SC13 Home > SC13 Schedule > SC13 Presentation - Real-Time Stochastic Optimization of Complex Energy Systems on High Performance Computers

SCHEDULE: NOV 16-22, 2013

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Real-Time Stochastic Optimization of Complex Energy Systems on High Performance Computers

SESSION: Research Poster Reception

EVENT TYPE: Posters, Electronic Posters, and Education Posters

TIME: 5:15PM - 7:00PM

AUTHOR(S):Cosmin Petra, Olaf Schenk, Mihai Anitescu

ROOM:Mile High Pre-Function

ABSTRACT:
We present a scalable approach that computes in operationally-compatible time the energy dispatch under uncertainty for electrical power grid systems of realistic size with thousands of scenarios. We propose several algorithmic and implementation advances in our parallel solver PIPS-IPM for stochastic optimization problems. The new developments include a novel incomplete augmented multicore sparse factorization implemented within PARDISO linear solver and new multicore- and GPU-based dense matrix implementation. We also adapt and improve the interprocess communication strategy. PIPS-IPM is used to solve 24-hour horizon power grid problems with up to 1.95 billion decision variables and 1.94 billion constraints on "Titan" (Cray XK7) and "Piz Daint" (Cray XC30), where we observe very good parallel inefficiencies and solution times within a operationally defined time interval. To our knowledge, "real-time"-compatible performance on a broad range of architectures for this class of problems has not been possible prior to present work.

Chair/Author Details:

Cosmin Petra - Argonne National Laboratory

Olaf Schenk - Universita della Svizzera Italiana

Mihai Anitescu - Argonne National Laboratory

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