Replace sysimage.jl by juliaw; add deps/formatter

.gitignore

@@ -18,3 +18,4 @@ TODO.md
 docs/_build
 .vscode
 Manifest.toml
+*/Manifest.toml

Makefile

@@ -2,31 +2,22 @@
 # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 # Released under the modified BSD license. See COPYING.md for more details.
 
-JULIA := julia --color=yes --project=@.
 VERSION := 0.2
 
-build/sysimage.so: src/utils/sysimage.jl Project.toml Manifest.toml
-	mkdir -p build
-	mkdir -p benchmark/results/test
-	cd benchmark; $(JULIA) --trace-compile=../build/precompile.jl benchmark.jl test/case14
-	$(JULIA) src/utils/sysimage.jl
-
 clean:
-	rm -rf build/*
+	rm -rfv build
 
 docs:
 	cd docs; make clean; make dirhtml
 	rsync -avP --delete-after docs/_build/dirhtml/ ../docs/$(VERSION)/
 	
-test: build/sysimage.so
-	@echo Running tests...
-	$(JULIA) --sysimage build/sysimage.so -e 'using Pkg; Pkg.test("UnitCommitment")' | tee build/test.log
-
-
 format:
-	julia -e 'using JuliaFormatter; format(["src", "test", "benchmark"], verbose=true);'
+	cd deps/formatter; ../../juliaw format.jl
 
-install-deps:
+test: test/Manifest.toml
-	julia -e 'using Pkg; Pkg.add(PackageSpec(name="JuliaFormatter", version="0.14.4"))'
+	./juliaw test/runtests.jl
+
+test/Manifest.toml: test/Project.toml
+	julia --project=test -e "using Pkg; Pkg.instantiate()"
 
 .PHONY: docs test format install-deps

Project.toml

@@ -6,6 +6,7 @@ version = "0.2.2"
 
 [deps]
 DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
+Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 GZip = "92fee26a-97fe-5a0c-ad85-20a5f3185b63"
 JSON = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
@@ -15,10 +16,10 @@ Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 PackageCompiler = "9b87118b-4619-50d2-8e1e-99f35a4d4d9d"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [compat]
-Cbc = "0.7"
 DataStructures = "0.18"
 Distributions = "0.25"
 GZip = "0.5"
@@ -27,11 +28,3 @@ JuMP = "0.21"
 MathOptInterface = "0.9"
 PackageCompiler = "1"
 julia = "1"
-
-[extras]
-Cbc = "9961bab8-2fa3-5c5a-9d89-47fab24efd76"
-Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
-Gurobi = "2e9cd046-0924-5485-92f1-d5272153d98b"
-
-[targets]
-test = ["Cbc", "Test", "Gurobi"]

benchmark/Project.toml

@@ -1,4 +1,5 @@
 [deps]
+DocOpt = "968ba79b-81e4-546f-ab3a-2eecfa62a9db"
 Gurobi = "2e9cd046-0924-5485-92f1-d5272153d98b"
 JSON = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
 JuMP = "4076af6c-e467-56ae-b986-b466b2749572"

