ANL-CEEESA/UnitCommitment.jl
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stochastic extension w/ scenarios

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This commit is contained in:
oyurdakul
2023-02-08 23:46:10 -06:00
parent 8fc84412eb
commit c95b01dadf
27 changed files with 566 additions and 386 deletions
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17
src/solution/methods/XavQiuWanThi2019/enforce.jl
View File

@@ -5,13 +5,15 @@
function _enforce_transmission(
model::JuMP.Model,
violations::Vector{_Violation},
sc::UnitCommitmentScenario
)::Nothing
for v in violations
_enforce_transmission(
model = model,
sc = sc,
violation = v,
isf = model[:isf],
lodf = model[:lodf],
isf = sc.isf,
lodf = sc.lodf,
)
end
return
@@ -19,6 +21,7 @@ end
function _enforce_transmission(;
model::JuMP.Model,
sc::UnitCommitmentScenario,
violation::_Violation,
isf::Matrix{Float64},
lodf::Matrix{Float64},
@@ -51,7 +54,7 @@ function _enforce_transmission(;
t = violation.time
flow = @variable(model, base_name = "flow[$fm,$t]")
v = overflow[violation.monitored_line.name, violation.time]
v = overflow[sc.name, violation.monitored_line.name, violation.time]
@constraint(model, flow <= limit + v)
@constraint(model, -flow <= limit + v)
@@ -59,23 +62,23 @@ function _enforce_transmission(;
@constraint(
model,
flow == sum(
net_injection[b.name, violation.time] *
net_injection[sc.name, b.name, violation.time] *
isf[violation.monitored_line.offset, b.offset] for
b in instance.buses if b.offset > 0
b in sc.buses if b.offset > 0
)
)
else
@constraint(
model,
flow == sum(
net_injection[b.name, violation.time] * (
net_injection[sc.name, 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
) for b in sc.buses if b.offset > 0
)
)
end

37
src/solution/methods/XavQiuWanThi2019/find.jl
View File

@@ -5,32 +5,34 @@
import Base.Threads: @threads
function _find_violations(
model::JuMP.Model;
model::JuMP.Model,
sc::UnitCommitmentScenario;
max_per_line::Int,
max_per_period::Int,
)
instance = model[:instance]
net_injection = model[:net_injection]
overflow = model[:overflow]
length(instance.buses) > 1 || return []
length(sc.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]
non_slack_buses = [b for b in sc.buses if b.offset > 0]
net_injection_values = [
value(net_injection[b.name, t]) for b in non_slack_buses,
value(net_injection[sc.name, 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,
value(overflow[sc.name, lm.name, t]) for lm in sc.lines,
t in 1:instance.time
]
violations = UnitCommitment._find_violations(
instance = instance,
sc = sc,
net_injections = net_injection_values,
overflow = overflow_values,
isf = model[:isf],
lodf = model[:lodf],
isf = sc.isf,
lodf = sc.lodf,
max_per_line = max_per_line,
max_per_period = max_per_period,
)
@@ -64,15 +66,16 @@ matrix, where L is the number of transmission lines.
"""
function _find_violations(;
instance::UnitCommitmentInstance,
sc::UnitCommitmentScenario,
net_injections::Array{Float64,2},
overflow::Array{Float64,2},
isf::Array{Float64,2},
lodf::Array{Float64,2},
max_per_line::Int,
max_per_period::Int,
max_per_period::Int
)::Array{_Violation,1}
B = length(instance.buses) - 1
L = length(instance.lines)
B = length(sc.buses) - 1
L = length(sc.lines)
T = instance.time
K = nthreads()
@@ -94,16 +97,16 @@ function _find_violations(;
normal_limits::Array{Float64,2} = [
l.normal_flow_limit[t] + overflow[l.offset, t] for
l in instance.lines, t in 1:T
l in sc.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 in sc.lines, t in 1:T
]
is_vulnerable::Array{Bool} = zeros(Bool, L)
for c in instance.contingencies
for c in sc.contingencies
is_vulnerable[c.lines[1].offset] = true
end
@@ -111,7 +114,7 @@ function _find_violations(;
k = threadid()
# Pre-contingency flows
pre_flow[:, k] = isf * net_injections[:, t]
pre_flow[:, k] = isf * net_injections[ :, t]
# Post-contingency flows
for lc in 1:L, lm in 1:L
@@ -144,7 +147,7 @@ function _find_violations(;
filters[t],
_Violation(
time = t,
monitored_line = instance.lines[lm],
monitored_line = sc.lines[lm],
outage_line = nothing,
amount = pre_v[lm, k],
),
@@ -159,8 +162,8 @@ function _find_violations(;
filters[t],
_Violation(
time = t,
monitored_line = instance.lines[lm],
outage_line = instance.lines[lc],
monitored_line = sc.lines[lm],
outage_line = sc.lines[lc],
amount = post_v[lm, lc, k],
),
)

