ANL-CEEESA/UnitCommitment.jl
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This commit is contained in:
Alinson S. Xavier
2021-05-27 21:37:38 -05:00
parent fb9221b8fb
commit 9224cd2efb
21 changed files with 922 additions and 762 deletions
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16
src/UnitCommitment.jl
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@@ -3,12 +3,12 @@
# Released under the modified BSD license. See COPYING.md for more details.
module UnitCommitment
include("log.jl")
include("instance.jl")
include("screening.jl")
include("model.jl")
include("sensitivity.jl")
include("validate.jl")
include("convert.jl")
include("initcond.jl")
include("log.jl")
include("instance.jl")
include("screening.jl")
include("model.jl")
include("sensitivity.jl")
include("validate.jl")
include("convert.jl")
include("initcond.jl")
end

12
src/convert.jl
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@@ -10,20 +10,20 @@ function _read_json(path::String)::OrderedDict
else
file = open(path)
end
return JSON.parse(file, dicttype=()->DefaultOrderedDict(nothing))
return JSON.parse(file, dicttype = () -> DefaultOrderedDict(nothing))
end
function _read_egret_solution(path::String)::OrderedDict
egret = _read_json(path)
T = length(egret["system"]["time_keys"])
solution = OrderedDict()
is_on = solution["Is on"] = OrderedDict()
production = solution["Production (MW)"] = OrderedDict()
reserve = solution["Reserve (MW)"] = OrderedDict()
production_cost = solution["Production cost (\$)"] = OrderedDict()
startup_cost = solution["Startup cost (\$)"] = OrderedDict()
for (gen_name, gen_dict) in egret["elements"]["generator"]
if endswith(gen_name, "_T") || endswith(gen_name, "_R")
gen_name = gen_name[1:end-2]
@@ -39,18 +39,18 @@ function _read_egret_solution(path::String)::OrderedDict
else
reserve[gen_name] = zeros(T)
end
startup_cost[gen_name] = zeros(T)
startup_cost[gen_name] = zeros(T)
production_cost[gen_name] = zeros(T)
if "commitment_cost" in keys(gen_dict)
for t in 1:T
x = gen_dict["commitment"]["values"][t]
commitment_cost = gen_dict["commitment_cost"]["values"][t]
prod_above_cost = gen_dict["production_cost"]["values"][t]
prod_base_cost = gen_dict["p_cost"]["values"][1][2] * x
prod_base_cost = gen_dict["p_cost"]["values"][1][2] * x
startup_cost[gen_name][t] = commitment_cost - prod_base_cost
production_cost[gen_name][t] = prod_above_cost + prod_base_cost
end
end
end
return solution
end
end

36
src/initcond.jl
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@@ -19,33 +19,31 @@ function generate_initial_conditions!(
B = instance.buses
t = 1
mip = JuMP.Model(optimizer)
# Decision variables
@variable(mip, x[G], Bin)
@variable(mip, p[G] >= 0)
# Constraint: Minimum power
@constraint(mip,
min_power[g in G],
p[g] >= g.min_power[t] * x[g])
@constraint(mip, min_power[g in G], p[g] >= g.min_power[t] * x[g])
# Constraint: Maximum power
@constraint(mip,
max_power[g in G],
p[g] <= g.max_power[t] * x[g])
@constraint(mip, max_power[g in G], p[g] <= g.max_power[t] * x[g])
# Constraint: Production equals demand
@constraint(mip,
power_balance,
sum(b.load[t] for b in B) == sum(p[g] for g in G))
@constraint(
mip,
power_balance,
sum(b.load[t] for b in B) == sum(p[g] for g in G)
)
# Constraint: Must run
for g in G
if g.must_run[t]
@constraint(mip, x[g] == 1)
end
end
# Objective function
function cost_slope(g)
mw = g.min_power[t]
@@ -60,12 +58,10 @@ function generate_initial_conditions!(
return c / mw
end
end
@objective(mip,
Min,
sum(p[g] * cost_slope(g) for g in G))
@objective(mip, Min, sum(p[g] * cost_slope(g) for g in G))
JuMP.optimize!(mip)
for g in G
if JuMP.value(x[g]) > 0
g.initial_power = JuMP.value(p[g])

142
src/instance.jl
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@@ -8,7 +8,6 @@ using DataStructures
using GZip
import Base: getindex, time
mutable struct Bus
name::String
offset::Int
@@ -17,19 +16,16 @@ mutable struct Bus
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
@@ -50,7 +46,6 @@ mutable struct Unit
startup_categories::Vector{StartupCategory}
end
mutable struct TransmissionLine
name::String
offset::Int
@@ -63,19 +58,16 @@ mutable struct TransmissionLine
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
@@ -83,7 +75,6 @@ mutable struct PriceSensitiveLoad
revenue::Vector{Float64}
end
mutable struct UnitCommitmentInstance
time::Int
power_balance_penalty::Vector{Float64}
@@ -95,25 +86,26 @@ mutable struct UnitCommitmentInstance
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, "$(length(instance.price_sensitive_loads)) price sensitive loads, ")
print(
io,
"$(length(instance.price_sensitive_loads)) price sensitive loads, ",
)
print(io, "$(instance.time) time steps")
print(io, ")")
return
end
function read_benchmark(name::AbstractString) :: UnitCommitmentInstance
function read_benchmark(name::AbstractString)::UnitCommitmentInstance
basedir = dirname(@__FILE__)
return UnitCommitment.read("$basedir/../instances/$name.json.gz")
end
function read(path::AbstractString)::UnitCommitmentInstance
if endswith(path, ".gz")
return _read(gzopen(path))
@@ -122,50 +114,51 @@ function read(path::AbstractString)::UnitCommitmentInstance
end
end
function _read(file::IO)::UnitCommitmentInstance
return _from_json(JSON.parse(file, dicttype=()->DefaultOrderedDict(nothing)))
return _from_json(
JSON.parse(file, dicttype = () -> DefaultOrderedDict(nothing)),
)
end
function _from_json(json; repair=true)
function _from_json(json; repair = true)
units = Unit[]
buses = Bus[]
contingencies = Contingency[]
lines = TransmissionLine[]
loads = PriceSensitiveLoad[]
function scalar(x; default=nothing)
function scalar(x; default = nothing)
x !== nothing || return default
x
return x
end
time_horizon = json["Parameters"]["Time (h)"]
if time_horizon === nothing
time_horizon = json["Parameters"]["Time horizon (h)"]
end
time_horizon !== nothing || error("Missing required parameter: Time horizon (h)")
time_step = scalar(json["Parameters"]["Time step (min)"], default=60)
(60 % time_step == 0) || error("Time step $time_step is not a divisor of 60")
time_horizon !== nothing || error("Missing parameter: Time horizon (h)")
time_step = scalar(json["Parameters"]["Time step (min)"], default = 60)
(60 % time_step == 0) ||
error("Time step $time_step is not a divisor of 60")
time_multiplier = 60 ÷ time_step
T = time_horizon * time_multiplier
name_to_bus = Dict{String, Bus}()
name_to_line = Dict{String, TransmissionLine}()
name_to_unit = Dict{String, Unit}()
function timeseries(x; default=nothing)
name_to_bus = Dict{String,Bus}()
name_to_line = Dict{String,TransmissionLine}()
name_to_unit = Dict{String,Unit}()
function timeseries(x; default = nothing)
x !== nothing || return default
x isa Array || return [x for t in 1:T]
return x
end
# Read parameters
power_balance_penalty = timeseries(
json["Parameters"]["Power balance penalty (\$/MW)"],
default=[1000.0 for t in 1:T],
default = [1000.0 for t in 1:T],
)
# Read buses
for (bus_name, dict) in json["Buses"]
bus = Bus(
@@ -178,15 +171,19 @@ function _from_json(json; repair=true)
name_to_bus[bus_name] = bus
push!(buses, bus)
end
# Read units
for (unit_name, dict) in json["Generators"]
bus = name_to_bus[dict["Bus"]]
# Read production cost curve
K = length(dict["Production cost curve (MW)"])
curve_mw = hcat([timeseries(dict["Production cost curve (MW)"][k]) for k in 1:K]...)
