Improve docs

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Alinson S. Xavier 3 years ago
parent 18daaf5358
commit 5fef01cd99

@ -1,3 +1,4 @@
[deps] [deps]
Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4" Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
Revise = "295af30f-e4ad-537b-8983-00126c2a3abe"
UnitCommitment = "64606440-39ea-11e9-0f29-3303a1d3d877" UnitCommitment = "64606440-39ea-11e9-0f29-3303a1d3d877"

@ -16,13 +16,15 @@ UnitCommitment.write
```@docs ```@docs
UnitCommitment.slice UnitCommitment.slice
UnitCommitment.randomize! UnitCommitment.randomize!(::UnitCommitment.UnitCommitmentInstance)
generate_initial_conditions! UnitCommitment.generate_initial_conditions!
``` ```
## Formulations ## Formulations
```@docs ```@docs
UnitCommitment.Formulation
UnitCommitment.ShiftFactorsFormulation
UnitCommitment.ArrCon2000 UnitCommitment.ArrCon2000
UnitCommitment.CarArr2006 UnitCommitment.CarArr2006
UnitCommitment.DamKucRajAta2016 UnitCommitment.DamKucRajAta2016
@ -36,13 +38,11 @@ UnitCommitment.WanHob2016
## Solution Methods ## Solution Methods
```@docs ```@docs
UnitCommitment.XavQiuWanThi2019
UnitCommitment.XavQiuWanThi2019.Method UnitCommitment.XavQiuWanThi2019.Method
``` ```
## Randomization Methods ## Randomization Methods
```@docs ```@docs
UnitCommitment.XavQiuAhm2021
UnitCommitment.XavQiuAhm2021.Randomization UnitCommitment.XavQiuAhm2021.Randomization
``` ```

@ -13,15 +13,13 @@ const INSTANCES_URL = "https://axavier.org/UnitCommitment.jl/0.3/instances"
""" """
read_benchmark(name::AbstractString)::UnitCommitmentInstance read_benchmark(name::AbstractString)::UnitCommitmentInstance
Read one of the benchmark unit commitment instances included in the package. Read one of the benchmark instances included in the package. See
See "Instances" section of the documentation for the entire list of benchmark [Instances](instances.md) for the entire list of benchmark instances available.
instances available.
Example # Example
------- ```julia
instance = UnitCommitment.read_benchmark("matpower/case3375wp/2017-02-01")
import UnitCommitment ```
instance = UnitCommitment.read_benchmark("matpower/case3375wp/2017-02-01")
""" """
function read_benchmark( function read_benchmark(
name::AbstractString; name::AbstractString;
@ -48,13 +46,13 @@ end
""" """
read(path::AbstractString)::UnitCommitmentInstance read(path::AbstractString)::UnitCommitmentInstance
Read a unit commitment instance from a file. The file may be gzipped. Read instance from a file. The file may be gzipped.
Example # Example
-------
import UnitCommitment ```julia
instance = UnitCommitment.read("/path/to/input.json.gz") instance = UnitCommitment.read("/path/to/input.json.gz")
```
""" """
function read(path::AbstractString)::UnitCommitmentInstance function read(path::AbstractString)::UnitCommitmentInstance
if endswith(path, ".gz") if endswith(path, ".gz")

@ -9,22 +9,59 @@ import JuMP: value, fix, set_name
function build_model(; function build_model(;
instance::UnitCommitmentInstance, instance::UnitCommitmentInstance,
optimizer = nothing, optimizer = nothing,
formulation = Formulation(),
variable_names::Bool = false, variable_names::Bool = false,
)::JuMP.Model )::JuMP.Model
Build the JuMP model corresponding to the given unit commitment instance. Build the JuMP model corresponding to the given unit commitment instance.
Arguments Arguments
========= ---------
- `instance`: - `instance`:
the instance. the instance.
- `optimizer`: - `optimizer`:
the optimizer factory that should be attached to this model (e.g. Cbc.Optimizer). the optimizer factory that should be attached to this model (e.g. Cbc.Optimizer).
If not provided, no optimizer will be attached. If not provided, no optimizer will be attached.
- `formulation`:
the MIP formulation to use. By default, uses a formulation that combines
modeling components from different publications that provides good
performance across a wide variety of instances. An alternative formulation
may also be provided.
- `variable_names`: - `variable_names`:
If true, set variable and constraint names. Important if the model is going 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 to be exported to an MPS file. For large models, this can take significant
time, so it's disabled by default. time, so it's disabled by default.
Examples
--------
```julia
# Read benchmark instance
instance = UnitCommitment.read_benchmark("matpower/case118/2017-02-01")
# Construct model (using state-of-the-art defaults)
model = UnitCommitment.build_model(
instance = instance,
optimizer = Cbc.Optimizer,
)
# Construct model (using customized formulation)
model = UnitCommitment.build_model(
instance = instance,
optimizer = Cbc.Optimizer,
formulation = Formulation(
pwl_costs = KnuOstWat2018.PwlCosts(),
ramping = MorLatRam2013.Ramping(),
startup_costs = MorLatRam2013.StartupCosts(),
transmission = ShiftFactorsFormulation(
isf_cutoff = 0.005,
lodf_cutoff = 0.001,
),
),
)
```
""" """
function build_model(; function build_model(;
instance::UnitCommitmentInstance, instance::UnitCommitmentInstance,