benchmark/benchmark.jl

@@ -1,158 +0,0 @@
-# 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.
-
-using Distributed
-using Pkg
-Pkg.activate(".")
-
-@everywhere using Pkg
-@everywhere Pkg.activate(".")
-
-@everywhere using UnitCommitment
-@everywhere using JuMP
-@everywhere using Gurobi
-@everywhere using JSON
-@everywhere using Logging
-@everywhere using Printf
-@everywhere using LinearAlgebra
-@everywhere using Random
-
-@everywhere import UnitCommitment:
-    ArrCon2000,
-    CarArr2006,
-    DamKucRajAta2016,
-    Formulation,
-    Gar1962,
-    KnuOstWat2018,
-    MorLatRam2013,
-    PanGua2016,
-    XavQiuWanThi2019
-
-@everywhere UnitCommitment._setup_logger()
-
-function main()
-    cases = [
-        "pglib-uc/ca/2014-09-01_reserves_0",
-        "pglib-uc/ca/2014-09-01_reserves_1",
-        "pglib-uc/ca/2015-03-01_reserves_0",
-        "pglib-uc/ca/2015-06-01_reserves_0",
-        "pglib-uc/ca/Scenario400_reserves_1",
-        "pglib-uc/ferc/2015-01-01_lw",
-        "pglib-uc/ferc/2015-05-01_lw",
-        "pglib-uc/ferc/2015-07-01_hw",
-        "pglib-uc/ferc/2015-10-01_lw",
-        "pglib-uc/ferc/2015-12-01_lw",
-        "pglib-uc/rts_gmlc/2020-04-03",
-        "pglib-uc/rts_gmlc/2020-09-20",
-        "pglib-uc/rts_gmlc/2020-10-27",
-        "pglib-uc/rts_gmlc/2020-11-25",
-        "pglib-uc/rts_gmlc/2020-12-23",
-        "or-lib/20_0_1_w",
-        "or-lib/20_0_5_w",
-        "or-lib/50_0_2_w",
-        "or-lib/75_0_2_w",
-        "or-lib/100_0_1_w",
-        "or-lib/100_0_4_w",
-        "or-lib/100_0_5_w",
-        "or-lib/200_0_3_w",
-        "or-lib/200_0_7_w",
-        "or-lib/200_0_9_w",
-        "tejada19/UC_24h_290g",
-        "tejada19/UC_24h_623g",
-        "tejada19/UC_24h_959g",
-        "tejada19/UC_24h_1577g",
-        "tejada19/UC_24h_1888g",
-        "tejada19/UC_168h_72g",
-        "tejada19/UC_168h_86g",
-        "tejada19/UC_168h_130g",
-        "tejada19/UC_168h_131g",
-        "tejada19/UC_168h_199g",
-    ]
-    formulations = Dict(
-        "Default" => Formulation(),
-        "ArrCon2000" => Formulation(ramping = ArrCon2000.Ramping()),
-        "CarArr2006" => Formulation(pwl_costs = CarArr2006.PwlCosts()),
-        "DamKucRajAta2016" =>
-            Formulation(ramping = DamKucRajAta2016.Ramping()),
-        "Gar1962" => Formulation(pwl_costs = Gar1962.PwlCosts()),
-        "KnuOstWat2018" =>
-            Formulation(pwl_costs = KnuOstWat2018.PwlCosts()),
-        "MorLatRam2013" => Formulation(ramping = MorLatRam2013.Ramping()),
-        "PanGua2016" => Formulation(ramping = PanGua2016.Ramping()),
-    )
-    trials = [i for i in 1:5]
-    combinations = [
-        (c, f.first, f.second, t) for c in cases for f in formulations for
-        t in trials
-    ]
-    shuffle!(combinations)
-    @sync @distributed for c in combinations
-        _run_combination(c...)
-    end
-end
-
-@everywhere function _run_combination(
-    case,
-    formulation_name,
-    formulation,
-    trial,
-)
-    name = "$formulation_name/$case"
-    dirname = "results/$name"
-    mkpath(dirname)
-    if isfile("$dirname/$trial.json")
-        @info @sprintf("%-4s %-16s %s", "skip", formulation_name, case)
-        return
-    end
-    @info @sprintf("%-4s %-16s %s", "run", formulation_name, case)
-    open("$dirname/$trial.log", "w") do file
-        redirect_stdout(file) do
-            redirect_stderr(file) do
-                return _run_sample(case, formulation, "$dirname/$trial")
-            end
-        end
-    end
-    @info @sprintf("%-4s %-16s %s", "done", formulation_name, case)
-end
-
-@everywhere function _run_sample(case, formulation, prefix)
-    total_time = @elapsed begin
-        @info "Reading: $case"
-        time_read = @elapsed begin
-            instance = UnitCommitment.read_benchmark(case)
-        end
-        @info @sprintf("Read problem in %.2f seconds", time_read)
-        BLAS.set_num_threads(4)
-        model = UnitCommitment.build_model(
-            instance = instance,
-            formulation = formulation,
-            optimizer = optimizer_with_attributes(
-                Gurobi.Optimizer,
-                "Threads" => 4,
-                "Seed" => rand(1:1000),
-            ),
-            variable_names = true,
-        )
-        @info "Optimizing..."
-        BLAS.set_num_threads(1)
-        UnitCommitment.optimize!(
-            model,
-            XavQiuWanThi2019.Method(time_limit = 3600.0, gap_limit = 1e-4),
-        )
-    end
-    @info @sprintf("Total time was %.2f seconds", total_time)
-    @info "Writing solution: $prefix.json"
-    solution = UnitCommitment.solution(model)
-    UnitCommitment.write("$prefix.json", solution)
-    @info "Verifying solution..."
-    return UnitCommitment.validate(instance, solution)
-    # @info "Exporting model..."
-    # return JuMP.write_to_file(model, model_filename)
-end
-
-if length(ARGS) > 0
-    _run_sample(ARGS[1], UnitCommitment.Formulation(), "tmp")
-else
-    main()
-end

