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UnitCommitment.jl
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Make papers into modules, instead of structs; add StartupCostsFormulation

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bugfix/formulations
Alinson S. Xavier 4 years ago
parent ecb13dba7c
commit 8cdd88d6de
23 changed files with 181 additions and 97 deletions
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41
benchmark/benchmark.jl
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@ -18,6 +18,17 @@ Pkg.activate(".")
@everywhere using LinearAlgebra
@everywhere using Random
@everywhere import UnitCommitment:
ArrCon2000,
CarArr2006,
DamKucRajAta2016,
Formulation,
Gar1962,
KnuOstWat2018,
MorLatRam2013,
PanGua2016,
XavQiuWanThi2019
@everywhere UnitCommitment._setup_logger()
function main()
@ -59,26 +70,26 @@ function main()
"tejada19/UC_168h_199g",
]
formulations = Dict(
"ArrCon2000" => UnitCommitment.Formulation(
ramping = UnitCommitment.ArrCon2000(),
"ArrCon2000" => Formulation(
ramping = ArrCon2000.Ramping(),
),
"CarArr2006" => UnitCommitment.Formulation(
pwl_costs = UnitCommitment.CarArr2006(),
"CarArr2006" => Formulation(
pwl_costs = CarArr2006.PwlCosts(),
),
"DamKucRajAta2016" => UnitCommitment.Formulation(
ramping = UnitCommitment.DamKucRajAta2016(),
"DamKucRajAta2016" => Formulation(
ramping = DamKucRajAta2016.Ramping(),
),
"Gar1962" => UnitCommitment.Formulation(
pwl_costs = UnitCommitment.Gar1962(),
"Gar1962" => Formulation(
pwl_costs = Gar1962.PwlCosts(),
),
"KnuOstWat2018" => UnitCommitment.Formulation(
pwl_costs = UnitCommitment.KnuOstWat2018(),
"KnuOstWat2018" => Formulation(
pwl_costs = KnuOstWat2018.PwlCosts(),
),
"MorLatRam2013" => UnitCommitment.Formulation(
ramping = UnitCommitment.MorLatRam2013(),
"MorLatRam2013" => Formulation(
ramping = MorLatRam2013.Ramping(),
),
"PanGua2016" => UnitCommitment.Formulation(
ramping = UnitCommitment.PanGua2016(),
"PanGua2016" => Formulation(
ramping = PanGua2016.Ramping(),
),
)
trials = [i for i in 1:5]
@ -138,7 +149,7 @@ end
BLAS.set_num_threads(1)
UnitCommitment.optimize!(
model,
UnitCommitment.XavQiuWanThi2019(
XavQiuWanThi2019.Method(
time_limit = 3600.0,
gap_limit = 1e-4,
),

1
src/UnitCommitment.jl
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@ -32,6 +32,7 @@ include("model/formulations/DamKucRajAta2016/ramp.jl")
include("model/formulations/Gar1962/pwlcosts.jl")
include("model/formulations/KnuOstWat2018/pwlcosts.jl")
include("model/formulations/MorLatRam2013/ramp.jl")
include("model/formulations/MorLatRam2013/scosts.jl")
include("model/formulations/PanGua2016/ramp.jl")
include("model/jumpext.jl")
include("solution/fix.jl")

2
src/model/formulations/ArrCon2000/ramp.jl
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@ -5,7 +5,7 @@
function _add_ramp_eqs!(
model::JuMP.Model,
g::Unit,
formulation::ArrCon2000,
formulation::ArrCon2000.Ramping,
)::Nothing
# TODO: Move upper case constants to model[:instance]
RESERVES_WHEN_START_UP = true

8
src/model/formulations/ArrCon2000/structs.jl
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@ -9,4 +9,10 @@ Formulation described in:
to an electricity spot market. IEEE Transactions on power systems, 15(3),
1098-1104.
"""
struct ArrCon2000 <: RampingFormulation end
module ArrCon2000
import ..RampingFormulation
struct Ramping <: RampingFormulation end
end

2
src/model/formulations/CarArr2006/pwlcosts.jl
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@ -5,7 +5,7 @@
function _add_production_piecewise_linear_eqs!(
model::JuMP.Model,
g::Unit,
formulation::CarArr2006,
formulation::CarArr2006.PwlCosts,
)::Nothing
eq_prod_above_def = _init(model, :eq_prod_above_def)
eq_segprod_limit = _init(model, :eq_segprod_limit)

