Terrence W. K. Mak

Terrence W. K. Mak, Minas Chatzos, Mathieu Tanneau et al. · gatech

One potential future for the next generation of smart grids is the use of decentralized optimization algorithms and secured communications for coordinating renewable generation (e.g., wind/solar), dispatchable devices (e.g., coal/gas/nuclear generations), demand response, battery & storage facilities, and topology optimization. The Alternating Direction Method of Multipliers (ADMM) has been widely used in the community to address such decentralized optimization problems and, in particular, the AC Optimal Power Flow (AC-OPF). This paper studies how machine learning may help in speeding up the convergence of ADMM for solving AC-OPF. It proposes a novel decentralized machine-learning approach, namely ML-ADMM, where each agent uses deep learning to learn the consensus parameters on the coupling branches. The paper also explores the idea of learning only from ADMM runs that exhibit high-quality convergence properties, and proposes filtering mechanisms to select these runs. Experimental results on test cases based on the French system demonstrate the potential of the approach in speeding up the convergence of ADMM significantly.

Seonho Park, Wenbo Chen, Terrence W. K. Mak et al. · gatech

This paper reconsiders end-to-end learning approaches to the Optimal Power Flow (OPF). Existing methods, which learn the input/output mapping of the OPF, suffer from scalability issues due to the high dimensionality of the output space. This paper first shows that the space of optimal solutions can be significantly compressed using principal component analysis (PCA). It then proposes Compact Learning, a new method that learns in a subspace of the principal components before translating the vectors into the original output space. This compression reduces the number of trainable parameters substantially, improving scalability and effectiveness. Compact Learning is evaluated on a variety of test cases from the PGLib with up to 30,000 buses. The paper also shows that the output of Compact Learning can be used to warm-start an exact AC solver to restore feasibility, while bringing significant speed-ups.

Michael Klamkin, Mathieu Tanneau, Terrence W. K. Mak et al. · gatech

This paper considers optimization proxies for Optimal Power Flow (OPF), i.e., machine-learning models that approximate the input/output relationship of OPF. Recent work has focused on showing that such proxies can be of high fidelity. However, their training requires significant data, each instance necessitating the (offline) solving of an OPF. To meet the requirements of market-clearing applications, this paper proposes Bucketized Active Sampling (BAS), a novel active learning framework that aims at training the best possible OPF proxy within a time limit. BAS partitions the input domain into buckets and uses an acquisition function to determine where to sample next. By applying the same partitioning to the validation set, BAS leverages labeled validation samples in the selection of unlabeled samples. BAS also relies on an adaptive learning rate that increases and decreases over time. Experimental results demonstrate the benefits of BAS.

Minas Chatzos, Terrence W. K. Mak, Pascal Van Hentenryck

This paper proposes a novel machine-learning approach for predicting AC-OPF solutions that features a fast and scalable training. It is motivated by the two critical considerations: (1) the fact that topology optimization and the stochasticity induced by renewable energy sources may lead to fundamentally different AC-OPF instances; and (2) the significant training time needed by existing machine-learning approaches for predicting AC-OPF. The proposed approach is a 2-stage methodology that exploits a spatial decomposition of the power network that is viewed as a set of regions. The first stage learns to predict the flows and voltages on the buses and lines coupling the regions, and the second stage trains, in parallel, the machine-learning models for each region. Experimental results on the French transmission system (up to 6,700 buses and 9,000 lines) demonstrate the potential of the approach. Within a short training time, the approach predicts AC-OPF solutions with very high fidelity and minor constraint violations, producing significant improvements over the state-of-the-art. The results also show that the predictions can seed a load flow optimization to return a feasible solution within 0.03% of the AC-OPF objective, while reducing running times significantly.

Terrence W. K. Mak, Ferdinando Fioretto, Pascal VanHentenryck

The AC Optimal Power Flow (AC-OPF) problem is a core building block in electrical transmission system. It seeks the most economical active and reactive generation dispatch to meet demands while satisfying transmission operational limits. It is often solved repeatedly, especially in regions with large penetration of wind farms to avoid violating operational and physical limits. Recent work has shown that deep learning techniques have huge potential in providing accurate approximations of AC-OPF solutions. However, deep learning approaches often suffer from scalability issues, especially when applied to real life power grids. This paper focuses on the scalability limitation and proposes a load compression embedding scheme to reduce training model sizes using a 3-step approach. The approach is evaluated experimentally on large-scale test cases from the PGLib, and produces an order of magnitude improvements in training convergence and prediction accuracy.

Minas Chatzos, Ferdinando Fioretto, Terrence W. K. Mak et al.