benchmark/run.jl

@@ -0,0 +1,207 @@
+# 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.
+
+doc = """UnitCommitment.jl Benchmark Runner
+
+Usage:
+  run.jl [-s ARG]... [-m ARG]... [-c ARG]... [-f ARG]... [options]
+
+Examples:
+
+    1. Benchmark all solvers, methods and formulations:
+
+        julia run.jl
+
+    2. Benchmark formulations "default" and "ArrCon200" using Gurobi:
+
+        julia run.jl -s gurobi -f default -f ArrCon2000
+
+    3. Benchmark a few test cases, using all solvers, methods and formulations:
+
+        julia run.jl -c or-lib/20_0_1_w -c matpower/case1888rte/2017-02-01
+
+    4. Solve 4 test cases in parallel, with 2 threads available per worker:
+
+        JULIA_NUM_THREADS=2 julia --procs 4 run.jl
+
+Options:
+  -h --help             Show this screen.
+  -s --solver=ARG       Mixed-integer linear solver (e.g. gurobi)
+  -c --case=ARG         Unit commitment test case (e.g. or-lib/20_0_1_w)
+  -m --method=ARG       Solution method (e.g. default)
+  -f --formulation=ARG  Formulation (e.g. ArrCon2000)
+  --time-limit=ARG      Time limit in seconds [default: 3600]
+  --gap=ARG             Relative MIP gap tolerance [default: 0.001]
+  --trials=ARG          Number of trials [default: 5]
+"""
+
+using Distributed
+using Pkg
+Pkg.activate(".")
+@everywhere using Pkg
+@everywhere Pkg.activate(".")
+
+using DocOpt
+args = docopt(doc)
+
+@everywhere using UnitCommitment
+@everywhere UnitCommitment._setup_logger()
+
+using UnitCommitment
+using Gurobi
+using Logging
+using JuMP
+
+import UnitCommitment:
+    ArrCon2000,
+    CarArr2006,
+    DamKucRajAta2016,
+    Formulation,
+    Gar1962,
+    KnuOstWat2018,
+    MorLatRam2013,
+    PanGua2016,
+    XavQiuWanThi2019
+
+# Benchmark test cases
+# -----------------------------------------------------------------------------
+cases = [
+    "pglib-uc/ca/2014-09-01_reserves_0",
+    "pglib-uc/ca/2014-09-01_reserves_1",
+    "pglib-uc/ca/2015-03-01_reserves_0",
+    "pglib-uc/ca/2015-06-01_reserves_0",
+    "pglib-uc/ca/Scenario400_reserves_1",
+    "pglib-uc/ferc/2015-01-01_lw",
+    "pglib-uc/ferc/2015-05-01_lw",
+    "pglib-uc/ferc/2015-07-01_hw",
+    "pglib-uc/ferc/2015-10-01_lw",
+    "pglib-uc/ferc/2015-12-01_lw",
+    "pglib-uc/rts_gmlc/2020-04-03",
+    "pglib-uc/rts_gmlc/2020-09-20",
+    "pglib-uc/rts_gmlc/2020-10-27",
+    "pglib-uc/rts_gmlc/2020-11-25",
+    "pglib-uc/rts_gmlc/2020-12-23",
+    "or-lib/20_0_1_w",
+    "or-lib/20_0_5_w",
+    "or-lib/50_0_2_w",
+    "or-lib/75_0_2_w",
+    "or-lib/100_0_1_w",
+    "or-lib/100_0_4_w",
+    "or-lib/100_0_5_w",
+    "or-lib/200_0_3_w",
+    "or-lib/200_0_7_w",
+    "or-lib/200_0_9_w",
+    "tejada19/UC_24h_290g",
+    "tejada19/UC_24h_623g",
+    "tejada19/UC_24h_959g",
+    "tejada19/UC_24h_1577g",
+    "tejada19/UC_24h_1888g",
+    "tejada19/UC_168h_72g",
+    "tejada19/UC_168h_86g",
+    "tejada19/UC_168h_130g",
+    "tejada19/UC_168h_131g",
+    "tejada19/UC_168h_199g",
+    "matpower/case1888rte/2017-02-01",
+    "matpower/case1951rte/2017-02-01",
+    "matpower/case2848rte/2017-02-01",
+    "matpower/case3012wp/2017-02-01",
+    "matpower/case3375wp/2017-02-01",
+    "matpower/case6468rte/2017-02-01",
+    "matpower/case6515rte/2017-02-01",
+]
+
+# Formulations
+# -----------------------------------------------------------------------------
+formulations = Dict(
+    "default" => Formulation(),
+    "ArrCon2000" => Formulation(ramping = ArrCon2000.Ramping()),
+    "CarArr2006" => Formulation(pwl_costs = CarArr2006.PwlCosts()),
+    "DamKucRajAta2016" => Formulation(ramping = DamKucRajAta2016.Ramping()),
+    "Gar1962" => Formulation(pwl_costs = Gar1962.PwlCosts()),
+    "KnuOstWat2018" => Formulation(pwl_costs = KnuOstWat2018.PwlCosts()),
+    "MorLatRam2013" => Formulation(ramping = MorLatRam2013.Ramping()),
+    "PanGua2016" => Formulation(ramping = PanGua2016.Ramping()),
+)
+
+# Solution methods
+# -----------------------------------------------------------------------------
+methods = Dict(
+    "default" =>
+        XavQiuWanThi2019.Method(time_limit = 3600.0, gap_limit = 1e-4),
+)
+
+# MIP solvers
+# -----------------------------------------------------------------------------
+optimizers = Dict(
+    "gurobi" => optimizer_with_attributes(
+        Gurobi.Optimizer,
+        "Threads" => Threads.nthreads(),
+    ),
+)
+
+# Parse command line arguments
+# -----------------------------------------------------------------------------
+if !isempty(args["--case"])
+    cases = args["--case"]
+end
+if !isempty(args["--formulation"])
+    formulations = filter(p -> p.first in args["--formulation"], formulations)
+end
+if !isempty(args["--method"])
+    methods = filter(p -> p.first in args["--method"], methods)
+end
+if !isempty(args["--solver"])
+    optimizers = filter(p -> p.first in args["--solver"], optimizers)
+end
+const time_limit = parse(Float64, args["--time-limit"])
+const gap_limit = parse(Float64, args["--gap"])
+const ntrials = parse(Int, args["--trials"])
+
+# Print benchmark settings
+# -----------------------------------------------------------------------------
+function printlist(d::Dict)
+    for key in keys(d)
+        @info "  - $key"
+    end
+end
+
+function printlist(d::Vector)
+    for key in d
+        @info "  - $key"
+    end
+end
+
+@info "Computational environment:"
+@info "  - CPU: $(Sys.cpu_info()[1].model)"
+@info "  - Logical CPU cores: $(length(Sys.cpu_info()))"
+@info "  - System memory: $(round(Sys.total_memory() / 2^30, digits=2)) GiB"
+@info "  - Available workers: $(nworkers())"
+@info "  - Available threads per worker: $(Threads.nthreads())"
+
+@info "Parameters:"
+@info "  - Number of trials: $ntrials"
+@info "  - Time limit (s): $time_limit"
+@info "  - Relative MIP gap tolerance: $gap_limit"
+
+@info "Solvers:"
+printlist(optimizers)
+
+@info "Methods:"
+printlist(methods)
+
+@info "Formulations:"
+printlist(formulations)
+
+@info "Cases:"
+printlist(cases)
+
+# Run benchmarks
+# -----------------------------------------------------------------------------
+UnitCommitment._run_benchmarks(
+    cases = cases,
+    formulations = formulations,
+    methods = methods,
+    optimizers = optimizers,
+    trials = 1:ntrials,
+)

