCS power consumption of the EVCS

Ev energy delivered to EV at v -th charging point
PBat,v charging power at v -th charging point
η charging eciency
τ time step
Renewable energy source model
Non-controllable renewable energy sources

Represented through their predicted production
prole P
b RES only
Model Predictive Control MPC for energy management in buildings Model Predictive control
MPCMPC for building

- An intuitive conceptEnergy management
The ingredients ...
Anticipate the future to nd the optimal control at each control instant.
Model
Source of illustration: DMPC for energy management in buildings,

Mohamed-Yacine Lamoudi, 2012
P. Paum
M. Schneider
Y. Lamoudi Electric/Gipsa-lab - Energy
- Schneider-Electric/Gipsa-lab management
DMPC for Energy strategies
management in buildingsfor smart grids 09/01/2017
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12 //5247
MPCMPC for building

The ingredients ...
Model Predictions

P. Paum
M. Schneider
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MPCMPC for building

The ingredients ...
Model Predictions Objective

P. Paum
M. Schneider
- 11/29/2012 12
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MPCMPC for building

The ingredients ...
Model Predictions Objective
Optimization Problem

P. Paum
M. Schneider
- 11/29/2012 12
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MPCMPC for building

The ingredients ...
Model Predictions Objective Solver
Optimization Problem

P. Paum
M. Schneider
- 11/29/2012 12
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MPCMPC for building

The ingredients ...
Model Predictions Objective Solver
*
Optimal
Optimization Problem solution

P. Paum
M. Schneider
- 11/29/2012 12
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Smart grid control objective
Minimize energy costs

Respect the global power
limitation PG ≤ Plim
Minimize energy costs

20 Minimize energy costs

powers [kW]
0
Plim PG PB
−20 PBat PPV
0 2 4 6 8 10 12 14 16 18 20 22 24
1
temperature [◦ C] battery SoC
0.8
0.6
0.4
0.2
0
0 2 4 6 8 10 12 14 16 18 20 22 24
30
20
10 ϑindoor comfort bounds
0
0 2 4 6 8 10 12 14 16 18 20 22 24
0.2
0.15
tari
0.1
0.05 tari Γ
0 virtual tari Γ+λ−µ
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]

1 2 3 4 5 6
powers [kW]
0
Plim PG PB
−20 PBat PPV
0 2 4 6 8 10 12 14 16 18 20 22 24
1
0.8
0.6
0.4
0.2
0
0 2 4 6 8 10 12 14 16 18 20 22 24
30
20
0
0 2 4 6 8 10 12 14 16 18 20 22 24
0.2
0.15
tari
0.1
0.05 tari Γ
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]

1 2 3 4 5 6
powers [kW]
0
Plim PG PB
−20 PBat PPV
0 2 4 6 8 10 12 14 16 18 20 22 24
1
0.8 1 charge battery while energy is

0.6
0.4 cheap
0.2
0
0 2 4 6 8 10 12 14 16 18 20 22 24
30
20
0
0 2 4 6 8 10 12 14 16 18 20 22 24
0.2
0.15
tari
0.1
0.05 tari Γ
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
P. Paum Schneider Electric/Gipsa-lab Energy management strategiessdfsdf

for smart grids 09/01/2017 13 / 47

1 2 3 4 5 6
powers [kW]
0
Plim PG PB
−20 PBat PPV
0 2 4 6 8 10 12 14 16 18 20 22 24
1

0.6
0.4 cheap
0.2
0
0 2 4 6 8 10 12 14 16 18 20 22 24 2 Battery supplies to building so
30 that PG ≤ Plim
20
0
0 2 4 6 8 10 12 14 16 18 20 22 24
0.2
0.15
tari
0.1
0.05 tari Γ
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]

for smart grids 09/01/2017 13 / 47

1 2 3 4 5 6
powers [kW]
0
Plim PG PB
−20 PBat PPV
0 2 4 6 8 10 12 14 16 18 20 22 24
1

0.6
0.4 cheap
0.2
0
30 thatPG ≤ Plim
20 3 PG = 0
0
0 2 4 6 8 10 12 14 16 18 20 22 24
0.2
0.15
tari
0.1
0.05 tari Γ
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]

for smart grids 09/01/2017 13 / 47

1 2 3 4 5 6
powers [kW]
0
Plim PG PB
−20 PBat PPV
0 2 4 6 8 10 12 14 16 18 20 22 24
1

0.6
0.4 cheap
0.2
0
30 thatPG ≤ Plim
20 3 PG = 0
4 battery charges from PV
0
0 2 4 6 8 10 12 14 16 18 20 22 24
0.2
0.15
tari
0.1
0.05 tari Γ
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]

for smart grids 09/01/2017 13 / 47

1 2 3 4 5 6
powers [kW]
0
Plim PG PB
−20 PBat PPV
0 2 4 6 8 10 12 14 16 18 20 22 24
1

