Real-Time Stochastic Optimization of Complex Energy Systems on High-Performance Computers

@article{Petra2014RealTimeSO,
  title={Real-Time Stochastic Optimization of Complex Energy Systems on High-Performance Computers},
  author={Cosmin G. Petra and Olaf Schenk and Mihai Anitescu},
  journal={Computing in Science & Engineering},
  year={2014},
  volume={16},
  pages={32-42}
}
A scalable approach computes in operationally-compatible time the energy dispatch under uncertainty for electrical power grid systems of realistic size with thousands of scenarios. The authors propose several algorithmic and implementation advances in their parallel solver PIPS-IPM for stochastic optimization problems. New developments include a novel, incomplete, augmented, multicore, sparse factorization implemented within the PARDISO linear solver and new multicore- and GPU-based dense… CONTINUE READING
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