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A Learning-boosted Quasi-Newton Method for AC Optimal Power Flow

Published 12 Jul 2020 in math.OC | (2007.06074v2)

Abstract: Power grid operators typically solve large-scale, nonconvex optimal power flow (OPF) problems throughout the day to determine optimal setpoints for generators while adhering to physical constraints. Despite being at the heart of many OPF solvers, Newton-Raphson can be slow and numerically unstable. To reduce the computational burden associated with calculating the full Jacobian and its inverse, many Quasi-Newton methods attempt to find a solution to the optimality conditions by leveraging an approximate Jacobian matrix. In this paper, a Quasi-Newton method based on machine learning is presented which performs iterative updates for candidate optimal solutions without having to calculate a Jacobian or approximate Jacobian matrix. The proposed learning-based algorithm utilizes a deep neural network with feedback. With proper choice of weights and activation functions, the model becomes a contraction mapping and convergence can be guaranteed. Results shown for networks up to 1,354 buses indicate the proposed method is capable of finding approximate solutions to AC OPF very quickly.

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