Reorganize files; document some methods

Makefile

@@ -5,11 +5,11 @@
 JULIA := julia --color=yes --project=@.
 VERSION := 0.2
 
-build/sysimage.so: src/sysimage.jl Project.toml Manifest.toml
+build/sysimage.so: src/utils/sysimage.jl Project.toml Manifest.toml
 	mkdir -p build
 	mkdir -p benchmark/results/test
 	cd benchmark; $(JULIA) --trace-compile=../build/precompile.jl run.jl test/case14.1.sol.json
-	$(JULIA) src/sysimage.jl
+	$(JULIA) src/utils/sysimage.jl
 
 clean:
 	rm -rf build/*

src/UnitCommitment.jl

@@ -3,12 +3,30 @@
 # Released under the modified BSD license. See COPYING.md for more details.
 
 module UnitCommitment
-include("log.jl")
+
-include("instance.jl")
+include("instance/structs.jl")
-include("screening.jl")
+include("transmission/structs.jl")
-include("model.jl")
+include("solution/structs.jl")
-include("sensitivity.jl")
+include("solution/methods/XaQiWaTh19/structs.jl")
-include("validate.jl")
+
-include("convert.jl")
+include("import/egret.jl")
-include("initcond.jl")
+include("instance/read.jl")
+include("model/build.jl")
+include("model/jumpext.jl")
+include("solution/fix.jl")
+include("solution/methods/XaQiWaTh19/enforce.jl")
+include("solution/methods/XaQiWaTh19/filter.jl")
+include("solution/methods/XaQiWaTh19/find.jl")
+include("solution/methods/XaQiWaTh19/optimize.jl")
+include("solution/optimize.jl")
+include("solution/solution.jl")
+include("solution/warmstart.jl")
+include("solution/write.jl")
+include("transforms/initcond.jl")
+include("transforms/slice.jl")
+include("transmission/sensitivity.jl")
+include("utils/log.jl")
+include("validation/repair.jl")
+include("validation/validate.jl")
+
 end

src/import/egret.jl

@@ -4,16 +4,15 @@
 
 using DataStructures, JSON, GZip
 
-function _read_json(path::String)::OrderedDict
+"""
-    if endswith(path, ".gz")
-        file = GZip.gzopen(path)
-    else
-        file = open(path)
-    end
-    return JSON.parse(file, dicttype = () -> DefaultOrderedDict(nothing))
-end
 
-function _read_egret_solution(path::String)::OrderedDict
+    read_egret_solution(path::String)::OrderedDict
+
+Read a JSON solution file produced by EGRET and transforms it into a
+dictionary having the same structure as the one produced by
+UnitCommitment.solution(model).
+"""
+function read_egret_solution(path::String)::OrderedDict
     egret = _read_json(path)
     T = length(egret["system"]["time_keys"])
 

src/instance/read.jl

@@ -8,104 +8,35 @@ using DataStructures
 using GZip
 import Base: getindex, time
 
-mutable struct Bus
+"""
-    name::String
+    read_benchmark(name::AbstractString)::UnitCommitmentInstance
-    offset::Int
-    load::Vector{Float64}
-    units::Vector
-    price_sensitive_loads::Vector
-end
 
-mutable struct CostSegment
+Read one of the benchmark unit commitment instances included in the package.
-    mw::Vector{Float64}
+See "Instances" section of the documentation for the entire list of benchmark
-    cost::Vector{Float64}
+instances available.
-end
 
-mutable struct StartupCategory
+Example
-    delay::Int
+-------
-    cost::Float64
-end
-
-mutable struct Unit
-    name::String
-    bus::Bus
-    max_power::Vector{Float64}
-    min_power::Vector{Float64}
-    must_run::Vector{Bool}
-    min_power_cost::Vector{Float64}
-    cost_segments::Vector{CostSegment}
-    min_uptime::Int
-    min_downtime::Int
-    ramp_up_limit::Float64
-    ramp_down_limit::Float64
-    startup_limit::Float64
-    shutdown_limit::Float64
-    initial_status::Union{Int,Nothing}
-    initial_power::Union{Float64,Nothing}
-    provides_spinning_reserves::Vector{Bool}
-    startup_categories::Vector{StartupCategory}
-end
-
-mutable struct TransmissionLine
-    name::String
-    offset::Int
-    source::Bus
-    target::Bus
-    reactance::Float64
-    susceptance::Float64
-    normal_flow_limit::Vector{Float64}
-    emergency_flow_limit::Vector{Float64}
-    flow_limit_penalty::Vector{Float64}
-end
-
-mutable struct Reserves
-    spinning::Vector{Float64}
-end
-
-mutable struct Contingency
-    name::String
-    lines::Vector{TransmissionLine}
-    units::Vector{Unit}
-end
-
-mutable struct PriceSensitiveLoad
-    name::String
-    bus::Bus
-    demand::Vector{Float64}
-    revenue::Vector{Float64}
-end
-
-mutable struct UnitCommitmentInstance
-    time::Int
-    power_balance_penalty::Vector{Float64}
-    units::Vector{Unit}
-    buses::Vector{Bus}
-    lines::Vector{TransmissionLine}
-    reserves::Reserves
-    contingencies::Vector{Contingency}
-    price_sensitive_loads::Vector{PriceSensitiveLoad}
-end
-
-function Base.show(io::IO, instance::UnitCommitmentInstance)
-    print(io, "UnitCommitmentInstance(")
-    print(io, "$(length(instance.units)) units, ")
-    print(io, "$(length(instance.buses)) buses, ")
-    print(io, "$(length(instance.lines)) lines, ")
-    print(io, "$(length(instance.contingencies)) contingencies, ")
-    print(
-        io,
-        "$(length(instance.price_sensitive_loads)) price sensitive loads, ",
-    )
-    print(io, "$(instance.time) time steps")
-    print(io, ")")
-    return
-end
 
+    import UnitCommitment
+    instance = UnitCommitment.read_benchmark("matpower/case3375wp/2017-02-01")
+"""
 function read_benchmark(name::AbstractString)::UnitCommitmentInstance
     basedir = dirname(@__FILE__)
-    return UnitCommitment.read("$basedir/../instances/$name.json.gz")
+    return UnitCommitment.read("$basedir/../../instances/$name.json.gz")
 end
 
+"""
+    read(path::AbstractString)::UnitCommitmentInstance
+
+Read a unit commitment instance from a file. The file may be gzipped.
+
+Example
+-------
+
+    import UnitCommitment
+    instance = UnitCommitment.read("/path/to/input.json.gz")
+"""
 function read(path::AbstractString)::UnitCommitmentInstance
     if endswith(path, ".gz")
         return _read(gzopen(path))
@@ -120,6 +51,15 @@ function _read(file::IO)::UnitCommitmentInstance
     )
 end
 