deps/formatter/Project.toml

@@ -0,0 +1,5 @@
+[deps]
+JuliaFormatter = "98e50ef6-434e-11e9-1051-2b60c6c9e899"
+
+[compat]
+JuliaFormatter = "0.14.4"

deps/formatter/format.jl

@@ -0,0 +1,9 @@
+using JuliaFormatter
+format(
+    [
+        "../../src", 
+        "../../test",
+        "../../benchmark/run.jl",
+    ],
+    verbose=true,
+)

juliaw

@@ -0,0 +1,68 @@
+#!/bin/bash
+# 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.
+
+if [ ! -e Project.toml ]; then
+    echo "juliaw: Project.toml not found"
+    exit 1
+fi
+
+if [ ! -e Manifest.toml ]; then
+    julia --project=. -e 'using Pkg; Pkg.instantiate()' || exit 1
+fi
+
+if [ ! -e build/sysimage.so -o Project.toml -nt build/sysimage.so ]; then
+    echo "juliaw: rebuilding system image..."
+
+    # Generate temporary project folder
+    rm -rf $HOME/.juliaw
+    mkdir -p $HOME/.juliaw/src
+    cp Project.toml Manifest.toml $HOME/.juliaw
+    NAME=$(julia -e 'using TOML; toml = TOML.parsefile("Project.toml"); "name" in keys(toml) && print(toml["name"])')
+    if [ ! -z $NAME ]; then
+        cat > $HOME/.juliaw/src/$NAME.jl << EOF
+module $NAME
+end
+EOF
+    fi
+
+    # Add PackageCompiler dependencies to temporary project
+    julia --project=$HOME/.juliaw -e 'using Pkg; Pkg.add(["PackageCompiler", "TOML", "Logging"])'
+
+    # Generate system image scripts
+    cat > $HOME/.juliaw/sysimage.jl << EOF
+using PackageCompiler
+using TOML
+using Logging
+
+Logging.disable_logging(Logging.Info)
+mkpath("$PWD/build")
+
+println("juliaw: generating precompilation statements...")
+run(\`julia --project="$PWD" --trace-compile="$PWD"/build/precompile.jl \$(ARGS)\`)
+
+println("juliaw: finding dependencies...")
+project = TOML.parsefile("Project.toml")
+manifest = TOML.parsefile("Manifest.toml")
+deps = Symbol[]
+for dep in keys(project["deps"])
+    if "path" in keys(manifest[dep][1])
+        println("  - \$(dep) [skip]")
+    else
+        println("  - \$(dep)")
+        push!(deps, Symbol(dep))
+    end
+end
+
+println("juliaw: building system image...")
+create_sysimage(
+    deps,
+    precompile_statements_file = "$PWD/build/precompile.jl",
+    sysimage_path = "$PWD/build/sysimage.so",
+)
+EOF
+    julia --project=$HOME/.juliaw $HOME/.juliaw/sysimage.jl $* 
+else
+    julia --project=. --sysimage build/sysimage.so $*
+fi

src/UnitCommitment.jl

@@ -48,8 +48,9 @@ include("solution/warmstart.jl")
 include("solution/write.jl")
 include("transform/initcond.jl")
 include("transform/slice.jl")
-include("transform/randomize.jl")
+include("transform/randomize/XavQiuAhm2021.jl")
 include("utils/log.jl")
+include("utils/benchmark.jl")
 include("validation/repair.jl")
 include("validation/validate.jl")
 