curve_cost = hcat([timeseries(dict["Production cost curve (\$)"][k]) for k in 1:K]...)
curve_mw = hcat(
[timeseries(dict["Production cost curve (MW)"][k]) for k in 1:K]...,
)
curve_cost = hcat(
[timeseries(dict["Production cost curve (\$)"][k]) for k in 1:K]...,
)
min_power = curve_mw[:, 1]
max_power = curve_mw[:, K]
min_power_cost = curve_cost[:, 1]
@@ -194,13 +191,13 @@ function _from_json(json; repair=true)
for k in 2:K
amount = curve_mw[:, k] - curve_mw[:, k-1]
cost = (curve_cost[:, k] - curve_cost[:, k-1]) ./ amount
replace!(cost, NaN=>0.0)
replace!(cost, NaN => 0.0)
push!(segments, CostSegment(amount, cost))
end
# Read startup costs
startup_delays = scalar(dict["Startup delays (h)"], default=[1])
startup_costs = scalar(dict["Startup costs (\$)"], default=[0.])
startup_delays = scalar(dict["Startup delays (h)"], default = [1])
startup_costs = scalar(dict["Startup costs (\$)"], default = [0.0])
startup_categories = StartupCategory[]
for k in 1:length(startup_delays)
push!(
@@ -211,40 +208,43 @@ function _from_json(json; repair=true)
),
)
end
# Read and validate initial conditions
initial_power = scalar(dict["Initial power (MW)"], default=nothing)
initial_status = scalar(dict["Initial status (h)"], default=nothing)
initial_power = scalar(dict["Initial power (MW)"], default = nothing)
initial_status = scalar(dict["Initial status (h)"], default = nothing)
if initial_power === nothing
initial_status === nothing || error("unit $unit_name has initial status but no initial power")
initial_status === nothing ||
error("unit $unit_name has initial status but no initial power")
else
initial_status !== nothing || error("unit $unit_name has initial power but no initial status")
initial_status != 0 || error("unit $unit_name has invalid initial status")
initial_status !== nothing ||
error("unit $unit_name has initial power but no initial status")
initial_status != 0 ||
error("unit $unit_name has invalid initial status")
if initial_status < 0 && initial_power > 1e-3
error("unit $unit_name has invalid initial power")
end
initial_status *= time_multiplier
end
unit = Unit(
unit_name,
bus,
max_power,
min_power,
timeseries(dict["Must run?"], default=[false for t in 1:T]),
timeseries(dict["Must run?"], default = [false for t in 1:T]),
min_power_cost,
segments,
scalar(dict["Minimum uptime (h)"], default=1) * time_multiplier,
scalar(dict["Minimum downtime (h)"], default=1) * time_multiplier,
scalar(dict["Ramp up limit (MW)"], default=1e6),
scalar(dict["Ramp down limit (MW)"], default=1e6),
scalar(dict["Startup limit (MW)"], default=1e6),
scalar(dict["Shutdown limit (MW)"], default=1e6),
scalar(dict["Minimum uptime (h)"], default = 1) * time_multiplier,
scalar(dict["Minimum downtime (h)"], default = 1) * time_multiplier,
scalar(dict["Ramp up limit (MW)"], default = 1e6),
scalar(dict["Ramp down limit (MW)"], default = 1e6),
scalar(dict["Startup limit (MW)"], default = 1e6),
scalar(dict["Shutdown limit (MW)"], default = 1e6),
initial_status,
initial_power,
timeseries(
dict["Provides spinning reserves?"],
default=[true for t in 1:T],
default = [true for t in 1:T],
),
startup_categories,
)
@@ -252,16 +252,14 @@ function _from_json(json; repair=true)
name_to_unit[unit_name] = unit
push!(units, unit)
end
# Read reserves
reserves = Reserves(zeros(T))
if "Reserves" in keys(json)
reserves.spinning = timeseries(
json["Reserves"]["Spinning (MW)"],
default=zeros(T),
)
reserves.spinning =
timeseries(json["Reserves"]["Spinning (MW)"], default = zeros(T))
end
# Read transmission lines
if "Transmission lines" in keys(json)
for (line_name, dict) in json["Transmission lines"]
@@ -274,38 +272,40 @@ function _from_json(json; repair=true)
scalar(dict["Susceptance (S)"]),
timeseries(
dict["Normal flow limit (MW)"],
default=[1e8 for t in 1:T],
default = [1e8 for t in 1:T],
),
timeseries(
dict["Emergency flow limit (MW)"],
default=[1e8 for t in 1:T],
default = [1e8 for t in 1:T],
),
timeseries(
dict["Flow limit penalty (\$/MW)"],
default=[5000.0 for t in 1:T],
default = [5000.0 for t in 1:T],
),
)
name_to_line[line_name] = line
push!(lines, line)
end
end
# Read contingencies
if "Contingencies" in keys(json)
for (cont_name, dict) in json["Contingencies"]
affected_units = Unit[]
affected_lines = TransmissionLine[]
if "Affected lines" in keys(dict)
affected_lines = [name_to_line[l] for l in dict["Affected lines"]]
affected_lines =
[name_to_line[l] for l in dict["Affected lines"]]
end
if "Affected units" in keys(dict)
affected_units = [name_to_unit[u] for u in dict["Affected units"]]
affected_units =
[name_to_unit[u] for u in dict["Affected units"]]
end
cont = Contingency(cont_name, affected_lines, affected_units)
push!(contingencies, cont)
end
end
# Read price-sensitive loads
if "Price-sensitive loads" in keys(json)
for (load_name, dict) in json["Price-sensitive loads"]
@@ -320,7 +320,7 @@ function _from_json(json; repair=true)
push!(loads, load)
end
end
instance = UnitCommitmentInstance(
T,
power_balance_penalty,
@@ -337,7 +337,6 @@ function _from_json(json; repair=true)
return instance
end
"""
slice(instance, range)
@@ -387,5 +386,4 @@ function slice(
return modified
end
export UnitCommitmentInstance

44
src/log.jl
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@@ -7,35 +7,37 @@ using Base.CoreLogging, Logging, Printf
struct TimeLogger <: AbstractLogger
initial_time::Float64
file::Union{Nothing, IOStream}
screen_log_level
io_log_level
file::Union{Nothing,IOStream}
screen_log_level::Any
io_log_level::Any
end
function TimeLogger(;
initial_time::Float64,
file::Union{Nothing, IOStream} = nothing,
screen_log_level = CoreLogging.Info,
io_log_level = CoreLogging.Info,
) :: TimeLogger
initial_time::Float64,
file::Union{Nothing,IOStream} = nothing,
screen_log_level = CoreLogging.Info,
io_log_level = CoreLogging.Info,
)::TimeLogger
return TimeLogger(initial_time, file, screen_log_level, io_log_level)
end
min_enabled_level(logger::TimeLogger) = logger.io_log_level
shouldlog(logger::TimeLogger, level, _module, group, id) = true
function handle_message(logger::TimeLogger,
level,
message,
_module,
group,
id,
filepath,
line;
kwargs...)
