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<p>We propose a GPU accelerated proximal message passing algorithm for solving contingency-constrained DC optimal power flow problems (OPF). We consider a highly general formulation of OPF that uses a sparse device-node model and supports a broad range of devices and constraints, e.g., energy storage and ramping limits. Our algorithm is a variant of the alternating direction method of multipliers (ADMM) that does not require solving any linear systems and only consists of sparse incidence matrix multiplies and vectorized scalar operations. We develop a pure PyTorch implementation of our algorithm that runs entirely on the GPU. The implementation is also end-to-end differentiable, i.e., all updates are automatic differentiation compatible. We demonstrate the performance of our method using test cases of varying network sizes and time horizons. Relative to a CPU-based commercial optimizer, our implementation achieves well over 100<InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\times \)</EquationSource> <EquationSource Format="MATHML"><math> <mo>×</mo> </math></EquationSource> </InlineEquation> speedups on large test cases, solving problems with over 500 million variables in under a minute on a single GPU.</p>

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GPU Accelerated Security Constrained Optimal Power Flow

  • 期刊论文

  • 发表日期：

    2026年3月17日

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  • Anthony Degleris,
  • Abbas El Gamal,
  • Ram Rajagopal

摘要

We propose a GPU accelerated proximal message passing algorithm for solving contingency-constrained DC optimal power flow problems (OPF). We consider a highly general formulation of OPF that uses a sparse device-node model and supports a broad range of devices and constraints, e.g., energy storage and ramping limits. Our algorithm is a variant of the alternating direction method of multipliers (ADMM) that does not require solving any linear systems and only consists of sparse incidence matrix multiplies and vectorized scalar operations. We develop a pure PyTorch implementation of our algorithm that runs entirely on the GPU. The implementation is also end-to-end differentiable, i.e., all updates are automatic differentiation compatible. We demonstrate the performance of our method using test cases of varying network sizes and time horizons. Relative to a CPU-based commercial optimizer, our implementation achieves well over 100 \(\times \) × speedups on large test cases, solving problems with over 500 million variables in under a minute on a single GPU.