The Proxy Benders Decomposition

Benders decomposition is a fundamental framework for solving large-scale mixed-integer optimization problems with complicating variables that, when fixed, yield significantly easier subproblems. However, classical Benders decomposition repeatedly solves highly similar subproblems and often exhibits zigzagging behavior across iterations, leading to slow convergence in large-scale settings. Motivated by the repetitive structure and parametric nature of Benders subproblems, this paper introduces the proxy Benders decomposition (Proxy-BD), a new decomposition framework in which subproblem optimization is replaced by certified optimization proxies rather than repeated exact solves. The proposed proxy follows a self-supervised predict-project-and-complete mechanism that produces dual-feasible solutions for generating provably valid Benders cuts. The framework preserves the theoretical validity of the decomposition independently of prediction quality through a projection-and-completion certification layer. A formal characterization of proxy-induced cuts is established, and the framework naturally extends to modern decomposition schemes, including branch-and-Benders-cut algorithms. Computational experiments on large-scale facility location and network design problems demonstrate that Proxy-BD substantially reduces the computational effort of subproblems while maintaining near-optimal solution quality. On large-scale uncapacitated facility location instances up to 2000x2000, Proxy-BD achieves median optimality gaps below 0.5%, yields up to 161x median speedups, and reduces the number of generated cuts by more than 240x on the largest instances. The computational gains consistently increase with recourse complexity, indicating that proxy-based inference scales substantially more favorably than repeated exact subproblem optimization in large-scale decomposition settings.

Copula-Based Aggregation and Context-Aware Conformal Prediction for Reliable Renewable Energy Forecasting

The rapid growth of renewable energy penetration has intensified the need for reliable probabilistic forecasts to support grid operations at aggregated (fleet or system) levels. In practice, however, system operators often lack access to fleet-level probabilistic models and instead rely on site-level forecasts produced by heterogeneous third-party providers. Constructing coherent and calibrated fleet-level probabilistic forecasts from such inputs remains challenging due to complex cross-site dependencies and aggregation-induced miscalibration. This paper proposes a calibrated probabilistic aggregation framework that directly converts site-level probabilistic forecasts into reliable fleet-level forecasts in settings where system-level models cannot be trained or maintained. The framework integrates copula-based dependence modeling to capture cross-site correlations with Context-Aware Conformal Prediction (CACP) to correct miscalibration at the aggregated level. This combination enables dependence-aware aggregation while providing valid coverage and maintaining sharp prediction intervals. Experiments on large-scale solar generation datasets from MISO, ERCOT, and SPP demonstrate that the proposed Copula+CACP approach consistently achieves near-nominal coverage with significantly sharper intervals than uncalibrated aggregation baselines.

PGLearn -- An Open-Source Learning Toolkit for Optimal Power Flow

Machine Learning (ML) techniques for Optimal Power Flow (OPF) problems have recently garnered significant attention, reflecting a broader trend of leveraging ML to approximate and/or accelerate the resolution of complex optimization problems. These developments are necessitated by the increased volatility and scale in energy production for modern and future grids. However, progress in ML for OPF is hindered by the lack of standardized datasets and evaluation metrics, from generating and solving OPF instances, to training and benchmarking machine learning models. To address this challenge, this paper introduces PGLearn, a comprehensive suite of standardized datasets and evaluation tools for ML and OPF. PGLearn provides datasets that are representative of real-life operating conditions, by explicitly capturing both global and local variability in the data generation, and by, for the first time, including time series data for several large-scale systems. In addition, it supports multiple OPF formulations, including AC, DC, and second-order cone formulations. Standardized datasets are made publicly available to democratize access to this field, reduce the burden of data generation, and enable the fair comparison of various methodologies. PGLearn also includes a robust toolkit for training, evaluating, and benchmarking machine learning models for OPF, with the goal of standardizing performance evaluation across the field. By promoting open, standardized datasets and evaluation metrics, PGLearn aims at democratizing and accelerating research and innovation in machine learning applications for optimal power flow problems. Datasets are available for download at https://www.huggingface.co/PGLearn.

Conformal Prediction with Upper and Lower Bound Models

This paper studies a Conformal Prediction (CP) methodology for building prediction intervals in a regression setting, given only deterministic lower and upper bounds on the target variable. It proposes a new CP mechanism (CPUL) that goes beyond post-processing by adopting a model selection approach over multiple nested interval construction methods. Paradoxically, many well-established CP methods, including CPUL, may fail to provide adequate coverage in regions where the bounds are tight. To remedy this limitation, the paper proposes an optimal thresholding mechanism, OMLT, that adjusts CPUL intervals in tight regions with undercoverage. The combined CPUL-OMLT is validated on large-scale learning tasks where the goal is to bound the optimal value of a parametric optimization problem. The experimental results demonstrate substantial improvements over baseline methods across various datasets.

