Implement instance randomization

src/UnitCommitment.jl

@@ -48,6 +48,7 @@ include("solution/warmstart.jl")
 include("solution/write.jl")
 include("transform/initcond.jl")
 include("transform/slice.jl")
+include("transform/randomize.jl")
 include("utils/log.jl")
 include("validation/repair.jl")
 include("validation/validate.jl")

src/transform/randomize.jl

@@ -0,0 +1,53 @@
+# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
+# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
+# Released under the modified BSD license. See COPYING.md for more details.
+
+using Distributions
+
+function randomize_unit_costs!(
+    instance::UnitCommitmentInstance;
+    distribution = Uniform(0.95, 1.05),
+)::Nothing
+    for unit in instance.units
+        α = rand(distribution)
+        unit.min_power_cost *= α
+        for k in unit.cost_segments
+            k.cost *= α
+        end
+        for s in unit.startup_categories
+            s.cost *= α
+        end
+    end
+    return
+end
+
+function randomize_load_distribution!(
+    instance::UnitCommitmentInstance;
+    distribution = Uniform(0.90, 1.10),
+)::Nothing
+    α = rand(distribution, length(instance.buses))
+    for t in 1:instance.time
+        total = sum(bus.load[t] for bus in instance.buses)
+        den = sum(
+            bus.load[t] / total * α[i] for
+            (i, bus) in enumerate(instance.buses)
+        )
+        for (i, bus) in enumerate(instance.buses)
+            bus.load[t] *= α[i] / den
+        end
+    end
+    return
+end
+
+function randomize_peak_load!(
+    instance::UnitCommitmentInstance;
+    distribution = Uniform(0.925, 1.075),
+)::Nothing
+    α = rand(distribution)
+    for bus in instance.buses
+        bus.load *= α
+    end
+    return
+end
+
+export randomize_unit_costs!, randomize_load_distribution!, randomize_peak_load!

src/utils/sysimage.jl

@@ -5,12 +5,20 @@
 using PackageCompiler
 
 using DataStructures
+using Distributions
 using JSON
 using JuMP
 using MathOptInterface
 using SparseArrays
 
-pkg = [:DataStructures, :JSON, :JuMP, :MathOptInterface, :SparseArrays]
+pkg = [
+    :DataStructures,
+    :Distributions,
+    :JSON,
+    :JuMP,
+    :MathOptInterface,
+    :SparseArrays,
+]
 
 @info "Building system image..."
 create_sysimage(