Biblio

This work introduces methods that unlock a series of applications for decision trees and neural networks in power system optimization. Capturing constraints that were impossible to capture before in a scalable way, we use decision trees (or neural networks) to extract an accurate representation of the non-convex feasible region which is characterized by both algebraic and differential equations. Applying an exact transformation, we convert the information encoded in the decision trees and the neural networks to linear decision rules that we incorporate as conditional constraints in an optimization problem (MILP or MISOCP). Our approach introduces a framework to unify security considerations with electricity market operations, capturing not only steady-state but also dynamic stability constraints in power system optimization, and has the potential to eliminate redispatching costs, leading to savings of millions of euros per year.