function handle_message(
logger::TimeLogger,
level,
message,
_module,
group,
id,
filepath,
line;
kwargs...,
)
elapsed_time = time() - logger.initial_time
time_string = @sprintf("[%12.3f] ", elapsed_time)
if level >= Logging.Error
color = :light_red
elseif level >= Logging.Warn
@@ -43,9 +45,9 @@ function handle_message(logger::TimeLogger,
else
color = :light_green
end
if level >= logger.screen_log_level
printstyled(time_string, color=color)
printstyled(time_string, color = color)
println(message)
end
if logger.file !== nothing && level >= logger.io_log_level
@@ -58,5 +60,5 @@ end
function _setup_logger()
initial_time = time()
global_logger(TimeLogger(initial_time=initial_time))
return global_logger(TimeLogger(initial_time = initial_time))
end

546
src/model.jl
View File

@@ -5,15 +5,14 @@
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 value(x::Float64)
x
return x
end
function fix(x::Float64, v::Float64; force)
abs(x - v) < 1e-6 || error("Value mismatch: $x != $v")
return abs(x - v) < 1e-6 || error("Value mismatch: $x != $v")
end
function set_name(x::Float64, n::String)
@@ -21,20 +20,19 @@ function set_name(x::Float64, n::String)
end
function build_model(;
filename::Union{String, Nothing}=nothing,
instance::Union{UnitCommitmentInstance, Nothing}=nothing,
isf::Union{Matrix{Float64}, Nothing}=nothing,
lodf::Union{Matrix{Float64}, Nothing}=nothing,
isf_cutoff::Float64=0.005,
lodf_cutoff::Float64=0.001,
optimizer=nothing,
variable_names::Bool=false,
filename::Union{String,Nothing} = nothing,
instance::Union{UnitCommitmentInstance,Nothing} = nothing,
isf::Union{Matrix{Float64},Nothing} = nothing,
lodf::Union{Matrix{Float64},Nothing} = nothing,
isf_cutoff::Float64 = 0.005,
lodf_cutoff::Float64 = 0.001,
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
@@ -42,7 +40,7 @@ function build_model(;
end
@info @sprintf("Read problem in %.2f seconds", time_read)
end
if length(instance.buses) == 1
isf = zeros(0, 0)
lodf = zeros(0, 0)
@@ -51,25 +49,29 @@ function build_model(;
@info "Computing injection shift factors..."
time_isf = @elapsed begin
isf = UnitCommitment._injection_shift_factors(
lines=instance.lines,
buses=instance.buses,
lines = instance.lines,
buses = instance.buses,
)
end
@info @sprintf("Computed ISF in %.2f seconds", time_isf)
@info "Computing line outage factors..."
time_lodf = @elapsed begin
lodf = UnitCommitment._line_outage_factors(
lines=instance.lines,
buses=instance.buses,
isf=isf,
lines = instance.lines,
buses = instance.buses,
isf = isf,
)
end
@info @sprintf("Computed LODF in %.2f seconds", time_lodf)
@info @sprintf("Applying PTDF and LODF cutoffs (%.5f, %.5f)", isf_cutoff, lodf_cutoff)
isf[abs.(isf) .< isf_cutoff] .= 0
lodf[abs.(lodf) .< lodf_cutoff] .= 0
@info @sprintf(
"Applying PTDF and LODF cutoffs (%.5f, %.5f)",
isf_cutoff,
lodf_cutoff
)
isf[abs.(isf).<isf_cutoff] .= 0
lodf[abs.(lodf).<lodf_cutoff] .= 0
end
end
@@ -138,21 +140,19 @@ function build_model(;
if variable_names
_set_names!(model)
end
return model
end
function _add_transmission_line!(model, lm)
obj, T = model[:obj], model[:instance].time
overflow = model[:overflow]
for t in 1:T
v = overflow[lm.name, t] = @variable(model, lower_bound=0)
v = overflow[lm.name, t] = @variable(model, lower_bound = 0)
add_to_expression!(obj, v, lm.flow_limit_penalty[t])
end
end
function _add_bus!(model::JuMP.Model, b::Bus)
mip = model
net_injection = model[:expr_net_injection]
@@ -161,12 +161,13 @@ function _add_bus!(model::JuMP.Model, b::Bus)
for t in 1:model[:instance].time
# Fixed load
net_injection[b.name, t] = AffExpr(-b.load[t])
# Reserves
reserve[b.name, t] = AffExpr()
# Load curtailment
curtail[b.name, t] = @variable(mip, lower_bound=0, upper_bound=b.load[t])
# Load curtailment
curtail[b.name, t] =
@variable(mip, lower_bound = 0, upper_bound = b.load[t])
add_to_expression!(net_injection[b.name, t], curtail[b.name, t], 1.0)
add_to_expression!(
model[:obj],
@@ -176,24 +177,27 @@ function _add_bus!(model::JuMP.Model, b::Bus)
end
end
function _add_price_sensitive_load!(model::JuMP.Model, ps::PriceSensitiveLoad)
mip = model
loads = model[:loads]
net_injection = model[:expr_net_injection]
for t in 1:model[:instance].time
# Decision variable
loads[ps.name, t] = @variable(mip, lower_bound=0, upper_bound=ps.demand[t])
loads[ps.name, t] =
@variable(mip, lower_bound = 0, upper_bound = ps.demand[t])
# Objective function terms
add_to_expression!(model[:obj], loads[ps.name, t], -ps.revenue[t])
# Net injection
add_to_expression!(net_injection[ps.bus.name, t], loads[ps.name, t], -1.0)
add_to_expression!(
net_injection[ps.bus.name, t],
loads[ps.name, t],
-1.0,
)
end
end
function _add_unit!(model::JuMP.Model, g::Unit)
mip, T = model, model[:instance].time
gi, K, S = g.name, length(g.cost_segments), length(g.startup_categories)
@@ -207,11 +211,11 @@ function _add_unit!(model::JuMP.Model, g::Unit)
switch_off = model[:switch_off]
expr_net_injection = model[:expr_net_injection]
expr_reserve = model[:expr_reserve]
if !all(g.must_run) && any(g.must_run)
error("Partially must-run units are not currently supported")
end