70
src/solution/methods/XavQiuWanThi2019/optimize.jl
View File

@@ -10,43 +10,47 @@ function optimize!(model::JuMP.Model, method::XavQiuWanThi2019.Method)::Nothing
JuMP.set_optimizer_attribute(model, "MIPGap", gap)
@info @sprintf("MIP gap tolerance set to %f", gap)
end
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
end
while true
time_elapsed = time() - initial_time
time_remaining = method.time_limit - time_elapsed
if time_remaining < 0
@info "Time limit exceeded"
break
for scenario in model[:instance].scenarios
large_gap = false
has_transmission = (length(scenario.isf) > 0)
if has_transmission && method.two_phase_gap
set_gap(1e-2)
large_gap = true
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
while true
initial_time = time()
time_elapsed = time() - initial_time
time_remaining = method.time_limit - time_elapsed
if time_remaining < 0
@info "Time limit exceeded"
break
end
else
_enforce_transmission(model, violations)
@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,
scenario,
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, scenario)
end
end
end
return

142
src/solution/solution.jl
View File

@@ -16,34 +16,40 @@ solution = UnitCommitment.solution(model)
"""
function solution(model::JuMP.Model)::OrderedDict
instance, T = model[:instance], model[:instance].time
function timeseries(vars, collection)
function timeseries_first_stage(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)
function timeseries_second_stage(vars, collection, sc)
return OrderedDict(
b.name => [round(value(vars[sc.name, b.name, t]), digits = 5) for t in 1:T]
for b in collection
)
end
function production_cost(g, sc)
return [
value(model[:is_on][g.name, t]) * g.min_power_cost[t] + sum(
Float64[
value(model[:segprod][g.name, t, k]) *
value(model[:segprod][sc.name, 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)
function production(g, sc)
return [
value(model[:is_on][g.name, t]) * g.min_power[t] + sum(
Float64[
value(model[:segprod][g.name, t, k]) for
value(model[:segprod][sc.name, g.name, t, k]) for
k in 1:length(g.cost_segments)
],
) for t in 1:T
]
end
function startup_cost(g)
function startup_cost(g, sc)
S = length(g.startup_categories)
return [
sum(
@@ -53,66 +59,70 @@ function solution(model::JuMP.Model)::OrderedDict
]
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["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)
for sc in instance.scenarios
sol[sc.name] = OrderedDict()
sol[sc.name]["Production (MW)"] =
OrderedDict(g.name => production(g, sc) for g in sc.units)
sol[sc.name]["Production cost (\$)"] =
OrderedDict(g.name => production_cost(g, sc) for g in sc.units)
sol[sc.name]["Startup cost (\$)"] =
OrderedDict(g.name => startup_cost(g, sc) for g in sc.units)
sol[sc.name]["Is on"] = timeseries_first_stage(model[:is_on], sc.units)
sol[sc.name]["Switch on"] = timeseries_first_stage(model[:switch_on], sc.units)
sol[sc.name]["Switch off"] = timeseries_first_stage(model[:switch_off], sc.units)
sol[sc.name]["Net injection (MW)"] =
timeseries_second_stage(model[:net_injection], sc.buses, sc)
sol[sc.name]["Load curtail (MW)"] = timeseries_second_stage(model[:curtail], sc.buses, sc)