+function _read_json(path::String)::OrderedDict
+    if endswith(path, ".gz")
+        file = GZip.gzopen(path)
+    else
+        file = open(path)
+    end
+    return JSON.parse(file, dicttype = () -> DefaultOrderedDict(nothing))
+end
+
 function _from_json(json; repair = true)
     units = Unit[]
     buses = Bus[]
@@ -336,54 +276,3 @@ function _from_json(json; repair = true)
     end
     return instance
 end
-
-"""
-    slice(instance, range)
-
-Creates a new instance, with only a subset of the time periods.
-This function does not modify the provided instance. The initial
-conditions are also not modified.
-
-Example
--------
-
-    # Build a 2-hour UC instance
-    instance = UnitCommitment.read_benchmark("test/case14")
-    modified = UnitCommitment.slice(instance, 1:2)
-
-"""
-function slice(
-    instance::UnitCommitmentInstance,
-    range::UnitRange{Int},
-)::UnitCommitmentInstance
-    modified = deepcopy(instance)
-    modified.time = length(range)
-    modified.power_balance_penalty = modified.power_balance_penalty[range]
-    modified.reserves.spinning = modified.reserves.spinning[range]
-    for u in modified.units
-        u.max_power = u.max_power[range]
-        u.min_power = u.min_power[range]
-        u.must_run = u.must_run[range]
-        u.min_power_cost = u.min_power_cost[range]
-        u.provides_spinning_reserves = u.provides_spinning_reserves[range]
-        for s in u.cost_segments
-            s.mw = s.mw[range]
-            s.cost = s.cost[range]
-        end
-    end
-    for b in modified.buses
-        b.load = b.load[range]
-    end
-    for l in modified.lines
-        l.normal_flow_limit = l.normal_flow_limit[range]
-        l.emergency_flow_limit = l.emergency_flow_limit[range]
-        l.flow_limit_penalty = l.flow_limit_penalty[range]
-    end
-    for ps in modified.price_sensitive_loads
-        ps.demand = ps.demand[range]
-        ps.revenue = ps.revenue[range]
-    end
-    return modified
-end
-
-export UnitCommitmentInstance

src/instance/structs.jl

@@ -0,0 +1,98 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+mutable struct Bus
+    name::String
+    offset::Int
+    load::Vector{Float64}
+    units::Vector
+    price_sensitive_loads::Vector
+end
+
+mutable struct CostSegment
+    mw::Vector{Float64}
+    cost::Vector{Float64}
+end
+
+mutable struct StartupCategory
+    delay::Int
+    cost::Float64
+end
+
+mutable struct Unit
+    name::String
+    bus::Bus
+    max_power::Vector{Float64}
+    min_power::Vector{Float64}
+    must_run::Vector{Bool}
+    min_power_cost::Vector{Float64}
+    cost_segments::Vector{CostSegment}
+    min_uptime::Int
+    min_downtime::Int
+    ramp_up_limit::Float64
+    ramp_down_limit::Float64
+    startup_limit::Float64
+    shutdown_limit::Float64
+    initial_status::Union{Int,Nothing}
+    initial_power::Union{Float64,Nothing}
+    provides_spinning_reserves::Vector{Bool}
+    startup_categories::Vector{StartupCategory}
+end
+
+mutable struct TransmissionLine
+    name::String
+    offset::Int
+    source::Bus
+    target::Bus
+    reactance::Float64
+    susceptance::Float64
+    normal_flow_limit::Vector{Float64}
+    emergency_flow_limit::Vector{Float64}
+    flow_limit_penalty::Vector{Float64}
+end
+
+mutable struct Reserves
+    spinning::Vector{Float64}
+end
+
+mutable struct Contingency
+    name::String
+    lines::Vector{TransmissionLine}
+    units::Vector{Unit}
+end
+
+mutable struct PriceSensitiveLoad
+    name::String
+    bus::Bus
+    demand::Vector{Float64}
+    revenue::Vector{Float64}
+end
+
+mutable struct UnitCommitmentInstance
+    time::Int
+    power_balance_penalty::Vector{Float64}
+    units::Vector{Unit}
+    buses::Vector{Bus}
+    lines::Vector{TransmissionLine}
+    reserves::Reserves
+    contingencies::Vector{Contingency}
+    price_sensitive_loads::Vector{PriceSensitiveLoad}
+end
+
+function Base.show(io::IO, instance::UnitCommitmentInstance)
+    print(io, "UnitCommitmentInstance(")
+    print(io, "$(length(instance.units)) units, ")
+    print(io, "$(length(instance.buses)) buses, ")
+    print(io, "$(length(instance.lines)) lines, ")
+    print(io, "$(length(instance.contingencies)) contingencies, ")
+    print(
+        io,
+        "$(length(instance.price_sensitive_loads)) price sensitive loads, ",
+    )
+    print(io, "$(instance.time) time steps")
+    print(io, ")")
+    return
+end
+
+export UnitCommitmentInstance

src/model/build.jl

@@ -5,23 +5,56 @@
 using JuMP, MathOptInterface, DataStructures
 import JuMP: value, fix, set_name
 
-# Extend some JuMP functions so that decision variables can be safely replaced by
+"""
-# (constant) floating point numbers.
+    function build_model(;
-function value(x::Float64)
+        instance::UnitCommitmentInstance,
-    return x
+        isf::Union{Matrix{Float64},Nothing} = nothing,
-end
+        lodf::Union{Matrix{Float64},Nothing} = nothing,
+        isf_cutoff::Float64 = 0.005,
+        lodf_cutoff::Float64 = 0.001,
+        optimizer = nothing,
+        variable_names::Bool = false,
+    )::JuMP.Model
 
-function fix(x::Float64, v::Float64; force)
+Build the JuMP model corresponding to the given unit commitment instance.
-    return abs(x - v) < 1e-6 || error("Value mismatch: $x != $v")
-end
 
-function set_name(x::Float64, n::String)
+Arguments
-    # nop
+=========
-end
+- `instance::UnitCommitmentInstance`:
+    the instance.
+- `isf::Union{Matrix{Float64},Nothing} = nothing`:
+    the injection shift factors matrix. If not provided, it will be computed.
+- `lodf::Union{Matrix{Float64},Nothing} = nothing`: 
+    the line outage distribution factors matrix. If not provided, it will be
+    computed.
+- `isf_cutoff::Float64 = 0.005`: 
+    the cutoff that should be applied to the ISF matrix. Entries with magnitude
+    smaller than this value will be set to zero.
+- `lodf_cutoff::Float64 = 0.001`: 
+    the cutoff that should be applied to the LODF matrix. Entries with magnitude
+    smaller than this value will be set to zero.
+- `optimizer = nothing`:
+    the optimizer factory that should be attached to this model (e.g. Cbc.Optimizer).
+    If not provided, no optimizer will be attached.
+- `variable_names::Bool = false`: 
+    If true, set variable and constraint names. Important if the model is going
+    to be exported to an MPS file. For large models, this can take significant
+    time, so it's disabled by default.
 
