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A hybrid Quantum-Classical Algorithm for Mixed-Integer Optimization in Power Systems

Petros Ellinas

Published Oct 5, 2023• 0 citations
Publisher

Abstract

Mixed Integer Linear Programming (MILP) can be considered the backbone of the modern power system optimization process, with a large application spectrum, from Unit Commitment and Optimal Transmission Switching to verifying Neural Networks for power system applications. The main issue of these formulations is the computational complexity of the solution algorithms, as they are considered NP-Hard problems. Quantum computing can give a direct solution to this problem, as it has been experimentally shown that it can provide significant speedups in solving MILPs. In this work, we present a general framework for solving power system optimization problems with a Quantum Computer (QC), which leverages mathematical tools and QCs' sampling ability to provide accelerated solutions. Our guiding applications are the optimal transmission switching and the verification of neural networks trained to solve a DC Optimal Power Flow. Specifically, using an accelerated version of Benders Decomposition , we split a given MILP into an Integer Master Problem and a linear Subproblem and solve it through a hybrid ``quantum-classical'' approach, getting the best of both worlds. We provide 2 use cases, and benchmark the developed framework against other classical and hybrid methodologies, to demonstrate the opportunities and challenges of hybrid quantum-classical algorithms for power system mixed integer optimization problems.

DOI
10.36227/techrxiv.24237214

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Mixed Integer Linear Programming (MILP) can be considered the backbone of the modern power system optimization process, with a large application spectrum, from Unit Commitment and Optimal Transmission Switching to verifying Neural Networks for power system applications. The main issue of these formulations is the computational complexity of the solution algorithms, as they are considered NP-Hard problems. Quantum computing can give a direct solution to this problem, as it has been experimentally shown that it can provide significant speedups in solving MILPs. In this work, we present a general framework for solving power system optimization problems with a Quantum Computer (QC), which leverages mathematical tools and QCs' sampling ability to provide accelerated solutions. Our guiding applications are the optimal transmission switching and the verification of neural networks trained to solve a DC Optimal Power Flow. Specifically, using an accelerated version of Benders Decomposition , we split a given MILP into an Integer Master Problem and a linear Subproblem and solve it through a hybrid ``quantum-classical'' approach, getting the best of both worlds. We provide 2 use cases, and benchmark the developed framework against other classical and hybrid methodologies, to demonstrate the opportunities and challenges of hybrid quantum-classical algorithms for power system mixed integer optimization problems.
Mixed Integer Linear Programming (MILP) can be considered the backbone of the modern power system optimization process, with a large application spectrum, from Unit Commitment and Optimal Transmission Switching to verifying Neural Networks for power system applications. The main issue of these formulations is the computational complexity of the solution algorithms, as they are considered NP-Hard problems. Quantum computing has been tested as a potential solution towards reducing the computational burden imposed by these problems, providing promising results, motivating the can be used to speedup the solution of MILPs. In this work, we present a general framework for solving power system optimization problems with a Quantum Computer (QC), which leverages mathematical tools and QCs' sampling ability to provide accelerated solutions. Our guiding applications are the optimal transmission switching and the verification of neural networks trained to solve a DC Optimal Power Flow. Specifically, using an accelerated version of Benders Decomposition , we split a given MILP into an Integer Master Problem and a linear Subproblem and solve it through a hybrid ``quantum-classical'' approach, getting the best of both worlds. We provide 2 use cases, and benchmark the developed framework against other classical and hybrid methodologies, to demonstrate the opportunities and challenges of hybrid quantum-classical algorithms for power system mixed integer optimization problems.
Mixed Integer Linear Programming (MILP) can be considered the backbone of the modern power system optimization process, with a large application spectrum, from Unit Commitment and Optimal Transmission Switching to verifying Neural Networks for power system applications. The main issue of these formulations is the computational complexity of the solution algorithms, as they are considered NP-Hard problems. Quantum computing can give a direct solution to this problem, as it has been experimentally shown that it can provide significant speedups in solving MILPs. In this work, we present a general framework for solving power system optimization problems with a Quantum Computer (QC), which leverages mathematical tools and QCs’ sampling ability to provide accelerated solutions. Our guiding applications are the optimal transmission switching and the verification of neural networks trained to solve a DC Optimal Power Flow. Specifically, using an accelerated version of Benders Decomposition , we split a given MILP into an Integer Master Problem and a linear Subproblem and solve it through a hybrid “quantum-classical” approach, getting the best of both worlds. We provide 2 use cases, and benchmark the developed framework against other classical and hybrid methodologies, to demonstrate the opportunities and challenges of hybrid quantum-classical algorithms for power system mixed integer optimization problems.
