Fast and Certified Bounding of Security-Constrained DCOPF via Interval Bound Propagation

Abstract: Security-Constrained DC Optimal Power Flow (SC DCOPF) is an important tool for transmission system operators, enabling economically efficient and physically secure dispatch decisions. Although CPU-based commercial solvers (e.g., Gurobi) can efficiently solve SC-DCOPF problems with a reasonable number of security constraints, their performance degrades rapidly as both system size and the number of contingencies grow into thousands, leading to a significant computational burden. This introduces a bottleneck for system operators who seek timely decision-making across a wide range of potential threats. In this paper, we design a computational graph representation of the SC-DCOPF-based market-clearing problem, inspired by the third ARPA-E Grid Optimization Competition (GO3). We are able to quickly bound the optimal solution of large-scale SC-DCOPF problems using a GPU-accelerated Neural Network verification tool called Interval Bound Propagation (IBP). Using IBP, we compute certified bounds with a maximum gap of 6.53% for instances up to 617 buses, while demonstrating scalability on challenging systems up to 8,316 buses with a runtime of approximately 0.07 seconds. These results demonstrate that IBP can provide high-quality solution bounds at very fast speeds, and it can help identify infeasibility drivers in challenging SC-DCOPF instances.