+Example
+=======
+```jldoctest
+julia> import Cbc, UnitCommitment
+julia> instance = UnitCommitment.read_benchmark("matpower/case118/2017-02-01")
+julia> model = UnitCommitment.build_model(
+    instance=instance,
+    optimizer=Cbc.Optimizer,
+    variable_names=true,
+)
+```
+"""
 function build_model(;
-    filename::Union{String,Nothing} = nothing,
+    instance::UnitCommitmentInstance,
-    instance::Union{UnitCommitmentInstance,Nothing} = nothing,
     isf::Union{Matrix{Float64},Nothing} = nothing,
     lodf::Union{Matrix{Float64},Nothing} = nothing,
     isf_cutoff::Float64 = 0.005,
@@ -29,18 +62,6 @@ function build_model(;
     optimizer = nothing,
     variable_names::Bool = false,
 )::JuMP.Model
-    if (filename === nothing) && (instance === nothing)
-        error("Either filename or instance must be specified")
-    end
-
-    if filename !== nothing
-        @info "Reading: $(filename)"
-        time_read = @elapsed begin
-            instance = UnitCommitment.read(filename)
-        end
-        @info @sprintf("Read problem in %.2f seconds", time_read)
-    end
-
     if length(instance.buses) == 1
         isf = zeros(0, 0)
         lodf = zeros(0, 0)
@@ -473,71 +494,6 @@ function _build_reserve_eqs!(model::JuMP.Model)
     end
 end
 
-function _enforce_transmission(;
-    model::JuMP.Model,
-    violation::Violation,
-    isf::Matrix{Float64},
-    lodf::Matrix{Float64},
-)::Nothing
-    instance = model[:instance]
-    limit::Float64 = 0.0
-    overflow = model[:overflow]
-    net_injection = model[:net_injection]
-
-    if violation.outage_line === nothing
-        limit = violation.monitored_line.normal_flow_limit[violation.time]
-        @info @sprintf(
-            "    %8.3f MW overflow in %-5s time %3d (pre-contingency)",
-            violation.amount,
-            violation.monitored_line.name,
-            violation.time,
-        )
-    else
-        limit = violation.monitored_line.emergency_flow_limit[violation.time]
-        @info @sprintf(
-            "    %8.3f MW overflow in %-5s time %3d (outage: line %s)",
-            violation.amount,
-            violation.monitored_line.name,
-            violation.time,
-            violation.outage_line.name,
-        )
-    end
-
-    fm = violation.monitored_line.name
-    t = violation.time
-    flow = @variable(model, base_name = "flow[$fm,$t]")
-
-    v = overflow[violation.monitored_line.name, violation.time]
-    @constraint(model, flow <= limit + v)
-    @constraint(model, -flow <= limit + v)
-
-    if violation.outage_line === nothing
-        @constraint(
-            model,
-            flow == sum(
-                net_injection[b.name, violation.time] *
-                isf[violation.monitored_line.offset, b.offset] for
-                b in instance.buses if b.offset > 0
-            )
-        )
-    else
-        @constraint(
-            model,
-            flow == sum(
-                net_injection[b.name, violation.time] * (
-                    isf[violation.monitored_line.offset, b.offset] + (
-                        lodf[
-                            violation.monitored_line.offset,
-                            violation.outage_line.offset,
-                        ] * isf[violation.outage_line.offset, b.offset]
-                    )
-                ) for b in instance.buses if b.offset > 0
-            )
-        )
-    end
-    return nothing
-end
-
 function _set_names!(model::JuMP.Model)
     @info "Setting variable and constraint names..."
     time_varnames = @elapsed begin
@@ -558,230 +514,3 @@ function _set_names!(dict::Dict)
         end
     end
 end
-
-function solution(model::JuMP.Model)
-    instance, T = model[:instance], model[:instance].time
-    function timeseries(vars, collection)
-        return OrderedDict(
-            b.name => [round(value(vars[b.name, t]), digits = 5) for t in 1:T]
-            for b in collection
-        )
-    end
-    function production_cost(g)
-        return [
-            value(model[:is_on][g.name, t]) * g.min_power_cost[t] + sum(
-                Float64[
-                    value(model[:segprod][g.name, t, k]) *
-                    g.cost_segments[k].cost[t] for
-                    k in 1:length(g.cost_segments)
-                ],
-            ) for t in 1:T
-        ]
-    end
-    function production(g)
-        return [
-            value(model[:is_on][g.name, t]) * g.min_power[t] + sum(
-                Float64[
-                    value(model[:segprod][g.name, t, k]) for
-                    k in 1:length(g.cost_segments)
-                ],
-            ) for t in 1:T
-        ]
-    end
-    function startup_cost(g)
-        S = length(g.startup_categories)
-        return [
-            sum(
-                g.startup_categories[s].cost *
-                value(model[:startup][g.name, t, s]) for s in 1:S
-            ) for t in 1:T
-        ]
-    end
-    sol = OrderedDict()
-    sol["Production (MW)"] =
-        OrderedDict(g.name => production(g) for g in instance.units)
-    sol["Production cost (\$)"] =
-        OrderedDict(g.name => production_cost(g) for g in instance.units)
-    sol["Startup cost (\$)"] =
-        OrderedDict(g.name => startup_cost(g) for g in instance.units)
-    sol["Is on"] = timeseries(model[:is_on], instance.units)
-    sol["Switch on"] = timeseries(model[:switch_on], instance.units)
-    sol["Switch off"] = timeseries(model[:switch_off], instance.units)
-    sol["Reserve (MW)"] = timeseries(model[:reserve], instance.units)
-    sol["Net injection (MW)"] =
-        timeseries(model[:net_injection], instance.buses)
-    sol["Load curtail (MW)"] = timeseries(model[:curtail], instance.buses)
-    if !isempty(instance.lines)
-        sol["Line overflow (MW)"] = timeseries(model[:overflow], instance.lines)
-    end
-    if !isempty(instance.price_sensitive_loads)
-        sol["Price-sensitive loads (MW)"] =
-            timeseries(model[:loads], instance.price_sensitive_loads)
-    end
-    return sol
-end
-
-function write(filename::AbstractString, solution::AbstractDict)::Nothing
-    open(filename, "w") do file
-        return JSON.print(file, solution, 2)
-    end
-    return
-end
-
-function fix!(model::JuMP.Model, solution::AbstractDict)::Nothing
-    instance, T = model[:instance], model[:instance].time
-    is_on = model[:is_on]
-    prod_above = model[:prod_above]
-    reserve = model[:reserve]
-    for g in instance.units
-        for t in 1:T
-            is_on_value = round(solution["Is on"][g.name][t])
-            production_value =
-                round(solution["Production (MW)"][g.name][t], digits = 5)
-            reserve_value =
-                round(solution["Reserve (MW)"][g.name][t], digits = 5)
-            JuMP.fix(is_on[g.name, t], is_on_value, force = true)
-            JuMP.fix(
-                prod_above[g.name, t],
-                production_value - is_on_value * g.min_power[t],
-                force = true,
-            )
-            JuMP.fix(reserve[g.name, t], reserve_value, force = true)
-        end
-    end
-    return
-end
-
-function set_warm_start!(model::JuMP.Model, solution::AbstractDict)::Nothing
-    instance, T = model[:instance], model[:instance].time
-    is_on = model[:is_on]
-    prod_above = model[:prod_above]
-    reserve = model[:reserve]
-    for g in instance.units
-        for t in 1:T
-            JuMP.set_start_value(is_on[g.name, t], solution["Is on"][g.name][t])
-            JuMP.set_start_value(
-                switch_on[g.name, t],
-                solution["Switch on"][g.name][t],
-            )
-            JuMP.set_start_value(
-                switch_off[g.name, t],
-                solution["Switch off"][g.name][t],
-            )
-        end
-    end
-    return
-end
-
-function optimize!(
-    model::JuMP.Model;
-    time_limit = 3600,
-    gap_limit = 1e-4,
-    two_phase_gap = true,
-)::Nothing
-    function set_gap(gap)
-        try
-            JuMP.set_optimizer_attribute(model, "MIPGap", gap)
-            @info @sprintf("MIP gap tolerance set to %f", gap)
-        catch
-            @warn "Could not change MIP gap tolerance"
-        end
-    end
-
-    instance = model[:instance]
-    initial_time = time()
-
-    large_gap = false
-    has_transmission = (length(model[:isf]) > 0)
-
-    if has_transmission && two_phase_gap
-        set_gap(1e-2)
-        large_gap = true
-    else
-        set_gap(gap_limit)
-    end
-
-    while true
-        time_elapsed = time() - initial_time
-        time_remaining = time_limit - time_elapsed
-        if time_remaining < 0
-            @info "Time limit exceeded"
-            break
-        end
-
-        @info @sprintf(
-            "Setting MILP time limit to %.2f seconds",
-            time_remaining
-        )
-        JuMP.set_time_limit_sec(model, time_remaining)
-
-        @info "Solving MILP..."
-        JuMP.optimize!(model)
-
-        has_transmission || break
-
-        violations = _find_violations(model)
-        if isempty(violations)
-            @info "No violations found"
-            if large_gap
-                large_gap = false
-                set_gap(gap_limit)
-            else
-                break
-            end
-        else
-            _enforce_transmission(model, violations)
-        end
-    end
-
-    return
-end
-
-function _find_violations(model::JuMP.Model)
-    instance = model[:instance]
-    net_injection = model[:net_injection]
-    overflow = model[:overflow]
-    length(instance.buses) > 1 || return []
-    violations = []
-    @info "Verifying transmission limits..."
-    time_screening = @elapsed begin
-        non_slack_buses = [b for b in instance.buses if b.offset > 0]
-        net_injection_values = [
-            value(net_injection[b.name, t]) for b in non_slack_buses,
-            t in 1:instance.time
-        ]
-        overflow_values = [
-            value(overflow[lm.name, t]) for lm in instance.lines,
-            t in 1:instance.time
-        ]
-        violations = UnitCommitment._find_violations(
-            instance = instance,
-            net_injections = net_injection_values,
-            overflow = overflow_values,
-            isf = model[:isf],
-            lodf = model[:lodf],
-        )
-    end
-    @info @sprintf(
-        "Verified transmission limits in %.2f seconds",
-        time_screening
-    )
-    return violations
-end
-
-function _enforce_transmission(
-    model::JuMP.Model,
-    violations::Vector{Violation},
-)::Nothing
-    for v in violations
-        _enforce_transmission(
-            model = model,
-            violation = v,
-            isf = model[:isf],
-            lodf = model[:lodf],
-        )
-    end
-    return
-end
-
-export build_model

