End-to-End Feasible Optimization Proxies for Large-Scale Economic Dispatch

• URL: http://arxiv.org/abs/2304.11726v2
• Date: Fri, 18 Aug 2023 17:46:38 GMT
• Title: End-to-End Feasible Optimization Proxies for Large-Scale Economic Dispatch
• Authors: Wenbo Chen and Mathieu Tanneau and Pascal Van Hentenryck
• Abstract summary: The paper proposes a novel End-to-End Learning and Repair architecture for training optimization proxies for economic dispatch problems. E2ELR combines deep neural networks with closed-form, differentiable repair layers, thereby integrating learning and feasibility in an end-to-end fashion. E2ELR is evaluated on industry-size power grids with tens of thousands of buses using an economic dispatch that co-optimizes energy and reserves.
• Score: 19.35194281700331
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: The paper proposes a novel End-to-End Learning and Repair (E2ELR) architecture for training optimization proxies for economic dispatch problems. E2ELR combines deep neural networks with closed-form, differentiable repair layers, thereby integrating learning and feasibility in an end-to-end fashion. E2ELR is also trained with self-supervised learning, removing the need for labeled data and the solving of numerous optimization problems offline. E2ELR is evaluated on industry-size power grids with tens of thousands of buses using an economic dispatch that co-optimizes energy and reserves. The results demonstrate that the self-supervised E2ELR achieves state-of-the-art performance, with optimality gaps that outperform other baselines by at least an order of magnitude.

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