Juan Miguel Morales

Salvador Pineda, Juan Pérez-Ruiz, Juan Miguel Morales

The AC optimal power flow (AC-OPF) problem is essential for power system operations, but its non-convex nature makes it challenging to solve. A widely used simplification is the linearized DC optimal power flow (DC-OPF) problem, which can be solved to global optimality, but whose optimal solution is always infeasible in the original AC-OPF problem. Recently, neural networks (NN) have been introduced for solving the AC-OPF problem at significantly faster computation times. However, these methods necessitate extensive datasets, are difficult to train, and are often viewed as black boxes, leading to resistance from operators who prefer more transparent and interpretable solutions. In this paper, we introduce a novel learning-based approach that merges simplicity and interpretability, providing a bridge between traditional approximation methods and black-box learning techniques. Our approach not only provides transparency for operators but also achieves competitive accuracy. Numerical results across various power networks demonstrate that our method provides accuracy comparable to, and often surpassing, that of neural networks, particularly when training datasets are limited.

Emilio Carrizosa, Martina Fischetti, Roshell Haaker et al.

Machine Learning models are increasingly used in businesses to detect faults and anomalies in complex systems. In this work, we take this approach a step further: beyond merely detecting anomalies, we aim to identify the optimal control strategy that restores the system to a safe state with minimal disruption. We frame this challenge as a counterfactual problem: given a Machine Learning model that classifies system states as either good or anomalous, our goal is to determine the minimal adjustment to the system's control variables (i.e., its current status) that is necessary to return it to the good state. To achieve this, we leverage a mathematical model that finds the optimal counterfactual solution while respecting system specific constraints. Notably, most counterfactual analysis in the literature focuses on individual cases where a person seeks to alter their status relative to a decision made by a classifier, such as for loan approval or medical diagnosis. Our work addresses a fundamentally different challenge: optimizing counterfactuals for a complex energy system, specifically an offshore wind turbine oil type transformer. This application not only advances counterfactual optimization in a new domain but also opens avenues for broader research in this area. Our tests on real world data provided by our industrial partner show that our methodology easily adapts to user preferences and brings savings in the order of 3 million euros per year in a typical farm.

Asunción Jiménez-Cordero, Juan Miguel Morales, Salvador Pineda

In recent years, feature selection has become a challenging problem in several machine learning fields, such as classification problems. Support Vector Machine (SVM) is a well-known technique applied in classification tasks. Various methodologies have been proposed in the literature to select the most relevant features in SVM. Unfortunately, all of them either deal with the feature selection problem in the linear classification setting or propose ad-hoc approaches that are difficult to implement in practice. In contrast, we propose an embedded feature selection method based on a min-max optimization problem, where a trade-off between model complexity and classification accuracy is sought. By leveraging duality theory, we equivalently reformulate the min-max problem and solve it without further ado using off-the-shelf software for nonlinear optimization. The efficiency and usefulness of our approach are tested on several benchmark data sets in terms of accuracy, number of selected features and interpretability.