src/model/jumpext.jl

@@ -0,0 +1,20 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+# This file extends some JuMP functions so that decision variables can be safely
+# replaced by (constant) floating point numbers.
+
+import JuMP: value, fix, set_name
+
+function value(x::Float64)
+    return x
+end
+
+function fix(x::Float64, v::Float64; force)
+    return abs(x - v) < 1e-6 || error("Value mismatch: $x != $v")
+end
+
+function set_name(x::Float64, n::String)
+    # nop
+end

src/solution/fix.jl

@@ -0,0 +1,33 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+"""
+    fix!(model::JuMP.Model, solution::AbstractDict)::Nothing
+
+Fix the value of all binary variables to the ones specified by the given
+solution. Useful for computing LMPs.
+"""
+function fix!(model::JuMP.Model, solution::AbstractDict)::Nothing
+    instance, T = model[:instance], model[:instance].time
+    is_on = model[:is_on]
+    prod_above = model[:prod_above]
+    reserve = model[:reserve]
+    for g in instance.units
+        for t in 1:T
+            is_on_value = round(solution["Is on"][g.name][t])
+            production_value =
+                round(solution["Production (MW)"][g.name][t], digits = 5)
+            reserve_value =
+                round(solution["Reserve (MW)"][g.name][t], digits = 5)
+            JuMP.fix(is_on[g.name, t], is_on_value, force = true)
+            JuMP.fix(
+                prod_above[g.name, t],
+                production_value - is_on_value * g.min_power[t],
+                force = true,
+            )
+            JuMP.fix(reserve[g.name, t], reserve_value, force = true)
+        end
+    end
+    return
+end

src/solution/methods/XaQiWaTh19/enforce.jl

@@ -0,0 +1,83 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+function _enforce_transmission(
+    model::JuMP.Model,
+    violations::Vector{_Violation},
+)::Nothing
+    for v in violations
+        _enforce_transmission(
+            model = model,
+            violation = v,
+            isf = model[:isf],
+            lodf = model[:lodf],
+        )
+    end
+    return
+end
+
+function _enforce_transmission(;
+    model::JuMP.Model,
+    violation::_Violation,
+    isf::Matrix{Float64},
+    lodf::Matrix{Float64},
+)::Nothing
+    instance = model[:instance]
+    limit::Float64 = 0.0
+    overflow = model[:overflow]
+    net_injection = model[:net_injection]
+
+    if violation.outage_line === nothing
+        limit = violation.monitored_line.normal_flow_limit[violation.time]
+        @info @sprintf(
+            "    %8.3f MW overflow in %-5s time %3d (pre-contingency)",
+            violation.amount,
+            violation.monitored_line.name,
+            violation.time,
+        )
+    else
+        limit = violation.monitored_line.emergency_flow_limit[violation.time]
+        @info @sprintf(
+            "    %8.3f MW overflow in %-5s time %3d (outage: line %s)",
+            violation.amount,
+            violation.monitored_line.name,
+            violation.time,
+            violation.outage_line.name,
+        )
+    end
+
+    fm = violation.monitored_line.name
+    t = violation.time
+    flow = @variable(model, base_name = "flow[$fm,$t]")
+
+    v = overflow[violation.monitored_line.name, violation.time]
+    @constraint(model, flow <= limit + v)
+    @constraint(model, -flow <= limit + v)
+
+    if violation.outage_line === nothing
+        @constraint(
+            model,
+            flow == sum(
+                net_injection[b.name, violation.time] *
+                isf[violation.monitored_line.offset, b.offset] for
+                b in instance.buses if b.offset > 0
+            )
+        )
+    else
+        @constraint(
+            model,
+            flow == sum(
+                net_injection[b.name, violation.time] * (
+                    isf[violation.monitored_line.offset, b.offset] + (
+                        lodf[
+                            violation.monitored_line.offset,
+                            violation.outage_line.offset,
+                        ] * isf[violation.outage_line.offset, b.offset]
+                    )
+                ) for b in instance.buses if b.offset > 0
+            )
+        )
+    end
+    return nothing
+end