src/instance/read.jl

@@ -266,15 +266,20 @@ function _from_json(json; repair = true)
     end
 
     instance = UnitCommitmentInstance(
-        T,
+        buses_by_name = Dict(b.name => b for b in buses),
-        power_balance_penalty,
+        buses = buses,
-        shortfall_penalty,
+        contingencies_by_name = Dict(c.name => c for c in contingencies),
-        units,
+        contingencies = contingencies,
-        buses,
+        lines_by_name = Dict(l.name => l for l in lines),
-        lines,
+        lines = lines,
-        reserves,
+        power_balance_penalty = power_balance_penalty,
-        contingencies,
+        price_sensitive_loads_by_name = Dict(ps.name => ps for ps in loads),
-        loads,
+        price_sensitive_loads = loads,
+        reserves = reserves,
+        shortfall_penalty = shortfall_penalty,
+        time = T,
+        units_by_name = Dict(g.name => g for g in units),
+        units = units,
     )
     if repair
         UnitCommitment.repair!(instance)

src/instance/structs.jl

@@ -69,17 +69,21 @@ mutable struct PriceSensitiveLoad
     revenue::Vector{Float64}
 end
 
-mutable struct UnitCommitmentInstance
+Base.@kwdef mutable struct UnitCommitmentInstance
-    time::Int
+    buses_by_name::Dict{AbstractString,Bus}
-    power_balance_penalty::Vector{Float64}
-    "Penalty for failing to meet reserve requirement."
-    shortfall_penalty::Vector{Float64}
-    units::Vector{Unit}
     buses::Vector{Bus}
-    lines::Vector{TransmissionLine}
+    contingencies_by_name::Dict{AbstractString,Contingency}
-    reserves::Reserves
     contingencies::Vector{Contingency}
+    lines_by_name::Dict{AbstractString,TransmissionLine}
+    lines::Vector{TransmissionLine}
+    power_balance_penalty::Vector{Float64}
+    price_sensitive_loads_by_name::Dict{AbstractString,PriceSensitiveLoad}
     price_sensitive_loads::Vector{PriceSensitiveLoad}
+    reserves::Reserves
+    shortfall_penalty::Vector{Float64}
+    time::Int
+    units_by_name::Dict{AbstractString,Unit}
+    units::Vector{Unit}
 end
 
 function Base.show(io::IO, instance::UnitCommitmentInstance)

src/transform/randomize.jl

@@ -1,53 +0,0 @@
-# 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/transform/randomize/XavQiuAhm2021.jl

@@ -0,0 +1,209 @@
+# 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.
+
+"""
+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
+
+using Distributions
+import ..UnitCommitmentInstance
+
+"""
+    struct Randomization
+        cost = Uniform(0.95, 1.05)
+        load_profile_mu = [...]
+        load_profile_sigma = [...]
+        load_share = Uniform(0.90, 1.10)
+        peak_load = Uniform(0.6 * 0.925, 0.6 * 1.075)
+        randomize_costs = true
+        randomize_load_profile = true
+        randomize_load_share = true
+    end
+
+Randomization method that changes: (1) production and startup costs, (2)
+share of load coming from each bus, (3) peak system load, and (4) temporal
+load profile, as follows:
+
+1. **Production and startup costs:**
+    For each unit `u`, the vectors `u.min_power_cost` and `u.cost_segments`
+    are multiplied by a constant `α[u]` sampled from the provided `cost`
+    distribution. If `randomize_costs` is false, skips this step.
+
+2. **Load share:**
+   For each bus `b` and time `t`, the value `b.load[t]` is multiplied by
+   `(β[b] * b.load[t]) / sum(β[b2] * b2.load[t] for b2 in buses)`, where
+   `β[b]` is sampled from the provided `load_share` distribution. If
+   `randomize_load_share` is false, skips this step.
+
+3. **Peak system load and temporal load profile:**
+    Sets the peak load to `ρ * C`, where `ρ` is sampled from `peak_load` and `C`
+    is the maximum system capacity, at any time. Also scales the loads of all
+    buses, so that `system_load[t+1]` becomes equal to `system_load[t] * γ[t]`,
+    where `γ[t]` is sampled from `Normal(load_profile_mu[t], load_profile_sigma[t])`.
+    
+    The system load for the first time period is set so that the peak load
+    matches `ρ * C`. If `load_profile_sigma` and `load_profile_mu` have fewer
+    elements than `instance.time`, wraps around. If `randomize_load_profile`
+    is false, skips this step.
+
+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
+more details, see Section 4.2 of the paper.
+"""
+Base.@kwdef struct Randomization
+    cost = Uniform(0.95, 1.05)
+    load_profile_mu::Vector{Float64} = [
+        1.0,
+        0.978,
+        0.98,
+        1.004,
+        1.02,
+        1.078,
+        1.132,
+        1.018,
+        0.999,
+        1.006,
+        0.999,
+        0.987,
+        0.975,
+        0.984,
+        0.995,
+        1.005,
+        1.045,
+        1.106,
+        0.981,
+        0.981,
+        0.978,
+        0.948,
+        0.928,
+        0.953,
+    ]
+    load_profile_sigma::Vector{Float64} = [
+        0.0,
+        0.011,
+        0.015,
+        0.01,
+        0.012,
+        0.029,
+        0.055,
+        0.027,
+        0.026,
+        0.023,
+        0.013,
+        0.012,
+        0.014,
+        0.011,
+        0.008,
+        0.008,
+        0.02,
+        0.02,
+        0.016,
+        0.012,
+        0.014,
+        0.015,
+        0.017,
+        0.024,
+    ]
+    load_share = Uniform(0.90, 1.10)
+    peak_load = Uniform(0.6 * 0.925, 0.6 * 1.075)
+    randomize_load_profile::Bool = true
+    randomize_costs::Bool = true
+    randomize_load_share::Bool = true
+end
+
+function _randomize_costs(
+    instance::UnitCommitmentInstance,
+    distribution,
+)::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_share(
+    instance::UnitCommitmentInstance,
+    distribution,
+)::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_load_profile(
+    instance::UnitCommitmentInstance,
+    params::Randomization,
+)::Nothing
+    # Generate new system load
+    system_load = [1.0]
+    for t in 2:instance.time
+        idx = (t - 1) % length(params.load_profile_mu) + 1
+        gamma = rand(
+            Normal(params.load_profile_mu[idx], params.load_profile_sigma[idx]),
+        )
+        push!(system_load, system_load[t-1] * gamma)
+    end
+    capacity = sum(maximum(u.max_power) for u in instance.units)
+    peak_load = rand(params.peak_load) * capacity
+    system_load = system_load ./ maximum(system_load) .* peak_load
+
+    # Scale bus loads to match the new system load
+    prev_system_load = sum(b.load for b in instance.buses)
+    for b in instance.buses
+        for t in 1:instance.time
+            b.load[t] *= system_load[t] / prev_system_load[t]
+        end
+    end
+
+    return
+end
+
+end
+
+"""
+    function randomize!(
+        instance::UnitCommitment.UnitCommitmentInstance,
+        method::XavQiuAhm2021.Randomization,
+    )::Nothing
+
+Randomize costs and loads based on the method described in XavQiuAhm2021.
+"""
+function randomize!(
+    instance::UnitCommitment.UnitCommitmentInstance,
+    method::XavQiuAhm2021.Randomization,
+)::Nothing
+    if method.randomize_costs
+        XavQiuAhm2021._randomize_costs(instance, method.cost)
+    end
+    if method.randomize_load_share
+        XavQiuAhm2021._randomize_load_share(instance, method.load_share)
+    end
+    if method.randomize_load_profile
+        XavQiuAhm2021._randomize_load_profile(instance, method)
+    end
+    return
+end
+
+export randomize!

