Learning assisted column generation for model predictive control based energy management in microgrids

Abstract

Model predictive control is an effective approach for microgrid energy management. However, the main downside of such method is its expensive online computational cost, which is not amenable to most practical microgrid implementations. To address this issue, we propose a deep neural network assisted column generation approach that can accelerate the solution procedure of model predictive control. In each iteration, our approach leverages different deep neural networks to predict the optimal solutions of all the subproblems in column generation, which can accelerate the computation of all the subproblems and the entire process of column generation. The pre-existing knowledge of the microgrid is also exploited to guarantee the feasibility of the neural network outputs using multi-parametric programming theory. The numerical results show that our approach leads to a reduction in computational time of approximately 50% in a medium-sized microgrid compared with the full mixed integer solution based on traditional branch and bound method, while the optimality loss is only 0.02% in terms of operating costs.