Abstract

We propose a parallel solver for linear systems of equations arising from the application of Primal Dual Interior Point methods to Dynamic Optimal Power Flow problems. Our solver is based on the Generalised Minimal Residual method in combination with an additive Schwarz domain decomposition method as preconditioner. This preconditioner exploits the structure of Dynamic Optimal Power Flow problems which, after linearization, is given as a matrix with large diagonal blocks and only a few off-diagonal elements. These elements correspond to intertemporal couplings due to ramping and energy storage constraints and are partially neglected in order to solve the problem in parallel. We test our method on a large-scale optimisation problem and show that a parallel speedup can be obtained.

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