src/utils/benchmark.jl

@@ -0,0 +1,116 @@
+# 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.
+
+using Distributed
+using Random
+
+function _run_benchmark_sample(;
+    case::String,
+    method::SolutionMethod,
+    formulation::Formulation,
+    solution_filename::String,
+    optimizer,
+)::Nothing
+    total_time = @elapsed begin
+        @info "Reading: $case"
+        time_read = @elapsed begin
+            instance = read_benchmark(case)
+        end
+        @info @sprintf("Read problem in %.2f seconds", time_read)
+        BLAS.set_num_threads(Threads.nthreads())
+        model = build_model(
+            instance = instance,
+            formulation = formulation,
+            optimizer = optimizer,
+            variable_names = true,
+        )
+        @info "Optimizing..."
+        BLAS.set_num_threads(1)
+        optimize!(model, method)
+    end
+    @info @sprintf("Total time was %.2f seconds", total_time)
+
+    @info "Writing solution: $solution_filename"
+    solution = UnitCommitment.solution(model)
+    write("$solution_filename", solution)
+
+    @info "Verifying solution..."
+    validate(instance, solution)
+    return
+end
+
+function _run_benchmark_combination(
+    case::String,
+    optimizer_name::String,
+    optimizer,
+    method_name::String,
+    method::SolutionMethod,
+    formulation_name::String,
+    formulation::Formulation,
+    trial,
+)
+    dirname = "results/$optimizer_name/$method_name/$formulation_name/$case"
+    function info(msg)
+        @info @sprintf(
+            "%-8s %-16s %-16s %-16s %-8s %s",
+            msg,
+            optimizer_name,
+            method_name,
+            formulation_name,
+            trial,
+            case
+        )
+    end
+    mkpath(dirname)
+    trial_filename = @sprintf("%s/%03d.json", dirname, trial)
+    if isfile(trial_filename)
+        info("skip")
+        return
+    end
+    info("run")
+    open("$trial_filename.log", "w") do file
+        redirect_stdout(file) do
+            redirect_stderr(file) do
+                return _run_benchmark_sample(
+                    case = case,
+                    method = method,
+                    formulation = formulation,
+                    solution_filename = trial_filename,
+                    optimizer = optimizer,
+                )
+            end
+        end
+    end
+    return info("done")
+end
+
+function _run_benchmarks(;
+    cases::Vector{String},
+    optimizers::Dict,
+    formulations::Dict,
+    methods::Dict,
+    trials,
+)
+    combinations = [
+        (c, s.first, s.second, m.first, m.second, f.first, f.second, t) for
+        c in cases for s in optimizers for f in formulations for
+        m in methods for t in trials
+    ]
+    shuffle!(combinations)
+    if nworkers() > 1
+        @printf("%24s", "")
+    end
+    @info @sprintf(
+        "%-8s %-16s %-16s %-16s %-8s %s",
+        "STATUS",
+        "SOLVER",
+        "METHOD",
+        "FORMULATION",
+        "TRIAL",
+        "CASE"
+    )
+    @sync @distributed for c in combinations
+        _run_benchmark_combination(c...)
+    end
+end

