Applying high performance computing to probabilistic convex optimal power flow

The issue of applying high performance computing (HPC) techniques to computation-intensive probabilistic optimal power flow has not been well discussed in literature. In this paper, the probabilistic convex AC OPF based on second order cone programming (P-SOCPF) is formulated. The application of P-SOCPF is demonstrated by accounting uncertainties of loads. To estimate the distributions of nodal prices calculated from P-SOCPF, two point estimation method (2PEM) is deployed. By comparing with Monte Carlo (MC) method, the accuracy of 2PEM is proved numerically. The computation efficiency of 2PEM outperforms MC significantly. In the context of large scale estimation, we propose to apply high performance computing (HPC) to P-SOCPF. The HPC accelerated P-SOCPF is implemented in GAMS grid computing environment. A flexible parallel management algorithm is designed to assign execution threads to different CPUs and then collect completed solutions. Numerical results from IEEE 118-bus and modified 1354pegase case network demonstrate that grid computing is effective means to speed up large scale P-SOCPF computation. The speed up of P-SOCPF computation is approximately equal to the number of cores in the computation node.