0.6
0.4 cheap
0.2
0
30 thatPG ≤ Plim
20 3 PG = 0
0
0 2 4 6 8 10 12 14 16 18 20 22 24
5 buy expensive energy from grid
0.2
0.15 to keep the battery charged
tari
0.1
0.05 tari Γ
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]

for smart grids 09/01/2017 13 / 47

1 2 3 4 5 6
powers [kW]
0
Plim PG PB
−20 PBat PPV
0 2 4 6 8 10 12 14 16 18 20 22 24
1

0.6
0.4 cheap
0.2
0
30 thatPG ≤ Plim
20 3 PG = 0
0
0 2 4 6 8 10 12 14 16 18 20 22 24
5 buy expensive energy from grid
0.2
0.15 to keep the battery charged
tari
0.1
0.05 tari Γ 6 Respond to a planned load
shedding event
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]

for smart grids 09/01/2017 13 / 47
Resource sharing problem
System composed of many dynamically uncoupled sub-systems

Coupling through a limited shared resource

L` local objective fc.

Minimize L` (x` , r` )
X
rx
{ ` , ` }`∈S
`∈S


X
rx
{ ` , ` }`∈S
`∈S
x` local variables
(indoor temperatures,...)


X
rx
{ ` , ` }`∈S
`∈S
x` local variables
r` local resource prole
(power consumption,...)


X
rx
{ ` , ` }`∈S
`∈S
x` local variables
Subj. to: r` local resource prole

h` local constraints
h` (x` , r` ) ≤ 0 ∀` ∈ S (sub-system model,...)


X
rx
{ ` , ` }`∈S
`∈S
x` local variables
Subj. to: r` ≤ Rlim r`

X
local resource prole
`∈S
Rlim global resource limit

!
Minimize L` (x` , r` ) + ΓT · r`
X X
rx
{ ` , ` }`∈S
`∈S `∈S
x` local variables

X
`∈S
Γ energy tari

!
Minimize L` (x` , r` ) + ΓT · r`
X X
rx
{ ` , ` }`∈S
`∈S `∈S
x` local variables

X
`∈S
if `∈S r` ≥ 0
(
Γ+
P
Γ energy tari
Γ=
Γ− otherwise Γ+ = buying, Γ− = selling
Centralized MPC controller
Drawbacks of a centralized MPC Centralized MPC

controller:
Scalability
Robustness
Modularity
Privacy
Distributed MPC controller
Split centralized controller into

Coordinator several sub-problems and a
coordinator
MPC MPC MPC MPC MPC MPC
Iterative process involving some
communication between the
coordinator and the
sub-problems
Convergence to the global
optimum
Primal- and dual decomposition
Iterative information exchange in the two methods

Primal decomposition Dual decomposition

Coordinator
Power
profile Objective value
& (sub-)gradient
MPC MPC

Coordinator Coordinator
Power Dual
profile variables Objective value
Objective value
& (sub-)gradient & opt. power profile
MPC MPC MPC MPC
Qualitative comparison
Primal decomposition: Dual decomposition:

Feasibility at each iteration Feasibility only after convergence
( `∈S r` ≤ Rlim ) sdfsdfsdfsdfsdfsdfsdf
P
The centralized problem only The centralized problem must be

has to be convex strongly convex
nb. of decision variables nb. of decision variables is
proportional to NS independent of NS
Primal decomposition
Initial centralized problem:

!
Minimize L` (x` ,r` ) + Γ · r`
X X
T
rx
{ ` , ` }`∈S
`∈S `∈S
Subj. to: r` ≤ Rlim

X
`∈S
h` (x` ,r` ) ≤ 0 ∀` ∈ S
if `∈S r` ≥ 0
(
Γ+
P
Γ=
Γ− otherwise

!
X X
T
rx
{ ` , ` }`∈S
`∈S `∈S

X
`∈S
h` (x` ,r` ) ≤ 0 ∀` ∈ S
if `∈S r` ≥ 0
(
Γ+
P
Γ=
Γ− otherwise

!
X X
T
rx
{ ` , ` }`∈S
`∈S `∈S

X
`∈S
h` (x` ,r` ) ≤ 0 ∀` ∈ S
if `∈S r` ≥ 0
(
Sub-problem ` Γ+
P
Γ=
(for given r` ): Γ− otherwise
J` (r` ) := Minimize L` (x` ,r` )

x `
Subject to: h` (x` ,r` ) ≤ 0

Initial centralized
Coordinator problem:
problem:
!
Minimize J` (r` ) r`
X X
T
+Γ ·
r
{ ` }`∈S
`∈S `∈S

X
`∈S
h` (x` ,r` ) ≤ 0 ∀` ∈ S
if `∈S r` ≥ 0
(
Sub-problem ` Γ+
P
Γ=
J` (r` ) := Minimize L` (x` ,r` )

x `

Diculty: J` (r` ) can only
be evaluated point-wise !
Initial centralized
Coordinator problem:
problem:
!
Minimize J` (r` ) r`
X X
T
+Γ ·
r
{ ` }`∈S
`∈S `∈S