src/utils/sysimage.jl

@@ -1,28 +0,0 @@
-# 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.
-
-using PackageCompiler
-
-using DataStructures
-using Distributions
-using JSON
-using JuMP
-using MathOptInterface
-using SparseArrays
-
-pkg = [
-    :DataStructures,
-    :Distributions,
-    :JSON,
-    :JuMP,
-    :MathOptInterface,
-    :SparseArrays,
-]
-
-@info "Building system image..."
-create_sysimage(
-    pkg,
-    precompile_statements_file = "build/precompile.jl",
-    sysimage_path = "build/sysimage.so",
-)

test/Project.toml

@@ -0,0 +1,26 @@
+[deps]
+Cbc = "9961bab8-2fa3-5c5a-9d89-47fab24efd76"
+DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
+Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
+GZip = "92fee26a-97fe-5a0c-ad85-20a5f3185b63"
+Gurobi = "2e9cd046-0924-5485-92f1-d5272153d98b"
+JSON = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
+JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
+LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
+MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
+PackageCompiler = "9b87118b-4619-50d2-8e1e-99f35a4d4d9d"
+Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[compat]
+DataStructures = "0.18"
+Distributions = "0.25"
+GZip = "0.5"
+JSON = "0.21"
+JuMP = "0.21"
+MathOptInterface = "0.9"
+PackageCompiler = "1"
+julia = "1"

test/import/egret_test.jl

@@ -4,9 +4,12 @@
 
 using UnitCommitment
 
+basedir = @__DIR__
+
 @testset "read_egret_solution" begin
-    solution =
+    solution = UnitCommitment.read_egret_solution(
-        UnitCommitment.read_egret_solution("fixtures/egret_output.json.gz")
+        "$basedir/../fixtures/egret_output.json.gz",
+    )
     for attr in ["Is on", "Production (MW)", "Production cost (\$)"]
         @test attr in keys(solution)
         @test "115_STEAM_1" in keys(solution[attr])

test/instance/read_test.jl

@@ -22,6 +22,7 @@ using UnitCommitment, LinearAlgebra, Cbc, JuMP, JSON, GZip
     @test instance.lines[5].normal_flow_limit == [1e8 for t in 1:4]
     @test instance.lines[5].emergency_flow_limit == [1e8 for t in 1:4]
     @test instance.lines[5].flow_limit_penalty == [5e3 for t in 1:4]
+    @test instance.lines_by_name["l5"].name == "l5"
 
     @test instance.lines[1].name == "l1"
     @test instance.lines[1].source.name == "b1"
@@ -34,6 +35,7 @@ using UnitCommitment, LinearAlgebra, Cbc, JuMP, JSON, GZip
 
     @test instance.buses[9].name == "b9"
     @test instance.buses[9].load == [35.36638, 33.25495, 31.67138, 31.14353]
+    @test instance.buses_by_name["b9"].name == "b9"
 
     unit = instance.units[1]
     @test unit.name == "g1"
@@ -62,6 +64,7 @@ using UnitCommitment, LinearAlgebra, Cbc, JuMP, JSON, GZip
     @test unit.startup_categories[1].cost == 1000.0
     @test unit.startup_categories[2].cost == 1500.0
     @test unit.startup_categories[3].cost == 2000.0
+    @test instance.units_by_name["g1"].name == "g1"
 
     unit = instance.units[2]
     @test unit.name == "g2"
@@ -92,12 +95,15 @@ using UnitCommitment, LinearAlgebra, Cbc, JuMP, JSON, GZip
 
     @test instance.contingencies[1].lines == [instance.lines[1]]
     @test instance.contingencies[1].units == []
+    @test instance.contingencies[1].name == "c1"
+    @test instance.contingencies_by_name["c1"].name == "c1"
 
     load = instance.price_sensitive_loads[1]
     @test load.name == "ps1"
     @test load.bus.name == "b3"
     @test load.revenue == [100.0 for t in 1:4]
     @test load.demand == [50.0 for t in 1:4]
+    @test instance.price_sensitive_loads_by_name["ps1"].name == "ps1"
 end
 
 @testset "read_benchmark sub-hourly" begin

test/runtests.jl

@@ -5,6 +5,7 @@
 using Test
 using UnitCommitment
 
+push!(Base.LOAD_PATH, @__DIR__)
 UnitCommitment._setup_logger()
 
 const ENABLE_LARGE_TESTS = ("UCJL_LARGE_TESTS" in keys(ENV))
@@ -28,7 +29,9 @@ const ENABLE_LARGE_TESTS = ("UCJL_LARGE_TESTS" in keys(ENV))
     @testset "transform" begin
         include("transform/initcond_test.jl")
         include("transform/slice_test.jl")
-        include("transform/randomize_test.jl")
+        @testset "randomize" begin
+            include("transform/randomize/XavQiuAhm2021_test.jl")
+        end
     end
     @testset "validation" begin
         include("validation/repair_test.jl")

test/transform/initcond_test.jl

@@ -4,9 +4,12 @@
 
 using UnitCommitment, Cbc, JuMP
 
+basedir = @__DIR__
+
 @testset "generate_initial_conditions!" begin
     # Load instance
-    instance = UnitCommitment.read("$(pwd())/fixtures/case118-initcond.json.gz")
+    instance =
+        UnitCommitment.read("$basedir/../fixtures/case118-initcond.json.gz")
     optimizer = optimizer_with_attributes(Cbc.Optimizer, "logLevel" => 0)
 
