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Manuel Wetzel

Publications and source records attributed to Manuel Wetzel.

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Computational acceleration strategies for large-scale energy system optimization: a comparative study of GPU-accelerated and distributed-memory solvers

Energy system optimization models are increasing in scope and resolution, yielding large and challenging linear programs. For a long time, the standard way to address such problems has relied on shared-memory interior-point methods (IPM), which combine robustness and accuracy but face scalability limits as model instance size grows. Recently, two promising directions for specialized solver architectures have emerged: (i) GPU-accelerated first-order methods (FOM); and (ii) distributed-memory IPM, which can exploit block structure that arises in many energy system models. This paper presents a computational study comparing these solver classes on a diverse test set of large-scale linear programs arising from energy system analysis, including scenario-based formulations derived from stochastic programming. The results illustrate that distributed-memory IPM can leverage problem structure to deliver substantial speed-ups on specific problems with block-angular structures. GPU-accelerated FOMs demonstrate strong scalability but may yield solutions with higher relative infeasibilities, which, depending on the use case and model uncertainty, can still be acceptable. Overall, our findings indicate that recent algorithmic and hardware advances substantially broaden the computational toolbox available to the energy system optimization community. Each solver class exhibits distinct advantages: shared-memory IPMs remain a powerful tool for reliably obtaining high-accuracy solutions; distributed-memory IPMs can extend scalability to hundreds of cores for certain structured models, enabling faster time-to-solution; and GPU-based FOM can deliver fast solutions when such lower accuracy levels are appropriate. Together, they help make high-resolution, multi-scenario energy system optimization models tractable across a broader range of problem sizes and computing environments.

math.OC

Accelerating Stochastic Energy System Optimization Models: Temporally Split Benders Decomposition

Stochastic programming can be applied to consider uncertainties in energy system optimization models for capacity expansion planning. However, these models become increasingly large and time-consuming to solve, even without considering uncertainties. For two-stage stochastic capacity expansion planning problems, Benders decomposition is often applied to ensure that the problem remains solvable. Since stochastic scenarios can be optimized independently within subproblems, their optimization can be parallelized. However, hourly-resolved capacity expansion planning problems typically have a larger temporal than scenario cardinality. Therefore, we present a temporally split Benders decomposition that further exploits the parallelization potential of stochastic expansion planning problems. A compact reformulation of the storage level constraint into linking variables ensures that long-term storage operation can still be optimized despite the temporal decomposition. We demonstrate this novel approach with model instances of the German power system with up to 87 million rows and columns. Our results show a reduction in computing times of up to 60% and reduced memory requirements. Additional enhancement strategies and the use of distributed memory on high-performance computers further improve the computing time by over 80%.

math.OC