X
`∈S
h` (x` ,r` ) ≤ 0 ∀` ∈ S
if `∈S r` ≥ 0
(
Sub-problem ` Γ+
P
Γ=
J` (r` ) := Minimize L` (x` ,r` )

x `

Dual decomposition

!
Min x r r
X X
T
L` ( ` , ` ) + Γ · `
{r` ,x` }`∈S
`∈S `∈S
Subj. to: hX(x , r ) ≤ 0
` ` ` ∀` ∈ S
r ≤ Rlim
`
`∈S
if `∈S r` ≥ 0
(
Γ+
P
Γ=
Γ− otherwise
Dual decomposition

!
Min x r r
X X
T
L` ( ` , ` ) + Γ · `
{r` ,x` }`∈S
`∈S `∈S
Subj. to: hX(x , r ) ≤ 0
` ` ` ∀` ∈ S
r ≤ Rlim
`
`∈S
if `∈S r` ≥ 0
(
Γ+
P
Γ=
Γ− otherwise
Dual decomposition
Step 1: Build Lagrangian L (x` , r` , λ)
Step 2: Dual problem

x r
L ( ` , ` , λ)
! !
Max Min x r r r − Rlim
X X X
T
L` ( ` , ` ) + Γ · ` + λT · `
λ {r` ,x` }`∈S
`∈S `∈S `∈S
Subj. to: h (x , r ) ≤ 0
` ` ` ∀` ∈ S
if `∈S r` ≥ 0
(
Γ+
P
Γ=
Γ− otherwise
λ≥0
Dual decomposition

! !
X X X
T T
L` ( ` , ` ) + Γ · ` +λ · `
λ {r` ,x` }`∈S
`∈S `∈S `∈S
Subj. to: h (x , r ) ≤ 0
` ` ` ∀` ∈ S
if `∈S r` ≥ 0
(
Γ+
P
Γ=
Γ− otherwise
λ≥0
Dual decomposition

! !
X X X
T T
L` ( ` , ` ) + Γ · ` +λ · `
λ {r` ,x` }`∈S
`∈S `∈S `∈S
Subj. to: h (x , r ) ≤ 0
` ` ` ∀` ∈ S
NOT decomposable yet

if `∈S r` ≥ 0
(
Γ+
P
Γ=
Γ− otherwise
λ≥0
Dual decomposition

! !
X X X
T T
L` ( ` , ` ) + Γ · ` +λ · `
λ {r` ,x` }`∈S
`∈S `∈S `∈S
Subj. to: h (x , r ) ≤ 0
` ` ` ∀` ∈ S
NOT decomposable yet

if `∈S r` ≥ 0
(
Γ+
P
Γ=
Γ− otherwise Step 3: Introduce
additional variable µ
λ≥0
Dual decomposition

! !
X X X
+ T T
L` ( ` , ` ) + (Γ − µ) · ` +λ · `
λ,µ {r` ,x` }`∈S
`∈S `∈S `∈S
Subj. to: h (x , r ) ≤ 0
` ` ` ∀` ∈ S
0≤µ≤Γ −Γ + −
λ≥0
Step 3: Introduce
Dual decomposition

! !
X X X
+ T T
L` ( ` , ` ) + (Γ − µ) · ` +λ · `
λ,µ {r` ,x` }`∈S
`∈S `∈S `∈S
Subj. to: h (x , r ) ≤ 0
` ` ` ∀` ∈ S
0≤µ≤Γ −Γ + −
λ≥0 DECOMPOSABLE
Step 3: Introduce
Dual decomposition
Max Min x r r R
X
L` ( ` , ` ) + (Γ+ + λ − µ)T · ` − λT · lim
λ,µ {r` ,x` }`∈S
`∈S
Subj. to: h (x , r ) ≤ 0
` ` ` ∀` ∈ S
0≤µ≤Γ −Γ + −
λ≥0
Dual decomposition
Sub-problem ` (for given λ, µ)
J` (λ, µ) :=Min L (x , r ) + (Γ
r` ,x`
` ` `
+
+ λ − µ)T · r
`
Step 2: Dual problem Subj. to: h (x , r ) ≤ 0

` ` `
Max Min x r r R
X
L` ( ` , ` ) + (Γ+ + λ − µ)T · ` − λT · lim
λ,µ {r` ,x` }`∈S
`∈S
Subj. to: h (x , r ) ≤ 0
` ` ` ∀` ∈ S
0≤µ≤Γ −Γ + −
λ≥0
Dual decomposition
J` (λ, µ) :=Min L (x , r ) + (Γ
r` ,x`
` ` `
+
+ λ − µ)T · r`