8
src/model/formulations/CarArr2006/structs.jl
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@ -9,4 +9,10 @@ Formulation described in:
mixed-integer linear formulation for the thermal unit commitment problem.
IEEE Transactions on power systems, 21(3), 1371-1378.
"""
struct CarArr2006 <: PiecewiseLinearCostsFormulation end
module CarArr2006
import ..PiecewiseLinearCostsFormulation
struct PwlCosts <: PiecewiseLinearCostsFormulation end
end

2
src/model/formulations/DamKucRajAta2016/ramp.jl
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@ -5,7 +5,7 @@
function _add_ramp_eqs!(
model::JuMP.Model,
g::Unit,
formulation::DamKucRajAta2016,
formulation::DamKucRajAta2016.Ramping,
)::Nothing
# TODO: Move upper case constants to model[:instance]
RESERVES_WHEN_START_UP = true

8
src/model/formulations/DamKucRajAta2016/structs.jl
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@ -8,4 +8,10 @@ Formulation described in:
Damcı-Kurt, P., Küçükyavuz, S., Rajan, D., & Atamtürk, A. (2016). A polyhedral
study of production ramping. Mathematical Programming, 158(1), 175-205.
"""
struct DamKucRajAta2016 <: RampingFormulation end
module DamKucRajAta2016
import ..RampingFormulation
struct Ramping <: RampingFormulation end
end

2
src/model/formulations/Gar1962/pwlcosts.jl
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@ -5,7 +5,7 @@
function _add_production_piecewise_linear_eqs!(
model::JuMP.Model,
g::Unit,
formulation::Gar1962,
formulation::Gar1962.PwlCosts,
)::Nothing
eq_prod_above_def = _init(model, :eq_prod_above_def)
eq_segprod_limit = _init(model, :eq_segprod_limit)

8
src/model/formulations/Gar1962/structs.jl
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@ -10,4 +10,10 @@ Formulation described in:
of Electrical Engineers. Part III: Power Apparatus and Systems, 81(3), 730-734.
"""
struct Gar1962 <: PiecewiseLinearCostsFormulation end
module Gar1962
import ..PiecewiseLinearCostsFormulation
struct PwlCosts <: PiecewiseLinearCostsFormulation end
end

2
src/model/formulations/KnuOstWat2018/pwlcosts.jl
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@ -5,7 +5,7 @@
function _add_production_piecewise_linear_eqs!(
model::JuMP.Model,
g::Unit,
formulation::KnuOstWat2018,
formulation::KnuOstWat2018.PwlCosts,
)::Nothing
eq_prod_above_def = _init(model, :eq_prod_above_def)
eq_segprod_limit_a = _init(model, :eq_segprod_limit_a)

8
src/model/formulations/KnuOstWat2018/structs.jl
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@ -9,4 +9,10 @@ Formulation described in:
generators in unit commitment. IEEE Transactions on Power Systems, 33(4),
4496-4507.
"""
struct KnuOstWat2018 <: PiecewiseLinearCostsFormulation end
module KnuOstWat2018
import ..PiecewiseLinearCostsFormulation
struct PwlCosts <: PiecewiseLinearCostsFormulation end
end

2
src/model/formulations/MorLatRam2013/ramp.jl
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@ -5,7 +5,7 @@
function _add_ramp_eqs!(
model::JuMP.Model,
g::Unit,
formulation::MorLatRam2013,
formulation::MorLatRam2013.Ramping,
)::Nothing
# TODO: Move upper case constants to model[:instance]
RESERVES_WHEN_START_UP = true

50
src/model/formulations/MorLatRam2013/scosts.jl
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@ -0,0 +1,50 @@
# 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 _add_startup_cost_eqs!(
model::JuMP.Model,
g::Unit,
formulation::MorLatRam2013.StartupCosts,
)::Nothing
eq_startup_choose = _init(model, :eq_startup_choose)
eq_startup_restrict = _init(model, :eq_startup_restrict)
S = length(g.startup_categories)
startup = model[:startup]
for t in 1:model[:instance].time
for s in 1:S
# If unit is switching on, we must choose a startup category
eq_startup_choose[g.name, t, s] = @constraint(
model,
model[:switch_on][g.name, t] ==
sum(startup[g.name, t, s] for s in 1:S)
)
# If unit has not switched off in the last `delay` time periods, startup category is forbidden.
# The last startup category is always allowed.
if s < S
range_start = t - g.startup_categories[s+1].delay + 1
range_end = t - g.startup_categories[s].delay
range = (range_start:range_end)
initial_sum = (
g.initial_status < 0 && (g.initial_status + 1 in range) ? 1.0 : 0.0
)
eq_startup_restrict[g.name, t, s] = @constraint(
model,
startup[g.name, t, s] <=
initial_sum + sum(
model[:switch_off][g.name, i] for i in range if i >= 1
)
)
end
# Objective function terms for start-up costs
add_to_expression!(
model[:obj],
startup[g.name, t, s],
g.startup_categories[s].cost,
)
end
end
return
end

