arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1902.01697math.OCcs.LGstat.ML
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学习求解大规模安全约束机组组合问题

Learning to Solve Large-Scale Security-Constrained Unit Commitment Problems

Argonne National Laboratory(阿贡国家实验室);Georgia Institute of Technology(佐治亚理工学院)

Alinson S. Xavier, Feng Qiu, Shabbir Ahmed

摘要:

安全约束机组组合是电力系统和电力市场中的一个基本问题。在实际设置中,SCUC通过混合线性线性规划重复求解,有时每天多次,输入数据只有微小的变化。在这项工作中,我们提出了一些机器学习(ML)技术,以有效地从以前解决的实例中提取信息,以显着提高MIP求解器的计算性能时,解决类似的情况下,在未来。基于统计数据,我们预测冗余约束的制定,良好的初始可行解和仿射子空间的最优解是可能的谎言,导致显着减少问题的大小。一组不同的现实和大规模的实例上的计算结果表明,使用所提出的技术,SCUC可以解决平均4.3倍的最优性保证,和10.2倍的速度没有最优性保证,但没有观察到的解决方案的质量降低。分布外实验提供了证据,该方法对数据集偏移具有一定的鲁棒性。

英文摘要:

Security-Constrained Unit Commitment (SCUC) is a fundamental problem in power systems and electricity markets. In practical settings, SCUC is repeatedly solved via Mixed-Integer Linear Programming, sometimes multiple times per day, with only minor changes in input data. In this work, we propose a number of machine learning (ML) techniques to effectively extract information from previously solved instances in order to significantly improve the computational performance of MIP solvers when solving similar instances in the future. Based on statistical data, we predict redundant constraints in the formulation, good initial feasible solutions and affine subspaces where the optimal solution is likely to lie, leading to significant reduction in problem size. Computational results on a diverse set of realistic and large-scale instances show that, using the proposed techniques, SCUC can be solved on average 4.3x faster with optimality guarantees, and 10.2x faster without optimality guarantees, but with no observed reduction in solution quality. Out-of-distribution experiments provides evidence that the method is somewhat robust against dataset shift.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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