Accelerating Underground Pumped Hydro Energy Storage Scheduling with Decision-Focused Learning
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
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2025
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| _version_ | 1866912787578486784 |
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| author | Zheng, Honghui Favaro, Pietro Dvorkin, Yury Drgoňa, Ján |
| author_facet | Zheng, Honghui Favaro, Pietro Dvorkin, Yury Drgoňa, Ján |
| contents | Underground pumped hydro energy storage (UPHES) systems play a critical role in grid-scale energy storage for renewable integration, yet optimal day-ahead scheduling remains computationally prohibitive due to nonlinear turbine performance characteristics and discrete operational modes. This paper presents a decision-focused learning (DFL) framework that addresses the computational-accuracy trade-off in UPHES day-ahead scheduling. The proposed methodology employs neural networks to predict penalty weights that guide recursive linearization, transforming the intractable MINLP into a sequence of convex quadratic programs trained end-to-end via differentiable optimization layers. Case studies across 19 representative Belgian electricity market scenarios demonstrate that the DFL framework effectively navigates the trade-off between solution quality and computation time. As a refinement tool, the framework improves profit by 1.1% over piecewise MIQP baselines. Alternatively, as a real-time scheduler initialized with linear approximations, it achieves a 300-fold speedup (3.87s vs 1205.79s) while maintaining profitability within 3.6% of the piecewise MIQP benchmark. Thus, the presented DFL framework enables flexible prioritization between profit maximization and real-time responsiveness. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_20880 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Accelerating Underground Pumped Hydro Energy Storage Scheduling with Decision-Focused Learning Zheng, Honghui Favaro, Pietro Dvorkin, Yury Drgoňa, Ján Systems and Control Underground pumped hydro energy storage (UPHES) systems play a critical role in grid-scale energy storage for renewable integration, yet optimal day-ahead scheduling remains computationally prohibitive due to nonlinear turbine performance characteristics and discrete operational modes. This paper presents a decision-focused learning (DFL) framework that addresses the computational-accuracy trade-off in UPHES day-ahead scheduling. The proposed methodology employs neural networks to predict penalty weights that guide recursive linearization, transforming the intractable MINLP into a sequence of convex quadratic programs trained end-to-end via differentiable optimization layers. Case studies across 19 representative Belgian electricity market scenarios demonstrate that the DFL framework effectively navigates the trade-off between solution quality and computation time. As a refinement tool, the framework improves profit by 1.1% over piecewise MIQP baselines. Alternatively, as a real-time scheduler initialized with linear approximations, it achieves a 300-fold speedup (3.87s vs 1205.79s) while maintaining profitability within 3.6% of the piecewise MIQP benchmark. Thus, the presented DFL framework enables flexible prioritization between profit maximization and real-time responsiveness. |
| title | Accelerating Underground Pumped Hydro Energy Storage Scheduling with Decision-Focused Learning |
| topic | Systems and Control |
| url | https://arxiv.org/abs/2512.20880 |