Towards economic NMPC for multi-stage AC optimal power flow

Abstract: Recently there has been considerable progress on the analysis of stability and performance properties of so-called economic Nonlinear Model Predictive Control (NMPC) schemes; i.e. NMPC schemes employing stage costs that are not directly related to distance measures of pre-computed setpoints. At the same time, with respect to the energy transition, the use of NMPC schemes is proposed and investigated in a plethora of papers in different contexts. For example receding-horizon approaches to generator dispatch problems, which is also known as multi-stage Optimal Power Flow (OPF), naturally lead to economic NMPC schemes based on non-convex discrete-time Optimal Control Problems (OCP). The present paper investigates the transfer of analytic results available for general economic NMPC schemes to receding-horizon multistage OPF. We propose a blueprint formulation of multi-stage opf including AC power flow equations. Based on this formulation we present results on the dissipativity and recursive feasibility properties of the underlying OCP. Finally, we draw upon simulations using a 5 bus system and a 118 bus system to illustrate our findings.