We introduce a method for solving Optimal Power Flow (OPF) using meta-optimization, which can substantially reduce solution times. A pre-trained classifier that predicts the binding constraints of the system is used to generate an initial reduced OPF problem, defined by removing the predicted non-binding constraints. Through an iterative pro- cedure, this initial set of constraints is then ex- tended by those constraints that are violated but not represented in the reduced OPF, guaranteeing an optimal solution of the original OPF problem with the full set of constraints. The classifier is trained using a meta-loss objective, defined by the computational cost of the series of reduced OPF problems.

# Researcher Archives: Cozmin Ududec

## Learning an Optimally Reduced Formulation of OPF through Meta-optimization

We introduce a method for solving Optimal Power Flow (OPF) problems, which can substantially reduce solve times. A neural network that predicts the binding status of constraints of the system is used to generate an initial reduced OPF problem, defined by removing the predicted non-binding constraints. This reduced model is then extended in an iterative manner until guaranteeing an optimal solution to the full OPF problem. The classifier is trained using a meta-loss objective, defined by the total computational cost of solving the reduced OPF problems constructed during the iterative procedure. Using a wide range of DC- and AC-OPF problems we demonstrate that optimizing this meta-loss objective results in a classifier that significantly outperforms conventional loss functions used to train neural network classifiers. We also provide an extensive analysis of the investigated grids as well as an empirical limit of performance of machine learning techniques providing optimal OPF solutions.

## Meta-Optimization of Optimal Power Flow

The planning and operation of electricity grids is carried out by solving various forms of con- strained optimization problems. With the increas- ing variability of system conditions due to the integration of renewable and other distributed en- ergy resources, such optimization problems are growing in complexity and need to be repeated daily, often limited to a 5 minute solve-time. To address this, we propose a meta-optimizer that is used to initialize interior-point solvers. This can significantly reduce the number of iterations to converge to optimality.

## Correlations and Clustering in Wholesale Electricity Markets

We study the structure of locational marginal prices in day-ahead and real-time wholesale electricity markets. In particular, we consider the case of two North American markets and show that the price correlations contain information on the locational structure of the grid. We study various clustering methods and introduce a type of correlation function based on […]

## Multi-scaling of wholesale electricity prices

We empirically analyze the most volatile component of the electricity price time series from two North-American wholesale electricity markets. We show that these time series exhibit fluctuations which are not described by a Brownian Motion, as they show multi-scaling, high Hurst exponents and sharp price movements. We use the generalized Hurst exponent (GHE, H(q)) to […]