10
src/model/formulations/MorLatRam2013/structs.jl
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@ -9,4 +9,12 @@ Formulation described in:
MILP formulation for the thermal unit commitment problem. IEEE Transactions
on Power Systems, 28(4), 4897-4908.
"""
struct MorLatRam2013 <: RampingFormulation end
module MorLatRam2013
import ..RampingFormulation
import ..StartupCostsFormulation
struct Ramping <: RampingFormulation end
struct StartupCosts <: StartupCostsFormulation end
end

2
src/model/formulations/PanGua2016/ramp.jl
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@ -1,7 +1,7 @@
function _add_ramp_eqs!(
model::JuMP.Model,
g::Unit,
formulation::PanGua2016,
formulation::PanGua2016.Ramping,
)::Nothing
# TODO: Move upper case constants to model[:instance]
RESERVES_WHEN_SHUT_DOWN = true

8
src/model/formulations/PanGua2016/structs.jl
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@ -8,4 +8,10 @@ Formulation described in:
Pan, K., & Guan, Y. (2016). Strong formulations for multistage stochastic
self-scheduling unit commitment. Operations Research, 64(6), 1482-1498.
"""
struct PanGua2016 <: RampingFormulation end
module PanGua2016
import ..RampingFormulation
struct Ramping <: RampingFormulation end
end

9
src/model/formulations/base/structs.jl
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@ -5,18 +5,21 @@
abstract type TransmissionFormulation end
abstract type RampingFormulation end
abstract type PiecewiseLinearCostsFormulation end
abstract type StartupCostsFormulation end
struct Formulation
pwl_costs::PiecewiseLinearCostsFormulation
ramping::RampingFormulation
startup_costs::StartupCostsFormulation
transmission::TransmissionFormulation
function Formulation(;
pwl_costs::PiecewiseLinearCostsFormulation = Gar1962(),
ramping::RampingFormulation = MorLatRam2013(),
pwl_costs::PiecewiseLinearCostsFormulation = Gar1962.PwlCosts(),
ramping::RampingFormulation = MorLatRam2013.Ramping(),
startup_costs::StartupCostsFormulation = MorLatRam2013.StartupCosts(),
transmission::TransmissionFormulation = ShiftFactorsFormulation(),
)
return new(pwl_costs, ramping, transmission)
return new(pwl_costs, ramping, startup_costs, transmission)
end
end

45
src/model/formulations/base/unit.jl
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@ -22,7 +22,7 @@ function _add_unit!(model::JuMP.Model, g::Unit, f::Formulation)
_add_production_limit_eqs!(model, g)
_add_production_piecewise_linear_eqs!(model, g, f.pwl_costs)
_add_ramp_eqs!(model, g, f.ramping)
_add_startup_shutdown_costs_eqs!(model, g)
_add_startup_cost_eqs!(model, g, f.startup_costs)
_add_startup_shutdown_limit_eqs!(model, g)
_add_status_eqs!(model, g)
return
@ -134,49 +134,6 @@ function _add_startup_shutdown_limit_eqs!(model::JuMP.Model, g::Unit)::Nothing
return
end
function _add_startup_shutdown_costs_eqs!(model::JuMP.Model, g::Unit)::Nothing
eq_startup_choose = _init(model, :eq_startup_choose)
eq_startup_restrict = _init(model, :eq_startup_restrict)
S = length(g.startup_categories)
startup = model[:startup]
for t in 1:model[:instance].time
for s in 1:S
# If unit is switching on, we must choose a startup category
eq_startup_choose[g.name, t, s] = @constraint(
model,
model[:switch_on][g.name, t] ==
sum(startup[g.name, t, s] for s in 1:S)
)
# If unit has not switched off in the last `delay` time periods, startup category is forbidden.
# The last startup category is always allowed.
if s < S
range_start = t - g.startup_categories[s+1].delay + 1
range_end = t - g.startup_categories[s].delay
range = (range_start:range_end)
initial_sum = (
g.initial_status < 0 && (g.initial_status + 1 in range) ? 1.0 : 0.0
)
eq_startup_restrict[g.name, t, s] = @constraint(
model,
startup[g.name, t, s] <=
initial_sum + sum(
model[:switch_off][g.name, i] for i in range if i >= 1
)
)
end
# Objective function terms for start-up costs
add_to_expression!(
model[:obj],
startup[g.name, t, s],
g.startup_categories[s].cost,
)
end
end
return
end
function _add_status_vars!(model::JuMP.Model, g::Unit)::Nothing
is_on = _init(model, :is_on)
switch_on = _init(model, :switch_on)