if g.initial_power === nothing || g.initial_status === nothing
error("Initial conditions for $(g.name) must be provided")
end
@@ -221,25 +225,25 @@ function _add_unit!(model::JuMP.Model, g::Unit)
# Decision variables
for t in 1:T
for k in 1:K
segprod[gi, t, k] = @variable(model, lower_bound=0)
segprod[gi, t, k] = @variable(model, lower_bound = 0)
end
prod_above[gi, t] = @variable(model, lower_bound=0)
prod_above[gi, t] = @variable(model, lower_bound = 0)
if g.provides_spinning_reserves[t]
reserve[gi, t] = @variable(model, lower_bound=0)
reserve[gi, t] = @variable(model, lower_bound = 0)
else
reserve[gi, t] = 0.0
end
for s in 1:S
startup[gi, t, s] = @variable(model, binary=true)
startup[gi, t, s] = @variable(model, binary = true)
end
if g.must_run[t]
is_on[gi, t] = 1.0
switch_on[gi, t] = (t == 1 ? 1.0 - is_initially_on : 0.0)
switch_off[gi, t] = 0.0
else
is_on[gi, t] = @variable(model, binary=true)
switch_on[gi, t] = @variable(model, binary=true)
switch_off[gi, t] = @variable(model, binary=true)
is_on[gi, t] = @variable(model, binary = true)
switch_on[gi, t] = @variable(model, binary = true)
switch_off[gi, t] = @variable(model, binary = true)
end
end
@@ -247,19 +251,28 @@ function _add_unit!(model::JuMP.Model, g::Unit)
# Time-dependent start-up costs
for s in 1:S
# If unit is switching on, we must choose a startup category
model[:eq_startup_choose][gi, t, s] =
@constraint(mip, switch_on[gi, t] == sum(startup[gi, t, s] for s in 1:S))
model[:eq_startup_choose][gi, t, s] = @constraint(
mip,
switch_on[gi, t] == sum(startup[gi, 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 = (t - g.startup_categories[s + 1].delay + 1):(t - g.startup_categories[s].delay)
initial_sum = (g.initial_status < 0 && (g.initial_status + 1 in range) ? 1.0 : 0.0)
model[:eq_startup_restrict][gi, t, s] =
@constraint(mip, startup[gi, t, s]
<= initial_sum + sum(switch_off[gi, i] for i in range if i >= 1))
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
)
model[:eq_startup_restrict][gi, t, s] = @constraint(
mip,
startup[gi, t, s] <=
initial_sum +
sum(switch_off[gi, i] for i in range if i >= 1)
)
end
# Objective function terms for start-up costs
add_to_expression!(
model[:obj],
@@ -267,142 +280,171 @@ function _add_unit!(model::JuMP.Model, g::Unit)
g.startup_categories[s].cost,
)
end
# Objective function terms for production costs
add_to_expression!(model[:obj], is_on[gi, t], g.min_power_cost[t])
for k in 1:K
add_to_expression!(model[:obj], segprod[gi, t, k], g.cost_segments[k].cost[t])
add_to_expression!(
model[:obj],
segprod[gi, t, k],
g.cost_segments[k].cost[t],
)
end
# Production limits (piecewise-linear segments)
for k in 1:K
model[:eq_segprod_limit][gi, t, k] =
@constraint(mip, segprod[gi, t, k] <= g.cost_segments[k].mw[t] * is_on[gi, t])
model[:eq_segprod_limit][gi, t, k] = @constraint(
mip,
segprod[gi, t, k] <= g.cost_segments[k].mw[t] * is_on[gi, t]
)
end
# Definition of production
model[:eq_prod_above_def][gi, t] =
@constraint(mip, prod_above[gi, t] == sum(segprod[gi, t, k] for k in 1:K))
model[:eq_prod_above_def][gi, t] = @constraint(
mip,
prod_above[gi, t] == sum(segprod[gi, t, k] for k in 1:K)
)
# Production limit
model[:eq_prod_limit][gi, t] =
@constraint(mip,
prod_above[gi, t] + reserve[gi, t]
<= (g.max_power[t] - g.min_power[t]) * is_on[gi, t])
model[:eq_prod_limit][gi, t] = @constraint(
mip,
prod_above[gi, t] + reserve[gi, t] <=
(g.max_power[t] - g.min_power[t]) * is_on[gi, t]
)
# Binary variable equations for economic units
if !g.must_run[t]
# Link binary variables
if t == 1
model[:eq_binary_link][gi, t] =
@constraint(mip,
is_on[gi, t] - is_initially_on ==
switch_on[gi, t] - switch_off[gi, t])
model[:eq_binary_link][gi, t] = @constraint(
mip,
is_on[gi, t] - is_initially_on ==
switch_on[gi, t] - switch_off[gi, t]
)
else
model[:eq_binary_link][gi, t] =
@constraint(mip,
is_on[gi, t] - is_on[gi, t-1] ==
switch_on[gi, t] - switch_off[gi, t])
model[:eq_binary_link][gi, t] = @constraint(
mip,
is_on[gi, t] - is_on[gi, t-1] ==
switch_on[gi, t] - switch_off[gi, t]
)
end
# Cannot switch on and off at the same time
model[:eq_switch_on_off][gi, t] =
@constraint(mip, switch_on[gi, t] + switch_off[gi, t] <= 1)
end
# Ramp up limit
if t == 1
if is_initially_on == 1
model[:eq_ramp_up][gi, t] =
@constraint(mip,
prod_above[gi, t] + reserve[gi, t] <=
(g.initial_power - g.min_power[t]) + g.ramp_up_limit)
model[:eq_ramp_up][gi, t] = @constraint(
mip,
prod_above[gi, t] + reserve[gi, t] <=
(g.initial_power - g.min_power[t]) + g.ramp_up_limit
)
end
else
model[:eq_ramp_up][gi, t] =
@constraint(mip,
prod_above[gi, t] + reserve[gi, t] <=
prod_above[gi, t-1] + g.ramp_up_limit)
model[:eq_ramp_up][gi, t] = @constraint(
mip,
prod_above[gi, t] + reserve[gi, t] <=
prod_above[gi, t-1] + g.ramp_up_limit
)
end
# Ramp down limit
if t == 1
if is_initially_on == 1
model[:eq_ramp_down][gi, t] =
@constraint(mip,
prod_above[gi, t] >=
(g.initial_power - g.min_power[t]) - g.ramp_down_limit)
model[:eq_ramp_down][gi, t] = @constraint(
mip,
prod_above[gi, t] >=
(g.initial_power - g.min_power[t]) - g.ramp_down_limit
)
end
else
model[:eq_ramp_down][gi, t] =
