Daniel Bienstock

Daniel Bienstock, Michael Chertkov, Sean Harnett

When uncontrollable resources fluctuate, Optimum Power Flow (OPF), routinely used by the electric power industry to re-dispatch hourly controllable generation (coal, gas and hydro plants) over control areas of transmission networks, can result in grid instability, and, potentially, cascading outages. This risk arises because OPF dispatch is computed without awareness of major uncertainty, in particular fluctuations in renewable output. As a result, grid operation under OPF with renewable variability can lead to frequent conditions where power line flow ratings are significantly exceeded. Such a condition, which is borne by simulations of real grids, would likely resulting in automatic line tripping to protect lines from thermal stress, a risky and undesirable outcome which compromises stability. Smart grid goals include a commitment to large penetration of highly fluctuating renewables, thus calling to reconsider current practices, in particular the use of standard OPF. Our Chance Constrained (CC) OPF corrects the problem and mitigates dangerous renewable fluctuations with minimal changes in the current operational procedure. Assuming availability of a reliable wind forecast parameterizing the distribution function of the uncertain generation, our CC-OPF satisfies all the constraints with high probability while simultaneously minimizing the cost of economic re-dispatch. CC-OPF allows efficient implementation, e.g. solving a typical instance over the 2746-bus Polish network in 20 seconds on a standard laptop.

Andrey Bernstein, Daniel Bienstock, David Hay et al.

We consider power line outages in the transmission system of the power grid, and specifically those caused by a natural disaster or a large scale physical attack. In the transmission system, an outage of a line may lead to overload on other lines, thereby eventually leading to their outage. While such cascading failures have been studied before, our focus is on cascading failures that follow an outage of several lines in the same geographical area. We provide an analytical model of such failures, investigate the model's properties, and show that it differs from other models used to analyze cascades in the power grid (e.g., epidemic/percolation-based models). We then show how to identify the most vulnerable locations in the grid and perform extensive numerical experiments with real grid data to investigate the various effects of geographically correlated outages and the resulting cascades. These results allow us to gain insights into the relationships between various parameters and performance metrics, such as the size of the original event, the final number of connected components, and the fraction of demand (load) satisfied after the cascade. In particular, we focus on the timing and nature of optimal control actions used to reduce the impact of a cascade, in real time. We also compare results obtained by our model to the results of a real cascade that occurred during a major blackout in the San Diego area on Sept. 2011. The analysis and results presented in this paper will have implications both on the design of new power grids and on identifying the locations for shielding, strengthening, and monitoring efforts in grid upgrades.

Kaarthik Sundar, Harsha Nagarajan, Miles Lubin et al.

As renewable wind energy penetration rates continue to increase, one of the major challenges facing grid operators is the question of how to control transmission grids in a reliable and a cost-efficient manner. The stochastic nature of wind forces an alteration of traditional methods for solving day-ahead and look-ahead unit commitment and dispatch. In particular, uncontrollable wind generation increases the risk of random component failures. To address these questions, we present an N-1 Security and Chance-Constrained Unit Commitment (SCCUC) that includes the modeling of generation reserves that respond to wind fluctuations and tertiary reserves to account for single component outages. The basic formulation is reformulated as a mixed-integer second-order cone problem to limit the probability of failure. We develop three different algorithms to solve the problem to optimality and present a detailed case study on the IEEE RTS-96 single area system. The case study assesses the economic impacts due to contingencies and various degrees of wind power penetration into the system and also corroborates the effectiveness of the algorithms.

Robert Ferrando, Laurent Pagnier, Robert Mieth et al.

This paper addresses the challenge of efficiently solving the optimal power flow problem in real-time electricity markets. The proposed solution, named Physics-Informed Market-Aware Active Set learning OPF (PIMA-AS-OPF), leverages physical constraints and market properties to ensure physical and economic feasibility of market-clearing outcomes. Specifically, PIMA-AS-OPF employs the active set learning technique and expands its capabilities to account for curtailment in load or renewable power generation, which is a common challenge in real-world power systems. The core of PIMA-AS-OPF is a fully-connected neural network that takes the net load and the system topology as input. The outputs of this neural network include active constraints such as saturated generators and transmission lines, as well as non-zero load shedding and wind curtailments. These outputs allow for reducing the original market-clearing optimization to a system of linear equations, which can be solved efficiently and yield both the dispatch decisions and the locational marginal prices (LMPs). The dispatch decisions and LMPs are then tested for their feasibility with respect to the requirements for efficient market-clearing results. The accuracy and scalability of the proposed method is tested on a realistic 1814-bus NYISO system with current and future renewable energy penetration levels.

Scott Backhaus, Russell Bent, Daniel Bienstock et al.

Direct methods can provide rapid screening of the dynamical security of large numbers fault and contingency scenarios by avoiding extensive time simulation. We introduce a computationally-efficient direct method based on optimization that leverages efficient cutting plane techniques. The method considers both unstable equilibrium points and the effects of additional relay tripping on dynamical security\cite{01SH}. Similar to other direct methods, our approach yields conservative results for dynamical security, however, the optimization formulation potentially lends itself to the inclusion of additional constraints to reduce this conservatism.

Kaarthik Sundar, Harsha Nagarajan, Line Roald et al.

As renewable wind energy penetration rates continue to increase, one of the major challenges facing grid operators is the question of how to control transmission grids in a reliable and a cost-efficient manner. The stochastic nature of wind forces an alteration of traditional methods for solving day-ahead and look-ahead unit commitment and dispatch. In particular, the variability of wind generation increases the risk of unexpected overloads and cascading events. To address these questions, we present an N-1 Security and Chance-Constrained Unit Commitment (SCCUC) that includes models of generation reserves that respond to wind fluctuations and component outages. We formulate the SCCUC as a mixed-integer, second-order cone problem that limits the probability of failure. We develop a modified Benders decomposition algorithm to solve the problem to optimality and present detailed case studies on the IEEE RTS-96 three-area and the IEEE 300 NESTA test systems. The case studies assess the economic impacts of contingencies and various degrees of wind power penetration and demonstrate the effectiveness and scalability of the algorithm.

Daniel Bienstock, Minchan Jeong, Apurv Shukla et al.

We consider streaming principal component analysis when the stochastic data-generating model is subject to perturbations. While existing models assume a fixed covariance, we adopt a robust perspective where the covariance matrix belongs to a temporal uncertainty set. Under this setting, we provide fundamental limits on convergence of any algorithm recovering principal components. We analyze the convergence of the noisy power method and Oja's algorithm, both studied for the stationary data generating model, and argue that the noisy power method is rate-optimal in our setting. Finally, we demonstrate the validity of our analysis through numerical experiments on synthetic and real-world dataset.

Daniel Bienstock, Gonzalo Muñoz, Sebastian Pokutta

Deep learning has received much attention lately due to the impressive empirical performance achieved by training algorithms. Consequently, a need for a better theoretical understanding of these problems has become more evident in recent years. In this work, using a unified framework, we show that there exists a polyhedron which encodes simultaneously all possible deep neural network training problems that can arise from a given architecture, activation functions, loss function, and sample-size. Notably, the size of the polyhedral representation depends only linearly on the sample-size, and a better dependency on several other network parameters is unlikely (assuming $P\neq NP$). Additionally, we use our polyhedral representation to obtain new and better computational complexity results for training problems of well-known neural network architectures. Our results provide a new perspective on training problems through the lens of polyhedral theory and reveal a strong structure arising from these problems.