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A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models
European Journal of Operational Research ( IF 6.0 ) Pub Date : 2021-07-08 , DOI: 10.1016/j.ejor.2021.06.063
Daniel Rehfeldt 1, 2 , Hannes Hobbie 3 , David Schönheit 3 , Thorsten Koch 1, 2 , Dominik Möst 3 , Ambros Gleixner 2
Affiliation  

Linear energy system models are a crucial component of energy system design and operations, as well as energy policy consulting. If detailed enough, such models lead to large-scale linear programs, which can be intractable even for the best state-of-the-art solvers. This article introduces an interior-point solver that exploits common structures of energy system models to efficiently run in parallel on distributed-memory systems. The solver is designed for linear programs with doubly-bordered block-diagonal constraint matrix and makes use of a Schur complement based decomposition. In order to handle the large number of linking constraints and variables commonly observed in energy system models, a distributed Schur complement preconditioner is used. In addition, the solver features a number of more generic techniques such as parallel matrix scaling and structure-preserving presolving. The implementation is based on the solver PIPS-IPM. We evaluate the computational performance on energy system models with up to four billion nonzero entries in the constraint matrix—and up to one billion columns and one billion rows. This article mainly concentrates on the energy system model ELMOD, which is a linear optimization model representing the European electricity markets by the use of a nodal pricing market-clearing. It has been widely applied in the literature on energy system analyses in recent years. However, it will be demonstrated that the new solver is also applicable to other energy system models.



中文翻译:

具有广义箭头结构的 LP 的大规模并行内点求解器,以及在能源系统模型中的应用

线性能源系统模型是能源系统设计和运营以及能源政策咨询的重要组成部分。如果足够详细,这样的模型会导致大规模的线性程序,即使对于最好的最先进的求解器来说也是难以处理的。本文介绍了一种内点求解器,它利用能源系统模型的常见结构在分布式内存系统上高效并行运行。该求解器专为具有双边界块对角约束矩阵的线性程序而设计,并利用基于 Schur 补的分解。为了处理能源系统模型中常见的大量链接约束和变量,使用了分布式 Schur 补充预处理器。此外,求解器具有许多更通用的技术,例如并行矩阵缩放和结构保留预求解。该实现基于求解器 PIPS-IPM。我们评估了约束矩阵中多达 40 亿个非零条目以及多达 10 亿列和 10 亿行的能源系统模型的计算性能。本文主要关注能源系统模型 ELMOD,它是一个线性优化模型,通过使用节点定价市场出清来代表欧洲电力市场。近年来,它在能源系统分析的文献中得到了广泛的应用。但是,将证明新的求解器也适用于其他能源系统模型。我们评估了约束矩阵中多达 40 亿个非零条目以及多达 10 亿列和 10 亿行的能源系统模型的计算性能。本文主要关注能源系统模型 ELMOD,它是一个线性优化模型,通过使用节点定价市场出清来代表欧洲电力市场。近年来,它在能源系统分析的文献中得到了广泛的应用。但是,将证明新的求解器也适用于其他能源系统模型。我们评估了约束矩阵中多达 40 亿个非零条目以及多达 10 亿列和 10 亿行的能源系统模型的计算性能。本文主要关注能源系统模型 ELMOD,它是一个线性优化模型,通过使用节点定价市场出清来代表欧洲电力市场。近年来,它在能源系统分析的文献中得到了广泛的应用。但是,将证明新的求解器也适用于其他能源系统模型。这是一个线性优化模型,通过使用节点定价市场出清来代表欧洲电力市场。近年来,它在能源系统分析的文献中得到了广泛的应用。但是,将证明新的求解器也适用于其他能源系统模型。这是一个线性优化模型,通过使用节点定价市场出清来代表欧洲电力市场。近年来,它在能源系统分析的文献中得到了广泛的应用。但是,将证明新的求解器也适用于其他能源系统模型。

更新日期:2021-08-27
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