@constraint(mip,
prod_above[gi, t] >=
prod_above[gi, t-1] - g.ramp_down_limit)
model[:eq_ramp_down][gi, t] = @constraint(
mip,
prod_above[gi, t] >= prod_above[gi, t-1] - g.ramp_down_limit
)
end
# Startup limit
model[:eq_startup_limit][gi, t] =
@constraint(mip,
prod_above[gi, t] + reserve[gi, t] <=
(g.max_power[t] - g.min_power[t]) * is_on[gi, t]
- max(0, g.max_power[t] - g.startup_limit) * switch_on[gi, t])
model[:eq_startup_limit][gi, t] = @constraint(
mip,
prod_above[gi, t] + reserve[gi, t] <=
(g.max_power[t] - g.min_power[t]) * is_on[gi, t] -
max(0, g.max_power[t] - g.startup_limit) * switch_on[gi, t]
)
# Shutdown limit
if g.initial_power > g.shutdown_limit
model[:eq_shutdown_limit][gi, 0] =
model[:eq_shutdown_limit][gi, 0] =
@constraint(mip, switch_off[gi, 1] <= 0)
end
if t < T
model[:eq_shutdown_limit][gi, t] =
@constraint(mip,
prod_above[gi, t] <=
(g.max_power[t] - g.min_power[t]) * is_on[gi, t]
- max(0, g.max_power[t] - g.shutdown_limit) * switch_off[gi, t+1])
model[:eq_shutdown_limit][gi, t] = @constraint(
mip,
prod_above[gi, t] <=
(g.max_power[t] - g.min_power[t]) * is_on[gi, t] -
max(0, g.max_power[t] - g.shutdown_limit) * switch_off[gi, t+1]
)
end
# Minimum up-time
model[:eq_min_uptime][gi, t] =
@constraint(mip,
sum(switch_on[gi, i]
for i in (t - g.min_uptime + 1):t if i >= 1
) <= is_on[gi, t])
model[:eq_min_uptime][gi, t] = @constraint(
mip,
sum(switch_on[gi, i] for i in (t-g.min_uptime+1):t if i >= 1) <=
is_on[gi, t]
)
# # Minimum down-time
model[:eq_min_downtime][gi, t] =
@constraint(mip,
sum(switch_off[gi, i]
for i in (t - g.min_downtime + 1):t if i >= 1
) <= 1 - is_on[gi, t])
model[:eq_min_downtime][gi, t] = @constraint(
mip,
sum(switch_off[gi, i] for i in (t-g.min_downtime+1):t if i >= 1) <= 1 - is_on[gi, t]
)
# Minimum up/down-time for initial periods
if t == 1
if g.initial_status > 0
model[:eq_min_uptime][gi, 0] =
@constraint(mip, sum(switch_off[gi, i]
for i in 1:(g.min_uptime - g.initial_status) if i <= T) == 0)
model[:eq_min_uptime][gi, 0] = @constraint(
mip,
sum(
switch_off[gi, i] for
i in 1:(g.min_uptime-g.initial_status) if i <= T
) == 0
)
else
model[:eq_min_downtime][gi, 0] =
@constraint(mip, sum(switch_on[gi, i]
for i in 1:(g.min_downtime + g.initial_status) if i <= T) == 0)
model[:eq_min_downtime][gi, 0] = @constraint(
mip,
sum(
switch_on[gi, i] for
i in 1:(g.min_downtime+g.initial_status) if i <= T
) == 0
)
end
end
# Add to net injection expression
add_to_expression!(expr_net_injection[g.bus.name, t], prod_above[g.name, t], 1.0)
add_to_expression!(expr_net_injection[g.bus.name, t], is_on[g.name, t], g.min_power[t])
add_to_expression!(
expr_net_injection[g.bus.name, t],
prod_above[g.name, t],
1.0,
)
add_to_expression!(
expr_net_injection[g.bus.name, t],
is_on[g.name, t],
g.min_power[t],
)
# Add to reserves expression
add_to_expression!(expr_reserve[g.bus.name, t], reserve[gi, t], 1.0)
end
end
function _build_obj_function!(model::JuMP.Model)
@objective(model, Min, model[:obj])
end
function _build_net_injection_eqs!(model::JuMP.Model)
T = model[:instance].time
net_injection = model[:net_injection]
@@ -412,45 +454,36 @@ function _build_net_injection_eqs!(model::JuMP.Model)
@constraint(model, n == model[:expr_net_injection][b.name, t])
end
for t in 1:T
model[:eq_power_balance][t] =
@constraint(
model,
sum(
net_injection[b.name, t]
for b in model[:instance].buses
) == 0
)
model[:eq_power_balance][t] = @constraint(
model,
sum(net_injection[b.name, t] for b in model[:instance].buses) == 0
)
end
end
function _build_reserve_eqs!(model::JuMP.Model)
reserves = model[:instance].reserves
for t in 1:model[:instance].time
model[:eq_min_reserve][t] =
@constraint(
model,
sum(
model[:expr_reserve][b.name, t]
for b in model[:instance].buses
) >= reserves.spinning[t]
)
model[:eq_min_reserve][t] = @constraint(
model,
sum(
model[:expr_reserve][b.name, t] for b in model[:instance].buses
) >= reserves.spinning[t]
)
end
end
function _enforce_transmission(
;
function _enforce_transmission(;
model::JuMP.Model,
violation::Violation,
isf::Matrix{Float64},
lodf::Matrix{Float64},
)::Nothing
instance = model[:instance]
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(
@@ -469,33 +502,41 @@ function _enforce_transmission(
violation.outage_line.name,
)
end
fm = violation.monitored_line.name
t = violation.time
flow = @variable(model, base_name="flow[$fm,$t]")
v = overflow[violation.monitored_line.name, violation.time]
@constraint(model, flow <= limit + v)
@constraint(model, -flow <= limit + v)
if violation.outage_line === nothing
@constraint(model, flow == sum(net_injection[b.name, violation.time] *
isf[violation.monitored_line.offset, b.offset]
for b in instance.buses
if b.offset > 0))
else
@constraint(model, flow == sum(net_injection[b.name, violation.time] * (
isf[violation.monitored_line.offset, b.offset] + (
lodf[violation.monitored_line.offset, violation.outage_line.offset] *
isf[violation.outage_line.offset, b.offset]
)
)
for b in instance.buses
if b.offset > 0))
end
nothing
end
flow = @variable(model, base_name = "flow[$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..."