src/solution/methods/XaQiWaTh19/filter.jl

@@ -0,0 +1,44 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+function _offer(filter::_ViolationFilter, v::_Violation)::Nothing
+    if v.monitored_line.offset ∉ keys(filter.queues)
+        filter.queues[v.monitored_line.offset] =
+            PriorityQueue{_Violation,Float64}()
+    end
+    q::PriorityQueue{_Violation,Float64} =
+        filter.queues[v.monitored_line.offset]
+    if length(q) < filter.max_per_line
+        enqueue!(q, v => v.amount)
+    else
+        if v.amount > peek(q)[1].amount
+            dequeue!(q)
+            enqueue!(q, v => v.amount)
+        end
+    end
+    return nothing
+end
+
+function _query(filter::_ViolationFilter)::Array{_Violation,1}
+    violations = Array{_Violation,1}()
+    time_queue = PriorityQueue{_Violation,Float64}()
+    for l in keys(filter.queues)
+        line_queue = filter.queues[l]
+        while length(line_queue) > 0
+            v = dequeue!(line_queue)
+            if length(time_queue) < filter.max_total
+                enqueue!(time_queue, v => v.amount)
+            else
+                if v.amount > peek(time_queue)[1].amount
+                    dequeue!(time_queue)
+                    enqueue!(time_queue, v => v.amount)
+                end
+            end
+        end
+    end
+    while length(time_queue) > 0
+        violations = [violations; dequeue!(time_queue)]
+    end
+    return violations
+end

src/solution/methods/XaQiWaTh19/find.jl

@@ -1,91 +1,56 @@
 # UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
 # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 # Released under the modified BSD license. See COPYING.md for more details.
-# Copyright (C) 2019 Argonne National Laboratory
-# Written by Alinson Santos Xavier <axavier@anl.gov>
 
-using DataStructures
+import Base.Threads: @threads
-using Base.Threads
 
-struct Violation
+function _find_violations(
-    time::Int
+    model::JuMP.Model;
-    monitored_line::TransmissionLine
+    max_per_line::Int,
-    outage_line::Union{TransmissionLine,Nothing}
+    max_per_period::Int,
-    amount::Float64  # Violation amount (in MW)
+)
-end
+    instance = model[:instance]
-
+    net_injection = model[:net_injection]
-function Violation(;
+    overflow = model[:overflow]
-    time::Int,
+    length(instance.buses) > 1 || return []
-    monitored_line::TransmissionLine,
+    violations = []
-    outage_line::Union{TransmissionLine,Nothing},
+    @info "Verifying transmission limits..."
-    amount::Float64,
+    time_screening = @elapsed begin
-)::Violation
+        non_slack_buses = [b for b in instance.buses if b.offset > 0]
-    return Violation(time, monitored_line, outage_line, amount)
+        net_injection_values = [
-end
+            value(net_injection[b.name, t]) for b in non_slack_buses,
-
+            t in 1:instance.time
-mutable struct ViolationFilter
+        ]
-    max_per_line::Int
+        overflow_values = [
-    max_total::Int
+            value(overflow[lm.name, t]) for lm in instance.lines,
-    queues::Dict{Int,PriorityQueue{Violation,Float64}}
+            t in 1:instance.time
-end
+        ]
-
+        violations = UnitCommitment._find_violations(
-function ViolationFilter(;
+            instance = instance,
-    max_per_line::Int = 1,
+            net_injections = net_injection_values,
-    max_total::Int = 5,
+            overflow = overflow_values,
-)::ViolationFilter
+            isf = model[:isf],
-    return ViolationFilter(max_per_line, max_total, Dict())
+            lodf = model[:lodf],
-end
+            max_per_line = max_per_line,
-
+            max_per_period = max_per_period,
-function _offer(filter::ViolationFilter, v::Violation)::Nothing
+        )
-    if v.monitored_line.offset ∉ keys(filter.queues)
-        filter.queues[v.monitored_line.offset] =
-            PriorityQueue{Violation,Float64}()
-    end
-    q::PriorityQueue{Violation,Float64} = filter.queues[v.monitored_line.offset]
-    if length(q) < filter.max_per_line
-        enqueue!(q, v => v.amount)
-    else
-        if v.amount > peek(q)[1].amount
-            dequeue!(q)
-            enqueue!(q, v => v.amount)
-        end
-    end
-    return nothing
-end
-
-function _query(filter::ViolationFilter)::Array{Violation,1}
-    violations = Array{Violation,1}()
-    time_queue = PriorityQueue{Violation,Float64}()
-    for l in keys(filter.queues)
-        line_queue = filter.queues[l]
-        while length(line_queue) > 0
-            v = dequeue!(line_queue)
-            if length(time_queue) < filter.max_total
-                enqueue!(time_queue, v => v.amount)
-            else
-                if v.amount > peek(time_queue)[1].amount
-                    dequeue!(time_queue)
-                    enqueue!(time_queue, v => v.amount)
-                end
-            end
-        end
-    end
-    while length(time_queue) > 0
-        violations = [violations; dequeue!(time_queue)]
     end
+    @info @sprintf(
+        "Verified transmission limits in %.2f seconds",
+        time_screening
+    )
     return violations
 end
 
 """
-
     function _find_violations(
         instance::UnitCommitmentInstance,
         net_injections::Array{Float64, 2};
         isf::Array{Float64,2},
         lodf::Array{Float64,2},
-        max_per_line::Int = 1,
+        max_per_line::Int,
-        max_per_period::Int = 5,
+        max_per_period::Int,
-    )::Array{Violation, 1}
+    )::Array{_Violation, 1}
 
