Optimizing Large-Scale Linear Energy System Problems with Block Diagonal Structure by Using Parallel Interior-Point Methods

Current linear energy system models (ESM) acquiring toprovide sufficient detail and reliability frequently bring along problems ofboth high intricacy and increasing scale. Unfortunately, the size and complexityof these problems often prove to be intractable even for commercialstate-of-the-art linear programming solvers. This article describesan interdisciplinary approach to exploit the intrinsic structure of theselarge-scale linear problems to be able to solve them on massively parallelhigh-performance computers. A key aspect are extensions to the parallelinterior-point solver PIPS-IPM originally developed for stochasticoptimization problems. Furthermore, a newly developed GAMS interfaceto the solver as well as some GAMS language extensions to modelblock-structured problems will be described