` ` `
Max Min x r r R
X
L` ( ` , ` ) + (Γ+ + λ − µ)T · ` − λT · lim
λ,µ {r` ,x` }`∈S
`∈S
Subj. to: h (x , r ) ≤ 0
` ` ` ∀` ∈ S
0≤µ≤Γ −Γ
Coordinator problem
+ −
λ≥0
Max J (λ, µ) − λ · Rlim
X
T
`
λ,µ
`∈S
Subj. to: 0 ≤ µ ≤ Γ+ − Γ−
λ≥0
Dual decomposition
J` (λ, µ) :=Min L (x , r ) + (Γ
r` ,x`
` ` `
+
+ λ − µ)T · r`

` ` `
Max Min x r r R
X
L` ( ` , ` ) + (Γ+ + λ − µ)T · ` − λT · lim
λ,µ {r` ,x` }`∈S
`∈S
Subj. to: h (x , r ) ≤ 0
` ` ` ∀` ∈ S
0≤µ≤Γ −Γ
Coordinator problem
+ −
λ≥0
Max J (λ, µ) − λ · Rlim
X
T
`
λ,µ
`∈S
Diculty: J (λ, µ) can only
` Subj. to: 0 ≤ µ ≤ Γ+ − Γ−
be evaluated point-wise ! λ≥0
Recall...
20
powers [kW]
0
λ, µ act like modications
of the energy tari !
PG PG PB
−20 PBat PPV
0 2 4 6 8 10 12 14 16 18 20 22 24
temperature [◦ C] state-of-charge
1
0.8
0.6
0.4
0.2
0
0 2 4 6 8 10 12 14 16 18 20 22 24
30
20
0
0 2 4 6 8 10 12 14 16 18 20 22 24
0.2
0.15
tari
0.1
0.05 tari Γ
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
Bundle method to solve the coordinator problem
Iteratively build cutting plane approximations of the sub-problems'

cost functions
Primal coordinator problem:
 
Minimize
{r` }`∈S
X
r T
J` ( ` ) + Γ · 
X
r `
`∈S `∈S
Subj. to:
X
r ≤ Rlim
`
`∈S
r
(
Γ+
P
if `∈S ` ≥0
Γ=
Γ− otherwise
Antonio Frangioni (2002). Generalized bundle methods. In: SIAM Journal on

Optimization 13.1, pp. 117156
dle method
approximation
Bundle method to solve the coordinator problem
Iteratively
nknown at build cutting
the coordination layer plane approximations of the sub-problems'
cost functions
Jℓ
 
? Minimize
{r` }`∈S
X
r T
J` ( ` ) + Γ · 
X
r `
`∈S `∈S
Subj. to:
X
r ≤ Rlim
`
`∈S
r
(
Γ+
P
if `∈S ` ≥0
Γ=
Γ− otherwise
rℓ
er-Electric/Gipsa-lab - DMPC for Energy management in buildings - 11/29/2012 37 / 52


dle method
approximation
Bundle method
Jℓ gℓ to solve the coordinator problem

cost functions
Jℓ
 
epi(Jℓ ) Minimize
{r` }`∈S
X
r T
J` ( ` ) + Γ · 
X
r `
`∈S `∈S
g`
Function value
Sensitivity
Subj. to:
X
r ≤ Rlim
`
`∈S
r
(
Γ+
P
if `∈S ` ≥0
Γ=
Γ− otherwise
(0)
rℓ
rℓ


dle method
approximation
Bundle method

cost functions
Jℓ
 
epi(Jℓ ) Jˇℓ Minimize

{r` }`∈S
X
r T
J` ( ` ) + Γ · 
X
r `
`∈S `∈S
Subj. to:
X
r ≤ Rlim
`
`∈S
r
(
Γ+
P
if `∈S ` ≥0
Γ=
Γ− otherwise
(0)
rℓ
rℓ


dle method
approximation
Bundle method

cost functions
Jℓ
 

{r` }`∈S
X
r T
J` ( ` ) + Γ · 
X
r `
`∈S `∈S
Subj. to:
X
r ≤ Rlim
`
`∈S
r
(
Γ+
P
if `∈S ` ≥0
Γ=
Γ− otherwise
(1) (0)
rℓ
rℓ rℓ


dle method
approximation
Bundle method

cost functions
Jℓ
 

{r` }`∈S
X
r T
J` ( ` ) + Γ · 
X
r `
`∈S `∈S
Subj. to:
X
r ≤ Rlim
`
`∈S
r
(
Γ+
P
if `∈S ` ≥0
Γ=
Γ− otherwise
(1) (2) (0)
rℓ
rℓ rℓ rℓ


dle method
approximation
Bundle method

cost functions
Jℓ
 

{r` }`∈S
X
r
Jˇ` ( ` ) + ΓT · 
X
r `
`∈S `∈S
Subj. to:
X
r ≤ Rlim
`
`∈S
r
(
Γ+
P
if `∈S ` ≥0
Γ=
Γ− otherwise
(1) (2) (3) (0)
rℓ
rℓ rℓ rℓ rℓ


dle method
approximation
Bundle method

cost functions
Jℓ
 

{r` }`∈S
X
r
Jˇ` ( ` ) + ΓT · 
X
r `
`∈S `∈S
Subj. to:
X
r ≤ Rlim
`
`∈S
r
(
Γ+
P
if `∈S ` ≥0
Γ=
Γ− otherwise
(1) (2) (3) (0)
rℓ
rℓ rℓ rℓ rℓ
→ can be solved as a LP