     # All units should have unknown initial conditions

test/transform/randomize/XavQiuAhm2021_test.jl

@@ -0,0 +1,63 @@
+# 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.
+
+import Random
+import UnitCommitment: XavQiuAhm2021
+
+using Distributions
+using UnitCommitment, Cbc, JuMP
+
+get_instance() = UnitCommitment.read_benchmark("matpower/case118/2017-02-01")
+system_load(instance) = sum(b.load for b in instance.buses)
+test_approx(x, y) = @test isapprox(x, y, atol = 1e-3)
+
+@testset "XavQiuAhm2021" begin
+    @testset "cost and load share" begin
+        instance = get_instance()
+
+        # Check original costs
+        unit = instance.units[10]
+        test_approx(unit.min_power_cost[1], 825.023)
+        test_approx(unit.cost_segments[1].cost[1], 36.659)
+        test_approx(unit.startup_categories[1].cost[1], 7570.42)
+
+        # Check original load share
+        bus = instance.buses[1]
+        prev_system_load = system_load(instance)
+        test_approx(bus.load[1] / prev_system_load[1], 0.012)
+
+        Random.seed!(42)
+        randomize!(
+            instance,
+            XavQiuAhm2021.Randomization(randomize_load_profile = false),
+        )
+
+        # Check randomized costs
+        test_approx(unit.min_power_cost[1], 831.977)
+        test_approx(unit.cost_segments[1].cost[1], 36.968)
+        test_approx(unit.startup_categories[1].cost[1], 7634.226)
+
+        # Check randomized load share
+        curr_system_load = system_load(instance)
+        test_approx(bus.load[1] / curr_system_load[1], 0.013)
+
+        # System load should not change
+        @test prev_system_load ≈ curr_system_load
+    end
+
+    @testset "load profile" begin
+        instance = get_instance()
+
+        # Check original load profile
+        @test round.(system_load(instance), digits = 1)[1:8] ≈
+              [3059.5, 2983.2, 2937.5, 2953.9, 3073.1, 3356.4, 4068.5, 4018.8]
+
+        Random.seed!(42)
+        randomize!(instance, XavQiuAhm2021.Randomization())
+
+        # Check randomized load profile
+        @test round.(system_load(instance), digits = 1)[1:8] ≈
+              [4854.7, 4849.2, 4732.7, 4848.2, 4948.4, 5231.1, 5874.8, 5934.8]
+    end
+end

test/transform/randomize_test.jl

@@ -1,43 +0,0 @@
-# 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.
-
-using UnitCommitment, Cbc, JuMP
-
-_get_instance() = UnitCommitment.read_benchmark("matpower/case118/2017-02-01")
-_total_load(instance) = sum(b.load[1] for b in instance.buses)
-
-@testset "randomize_unit_costs!" begin
-    instance = _get_instance()
-    unit = instance.units[10]
-    prev_min_power_cost = unit.min_power_cost
-    prev_prod_cost = unit.cost_segments[1].cost
-    prev_startup_cost = unit.startup_categories[1].cost
-    randomize_unit_costs!(instance)
-    @test prev_min_power_cost != unit.min_power_cost
-    @test prev_prod_cost != unit.cost_segments[1].cost
-    @test prev_startup_cost != unit.startup_categories[1].cost
-end
-
-@testset "randomize_load_distribution!" begin
-    instance = _get_instance()
-    bus = instance.buses[1]
-    prev_load = instance.buses[1].load[1]
-    prev_total_load = _total_load(instance)
-    randomize_load_distribution!(instance)
-    curr_total_load = _total_load(instance)
-    @test prev_load != instance.buses[1].load[1]
-    @test abs(prev_total_load - curr_total_load) < 1e-3
-end
-
-@testset "randomize_peak_load!" begin
-    instance = _get_instance()
-    bus = instance.buses[1]
-    prev_total_load = _total_load(instance)
-    prev_share = bus.load[1] / prev_total_load
-    randomize_peak_load!(instance)
-    curr_total_load = _total_load(instance)
-    curr_share = bus.load[1] / prev_total_load
-    @test curr_total_load != prev_total_load
-    @test abs(curr_share - prev_share) < 1e-3
-end

test/validation/repair_test.jl

@@ -4,9 +4,11 @@
 
 using UnitCommitment, JSON, GZip, DataStructures
 
+basedir = @__DIR__
+
 function parse_case14()
     return JSON.parse(
-        GZip.gzopen("../instances/test/case14.json.gz"),
+        GZip.gzopen("$basedir/../../instances/test/case14.json.gz"),
         dicttype = () -> DefaultOrderedDict(nothing),
     )
 end