The AC Optimal Power Flow (AC-OPF) is a key building block in many power system applications. It determines generator setpoints at minimal cost that meet the power demands while satisfying the underlying physical and operational constraints. It is non-convex and NP-hard, and computationally challenging for large-scale power systems. Motivated by the increased stochasticity in generation schedules and increasing penetration of renewable sources, this paper explores a deep learning approach to deliver highly efficient and accurate approximations to the AC-OPF. In particular, the paper proposes an integration of deep neural networks and Lagrangian duality to capture the physical and operational constraints. The resulting model, called OPF-DNN, is evaluated on real case studies from the French transmission system, with up to 3,400 buses and 4,500 lines. Computational results show that OPF-DNN produces highly accurate AC-OPF approximations whose costs are within 0.01% of optimality. OPF-DNN generates, in milliseconds, solutions that capture the problem constraints with high fidelity.

Terrence W. K. Mak, Ferdinando Fioretto, Pascal Van Hentenryck

This paper studies how to apply differential privacy to constrained optimization problems whose inputs are sensitive. This task raises significant challenges since random perturbations of the input data often render the constrained optimization problem infeasible or change significantly the nature of its optimal solutions. To address this difficulty, this paper proposes a bilevel optimization model that can be used as a post-processing step: It redistributes the noise introduced by a differentially private mechanism optimally while restoring feasibility and near-optimality. The paper shows that, under a natural assumption, this bilevel model can be solved efficiently for real-life large-scale nonlinear nonconvex optimization problems with sensitive customer data. The experimental results demonstrate the accuracy of the privacy-preserving mechanism and showcases significant benefits compared to standard approaches.

Terrence W. K. Mak, Ferdinando Fioretto, Pascal Van Hentenryck

This paper considers the problem of releasing privacy-preserving load data of a decentralized operated power system. The paper focuses on data used to solve Optimal Power Flow (OPF) problems and proposes a distributed algorithm that complies with the notion of Differential Privacy, a strong privacy framework used to bound the risk of re-identification. The problem is challenging since the application of traditional differential privacy mechanisms to the load data fundamentally changes the nature of the underlying optimization problem and often leads to severe feasibility issues. The proposed differentially private distributed algorithm is based on the Alternating Direction Method of Multipliers (ADMM) and guarantees that the released privacy-preserving data retains high fidelity and satisfies the AC power flow constraints. Experimental results on a variety of OPF benchmarks demonstrate the effectiveness of the approach.

Ferdinando Fioretto, Terrence W. K. Mak, Pascal Van Hentenryck

The Optimal Power Flow (OPF) problem is a fundamental building block for the optimization of electrical power systems. It is nonlinear and nonconvex and computes the generator setpoints for power and voltage, given a set of load demands. It is often needed to be solved repeatedly under various conditions, either in real-time or in large-scale studies. This need is further exacerbated by the increasing stochasticity of power systems due to renewable energy sources in front and behind the meter. To address these challenges, this paper presents a deep learning approach to the OPF. The learning model exploits the information available in the prior states of the system (which is commonly available in practical applications), as well as a dual Lagrangian method to satisfy the physical and engineering constraints present in the OPF. The proposed model is evaluated on a large collection of realistic power systems. The experimental results show that its predictions are highly accurate with average errors as low as 0.2%. Additionally, the proposed approach is shown to improve the accuracy of widely adopted OPF linear DC approximation by at least two orders of magnitude.

Ferdinando Fioretto, Terrence W. K. Mak, Pascal Van Hentenryck

The paper studies how to release data about a critical infrastructure network (e.g., the power network or a transportation network) without disclosing sensitive information that can be exploited by malevolent agents, while preserving the realism of the network. It proposes a novel obfuscation mechanism that combines several privacy-preserving building blocks with a bi-level optimization model to significantly improve accuracy. The obfuscation is evaluated for both realism and privacy properties on real energy and transportation networks. Experimental results show the obfuscation mechanism substantially reduces the potential damage of an attack exploiting the released data to harm the real network.

Ferdinando Fioretto, Terrence W. K. Mak, Pascal Van Hentenryck

The availability of high-fidelity energy networks brings significant value to academic and commercial research. However, such releases also raise fundamental concerns related to privacy and security as they can reveal sensitive commercial information and expose system vulnerabilities. This paper investigates how to release power networks where the parameters of transmission lines and transformers are obfuscated. It does so by using the framework of Differential Privacy (DP), that provides strong privacy guarantees and has attracted significant attention in recent years. Unfortunately, simple DP mechanisms often result in AC-infeasible networks. To address these concerns, this paper presents a novel differential privacy mechanism that guarantees AC-feasibility and largely preserves the fidelity of the obfuscated network. Experimental results also show that the obfuscation significantly reduces the potential damage of an attacker exploiting the release of the dataset.