Small number of iterations due to memory in receding horizon mode

Solving the coordinator problem

Nctr number of constraints
NS number of sub-systems
nB number of cuts per
cutting plane model
each cut results in one constraint in the LP: Nctr = nB · NS
Solving the coordinator problem

Nctr number of constraints
NS number of sub-systems
nB number of cuts per
cutting plane model
each cut results in one constraint in the LP: Nctr = nB · NS

Problem: Computation time increases with NS
100
tCoordinator [s]
10−1
10−2
10−3
0 100 200 300 400 500 600 700 800 900 1,000
nb. of constraints in dual coordinator LP (Nctr = nB · NS )
Inter(R) Core(TM) i7-3540M CPU @ 3.00 GHz, 16,0 Go RAM, Gurobi 6.0 for LPs and QPs
Disaggregated vs. Aggregated Bundle

Precise, but high
Disaggregated bundle method Nctr = NS · nB
Coordinator problem
Coordinator
MPC MPC MPC MPC

Less precise, but
Fully aggregated bundle method Nctr = nB
Coordinator problem
Coordinator
MPC MPC MPC MPC

Compromise between
Semi-aggregated bundle method the other two
Coordinator problem
Coordinator
MPC MPC MPC MPC
Optimal trade-o for the bundle aggregation
Trade-o between niter and

tCoordinator !
Computation time: ttotal = niter · (tCoordinator + tcomm + tSubsys )
Optimal trade-o for the bundle aggregation
Trade-o between niter and

tCoordinator !
Computation time: ttotal = niter · (tCoordinator + tcomm + tSubsys )

t
ttotal = t1 + t2
t2 = niter × tCoordinator
t1 = niter × (tSubsys + tcomm )
Nctr ,opt Nctr
Optimal bundle aggregation level

niter with primal decomposition (NS = 500 sub-systems)
fully aggregated (NC = 1)

2 bundles (NC = 2)
106 5 bundles
objective value
10 bundles
25 bundles
105 50 bundles
100 bundles
250 bundles
104
disaggregated (NC = 500)
103
0 100 200 300 400 500 600 700 800
iterations


2 bundles (NC = 2)
106 5 bundles
objective value
10 bundles
25 bundles
105 50 bundles
100 bundles
250 bundles
104
103
0 100 200 300 400 500 600 700 800
iterations
Optimal aggregation level: NC = 25

ttotal = niter · (tCoordinator + tcomm + tSubsys ) = 285 · (1.77 + 0 + 0.1) = 533sec


2 bundles (NC = 2)
106 5 bundles
objective value
10 bundles
25 bundles
105 50 bundles
100 bundles
250 bundles
104
103
0 100 200 300 400 500 600 700 800
iterations
Optimal aggregation level: NC = 25

ttotal = niter · (tCoordinator + tcomm + tSubsys ) = 285 · (1.77 + 0 + 0.1) = 533sec
High coordinator computation time with primal decomposition when

the number of sub-systems NS is high
Dual decomposition 1000 buildings
District composed of 1000 buildings of dierent size and inertia

Prediction horizon thorizon = 24h, sampling period τ = 15min
Number of decision variables ≈ 800000
Time to solve one building MPC problem: tSubsys = 75ms
tCoordinator = 79ms (aggregated bundle)
Around 30 iterations required in closed loop
Building MPC problems can be solved in parallel
Total computation time to solve the problem:

ttotal = niter · (tSubsys + tCoordinator ) = 30 · (75[ms] + 79[ms]) = 4.6[s]
(Inter(R) Core(TM) i7-3540M CPU @ 3.00 GHz, 16,0 Go RAM, Gurobi 6.0 for LPs and QPs)
Real-world application
Implementation of the primal- and dual frameworks on two pilot sites:

