Guancheng Qiu, Mathieu Tanneau, Pascal Van Hentenryck

In recent years, there has been significant interest in the development of machine learning-based optimization proxies for AC Optimal Power Flow (AC-OPF). Although significant progress has been achieved in predicting high-quality primal solutions, no existing learning-based approach can provide valid dual bounds for AC-OPF. This paper addresses this gap by training optimization proxies for a convex relaxation of AC-OPF. Namely, the paper considers a second-order cone (SOC) relaxation of ACOPF, and proposes a novel dual architecture that embeds a fast, differentiable (dual) feasibility recovery, thus providing valid dual bounds. The paper combines this new architecture with a self-supervised learning scheme, which alleviates the need for costly training data generation. Extensive numerical experiments on medium- and large-scale power grids demonstrate the efficiency and scalability of the proposed methodology.