 Find transmission constraint violations (both pre-contingency, as well as
 post-contingency).
@@ -103,9 +68,9 @@ function _find_violations(;
     overflow::Array{Float64,2},
     isf::Array{Float64,2},
     lodf::Array{Float64,2},
-    max_per_line::Int = 1,
+    max_per_line::Int,
-    max_per_period::Int = 5,
+    max_per_period::Int,
-)::Array{Violation,1}
+)::Array{_Violation,1}
     B = length(instance.buses) - 1
     L = length(instance.lines)
     T = instance.time
@@ -116,7 +81,7 @@ function _find_violations(;
     size(lodf) == (L, L) || error("lodf has incorrect size")
 
     filters = Dict(
-        t => ViolationFilter(
+        t => _ViolationFilter(
             max_total = max_per_period,
             max_per_line = max_per_line,
         ) for t in 1:T
@@ -177,7 +142,7 @@ function _find_violations(;
             if pre_v[lm, k] > 1e-5
                 _offer(
                     filters[t],
-                    Violation(
+                    _Violation(
                         time = t,
                         monitored_line = instance.lines[lm],
                         outage_line = nothing,
@@ -192,7 +157,7 @@ function _find_violations(;
             if post_v[lm, lc, k] > 1e-5 && is_vulnerable[lc]
                 _offer(
                     filters[t],
-                    Violation(
+                    _Violation(
                         time = t,
                         monitored_line = instance.lines[lm],
                         outage_line = instance.lines[lc],
@@ -203,7 +168,7 @@ function _find_violations(;
         end
     end
 
-    violations = Violation[]
+    violations = _Violation[]
     for t in 1:instance.time
         append!(violations, _query(filters[t]))
     end

src/solution/methods/XaQiWaTh19/optimize.jl

@@ -0,0 +1,67 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+"""
+    optimize!(model::JuMP.Model, method::_XaQiWaTh19)::Nothing
+
+Solve the given unit commitment model, enforcing transmission and N-1
+security constraints lazily, according to the algorithm described in:
+
+    Xavier, A. S., Qiu, F., Wang, F., & Thimmapuram, P. R. (2019). Transmission
+    constraint filtering in large-scale security-constrained unit commitment. 
+    IEEE Transactions on Power Systems, 34(3), 2457-2460.
+"""
+function optimize!(model::JuMP.Model, method::_XaQiWaTh19)::Nothing
+    function set_gap(gap)
+        try
+            JuMP.set_optimizer_attribute(model, "MIPGap", gap)
+            @info @sprintf("MIP gap tolerance set to %f", gap)
+        catch
+            @warn "Could not change MIP gap tolerance"
+        end
+    end
+    instance = model[:instance]
+    initial_time = time()
+    large_gap = false
+    has_transmission = (length(model[:isf]) > 0)
+    if has_transmission && method.two_phase_gap
+        set_gap(1e-2)
+        large_gap = true
+    else
+        set_gap(method.gap_limit)
+    end
+    while true
+        time_elapsed = time() - initial_time
+        time_remaining = method.time_limit - time_elapsed
+        if time_remaining < 0
+            @info "Time limit exceeded"
+            break
+        end
+        @info @sprintf(
+            "Setting MILP time limit to %.2f seconds",
+            time_remaining
+        )
+        JuMP.set_time_limit_sec(model, time_remaining)
+        @info "Solving MILP..."
+        JuMP.optimize!(model)
+        has_transmission || break
+        violations = _find_violations(
+            model,
+            max_per_line = method.max_violations_per_line,
+            max_per_period = method.max_violations_per_period,
+        )
+        if isempty(violations)
+            @info "No violations found"
+            if large_gap
+                large_gap = false
+                set_gap(method.gap_limit)
+            else
+                break
+            end
+        else
+            _enforce_transmission(model, violations)
+        end
+    end
+    return
+end

src/solution/methods/XaQiWaTh19/structs.jl

@@ -0,0 +1,78 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+import DataStructures: PriorityQueue
+
+"""
+    struct _XaQiWaTh19 <: SolutionMethod
+        time_limit::Float64
+        gap_limit::Float64
+        two_phase_gap::Bool
+    end
+
+Lazy constraint solution method described in:
+
+    Xavier, A. S., Qiu, F., Wang, F., & Thimmapuram, P. R. (2019). Transmission
+    constraint filtering in large-scale security-constrained unit commitment. 
+    IEEE Transactions on Power Systems, 34(3), 2457-2460.
+
+Fields
+=========
+- `time_limit`:
+    the time limit over the entire optimization procedure.
+- `gap_limit`: 
+    the desired relative optimality gap.
+- `two_phase_gap`: 
+    if true, solve the problem with large gap tolerance first, then reduce
+    the gap tolerance when no further violated constraints are found.
+"""
+struct _XaQiWaTh19
+    time_limit::Float64
+    gap_limit::Float64
+    two_phase_gap::Bool
+    max_violations_per_line::Int
+    max_violations_per_period::Int
+
+    function _XaQiWaTh19(;
+        time_limit::Float64,
+        gap_limit::Float64,
+        two_phase_gap::Bool,
+        max_violations_per_line::Int,
+        max_violations_per_period::Int,
+    )
+        return new(
+            time_limit,
+            gap_limit,
+            two_phase_gap,
+            max_violations_per_line,
+            max_violations_per_period,
+        )
+    end
+end
+
+struct _Violation
+    time::Int
+    monitored_line::TransmissionLine
+    outage_line::Union{TransmissionLine,Nothing}
+    amount::Float64
+
+    function _Violation(;
+        time::Int,
+        monitored_line::TransmissionLine,
+        outage_line::Union{TransmissionLine,Nothing},
+        amount::Float64,
+    )
+        return new(time, monitored_line, outage_line, amount)
+    end
+end
+
+mutable struct _ViolationFilter
+    max_per_line::Int
+    max_total::Int
+    queues::Dict{Int,PriorityQueue{_Violation,Float64}}
+
+    function _ViolationFilter(; max_per_line::Int = 1, max_total::Int = 5)
+        return new(max_per_line, max_total, Dict())
+    end
+end

src/solution/optimize.jl

@@ -0,0 +1,23 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+"""
+    function optimize!(model::JuMP.Model)::Nothing
+
+Solve the given unit commitment model. Unlike JuMP.optimize!, this uses more
+advanced methods to accelerate the solution process and to enforce transmission
+and N-1 security constraints.
+"""
+function optimize!(model::JuMP.Model)::Nothing
+    return UnitCommitment.optimize!(
+        model,
+        _XaQiWaTh19(
+            time_limit = 3600.0,
+            gap_limit = 1e-4,
+            two_phase_gap = true,
+            max_violations_per_line = 1,
+            max_violations_per_period = 5,
+        ),
+    )
+end