LTCP (Lavrion, Greece) INES (Chambéry, France)
• 5 buildings • 4 buildings
• 1 H2 storage system • 2 batteries
• 1 battery • 1 EV charging station
• 1 PV installation ' • 1 PV installation
• Wind turbines • 1 PV installation
Real-world issues & cost savings
Real-world issues
Data acquisition
Interaction with low-level control systems
Forecast errors/Availability of forecasts
Real-world issues & cost savings
Real-world issues
Data acquisition
Interaction with low-level control systems
Forecast errors/Availability of forecasts
Cost savings
Annual cost savings (obtained in simulation): 0% - 30%
Highly context dependent (sub-system types, tari, climate,...)
Conclusions -DMPC
Summary
Primal- and dual decomposition frameworks for problems with
limited shared resources
buying- and selling taris on the globally consumed resource
Ecient implementation of the bundle method
Comparison of the two approaches
Better scalability with dual decomposition
Primal is less restrictive (convexity required, but not strong convexity)
Feasibility & eciency shown in simulations and real-life experiments
Future works
Asynchronous information exchange
Benet guarantee for each actor
Conclusions -DMPC
Summary
Future works
Conclusions -DMPC
Summary
Future works
Conclusions -DMPC
Summary
Future works
Conclusions -DMPC
Summary
Future works
Conclusions -DMPC
Summary
Future works
Introduction DMPC Randomized Conclusion Motivation Problem Approach Validation Conclusion
Outline

Motivation
Problem statement
The approach
Validation through simulation
Conclusion
Motivation
Model Predictive Control performs poorly when uncertainties are high

This has been put into evidence at the Euref Campus in Berlin
PG ≤ Plim
Motivation
Uncertain power consumption of the EVCS consisting of 10 charging points
(10 scenarios)
18
mean power prole PEVCS
16
14
12
power EVCS [kW]
10
0
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
Motivation
(10 scenarios)
18
16
14
12
power EVCS [kW]
10
0
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
Motivation
(10 scenarios)
18
16
14
12
power EVCS [kW]
10
0
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
Motivation
(10 scenarios)
18
16
14
12
power EVCS [kW]
10
0
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
Motivation
(10 scenarios)
18
16
14
12
power EVCS [kW]
10
0
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
Motivation
(10 scenarios)
18
16
14
12
power EVCS [kW]
10
0
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
Motivation
(10 scenarios)
18
16
14
12
power EVCS [kW]
10
0
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
Motivation
(10 scenarios)
18
16
14
12
power EVCS [kW]
10
0
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
Motivation
(10 scenarios)
18
16
14
12
power EVCS [kW]
10
0
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
Motivation
(10 scenarios)
18
16
14
12
power EVCS [kW]
10
0
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
Motivation
(10 scenarios)
18
16
14
12
power EVCS [kW]
10
0
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
Motivation
(10 scenarios)
18
16
14
12
power EVCS [kW]
10
0
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
EVCS control under uncertainties
Context
EVCS with M charging points
No forecasts of the individual EV behavior available
But known statistic model of the EV behavior
EVCS occupancy scenario
S = {tarr,v , tdep,v , Ereq,v } v = 1, ..., nEV
The scenario S is the set of EVs which arrive during a given day
Objective
Design a controller for the EVCS that
respects an a priori declared power limitation prole p
guarantees the QoS (Quality of Service) at a high probability
(≥ (1 − η) )
randomized direct charging
50 50
power limit p
pEVCS (scenario 1)
40 pEVCS (scenario 2) 40
pEVCS (scenario 3)
pEVCS [kW]
30 30
20 20
10 10
0 0
0 10 20 30 40 0 10 20 30 40
time [h] time [h]
Objective
Design a controller for the EVCS that
respects an a priori declared power limitation prole p
guarantees the QoS (Quality of Service) at a high probability
(≥ (1 − η) )
50 50
power limit p
pEVCS (scenario 1)
pEVCS (scenario 3)
pEVCS [kW]
30 30
20 20
10 10
0 0
0 10 20 30 40 0 10 20 30 40
time [h] time [h]
Quality of Service 8
EVs
QoS limit
6
parking time [hour]

EV satisfaction metric: 4

Echarged tpark
≥ csatis × min 1, 2
Ereq Tth
0
0 20 40 60 80 100
Echarged [% of Ereq ]
QoS indicator g
0 if all EVs in a scenario S are satised
(
g (S) :=
1 otherwise
Relaxation of the QoS constraint g (S) QoS indicator

(0 := satised)
S uncertainty set
Robust constraint: g (S) = 0 ∀S ∈ S

(0 := satised)
S uncertainty set

overly conservative, hard to solve

(0 := satised)
S uncertainty set

overly conservative, hard to solve A
First relaxation: Pr (g (S) = 1) ≤ η (η := precision)

(0 := satised)
S uncertainty set

Second relaxation: Pr (!A) ≤ δ (δ := condence)