Dual Conic Proxy for Semidefinite Relaxation of AC Optimal Power Flow

The nonlinear, non-convex AC Optimal Power Flow (AC-OPF) problem is fundamental for power systems operations. The intrinsic complexity of AC-OPF has fueled a growing interest in the development of optimization proxies for the problem, i.e., machine learning models that predict high-quality, close-to-optimal solutions. More recently, dual conic proxy architectures have been proposed, which combine machine learning and convex relaxations of AC-OPF, to provide valid certificates of optimality using learning-based methods. Building on this methodology, this paper proposes, for the first time, a dual conic proxy architecture for the semidefinite (SDP) relaxation of AC-OPF problems. Although the SDP relaxation is stronger than the second-order cone relaxation considered in previous work, its practical use has been hindered by its computational cost. The proposed method combines a neural network with a differentiable dual completion strategy that leverages the structure of the dual SDP problem. This approach guarantees dual feasibility, and therefore valid dual bounds, while providing orders of magnitude of speedups compared to interior-point algorithms. The paper also leverages self-supervised learning, which alleviates the need for time-consuming data generation and allows to train the proposed models efficiently. Numerical experiments are presented on several power grid benchmarks with up to 500 buses. The results demonstrate that the proposed SDP-based proxies can outperform weaker conic relaxations, while providing several orders of magnitude speedups compared to a state-of-the-art interior-point SDP solver.

Weather-Informed Probabilistic Forecasting and Scenario Generation in Power Systems

The integration of renewable energy sources (RES) into power grids presents significant challenges due to their intrinsic stochasticity and uncertainty, necessitating the development of new techniques for reliable and efficient forecasting. This paper proposes a method combining probabilistic forecasting and Gaussian copula for day-ahead prediction and scenario generation of load, wind, and solar power in high-dimensional contexts. By incorporating weather covariates and restoring spatio-temporal correlations, the proposed method enhances the reliability of probabilistic forecasts in RES. Extensive numerical experiments compare the effectiveness of different time series models, with performance evaluated using comprehensive metrics on a real-world and high-dimensional dataset from Midcontinent Independent System Operator (MISO). The results highlight the importance of weather information and demonstrate the efficacy of the Gaussian copula in generating realistic scenarios, with the proposed weather-informed Temporal Fusion Transformer (WI-TFT) model showing superior performance.

Compact Optimality Verification for Optimization Proxies

Recent years have witnessed increasing interest in optimization proxies, i.e., machine learning models that approximate the input-output mapping of parametric optimization problems and return near-optimal feasible solutions. Following recent work by (Nellikkath & Chatzivasileiadis, 2021), this paper reconsiders the optimality verification problem for optimization proxies, i.e., the determination of the worst-case optimality gap over the instance distribution. The paper proposes a compact formulation for optimality verification and a gradient-based primal heuristic that brings substantial computational benefits to the original formulation. The compact formulation is also more general and applies to non-convex optimization problems. The benefits of the compact formulation are demonstrated on large-scale DC Optimal Power Flow and knapsack problems.

Scalable Exact Verification of Optimization Proxies for Large-Scale Optimal Power Flow

Optimal Power Flow (OPF) is a valuable tool for power system operators, but it is a difficult problem to solve for large systems. Machine Learning (ML) algorithms, especially Neural Networks-based (NN) optimization proxies, have emerged as a promising new tool for solving OPF, by estimating the OPF solution much faster than traditional methods. However, these ML algorithms act as black boxes, and it is hard to assess their worst-case performance across the entire range of possible inputs than an OPF can have. Previous work has proposed a mixed-integer programming-based methodology to quantify the worst-case violations caused by a NN trained to estimate the OPF solution, throughout the entire input domain. This approach, however, does not scale well to large power systems and more complex NN models. This paper addresses these issues by proposing a scalable algorithm to compute worst-case violations of NN proxies used for approximating large power systems within a reasonable time limit. This will help build trust in ML models to be deployed in large industry-scale power grids.

Dual Lagrangian Learning for Conic Optimization

This paper presents Dual Lagrangian Learning (DLL), a principled learning methodology that combines conic duality theory with the representation power of ML models. DLL leverages conic duality to provide dual-feasible solutions, and therefore valid Lagrangian dual bounds, for parametric linear and nonlinear conic optimization problems. The paper introduces differentiable conic projection layers, a systematic dual completion procedure, and a self-supervised learning framework. The effectiveness of DLL is demonstrated on linear and nonlinear parametric optimization problems for which DLL provides valid dual bounds within 0.5% of optimality.

Dual Interior-Point Optimization Learning

This paper introduces Dual Interior Point Learning (DIPL) and Dual Supergradient Learning (DSL) to learn dual feasible solutions to parametric linear programs with bounded variables, which are pervasive across many industries. DIPL mimics a novel dual interior point algorithm while DSL mimics classical dual supergradient ascent. DIPL and DSL ensure dual feasibility by predicting dual variables associated with the constraints then exploiting the flexibility of the duals of the bound constraints. DIPL and DSL complement existing primal learning methods by providing a certificate of quality. They are shown to produce high-fidelity dual-feasible solutions to large-scale optimal power flow problems providing valid dual bounds under 0.5% optimality gap.