@ -9,6 +9,27 @@ abstract type StartupCostsFormulation end
abstract type StatusVarsFormulation end abstract type StatusVarsFormulation end
abstract type ProductionVarsFormulation end abstract type ProductionVarsFormulation end
"""
struct Formulation
prod_vars::ProductionVarsFormulation
pwl_costs::PiecewiseLinearCostsFormulation
ramping::RampingFormulation
startup_costs::StartupCostsFormulation
status_vars::StatusVarsFormulation
transmission::TransmissionFormulation
end
Struct provided to `build_model` that holds various formulation components.
# Fields
- `prod_vars`: Formulation for the production decision variables
- `pwl_costs`: Formulation for the piecewise linear costs
- `ramping`: Formulation for ramping constraints
- `startup_costs`: Formulation for time-dependent start-up costs
- `status_vars`: Formulation for the status variables (e.g. `is_on`, `is_off`)
- `transmission`: Formulation for transmission and N-1 security constraints
"""
struct Formulation struct Formulation
prod_vars::ProductionVarsFormulation prod_vars::ProductionVarsFormulation
pwl_costs::PiecewiseLinearCostsFormulation pwl_costs::PiecewiseLinearCostsFormulation
@ -38,10 +59,10 @@ end
""" """
struct ShiftFactorsFormulation <: TransmissionFormulation struct ShiftFactorsFormulation <: TransmissionFormulation
isf_cutoff::Float64 isf_cutoff::Float64 = 0.005
lodf_cutoff::Float64 lodf_cutoff::Float64 = 0.001
precomputed_isf::Union{Nothing,Matrix{Float64}} precomputed_isf=nothing
precomputed_lodf::Union{Nothing,Matrix{Float64}} precomputed_lodf=nothing
end end
Transmission formulation based on Injection Shift Factors (ISF) and Line Transmission formulation based on Injection Shift Factors (ISF) and Line
@ -49,15 +70,15 @@ Outage Distribution Factors (LODF). Constraints are enforced in a lazy way.
Arguments Arguments
--------- ---------
- `precomputed_isf::Union{Matrix{Float64},Nothing} = nothing`: - `precomputed_isf`:
the injection shift factors matrix. If not provided, it will be computed. the injection shift factors matrix. If not provided, it will be computed.
- `precomputed_lodf::Union{Matrix{Float64},Nothing} = nothing`: - `precomputed_lodf`:
the line outage distribution factors matrix. If not provided, it will be the line outage distribution factors matrix. If not provided, it will be
computed. computed.
- `isf_cutoff::Float64 = 0.005`: - `isf_cutoff`:
the cutoff that should be applied to the ISF matrix. Entries with magnitude the cutoff that should be applied to the ISF matrix. Entries with magnitude
smaller than this value will be set to zero. smaller than this value will be set to zero.
- `lodf_cutoff::Float64 = 0.001`: - `lodf_cutoff`:
the cutoff that should be applied to the LODF matrix. Entries with magnitude the cutoff that should be applied to the LODF matrix. Entries with magnitude
smaller than this value will be set to zero. smaller than this value will be set to zero.
""" """

@ -2,14 +2,6 @@
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
"""
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.
DOI: https://doi.org/10.1109/TPWRS.2019.2892620
"""
module XavQiuWanThi2019 module XavQiuWanThi2019
import ..SolutionMethod import ..SolutionMethod
""" """
@ -21,6 +13,13 @@ import ..SolutionMethod
max_violations_per_period::Int max_violations_per_period::Int
end 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.
DOI: https://doi.org/10.1109/TPWRS.2019.2892620
Fields Fields
------ ------