(0 := satised)
S uncertainty set

Second relaxation: Pr (!A) ≤ δ (δ := condence)
Randomized algorithm
If for no more than m out of N scenarios g (S) = 1, then the QoS is
guaranteed with probability > (1 − η) and condence > (1 − δ).
Teodoro Alamo et al. (2015). Randomized methods for design of uncertain systems:
Sample complexity and sequential algorithms. In: Automatica 52, pp. 160172
p
S occupancy scenario
Outline of the approach power limit prole
g QoS indicator
Simulate RT-
controller &
evaluate QoS
p
g QoS indicator
Generate
occupancy
scenarios
Simulate RT-
controller &
evaluate QoS
p
g QoS indicator
IQoS feasibility indicator
Generate
occupancy
scenarios
Simulate RT-
controller &
evaluate QoS
QoS
guaranteed?
p
g QoS indicator
θ design param. vector
Generate
occupancy
scenarios
Parameter- Simulate RT-

ization controller &
evaluate QoS
QoS
guaranteed?
p
g QoS indicator
Generate
occupancy
scenarios
Define a finite
set of design Parameter- Simulate RT-
parameter ization controller &
vectors evaluate QoS
QoS
guaranteed?
p
g QoS indicator
Generate N
occupancy
scenarios
Define a finite
Determine
QoS
optimal design
guaranteed?
parameter
p
g QoS indicator
Generate N
occupancy
scenarios
Define a finite
Determine
QoS
optimal design
guaranteed?
parameter
30
p(θ(k) )
20
10 Min p(θ
Z
θ(opt) := (k)
)dt
1
k∈{ ...nΘ }
0
0 10 20 30 40
Parameterization of the power limit prole p(θ)
Low-dimensional design parameter vector θ := (θ1 , ..., θ4 )T

Allow suciently rich variations in the prole p(θ)
(e.g. two superposed Gaussian distributions)
40 p(θ)
power limit p(θ)
20 θ4
θ3
θ1 θ2
0
0 5 10 15 20 25
time [h]
η precision
δ condence
m positive integer
nΘ card(Θ)
What is the necessary number of scenarios N ?
η precision
δ condence
m positive integer
nΘ card(Θ)
What is the necessary number of scenarios N ?
1

e nΘ
N≥ ln +m
η e −1 δ
Statistic model - Euref campus

Euref Campus
E-car sharing station located at the Euref Campus in Berlin
800 charging events

Available information for each event: tarr , tpark , Ereq
Fit non-parametric probability distributions to tarr , tpark , Ereq

100
NEV (real data)
80
60
40
20
0
0 2 4 6 8 10 12 14 16 18 20 22 24
arrival time tarr [h]
100
NEV (tted model)
80
60
40
20
0
0 2 4 6 8 10 12 14 16 18 20 22 24

100
NEV (real data)
80
60
40
20
0
0 2 4 6 8 10 12 14 16 18 20 22 24
100
NEV (tted model)
80
60
40
20
0
0 2 4 6 8 10 12 14 16 18 20 22 24

150
NEV (real data)
100
50
0
0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30
150
NEV (tted model)
100
50
0
0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30
parking time tpark [h]

150
NEV (real data)
100
50
0
1 3 5 7 9 11 13 15 17 19 21 23 25 27 29
150
NEV (tted model)
100
50
0
1 3 5 7 9 11 13 15 17 19 21 23 25 27 29
required energy Ereq [kWh]
Algorithm conguration
Algorithm parameters
η 0.05 (accuracy)
δ 0.05 (condence)
nΘ 432 (design parameters)
m 20 (unsatisfying scenarios)
NCP 50 (charging points)
Algorithm parameters Required number of scenarios N

η 0.05 (accuracy)
δ 0.05 (condence) 1

e

nΘ
nΘ 432 (design parameters) N ≥ ln + m = 920
η e −1 δ
Algorithm parameters Required number of scenarios N

η 0.05 (accuracy)
δ 0.05 (condence) 1

e

nΘ
nΘ 432 (design parameters) N ≥ ln + m = 920
η e −1 δ
Computation time using brute-force:

tcomp = titeration · nΘ = 5.8sec · 432 = 42min
(titeration := time to simulate the real-time controller for N scenarios)

(Inter(R) Core(TM) i7-3540M CPU @ 3.00 GHz, 16,0 Go RAM)
Validation through simulation (Euref Campus)
Comparison with a direct charging strategy

50 50
power limit p
pEVCS (scenario 1)
pEVCS (scenario 3)
pEVCS [kW]
30 30
20 20
10 10
0 0
0 10 20 30 40 0 10 20 30 40
time [h] time [h]
Mean over-estimated energy need
40
power limit p
p(i)
EVCS (scenario i)
30
pEVCS [kW]
20
(i)
E
10
0
0 10 20 30 40
time [h]
40 1X
N
(i)
power limit p E= E
p(i)
EVCS (scenario i)
N
i=1
30
For a single scenario S (i) :
pEVCS [kW]
20
Z tend
(i)
p(t) − p(i)
(i)
E E = EVCS (t)dt
10 t=0
0
0 10 20 30 40
time [h]
Sensitivity of E w.r.t. NCP and η : 1X

N
(i)
E= E
N
η i=1
0.05 0.1 0.15 0.2
25 58.4 56.3 54.2 51.7 For a single scenario S (i) :
NCP 50 37.5 34.1 32.9 31.2
100 30.6 28.8 27.1 25.1 Z tend
p(t) − p(i)
(i)
E = EVCS (t)dt
t=0
η probability of QoS violation
NCP number of charging points
Validation through simulation (Company site)