@@ -505,7 +546,6 @@ function _set_names!(model::JuMP.Model)
@info @sprintf("Set names in %.2f seconds", time_varnames)
end
function _set_names!(dict::Dict)
for name in keys(dict)
dict[name] isa AbstractDict || continue
@@ -519,72 +559,75 @@ function _set_names!(dict::Dict)
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]
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(
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
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(
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
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]
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["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["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)
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
JSON.print(file, solution, 2)
end
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]
@@ -593,20 +636,22 @@ function fix!(model::JuMP.Model, solution::AbstractDict)::Nothing
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)
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,
force = true,
)
JuMP.fix(reserve[g.name, t], reserve_value, 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]
@@ -615,20 +660,25 @@ function set_warm_start!(model::JuMP.Model, solution::AbstractDict)::Nothing
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])
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,
time_limit = 3600,
gap_limit = 1e-4,
two_phase_gap = true,
)::Nothing
function set_gap(gap)
try
JuMP.set_optimizer_attribute(model, "MIPGap", gap)
@@ -637,20 +687,20 @@ function optimize!(
@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
@@ -658,18 +708,21 @@ function optimize!(
@info "Time limit exceeded"
break
end
@info @sprintf("Setting MILP time limit to %.2f seconds", time_remaining)
@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"
@info "No violations found"
if large_gap
large_gap = false
set_gap(gap_limit)
@@ -680,10 +733,9 @@ function optimize!(
_enforce_transmission(model, violations)
end
end
nothing
end
return
end
function _find_violations(model::JuMP.Model)
instance = model[:instance]
@@ -695,36 +747,38 @@ function _find_violations(model::JuMP.Model)
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
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
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],
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)
@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],
model = model,
violation = v,
isf = model[:isf],
lodf = model[:lodf],
)
end
return

115
src/screening.jl
View File

@@ -4,49 +4,44 @@
# Copyright (C) 2019 Argonne National Laboratory
# Written by Alinson Santos Xavier <axavier@anl.gov>
using DataStructures
using Base.Threads
struct Violation
time::Int
monitored_line::TransmissionLine
outage_line::Union{TransmissionLine, Nothing}
outage_line::Union{TransmissionLine,Nothing}
amount::Float64 # Violation amount (in MW)
end
function Violation(;
time::Int,
monitored_line::TransmissionLine,
outage_line::Union{TransmissionLine, Nothing},
amount::Float64,
)::Violation
time::Int,
monitored_line::TransmissionLine,
outage_line::Union{TransmissionLine,Nothing},
amount::Float64,
)::Violation
return Violation(time, monitored_line, outage_line, amount)
end
mutable struct ViolationFilter
max_per_line::Int
max_total::Int
queues::Dict{Int, PriorityQueue{Violation, Float64}}
queues::Dict{Int,PriorityQueue{Violation,Float64}}
end
function ViolationFilter(;
max_per_line::Int=1,
max_total::Int=5,
)::ViolationFilter
max_per_line::Int = 1,
max_total::Int = 5,
)::ViolationFilter
return ViolationFilter(max_per_line, max_total, Dict())
end
function _offer(filter::ViolationFilter, v::Violation)::Nothing
if v.monitored_line.offset ∉ keys(filter.queues)
filter.queues[v.monitored_line.offset] = PriorityQueue{Violation, Float64}()
filter.queues[v.monitored_line.offset] =
PriorityQueue{Violation,Float64}()
end
q::PriorityQueue{Violation, Float64} = filter.queues[v.monitored_line.offset]
q::PriorityQueue{Violation,Float64} = filter.queues[v.monitored_line.offset]
if length(q) < filter.max_per_line
enqueue!(q, v => v.amount)
else
@@ -55,13 +50,12 @@ function _offer(filter::ViolationFilter, v::Violation)::Nothing
enqueue!(q, v => v.amount)
end
end
nothing
return nothing
end
function _query(filter::ViolationFilter)::Array{Violation, 1}
function _query(filter::ViolationFilter)::Array{Violation,1}
violations = Array{Violation,1}()
time_queue = PriorityQueue{Violation, Float64}()
time_queue = PriorityQueue{Violation,Float64}()
for l in keys(filter.queues)
line_queue = filter.queues[l]
while length(line_queue) > 0
@@ -82,7 +76,6 @@ function _query(filter::ViolationFilter)::Array{Violation, 1}
return violations
end
"""
function _find_violations(
@@ -104,49 +97,46 @@ UnitCommitment.line_outage_factors. The argument `overflow` specifies how much
flow above the transmission limits (in MW) is allowed. It should be an L x T
matrix, where L is the number of transmission lines.
"""
function _find_violations(
;
function _find_violations(;
instance::UnitCommitmentInstance,
net_injections::Array{Float64, 2},
overflow::Array{Float64, 2},
net_injections::Array{Float64,2},
overflow::Array{Float64,2},
isf::Array{Float64,2},
lodf::Array{Float64,2},
max_per_line::Int = 1,
max_per_period::Int = 5,
)::Array{Violation, 1}
)::Array{Violation,1}
B = length(instance.buses) - 1
L = length(instance.lines)
T = instance.time
K = nthreads()
size(net_injections) == (B, T) || error("net_injections has incorrect size")
size(isf) == (L, B) || error("isf has incorrect size")
size(lodf) == (L, L) || error("lodf has incorrect size")
filters = Dict(
t => ViolationFilter(
max_total=max_per_period,
max_per_line=max_per_line,
)
for t in 1:T
max_total = max_per_period,
max_per_line = max_per_line,
) for t in 1:T
)
pre_flow::Array{Float64} = zeros(L, K) # pre_flow[lm, thread]
post_flow::Array{Float64} = zeros(L, L, K) # post_flow[lm, lc, thread]
pre_v::Array{Float64} = zeros(L, K) # pre_v[lm, thread]
post_v::Array{Float64} = zeros(L, L, K) # post_v[lm, lc, thread]
normal_limits::Array{Float64,2} = [
l.normal_flow_limit[t] + overflow[l.offset, t]
for l in instance.lines, t in 1:T
l.normal_flow_limit[t] + overflow[l.offset, t] for
l in instance.lines, t in 1:T
]
emergency_limits::Array{Float64,2} = [
l.emergency_flow_limit[t] + overflow[l.offset, t]
for l in instance.lines, t in 1:T
l.emergency_flow_limit[t] + overflow[l.offset, t] for
l in instance.lines, t in 1:T
]
is_vulnerable::Array{Bool} = zeros(Bool, L)
for c in instance.contingencies
is_vulnerable[c.lines[1].offset] = true
@@ -154,68 +144,69 @@ function _find_violations(
@threads for t in 1:T
k = threadid()
# Pre-contingency flows
pre_flow[:, k] = isf * net_injections[:, t]
# Post-contingency flows
for lc in 1:L, lm in 1:L
post_flow[lm, lc, k] = pre_flow[lm, k] + pre_flow[lc, k] * lodf[lm, lc]
post_flow[lm, lc, k] =
pre_flow[lm, k] + pre_flow[lc, k] * lodf[lm, lc]
end
# Pre-contingency violations
for lm in 1:L
pre_v[lm, k] = max(
0.0,
pre_flow[lm, k] - normal_limits[lm, t],
- pre_flow[lm, k] - normal_limits[lm, t],
-pre_flow[lm, k] - normal_limits[lm, t],
)
end
# Post-contingency violations
for lc in 1:L, lm in 1:L
post_v[lm, lc, k] = max(
0.0,
post_flow[lm, lc, k] - emergency_limits[lm, t],
- post_flow[lm, lc, k] - emergency_limits[lm, t],
-post_flow[lm, lc, k] - emergency_limits[lm, t],
)
end
# Offer pre-contingency violations
for lm in 1:L
if pre_v[lm, k] > 1e-5
_offer(
filters[t],
Violation(
time=t,
monitored_line=instance.lines[lm],
outage_line=nothing,
amount=pre_v[lm, k],
time = t,
monitored_line = instance.lines[lm],
outage_line = nothing,
amount = pre_v[lm, k],
),
)
end
end
# Offer post-contingency violations
for lm in 1:L, lc in 1:L
if post_v[lm, lc, k] > 1e-5 && is_vulnerable[lc]
_offer(
filters[t],
Violation(
time=t,
monitored_line=instance.lines[lm],
outage_line=instance.lines[lc],
amount=post_v[lm, lc, k],
time = t,
monitored_line = instance.lines[lm],
outage_line = instance.lines[lc],
amount = post_v[lm, lc, k],
),
)
end
end
end
violations = Violation[]
for t in 1:instance.time
append!(violations, _query(filters[t]))
end
return violations
end

32
src/sensitivity.jl
View File

@@ -13,15 +13,17 @@ M[l.offset, b.offset] indicates the amount of power (in MW) that flows through
transmission line l when 1 MW of power is injected at the slack bus (the bus
that has offset zero) and withdrawn from b.