if !isempty(sc.lines)
sol[sc.name]["Line overflow (MW)"] = timeseries_second_stage(model[:overflow], sc.lines, sc)
end
if !isempty(sc.price_sensitive_loads)
sol[sc.name]["Price-sensitive loads (MW)"] =
timeseries_second_stage(model[:loads], sc.price_sensitive_loads, sc)
end
sol[sc.name]["Spinning reserve (MW)"] = OrderedDict(
r.name => OrderedDict(
g.name => [
value(model[:reserve][sc.name, r.name, g.name, t]) for
t in 1:instance.time
] for g in r.units
) for r in sc.reserves if r.type == "spinning"
)
sol[sc.name]["Spinning reserve shortfall (MW)"] = OrderedDict(
r.name => [
value(model[:reserve_shortfall][sc.name, r.name, t]) for
t in 1:instance.time
] for r in sc.reserves if r.type == "spinning"
)
sol[sc.name]["Up-flexiramp (MW)"] = OrderedDict(
r.name => OrderedDict(
g.name => [
value(model[:upflexiramp][sc.name, r.name, g.name, t]) for
t in 1:instance.time
] for g in r.units
) for r in sc.reserves if r.type == "up-frp"
)
sol[sc.name]["Up-flexiramp shortfall (MW)"] = OrderedDict(
r.name => [
value(model[:upflexiramp_shortfall][sc.name, r.name, t]) for
t in 1:instance.time
] for r in sc.reserves if r.type == "up-frp"
)
sol[sc.name]["Down-flexiramp (MW)"] = OrderedDict(
r.name => OrderedDict(
g.name => [
value(model[:dwflexiramp][sc.name, r.name, g.name, t]) for
t in 1:instance.time
] for g in r.units
) for r in sc.reserves if r.type == "down-frp"
)
sol[sc.name]["Down-flexiramp shortfall (MW)"] = OrderedDict(
r.name => [
value(model[:dwflexiramp_shortfall][sc.name, r.name, t]) for
t in 1:instance.time
] for r in sc.reserves if r.type == "down-frp"
)
end
if !isempty(instance.price_sensitive_loads)
sol["Price-sensitive loads (MW)"] =
timeseries(model[:loads], instance.price_sensitive_loads)
end
sol["Spinning reserve (MW)"] = OrderedDict(
r.name => OrderedDict(
g.name => [
value(model[:reserve][r.name, g.name, t]) for
t in 1:instance.time
] for g in r.units
) for r in instance.reserves if r.type == "spinning"
)
sol["Spinning reserve shortfall (MW)"] = OrderedDict(
r.name => [
value(model[:reserve_shortfall][r.name, t]) for
t in 1:instance.time
] for r in instance.reserves if r.type == "spinning"
)
sol["Up-flexiramp (MW)"] = OrderedDict(
r.name => OrderedDict(
g.name => [
value(model[:upflexiramp][r.name, g.name, t]) for
t in 1:instance.time
] for g in r.units
) for r in instance.reserves if r.type == "flexiramp"
)
sol["Up-flexiramp shortfall (MW)"] = OrderedDict(
r.name => [
value(model[:upflexiramp_shortfall][r.name, t]) for
t in 1:instance.time
] for r in instance.reserves if r.type == "flexiramp"
)
sol["Down-flexiramp (MW)"] = OrderedDict(
r.name => OrderedDict(
g.name => [
value(model[:dwflexiramp][r.name, g.name, t]) for
t in 1:instance.time
] for g in r.units
) for r in instance.reserves if r.type == "flexiramp"
)
sol["Down-flexiramp shortfall (MW)"] = OrderedDict(
r.name => [
value(model[:upflexiramp_shortfall][r.name, t]) for
t in 1:instance.time
] for r in instance.reserves if r.type == "flexiramp"
)
length(keys(sol)) > 1 ? nothing : sol = Dict(sol_key => sol_val for scen_key in keys(sol) for (sol_key, sol_val) in sol[scen_key])
return sol
end