η = 0.05
Comparison with a direct charging strategy NCP = 20
randomized E = 12.5%
200
150
power [kW]
predicted limit
100 scenario 1
scenario 2
50 scenario 3
0
0 2 4 6 8 10 12 14 16 18 20 22 24
direct charging
200
scenario 1
150 scenario 2
power [kW]
scenario 3
100
50
0
0 2 4 6 8 10 12 14 16 18 20 22 24
time [h]
Conclusion
Summary
Energy management strategy for an EVCS allowing to
respect an upper bound on the power consumption
guarantee the QoS with a congurable probability
Validation on statistic data from the Euref Campus in Berlin
Future extensions
Additional battery to further tighten the upper bound prole
Also compute a guaranteed lower bound prole
Conclusion
Summary
Future extensions
Conclusion
Summary
Future extensions
Conclusion
Summary
Future extensions
Outline
General conclusion
Summary
1 Distributed MPC design for Large-scale

systems
Renewable Building
Production
Residential
Primal and dual decomposition Grid
Energy eciency in smart grids

Real-time implementation Electrical
Vehicles Storage
General conclusion
Summary
1 Distributed MPC design for Large-scale

systems
Renewable Building
Production
Residential
Primal and dual decomposition Grid
Energy eciency in smart grids

Real-time implementation Electrical
Vehicles Storage
2 Randomized algorithms for EV charging

stations
Explicitly deal with uncertainty
Upper bound power prole
Probabilistic QoS guarantee
Validation on real data
General conclusion
Future works...
Optimization framework integrating a exibility market model
MPC prototype at the Learning Grid by Grenoble
Integration of MPC into micro grid design tools
Thank you for your attention!
Questions ?

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Energy management strategies

for smart grids

Ph.D. thesis presented by:

Thèse soutenue publiquement le date de soutenance,

Note: Forecast for 2050 compared to 2009 levels

The AMBASSADOR project

European FP7 project dedicated to the development of autonomous

"Develop ecient energy op-

Design control algorithms able to improve energy management in

MPC for district heating

Battery sizing for PV

Overview of works P. Paum, M. Alamir, and M.Y. Lamoudi (2014).  Comparison of

EV charging station P. Paum and M. Alamir (2015b).  Procédé de gestion en énergie

MPC for district heating

Battery sizing for PV

1 Distributed MPC for smart grids

2 Randomized algorithm for EV charging stations

1 Distributed MPC for smart grids

2 Randomized algorithm for EV charging stations

The smart grid

Common grid connection with a limited capacity Plim

The smart grid

Linear rst-order model

ϑt+1 = ϑt + α1 (ϑext − ϑt ) + α2 PBui

ϑ, ϑext indoor- and outdoor temperature

Linear rst-order model

ϑt+1 = ϑt + α1 (ϑext − ϑt ) + α2 PBui

ϑ, ϑext indoor- and outdoor temperature

Wide literature on building modeling & control available

Linear rst-order battery model

Electric vehicle charging station model

EVCS consisting of NCP charging points

PEVCS power consumption of the EVCS

Renewable energy source model

Non-controllable renewable energy sources

MPCMPC for building

Source of illustration: DMPC for energy management in buildings,

MPCMPC for building

Source of illustration: DMPC for energy management in buildings,

MPCMPC for building

Model Predictions Objective

Source of illustration: DMPC for energy management in buildings,

MPCMPC for building

Model Predictions Objective

Source of illustration: DMPC for energy management in buildings,

MPCMPC for building

Model Predictions Objective Solver

Source of illustration: DMPC for energy management in buildings,

MPCMPC for building

Model Predictions Objective Solver

Source of illustration: DMPC for energy management in buildings,

Smart grid control objective

Minimize energy costs

Smart grid control objective

Minimize energy costs

Smart grid control objective

20 Minimize energy costs

Smart grid control objective

Smart grid control objective

0.8 1 charge battery while energy is

P. Paum  Schneider Electric/Gipsa-lab  Energy management strategiessdfsdf

Smart grid control objective

0.8 1 charge battery while energy is

"Develop ecient energy op-

Overview of works P. Paum, M. Alamir, and M.Y. Lamoudi (2014). Comparison of

EV charging station P. Paum and M. Alamir (2015b). Procédé de gestion en énergie

Linear rst-order model

Linear rst-order model

Linear rst-order battery model

P. Paum Schneider Electric/Gipsa-lab Energy management strategiessdfsdf

P. Paum Schneider Electric/Gipsa-lab Energy management strategiessdfsdf

P. Paum Schneider Electric/Gipsa-lab Energy management strategiessdfsdf

P. Paum Schneider Electric/Gipsa-lab Energy management strategiessdfsdf

P. Paum Schneider Electric/Gipsa-lab Energy management strategiessdfsdf

P. Paum Schneider Electric/Gipsa-lab Energy management strategiessdfsdf

Subj. to: r` local resource prole