src/solution/solution.jl

@@ -0,0 +1,65 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+function solution(model::JuMP.Model)::OrderedDict
+    instance, T = model[:instance], model[:instance].time
+    function timeseries(vars, collection)
+        return OrderedDict(
+            b.name => [round(value(vars[b.name, t]), digits = 5) for t in 1:T]
+            for b in collection
+        )
+    end
+    function production_cost(g)
+        return [
+            value(model[:is_on][g.name, t]) * g.min_power_cost[t] + sum(
+                Float64[
+                    value(model[:segprod][g.name, t, k]) *
+                    g.cost_segments[k].cost[t] for
+                    k in 1:length(g.cost_segments)
+                ],
+            ) for t in 1:T
+        ]
+    end
+    function production(g)
+        return [
+            value(model[:is_on][g.name, t]) * g.min_power[t] + sum(
+                Float64[
+                    value(model[:segprod][g.name, t, k]) for
+                    k in 1:length(g.cost_segments)
+                ],
+            ) for t in 1:T
+        ]
+    end
+    function startup_cost(g)
+        S = length(g.startup_categories)
+        return [
+            sum(
+                g.startup_categories[s].cost *
+                value(model[:startup][g.name, t, s]) for s in 1:S
+            ) for t in 1:T
+        ]
+    end
+    sol = OrderedDict()
+    sol["Production (MW)"] =
+        OrderedDict(g.name => production(g) for g in instance.units)
+    sol["Production cost (\$)"] =
+        OrderedDict(g.name => production_cost(g) for g in instance.units)
+    sol["Startup cost (\$)"] =
+        OrderedDict(g.name => startup_cost(g) for g in instance.units)
+    sol["Is on"] = timeseries(model[:is_on], instance.units)
+    sol["Switch on"] = timeseries(model[:switch_on], instance.units)
+    sol["Switch off"] = timeseries(model[:switch_off], instance.units)
+    sol["Reserve (MW)"] = timeseries(model[:reserve], instance.units)
+    sol["Net injection (MW)"] =
+        timeseries(model[:net_injection], instance.buses)
+    sol["Load curtail (MW)"] = timeseries(model[:curtail], instance.buses)
+    if !isempty(instance.lines)
+        sol["Line overflow (MW)"] = timeseries(model[:overflow], instance.lines)
+    end
+    if !isempty(instance.price_sensitive_loads)
+        sol["Price-sensitive loads (MW)"] =
+            timeseries(model[:loads], instance.price_sensitive_loads)
+    end
+    return sol
+end

src/solution/structs.jl

@@ -0,0 +1,5 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+abstract type SolutionMethod end

src/solution/warmstart.jl

@@ -0,0 +1,24 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+function set_warm_start!(model::JuMP.Model, solution::AbstractDict)::Nothing
+    instance, T = model[:instance], model[:instance].time
+    is_on = model[:is_on]
+    prod_above = model[:prod_above]
+    reserve = model[:reserve]
+    for g in instance.units
+        for t in 1:T
+            JuMP.set_start_value(is_on[g.name, t], solution["Is on"][g.name][t])
+            JuMP.set_start_value(
+                switch_on[g.name, t],
+                solution["Switch on"][g.name][t],
+            )
+            JuMP.set_start_value(
+                switch_off[g.name, t],
+                solution["Switch off"][g.name][t],
+            )
+        end
+    end
+    return
+end

src/solution/write.jl

@@ -0,0 +1,10 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+function write(filename::AbstractString, solution::AbstractDict)::Nothing
+    open(filename, "w") do file
+        return JSON.print(file, solution, 2)
+    end
+    return
+end

src/transforms/slice.jl

@@ -0,0 +1,52 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+"""
+    slice(instance, range)
+
+Creates a new instance, with only a subset of the time periods.
+This function does not modify the provided instance. The initial
+conditions are also not modified.
+
+Example
+-------
+
+    # Build a 2-hour UC instance
+    instance = UnitCommitment.read_benchmark("test/case14")
+    modified = UnitCommitment.slice(instance, 1:2)
+
+"""
+function slice(
+    instance::UnitCommitmentInstance,
+    range::UnitRange{Int},
+)::UnitCommitmentInstance
+    modified = deepcopy(instance)
+    modified.time = length(range)
+    modified.power_balance_penalty = modified.power_balance_penalty[range]
+    modified.reserves.spinning = modified.reserves.spinning[range]
+    for u in modified.units
+        u.max_power = u.max_power[range]
+        u.min_power = u.min_power[range]
+        u.must_run = u.must_run[range]
+        u.min_power_cost = u.min_power_cost[range]
+        u.provides_spinning_reserves = u.provides_spinning_reserves[range]
+        for s in u.cost_segments
+            s.mw = s.mw[range]
+            s.cost = s.cost[range]
+        end
+    end
+    for b in modified.buses
+        b.load = b.load[range]
+    end
+    for l in modified.lines
+        l.normal_flow_limit = l.normal_flow_limit[range]
+        l.emergency_flow_limit = l.emergency_flow_limit[range]
+        l.flow_limit_penalty = l.flow_limit_penalty[range]
+    end
+    for ps in modified.price_sensitive_loads
+        ps.demand = ps.demand[range]
+        ps.revenue = ps.revenue[range]
+    end
+    return modified
+end

src/transmission/structs.jl

@@ -0,0 +1,3 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.

src/validation/repair.jl

@@ -0,0 +1,69 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+"""
+    repair!(instance)
+
+Verifies that the given unit commitment instance is valid and automatically
+fixes some validation errors if possible, issuing a warning for each error
+found. If a validation error cannot be automatically fixed, issues an
+exception.
+
+Returns the number of validation errors found.
+"""
+function repair!(instance::UnitCommitmentInstance)::Int
+    n_errors = 0
+
+    for g in instance.units
+
+        # Startup costs and delays must be increasing
+        for s in 2:length(g.startup_categories)
+            if g.startup_categories[s].delay <= g.startup_categories[s-1].delay
+                prev_value = g.startup_categories[s].delay
+                new_value = g.startup_categories[s-1].delay + 1
+                @warn "Generator $(g.name) has non-increasing startup delays (category $s). " *
+                      "Changing delay: $prev_value → $new_value"
+                g.startup_categories[s].delay = new_value
+                n_errors += 1
+            end
+
+            if g.startup_categories[s].cost < g.startup_categories[s-1].cost
+                prev_value = g.startup_categories[s].cost
+                new_value = g.startup_categories[s-1].cost
+                @warn "Generator $(g.name) has decreasing startup cost (category $s). " *
+                      "Changing cost: $prev_value → $new_value"
+                g.startup_categories[s].cost = new_value
+                n_errors += 1
+            end
+        end
+
+        for t in 1:instance.time
+            # Production cost curve should be convex
+            for k in 2:length(g.cost_segments)
+                cost = g.cost_segments[k].cost[t]
+                min_cost = g.cost_segments[k-1].cost[t]
+                if cost < min_cost - 1e-5
+                    @warn "Generator $(g.name) has non-convex production cost curve " *
+                          "(segment $k, time $t). Changing cost: $cost → $min_cost"
+                    g.cost_segments[k].cost[t] = min_cost
+                    n_errors += 1
+                end
+            end
+
+            # Startup limit must be greater than min_power
+            if g.startup_limit < g.min_power[t]
+                new_limit = g.min_power[t]
+                prev_limit = g.startup_limit
+                @warn "Generator $(g.name) has startup limit lower than minimum power. " *
+                      "Changing startup limit: $prev_limit → $new_limit"
+                g.startup_limit = new_limit
+                n_errors += 1
+            end
+        end
+    end
+
+    return n_errors
+end
+
+export repair!

