Online Convex Optimization of Multi-Energy Building-to-Grid Ancillary Services

Antoine Lesage-Landry, Han Wang, Iman Shames, Pierluigi Mancarella, Joshua A. Taylor

Research output: Contribution to journalArticlepeer-review

14 Scopus citations


In this article, buildings with several sources of flexibility, subject to multiple energy requirements, and having access to different electricity markets are considered. A two-level algorithm for optimizing the building's energy management under uncertainty and limited information is presented in this article. A mixed-integer linear program scheduling level is first used to set an energy management objective for every hour using only averaged data. Then, an online convex optimization (OCO) algorithm is used to track in real time the objective set by the scheduling level. For this purpose, a novel penalty-based OCO algorithm for time-varying constraints is developed. The regret of the algorithm is shown to be sublinearly bounded above. This ensures, at least on average, the feasibility of the decisions made by the algorithm. A case study in which the two-level approach is used on a building located in Melbourne, Australia, is presented. The approach is shown to satisfy all constraints 97.32% of the time while attaining a positive net revenue at the end of the day by providing ancillary services to the power grid.

Original languageEnglish (US)
Article number8892672
Pages (from-to)2416-2431
Number of pages16
JournalIEEE Transactions on Control Systems Technology
Issue number6
StatePublished - Nov 2020
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Electrical and Electronic Engineering


  • Ancillary services
  • flexibility
  • multi-energy systems (MESs)
  • online convex optimization (OCO)
  • time-varying constraints


Dive into the research topics of 'Online Convex Optimization of Multi-Energy Building-to-Grid Ancillary Services'. Together they form a unique fingerprint.

Cite this