Andrew Rosemberg

Andrew Rosemberg, Mathieu Tanneau, Bruno Fanzeres et al.

The Optimal Power Flow (OPF) problem is integral to the functioning of power systems, aiming to optimize generation dispatch while adhering to technical and operational constraints. These constraints are far from straightforward; they involve intricate, non-convex considerations related to Alternating Current (AC) power flow, which are essential for the safety and practicality of electrical grids. However, solving the OPF problem for varying conditions within stringent time frames poses practical challenges. To address this, operators resort to model simplifications of varying accuracy. Unfortunately, better approximations (tight convex relaxations) are often computationally intractable. This research explores machine learning (ML) to learn convex approximate solutions for faster analysis in the online setting while still allowing for coupling into other convex dependent decision problems. By trading off a small amount of accuracy for substantial gains in speed, they enable the efficient exploration of vast solution spaces in these complex problems.

Andrew Rosemberg, Michael Klamkin

The growing scale of power systems and the increasing uncertainty introduced by renewable energy sources necessitates novel optimization techniques that are significantly faster and more accurate than existing methods. The AC Optimal Power Flow (AC-OPF) problem, a core component of power grid optimization, is often approximated using linearized DC Optimal Power Flow (DC-OPF) models for computational tractability, albeit at the cost of suboptimal and inefficient decisions. To address these limitations, we propose a novel deep learning-based framework for network equivalency that enhances DC-OPF to more closely mimic the behavior of AC-OPF. The approach utilizes recent advances in differentiable optimization, incorporating a neural network trained to predict adjusted nodal shunt conductances and branch susceptances in order to account for nonlinear power flow behavior. The model can be trained end-to-end using modern deep learning frameworks by leveraging the implicit function theorem. Results demonstrate the framework's ability to significantly improve prediction accuracy, paving the way for more reliable and efficient power systems.

Andrew Rosemberg, Alexandre Street, Davi M. Valladão et al.

Constrained Markov Decision Processes (CMDPs) are critical in many high-stakes applications, where decisions must optimize cumulative rewards while strictly adhering to complex nonlinear constraints. In domains such as power systems, finance, supply chains, and precision robotics, violating these constraints can result in significant financial or societal costs. Existing Reinforcement Learning (RL) methods often struggle with sample efficiency and effectiveness in finding feasible policies for highly and strictly constrained CMDPs, limiting their applicability in these environments. Stochastic dual dynamic programming is often used in practice on convex relaxations of the original problem, but they also encounter computational challenges and loss of optimality. This paper introduces a novel approach, Two-Stage Deep Decision Rules (TS-DDR), to efficiently train parametric actor policies using Lagrangian Duality. TS-DDR is a self-supervised learning algorithm that trains general decision rules (parametric policies) using stochastic gradient descent (SGD); its forward passes solve {\em deterministic} optimization problems to find feasible policies, and its backward passes leverage duality theory to train the parametric policy with closed-form gradients. TS-DDR inherits the flexibility and computational performance of deep learning methodologies to solve CMDP problems. Applied to the Long-Term Hydrothermal Dispatch (LTHD) problem using actual power system data from Bolivia, TS-DDR is shown to enhance solution quality and to reduce computation times by several orders of magnitude when compared to current state-of-the-art methods.