src/validation/validate.jl

@@ -6,70 +6,6 @@ using Printf
 
 bin(x) = [xi > 0.5 for xi in x]
 
-"""
-    repair!(instance)
-
-Verifies that the given unit commitment instance is valid and automatically
-fixes some validation errors if possible, issuing a warning for each error
-found. If a validation error cannot be automatically fixed, issues an
-exception.
-
-Returns the number of validation errors found.
-"""
-function repair!(instance::UnitCommitmentInstance)::Int
-    n_errors = 0
-
-    for g in instance.units
-
-        # Startup costs and delays must be increasing
-        for s in 2:length(g.startup_categories)
-            if g.startup_categories[s].delay <= g.startup_categories[s-1].delay
-                prev_value = g.startup_categories[s].delay
-                new_value = g.startup_categories[s-1].delay + 1
-                @warn "Generator $(g.name) has non-increasing startup delays (category $s). " *
-                      "Changing delay: $prev_value → $new_value"
-                g.startup_categories[s].delay = new_value
-                n_errors += 1
-            end
-
-            if g.startup_categories[s].cost < g.startup_categories[s-1].cost
-                prev_value = g.startup_categories[s].cost
-                new_value = g.startup_categories[s-1].cost
-                @warn "Generator $(g.name) has decreasing startup cost (category $s). " *
-                      "Changing cost: $prev_value → $new_value"
-                g.startup_categories[s].cost = new_value
-                n_errors += 1
-            end
-        end
-
-        for t in 1:instance.time
-            # Production cost curve should be convex
-            for k in 2:length(g.cost_segments)
-                cost = g.cost_segments[k].cost[t]
-                min_cost = g.cost_segments[k-1].cost[t]
-                if cost < min_cost - 1e-5
-                    @warn "Generator $(g.name) has non-convex production cost curve " *
-                          "(segment $k, time $t). Changing cost: $cost → $min_cost"
-                    g.cost_segments[k].cost[t] = min_cost
-                    n_errors += 1
-                end
-            end
-
-            # Startup limit must be greater than min_power
-            if g.startup_limit < g.min_power[t]
-                new_limit = g.min_power[t]
-                prev_limit = g.startup_limit
-                @warn "Generator $(g.name) has startup limit lower than minimum power. " *
-                      "Changing startup limit: $prev_limit → $new_limit"
-                g.startup_limit = new_limit
-                n_errors += 1
-            end
-        end
-    end
-
-    return n_errors
-end
-
 function validate(instance_filename::String, solution_filename::String)
     instance = UnitCommitment.read(instance_filename)
     solution = JSON.parse(open(solution_filename))

test/convert_test.jl

@@ -7,7 +7,7 @@ using UnitCommitment
 @testset "convert" begin
     @testset "EGRET solution" begin
         solution =
-            UnitCommitment._read_egret_solution("fixtures/egret_output.json.gz")
+            UnitCommitment.read_egret_solution("fixtures/egret_output.json.gz")
         for attr in ["Is on", "Production (MW)", "Production cost (\$)"]
             @test attr in keys(solution)
             @test "115_STEAM_1" in keys(solution[attr])

test/instance_test.jl

@@ -149,7 +149,7 @@ using UnitCommitment, LinearAlgebra, Cbc, JuMP, JSON, GZip
 
         # Should be able to build model without errors
         optimizer = optimizer_with_attributes(Cbc.Optimizer, "logLevel" => 0)
-        model = build_model(
+        model = UnitCommitment.build_model(
             instance = modified,
             optimizer = optimizer,
             variable_names = true,

test/model_test.jl

@@ -11,7 +11,7 @@ using UnitCommitment, LinearAlgebra, Cbc, JuMP
             line.normal_flow_limit[t] = 10.0
         end
         optimizer = optimizer_with_attributes(Cbc.Optimizer, "logLevel" => 0)
-        model = build_model(
+        model = UnitCommitment.build_model(
             instance = instance,
             optimizer = optimizer,
             variable_names = true,

test/screening_test.jl

@@ -3,16 +3,17 @@
 # Released under the modified BSD license. See COPYING.md for more details.
 
 using UnitCommitment, Test, LinearAlgebra
-import UnitCommitment: Violation, _offer, _query
+import UnitCommitment: _Violation, _offer, _query
 
 @testset "Screening" begin
-    @testset "Violation filter" begin
+    @testset "_Violation filter" begin
         instance = UnitCommitment.read_benchmark("test/case14")
-        filter = UnitCommitment.ViolationFilter(max_per_line = 1, max_total = 2)
+        filter =
+            UnitCommitment._ViolationFilter(max_per_line = 1, max_total = 2)
 
         _offer(
             filter,
-            Violation(
+            _Violation(
                 time = 1,
                 monitored_line = instance.lines[1],
                 outage_line = nothing,
@@ -21,7 +22,7 @@ import UnitCommitment: Violation, _offer, _query
         )
         _offer(
             filter,
-            Violation(
+            _Violation(
                 time = 1,
                 monitored_line = instance.lines[1],
                 outage_line = instance.lines[1],
@@ -30,7 +31,7 @@ import UnitCommitment: Violation, _offer, _query
         )
         _offer(
             filter,
-            Violation(
+            _Violation(
                 time = 1,
                 monitored_line = instance.lines[1],
                 outage_line = instance.lines[5],
@@ -39,7 +40,7 @@ import UnitCommitment: Violation, _offer, _query
         )
         _offer(
             filter,
-            Violation(
+            _Violation(
                 time = 1,
                 monitored_line = instance.lines[1],
                 outage_line = instance.lines[4],
@@ -48,7 +49,7 @@ import UnitCommitment: Violation, _offer, _query
         )
         _offer(
             filter,
-            Violation(
+            _Violation(
                 time = 1,
                 monitored_line = instance.lines[2],
                 outage_line = instance.lines[1],
@@ -57,7 +58,7 @@ import UnitCommitment: Violation, _offer, _query
         )
         _offer(
             filter,
-            Violation(
+            _Violation(
                 time = 1,
                 monitored_line = instance.lines[2],
                 outage_line = instance.lines[8],
@@ -67,13 +68,13 @@ import UnitCommitment: Violation, _offer, _query
 
         actual = _query(filter)
         expected = [
-            Violation(
+            _Violation(
                 time = 1,
                 monitored_line = instance.lines[2],
                 outage_line = instance.lines[1],
                 amount = 200.0,
             ),
-            Violation(
+            _Violation(
                 time = 1,
                 monitored_line = instance.lines[1],
                 outage_line = instance.lines[5],
@@ -106,6 +107,8 @@ import UnitCommitment: Violation, _offer, _query
             overflow = overflow,
             isf = isf,
             lodf = lodf,
+            max_per_line = 1,
+            max_per_period = 5,
         )
         @test length(violations) == 20
     end