A Weighted Predict-and-Optimize Framework for Power System Operation Considering Varying Impacts of Uncertainty
Fuente:
arXiv
Saved in:
| Main Authors: | , , , , , |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866911212677103616 |
|---|---|
| author | Zhuang, Yingrui Cheng, Lin Wan, Can Xie, Rui Qi, Ning Chen, Yue |
| author_facet | Zhuang, Yingrui Cheng, Lin Wan, Can Xie, Rui Qi, Ning Chen, Yue |
| contents | Prediction deviations of different uncertainties have varying impacts on downstream decision-making. Improving the prediction accuracy of critical uncertainties with significant impacts on decision-making quality yields better optimization results. Motivated by this observation, this paper proposes a novel weighted predict-and-optimize (WPO) framework for decision-making under multiple uncertainties. Specifically, we incorporate an uncertainty-aware weighting mechanism into the predictive model to capture the relative impact of each uncertainty on specific optimization tasks, and introduce a problem-driven prediction loss (PDPL) to quantify the suboptimality of the weighted predictions relative to perfect predictions in downstream optimization. By optimizing the uncertainty weights to minimize the PDPL, the proposed WPO framework enables adaptive assessment of uncertainty impacts and joint learning of prediction and optimization. Furthermore, to facilitate weight optimization, we develop a surrogate model that establishes a direct mapping between the uncertainty weights and the PDPL, where enhanced graph convolutional networks and multi-task learning are adopted for efficient surrogate model construction and training. Numerical experiments on the modified IEEE 33-bus and 123-bus systems demonstrate that the proposed WPO framework outperforms the traditional predict-then-optimize paradigm, reducing the PDPL by an average of 55% within acceptable computational time. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_11001 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A Weighted Predict-and-Optimize Framework for Power System Operation Considering Varying Impacts of Uncertainty Zhuang, Yingrui Cheng, Lin Wan, Can Xie, Rui Qi, Ning Chen, Yue Systems and Control Prediction deviations of different uncertainties have varying impacts on downstream decision-making. Improving the prediction accuracy of critical uncertainties with significant impacts on decision-making quality yields better optimization results. Motivated by this observation, this paper proposes a novel weighted predict-and-optimize (WPO) framework for decision-making under multiple uncertainties. Specifically, we incorporate an uncertainty-aware weighting mechanism into the predictive model to capture the relative impact of each uncertainty on specific optimization tasks, and introduce a problem-driven prediction loss (PDPL) to quantify the suboptimality of the weighted predictions relative to perfect predictions in downstream optimization. By optimizing the uncertainty weights to minimize the PDPL, the proposed WPO framework enables adaptive assessment of uncertainty impacts and joint learning of prediction and optimization. Furthermore, to facilitate weight optimization, we develop a surrogate model that establishes a direct mapping between the uncertainty weights and the PDPL, where enhanced graph convolutional networks and multi-task learning are adopted for efficient surrogate model construction and training. Numerical experiments on the modified IEEE 33-bus and 123-bus systems demonstrate that the proposed WPO framework outperforms the traditional predict-then-optimize paradigm, reducing the PDPL by an average of 55% within acceptable computational time. |
| title | A Weighted Predict-and-Optimize Framework for Power System Operation Considering Varying Impacts of Uncertainty |
| topic | Systems and Control |
| url | https://arxiv.org/abs/2503.11001 |