2
src/solution/methods/XavQiuWanThi2019/optimize.jl
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@ -2,7 +2,7 @@
# 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, method::XavQiuWanThi2019)::Nothing
function optimize!(model::JuMP.Model, method::XavQiuWanThi2019.Method)::Nothing
function set_gap(gap)
try
JuMP.set_optimizer_attribute(model, "MIPGap", gap)

25
src/solution/methods/XavQiuWanThi2019/structs.jl
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@ -2,10 +2,18 @@
# 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 XavQiuWanThi2019 <: SolutionMethod
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.
"""
module XavQiuWanThi2019
import ..SolutionMethod
"""
struct Method
time_limit::Float64
gap_limit::Float64
two_phase_gap::Bool
@ -13,12 +21,6 @@ import DataStructures: PriorityQueue
max_violations_per_period::Int
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
------
@ -37,14 +39,14 @@ Fields
formulation per time period.
"""
struct XavQiuWanThi2019
struct Method <: SolutionMethod
time_limit::Float64
gap_limit::Float64
two_phase_gap::Bool
max_violations_per_line::Int
max_violations_per_period::Int
function XavQiuWanThi2019(;
function Method(;
time_limit::Float64 = 86400.0,
gap_limit::Float64 = 1e-3,
two_phase_gap::Bool = true,
@ -60,6 +62,9 @@ struct XavQiuWanThi2019
)
end
end
end
import DataStructures: PriorityQueue
struct _Violation
time::Int

2
src/solution/optimize.jl
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@ -10,5 +10,5 @@ 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, XavQiuWanThi2019())
return UnitCommitment.optimize!(model, XavQiuWanThi2019.Method())
end

31
test/model/formulations_test.jl
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@ -3,7 +3,15 @@
# Released under the modified BSD license. See COPYING.md for more details.
using UnitCommitment
import UnitCommitment: Formulation
import UnitCommitment:
ArrCon2000,
CarArr2006,
DamKucRajAta2016,
Formulation,
Gar1962,
KnuOstWat2018,
MorLatRam2013,
PanGua2016
function _test(formulation::Formulation)::Nothing
instance = UnitCommitment.read_benchmark("matpower/case118/2017-02-01")
@ -12,11 +20,16 @@ function _test(formulation::Formulation)::Nothing
end
@testset "formulations" begin
_test(Formulation(ramping = UnitCommitment.ArrCon2000()))
_test(Formulation(ramping = UnitCommitment.DamKucRajAta2016()))
_test(Formulation(ramping = UnitCommitment.MorLatRam2013()))
_test(Formulation(ramping = UnitCommitment.PanGua2016()))
_test(Formulation(pwl_costs = UnitCommitment.Gar1962()))
_test(Formulation(pwl_costs = UnitCommitment.CarArr2006()))
_test(Formulation(pwl_costs = UnitCommitment.KnuOstWat2018()))
end
_test(Formulation(ramping = ArrCon2000.Ramping()))
_test(Formulation(ramping = DamKucRajAta2016.Ramping()))
_test(
Formulation(
ramping = MorLatRam2013.Ramping(),
startup_costs = MorLatRam2013.StartupCosts(),
),
)
_test(Formulation(ramping = PanGua2016.Ramping()))
_test(Formulation(pwl_costs = Gar1962.PwlCosts()))
_test(Formulation(pwl_costs = CarArr2006.PwlCosts()))
_test(Formulation(pwl_costs = KnuOstWat2018.PwlCosts()))
end
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