Scalable Techniques for Stochastic Power Flow Problems (Final Report)

Technical Report · Mon Dec 20 04:00:00 EST 2021

DOI:https://doi.org/10.2172/1862342· OSTI ID:1862342

Shanbhag, Uday V. ^[1]

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1. Pennsylvania State Univ., University Park, PA (United States); Penn State University

The proposed research focuses on developing scalable algorithms for two-stage security-constrained OPF problems with AC power flow constraints, a class of problems complicated by (i) scale arising from a scenario representation; and (ii) the presence of nonlinearity, nonconvexity, and possibly second-stage discreteness or complementarity. Unfortunately, most existing solvers cannot contend with both challenges simultaneously; accordingly, the proposed research focuses on developing solution techniques that can both scale with the number of scenarios and contend with nonconvexity and second-stage complementarity. We consider three avenues for addressing such problems: (i) Variable sample-size SQP (VS-SQP) methods that combine sparse Quasi-Newton updates with a scalable variance-reduced stochastic gradient scheme for stochastic QP subproblems, allowing for contending with second-stage complementarity via regularization; (ii) Variable sample-size stochastic Interior-point (VS-sIP) schemes that propose a sampling-based regularized (to allow for contending with complementarity) interior-point schemes in which a Schur-complement technique is employed for decomposing the Newton direction computation step; (iii) Variable sample-size tractable ADMM (VS-tADMM) schemes combine variable sample-sizes with carefully designed techniques for resolving each of the nonconvex updates (by leveraging the QCQP structures). We intend to compare the three schemes using performance profiles in terms of solution quality, scalability, etc. and then select one scheme which will then be developed and further refined in Python for purposes of the GO competition.

• Research Organization: Pennsylvania State Univ., University Park, PA (United States)
• Sponsoring Organization: USDOE Advanced Research Projects Agency - Energy (ARPA-E)
• DOE Contract Number: AR0001076
• OSTI ID: 1862342
• Country of Publication: United States
• Language: English

Related Subjects

42 ENGINEERING
Optimal Power Flow
Optimization
Power Systems