"""
function _injection_shift_factors(; buses::Array{Bus}, lines::Array{TransmissionLine})
function _injection_shift_factors(;
buses::Array{Bus},
lines::Array{TransmissionLine},
)
susceptance = _susceptance_matrix(lines)
incidence = _reduced_incidence_matrix(lines=lines, buses=buses)
incidence = _reduced_incidence_matrix(lines = lines, buses = buses)
laplacian = transpose(incidence) * susceptance * incidence
isf = susceptance * incidence * inv(Array(laplacian))
return isf
end
"""
_reduced_incidence_matrix(; buses::Array{Bus}, lines::Array{TransmissionLine})
@@ -31,7 +33,10 @@ is the number of buses and L is the number of lines. For each row, there is a 1
element and a -1 element, indicating the source and target buses, respectively,
for that line.
"""
function _reduced_incidence_matrix(; buses::Array{Bus}, lines::Array{TransmissionLine})
function _reduced_incidence_matrix(;
buses::Array{Bus},
lines::Array{TransmissionLine},
)
matrix = spzeros(Float64, length(lines), length(buses) - 1)
for line in lines
if line.source.offset > 0
@@ -41,7 +46,7 @@ function _reduced_incidence_matrix(; buses::Array{Bus}, lines::Array{Transmissio
matrix[line.offset, line.target.offset] = -1
end
end
matrix
return matrix
end
"""
@@ -54,7 +59,6 @@ function _susceptance_matrix(lines::Array{TransmissionLine})
return Diagonal([l.susceptance for l in lines])
end
"""
_line_outage_factors(; buses, lines, isf)
@@ -63,19 +67,13 @@ Returns a LxL matrix containing the Line Outage Distribution Factors (LODFs)
for the given network. This matrix how does the pre-contingency flow change
when each individual transmission line is removed.
"""
function _line_outage_factors(
;
buses::Array{Bus, 1},
lines::Array{TransmissionLine, 1},
function _line_outage_factors(;
buses::Array{Bus,1},
lines::Array{TransmissionLine,1},
isf::Array{Float64,2},
) :: Array{Float64,2}
)::Array{Float64,2}
n_lines, n_buses = size(isf)
incidence = Array(
_reduced_incidence_matrix(
lines=lines,
buses=buses,
),
)
incidence = Array(_reduced_incidence_matrix(lines = lines, buses = buses))
lodf::Array{Float64,2} = isf * transpose(incidence)
m, n = size(lodf)
for i in 1:n

12
src/sysimage.jl
View File

@@ -10,17 +10,11 @@ using JuMP
using MathOptInterface
using SparseArrays
pkg = [
:DataStructures,
:JSON,
:JuMP,
:MathOptInterface,
:SparseArrays,
]
pkg = [:DataStructures, :JSON, :JuMP, :MathOptInterface, :SparseArrays]
@info "Building system image..."
create_sysimage(
pkg,
precompile_statements_file="build/precompile.jl",
sysimage_path="build/sysimage.so",
precompile_statements_file = "build/precompile.jl",
sysimage_path = "build/sysimage.so",
)

230
src/validate.jl
View File

@@ -18,9 +18,9 @@ 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
@@ -31,7 +31,7 @@ function repair!(instance::UnitCommitmentInstance)::Int
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
@@ -40,9 +40,8 @@ function repair!(instance::UnitCommitmentInstance)::Int
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)
@@ -67,19 +66,16 @@ function repair!(instance::UnitCommitmentInstance)::Int
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))
return validate(instance, solution)
end
"""
validate(instance, solution)::Bool
@@ -92,38 +88,39 @@ This function is implemented independently from the optimization model in
producing valid solutions. It can also be used to verify the solutions produced
by other optimization packages.
"""
function validate(instance::UnitCommitmentInstance,
solution::Union{Dict,OrderedDict};
)::Bool
function validate(
instance::UnitCommitmentInstance,
solution::Union{Dict,OrderedDict},
)::Bool
err_count = 0
err_count += _validate_units(instance, solution)
err_count += _validate_reserve_and_demand(instance, solution)
if err_count > 0
@error "Found $err_count validation errors"
return false
end
return true
end
function _validate_units(instance, solution; tol=0.01)
function _validate_units(instance, solution; tol = 0.01)
err_count = 0
for unit in instance.units
production = solution["Production (MW)"][unit.name]
reserve = solution["Reserve (MW)"][unit.name]
actual_production_cost = solution["Production cost (\$)"][unit.name]
actual_startup_cost = solution["Startup cost (\$)"][unit.name]
is_on = bin(solution["Is on"][unit.name])
for t in 1:instance.time
# Auxiliary variables
if t == 1
is_starting_up = (unit.initial_status < 0) && is_on[t]
is_shutting_down = (unit.initial_status > 0) && !is_on[t]
ramp_up = max(0, production[t] + reserve[t] - unit.initial_power)
ramp_up =
max(0, production[t] + reserve[t] - unit.initial_power)
ramp_down = max(0, unit.initial_power - production[t])
else
is_starting_up = !is_on[t-1] && is_on[t]
@@ -131,7 +128,7 @@ function _validate_units(instance, solution; tol=0.01)
ramp_up = max(0, production[t] + reserve[t] - production[t-1])
ramp_down = max(0, production[t-1] - production[t])
end
# Compute production costs
production_cost, startup_cost = 0, 0
if is_on[t]
@@ -143,84 +140,133 @@ function _validate_units(instance, solution; tol=0.01)
residual = max(0, residual - s.mw[t])
end
end
# Production should be non-negative
if production[t] < -tol
@error @sprintf("Unit %s produces negative amount of power at time %d (%.2f)",
unit.name, t, production[t])
@error @sprintf(
"Unit %s produces negative amount of power at time %d (%.2f)",
unit.name,
t,
production[t]
)
err_count += 1
end
# Verify must-run
if !is_on[t] && unit.must_run[t]
@error @sprintf("Must-run unit %s is offline at time %d",
unit.name, t)
@error @sprintf(
"Must-run unit %s is offline at time %d",
unit.name,
t
)
err_count += 1
end
# Verify reserve eligibility
if !unit.provides_spinning_reserves[t] && reserve[t] > tol
@error @sprintf("Unit %s is not eligible to provide spinning reserves at time %d",
unit.name, t)
@error @sprintf(
"Unit %s is not eligible to provide spinning reserves at time %d",
unit.name,
t
)
err_count += 1
end
# If unit is on, must produce at least its minimum power
if is_on[t] && (production[t] < unit.min_power[t] - tol)
@error @sprintf("Unit %s produces below its minimum limit at time %d (%.2f < %.2f)",
unit.name, t, production[t], unit.min_power[t])