• We propose a new hybrid quantum-classical algorithm for solving the UC problem. • The hybrid model successfully optimizes 24-hour UC systems from 10 to 1000 units. • The model outperforms classical metaheuristics (GA and SA) and classical MINLP. • This represents an improvement over previous QCUC methods, a step to real-world use. Resource scheduling is critical in many industries, especially in power systems where the Unit Commitment (UC) problem determines the on/off status and output levels of generators under physical and economic constraints. Traditional exact methods, such as Branch‑and‑Bound, Branch‑and‑Cut, dynamic programming and mixed‑integer linear programming (MILP), remain the backbone of UC solution techniques, but they often rely on linear approximations or exhaustive search, leading to high computational burdens as system size grows. Metaheuristic approaches, such as genetic algorithms, particle swarm optimization, and other evolutionary methods, have been explored to mitigate this complexity; however, they typically lack optimality guarantees, exhibit sensitivity to initial conditions, and can become prohibitively time‑consuming for large‑scale systems. In this paper, we introduce a quantum‑classical hybrid algorithm for UC, and other resource scheduling problems by extension, that leverages Benders decomposition to decouple binary commitment decisions from continuous economic dispatch. The binary “master problem” is formulated as a quadratic unconstrained binary optimization (QUBO) model and solved on a quantum annealer. The continuous “subproblem,” which minimizes generation costs, with Lagrangian cuts feeding back to the master until convergence. We evaluate our hybrid framework on systems scaled from 10 to 1,000 generation units. Compared against a classical mixed‑integer nonlinear programming (MINLP) baseline, the hybrid algorithm achieves a consistently lower computation‑time growth rate and maintains an absolute optimality gap below 1.63%. These results demonstrate that integrating quantum annealing within a hybrid quantum-classical Benders decomposition loop can significantly accelerate large‑scale resource scheduling without sacrificing solution quality, pointing toward a viable path for addressing the escalating complexity of modern power grids.
Mixed-integer linear programming problems are extensively used in industry for a wide range of optimization tasks. However, as they get larger, they present computational challenges for classical solvers within practical time limits. Quantum annealers can, in principle, accelerate the solution of problems formulated as quadratic unconstrained binary optimization instances, but their limited scale currently prevents achieving practical speedups. Quantum-classical algorithms have been proposed to take advantage of both paradigms and to allow current quantum computers to be used in larger problems. In this work, a hardware-agnostic Benders' decomposition algorithm and a series of enhancements with the goal of taking the most advantage of quantum computing are presented. The decomposition consists of a master problem with integer variables, which is reformulated as a quadratic unconstrained binary optimization problem and solved with a quantum annealer, and a linear subproblem solved by a classical computer. The enhancements consist, among others, of different embedding processes that substantially reduce the pre-processing time of the embedding computation without compromising solution quality, a conservative handling of cut constraints, and a stopping criterion that accounts for the limited size of current quantum computers and their heuristic nature. The proposed algorithm is benchmarked against classical approaches using a D-Wave quantum annealer for a scalable family of transmission network expansion planning problems.
The Benders’ decomposition algorithm is a technique in mathematical programming for complex mixed-integer linear programming (MILP) problems with a particular block structure. The strategy of Benders’ decomposition can be described as a strategy of divide and conquer. The Benders’ decomposition algorithm has been employed in a variety of applications such as communication, networking, and machine learning. However, the master problem in Benders’ decomposition is still NP-hard, which motivates us to employ quantum computing. In the paper, we propose a hybrid quantum-classical Benders’ decomposition algorithm. We transfer the Benders’ decomposition’s master problem into the quadratic unconstrained binary optimization (QUBO) model and solve it by the state-of-the-art quantum annealer. Then, we analyze the computational results and discuss the feasibility of the proposed algorithm. Due to our reformulation in the master problem in Benders’ decomposition, our hybrid algorithm, which takes advantage of both classical and quantum computers, can guarantee the solution quality for solving MILP problems.
Quantum computing is emerging as a new computing resource that could be superior to conventional computing for certain classes of optimization problems. However, in principle, most existing approaches to quantum optimization are intended to solve unconstrained binary programming problems, while mixed-integer linear programming is of most interest in practice. We attempt to bridge the gap between the capability of quantum computing and real-world applications by developing a new approach for mixed-integer programming. The approach applies Benders decomposition to decompose the mixed-integer programming into binary programming and linear programming sub-problems, which are solved by a noisy intermediate-scale quantum processor and conventional processor, respectively. The algorithm is provably able to reach the optimal solution of the original mixed-integer programming problem. The algorithm is tested on a D-Wave 2000Q quantum processing unit and is shown to be effective for small-scaled test cases. We also test the algorithm on a mixed-integer programming inspired by power system applications. Many insights are drawn from the numerical results for both the capabilities and limitations of the proposed algorithm.