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Partially Permutation-Invariant Neural Network for Solving Two-Stage Stochastic AC-OPF Problem

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

We develop DeepOPF-Stoc as a neural network approach to efficiently solve the two-stage stochastic AC optimal power flow (AC-OPF) problem, which emphasizes reliable and cost-effective grid operation while accounting for uncertainties in renewable energy generation and load demand. We first identify a crucial partial permutation-invariance property of the mapping from load to first-stage solution. We then leverage this property in DeepOPF-Stoc to design (i) PPNN as a principled architectural framework that orchestrates standard neural network designs to learn such mappings, and (ii) a PPNN-aware sampling algorithm to prepare training data efficiently. DeepOPF-Stoc effectively addresses the dimensionality explosion issue inherent in vanilla designs, significantly reducing both the required number of neurons and the volume of training data. Our theoretical analysis confirms the universal approximation capability of PPNNs for our application. We further prove that the PPNN-aware sampling algorithm improves sampling efficiency by a factor of K! compared to uniform sampling, where K represents the number of second-stage scenarios. Simulation results on IEEE 118-bus and synthetic 793-bus test systems demonstrate the superiority of DeepOPF-Stoc over state-of-the-art alternatives. It achieves two orders of magnitude speedup compared to iterative solvers while generating feasible first-stage solutions with comparable second-stage out-of-sample feasibility and 0.95% cost difference. © 2025 IEEE.
Original languageEnglish
Number of pages18
JournalIEEE Transactions on Power Systems
DOIs
Publication statusOnline published - 6 Oct 2025

Funding

This work is supported in part by a General Research Fund from Research Grants Council, Hong Kong (Project No. 11214825), a Collaborative Research Fund from Research Grants Council, Hong Kong (Project No. C1049-24G), an InnoHK initiative, The Government of the HKSAR, Laboratory for AI-Powered Financial Technologies, a Shenzhen-Hong Kong-Macau Science & Technology Project (Category C, Project No. SGDX20220530111203026), and a Start-up Research Grant from The Chinese University of Hong Kong, Shenzhen (Project No. UDF01004086), and in part by Caltech Resnick Institute of Sustainability, and S2I grant.

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

  1. SDG 7 - Affordable and Clean Energy
    SDG 7 Affordable and Clean Energy

Research Keywords

  • deep learning
  • neural network
  • partial permutation-invariance
  • Two-stage stochastic optimal power flow

RGC Funding Information

  • RGC-funded

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