@error @sprintf(
"Unit %s produces below its minimum limit at time %d (%.2f < %.2f)",
unit.name,
t,
production[t],
unit.min_power[t]
)
err_count += 1
end
# If unit is on, must produce at most its maximum power
if is_on[t] && (production[t] + reserve[t] > unit.max_power[t] + tol)
@error @sprintf("Unit %s produces above its maximum limit at time %d (%.2f + %.2f> %.2f)",
unit.name, t, production[t], reserve[t], unit.max_power[t])
if is_on[t] &&
(production[t] + reserve[t] > unit.max_power[t] + tol)
@error @sprintf(
"Unit %s produces above its maximum limit at time %d (%.2f + %.2f> %.2f)",
unit.name,
t,
production[t],
reserve[t],
unit.max_power[t]
)
err_count += 1
end
# If unit is off, must produce zero
if !is_on[t] && production[t] + reserve[t] > tol
@error @sprintf("Unit %s produces power at time %d while off",
unit.name, t)
@error @sprintf(
"Unit %s produces power at time %d while off",
unit.name,
t
)
err_count += 1
end
# Startup limit
if is_starting_up && (ramp_up > unit.startup_limit + tol)
@error @sprintf("Unit %s exceeds startup limit at time %d (%.2f > %.2f)",
unit.name, t, ramp_up, unit.startup_limit)
@error @sprintf(
"Unit %s exceeds startup limit at time %d (%.2f > %.2f)",
unit.name,
t,
ramp_up,
unit.startup_limit
)
err_count += 1
end
# Shutdown limit
if is_shutting_down && (ramp_down > unit.shutdown_limit + tol)
@error @sprintf("Unit %s exceeds shutdown limit at time %d (%.2f > %.2f)",
unit.name, t, ramp_down, unit.shutdown_limit)
@error @sprintf(
"Unit %s exceeds shutdown limit at time %d (%.2f > %.2f)",
unit.name,
t,
ramp_down,
unit.shutdown_limit
)
err_count += 1
end
# Ramp-up limit
if !is_starting_up && !is_shutting_down && (ramp_up > unit.ramp_up_limit + tol)
@error @sprintf("Unit %s exceeds ramp up limit at time %d (%.2f > %.2f)",
unit.name, t, ramp_up, unit.ramp_up_limit)
if !is_starting_up &&
!is_shutting_down &&
(ramp_up > unit.ramp_up_limit + tol)
@error @sprintf(
"Unit %s exceeds ramp up limit at time %d (%.2f > %.2f)",
unit.name,
t,
ramp_up,
unit.ramp_up_limit
)
err_count += 1
end
# Ramp-down limit
if !is_starting_up && !is_shutting_down && (ramp_down > unit.ramp_down_limit + tol)
@error @sprintf("Unit %s exceeds ramp down limit at time %d (%.2f > %.2f)",
unit.name, t, ramp_down, unit.ramp_down_limit)
if !is_starting_up &&
!is_shutting_down &&
(ramp_down > unit.ramp_down_limit + tol)
@error @sprintf(
"Unit %s exceeds ramp down limit at time %d (%.2f > %.2f)",
unit.name,
t,
ramp_down,
unit.ramp_down_limit
)
err_count += 1
end
# Verify startup costs & minimum downtime
if is_starting_up
# Calculate how much time the unit has been offline
time_down = 0
for k in 1:(t-1)
if !is_on[t - k]
if !is_on[t-k]
time_down += 1
else
break
@@ -233,29 +279,32 @@ function _validate_units(instance, solution; tol=0.01)
end
time_down += initial_down
end
# Calculate startup costs
for c in unit.startup_categories
if time_down >= c.delay
startup_cost = c.cost
end
end
# Check minimum downtime
if time_down < unit.min_downtime
@error @sprintf("Unit %s violates minimum downtime at time %d",
unit.name, t)
@error @sprintf(
"Unit %s violates minimum downtime at time %d",
unit.name,
t
)
err_count += 1
end
end
# Verify minimum uptime
if is_shutting_down
# Calculate how much time the unit has been online
time_up = 0
for k in 1:(t-1)
if is_on[t - k]
if is_on[t-k]
time_up += 1
else
break
@@ -268,61 +317,70 @@ function _validate_units(instance, solution; tol=0.01)
end
time_up += initial_up
end
if (t == time_up + 1) && (unit.initial_status > 0)
time_up += unit.initial_status
end
# Check minimum uptime
if time_up < unit.min_uptime
@error @sprintf("Unit %s violates minimum uptime at time %d",
unit.name, t)
@error @sprintf(
"Unit %s violates minimum uptime at time %d",
unit.name,
t
)
err_count += 1
end
end
# Verify production costs
if abs(actual_production_cost[t] - production_cost) > 1.00
@error @sprintf("Unit %s has unexpected production cost at time %d (%.2f should be %.2f)",
unit.name, t, actual_production_cost[t], production_cost)
@error @sprintf(
"Unit %s has unexpected production cost at time %d (%.2f should be %.2f)",
unit.name,
t,
actual_production_cost[t],
production_cost
)
err_count += 1
end
# Verify startup costs
if abs(actual_startup_cost[t] - startup_cost) > 1.00
@error @sprintf("Unit %s has unexpected startup cost at time %d (%.2f should be %.2f)",
unit.name, t, actual_startup_cost[t], startup_cost)
@error @sprintf(
"Unit %s has unexpected startup cost at time %d (%.2f should be %.2f)",
unit.name,
t,
actual_startup_cost[t],
startup_cost
)
err_count += 1
end
end
end
return err_count
end
function _validate_reserve_and_demand(instance, solution, tol=0.01)
function _validate_reserve_and_demand(instance, solution, tol = 0.01)
err_count = 0
for t in 1:instance.time
load_curtail = 0
fixed_load = sum(b.load[t] for b in instance.buses)
ps_load = sum(
solution["Price-sensitive loads (MW)"][ps.name][t]
for ps in instance.price_sensitive_loads
)
production = sum(
solution["Production (MW)"][g.name][t]
for g in instance.units
solution["Price-sensitive loads (MW)"][ps.name][t] for
ps in instance.price_sensitive_loads
)
production =
sum(solution["Production (MW)"][g.name][t] for g in instance.units)
if "Load curtail (MW)" in keys(solution)
load_curtail = sum(
solution["Load curtail (MW)"][b.name][t]
for b in instance.buses
solution["Load curtail (MW)"][b.name][t] for
b in instance.buses
)
end
balance = fixed_load - load_curtail - production + ps_load
# Verify that production equals demand
if abs(balance) > tol
@error @sprintf(
@@ -335,9 +393,10 @@ function _validate_reserve_and_demand(instance, solution, tol=0.01)
)
err_count += 1
end
# Verify spinning reserves
reserve = sum(solution["Reserve (MW)"][g.name][t] for g in instance.units)
reserve =
sum(solution["Reserve (MW)"][g.name][t] for g in instance.units)
if reserve < instance.reserves.spinning[t] - tol
@error @sprintf(
"Insufficient spinning reserves at time %d (%.2f should be %.2f)",
@@ -348,7 +407,6 @@ function _validate_reserve_and_demand(instance, solution, tol=0.01)
err_count += 1
end
end
return err_count
end