@ -3,9 +3,9 @@
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
""" """
function optimize!(model::JuMP.Model)::Nothing optimize!(model::JuMP.Model)::Nothing
Solve the given unit commitment model. Unlike JuMP.optimize!, this uses more Solve the given unit commitment model. Unlike `JuMP.optimize!`, this uses more
advanced methods to accelerate the solution process and to enforce transmission advanced methods to accelerate the solution process and to enforce transmission
and N-1 security constraints. and N-1 security constraints.
""" """

@ -2,6 +2,18 @@
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
"""
solution(model::JuMP.Model)::OrderedDict
Extracts the optimal solution from the UC.jl model. The model must be solved beforehand.
# Example
```julia
UnitCommitment.optimize!(model)
solution = UnitCommitment.solution(model)
```
"""
function solution(model::JuMP.Model)::OrderedDict function solution(model::JuMP.Model)::OrderedDict
instance, T = model[:instance], model[:instance].time instance, T = model[:instance], model[:instance].time
function timeseries(vars, collection) function timeseries(vars, collection)

@ -2,6 +2,18 @@
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
"""
write(filename::AbstractString, solution::AbstractDict)::Nothing
Write the given solution to a JSON file.
# Example
```julia
solution = UnitCommitment.solution(model)
UnitCommitment.write("/tmp/output.json", solution)
```
"""
function write(filename::AbstractString, solution::AbstractDict)::Nothing function write(filename::AbstractString, solution::AbstractDict)::Nothing
open(filename, "w") do file open(filename, "w") do file
return JSON.print(file, solution, 2) return JSON.print(file, solution, 2)

@ -2,13 +2,6 @@
# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
"""
Methods described in:
Xavier, Álinson S., Feng Qiu, and Shabbir Ahmed. "Learning to solve
large-scale security-constrained unit commitment problems." INFORMS
Journal on Computing 33.2 (2021): 739-756. DOI: 10.1287/ijoc.2020.0976
"""
module XavQiuAhm2021 module XavQiuAhm2021
using Distributions using Distributions
@ -55,6 +48,13 @@ load profile, as follows:
The default parameters were obtained based on an analysis of publicly available The default parameters were obtained based on an analysis of publicly available
bid and hourly data from PJM, corresponding to the month of January, 2017. For bid and hourly data from PJM, corresponding to the month of January, 2017. For
more details, see Section 4.2 of the paper. more details, see Section 4.2 of the paper.
# References
- **Xavier, Álinson S., Feng Qiu, and Shabbir Ahmed.** *"Learning to solve
large-scale security-constrained unit commitment problems."* INFORMS Journal
on Computing 33.2 (2021): 739-756. DOI: 10.1287/ijoc.2020.0976
""" """
Base.@kwdef struct Randomization Base.@kwdef struct Randomization
cost = Uniform(0.95, 1.05) cost = Uniform(0.95, 1.05)
@ -212,4 +212,31 @@ function randomize!(
return return
end end
"""
function randomize!(
instance::UnitCommitmentInstance;
method = UnitCommitment.XavQiuAhm2021.Randomization();
rng = MersenneTwister(),
)::Nothing
Randomizes instance parameters according to the provided randomization method.
# Example
```julia
instance = UnitCommitment.read_benchmark("matpower/case118/2017-02-01")
UnitCommitment.randomize!(instance)
model = UnitCommitment.build_model(; instance)
```
"""
function randomize!(
instance::UnitCommitment.UnitCommitmentInstance;
method = XavQiuAhm2021.Randomization(),
rng = MersenneTwister(),
)::Nothing
randomize!(instance, method; rng)
return
end
export randomize! export randomize!

@ -12,10 +12,11 @@ conditions are also not modified.
Example Example
------- -------
# Build a 2-hour UC instance ```julia
instance = UnitCommitment.read_benchmark("test/case14") # Build a 2-hour UC instance
modified = UnitCommitment.slice(instance, 1:2) instance = UnitCommitment.read_benchmark("matpower/case118/2017-02-01")
modified = UnitCommitment.slice(instance, 1:2)
```
""" """
function slice( function slice(
instance::UnitCommitmentInstance, instance::UnitCommitmentInstance,

@ -30,7 +30,9 @@ test_approx(x, y) = @test isapprox(x, y, atol = 1e-3)
randomize!( randomize!(
instance, instance,
XavQiuAhm2021.Randomization(randomize_load_profile = false), method = XavQiuAhm2021.Randomization(
randomize_load_profile = false,
),
rng = MersenneTwister(42), rng = MersenneTwister(42),
) )

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