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3 Commits

Author SHA1 Message Date
675143967f Fix some merge issues 2020-11-20 12:17:59 -06:00
ba9e086bea Merge branch 'dev' into akazachk/formulations 2020-11-20 10:55:48 -06:00
Aleksandr Kazachkov
3baddf158a Implement multiple formulations 2020-11-20 10:52:23 -06:00
321 changed files with 6906 additions and 5987 deletions

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@@ -1,5 +0,0 @@
always_for_in = true
always_use_return = true
margin = 80
remove_extra_newlines = true
short_to_long_function_def = true

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@@ -1,25 +0,0 @@
---
name: Bug report
about: Something is broken in the package
title: ''
labels: ''
assignees: ''
---
## Description
A clear and concise description of what the bug is.
## Steps to Reproduce
Please describe how can the developers reproduce the problem in their own computers. Code snippets and sample input files are specially helpful. For example:
1. Install the package
2. Run the code below with the attached input file...
3. The following error appears...
## System Information
- Operating System: [e.g. Ubuntu 20.04]
- Julia version: [e.g. 1.4]
- Package version: [e.g. 0.0.1]

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@@ -1,8 +0,0 @@
blank_issues_enabled: false
contact_links:
- name: Feature Request
url: https://github.com/ANL-CEEESA/UnitCommitment.jl/discussions/categories/feature-requests
about: Submit ideas for new features and small enhancements
- name: Help & FAQ
url: https://github.com/ANL-CEEESA/UnitCommitment.jl/discussions/categories/help-faq
about: Ask questions about the package and get help from the community

28
.github/workflows/benchmark.yml vendored Normal file
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@@ -0,0 +1,28 @@
name: Benchmark
on: push
jobs:
benchmark:
runs-on: [self-hosted, benchmark]
if: "contains(github.event.head_commit.message, '[benchmark]')"
timeout-minutes: 10080
steps:
- uses: actions/checkout@v1
- name: Benchmark
run: |
julia --project=@. -e 'using Pkg; Pkg.instantiate()'
make build/sysimage.so
make -C benchmark clean
make -C benchmark -kj4
make -C benchmark tables
make -C benchmark clean-mps clean-sol
- name: Upload logs
uses: actions/upload-artifact@v2
with:
name: Logs
path: benchmark/results/*
- name: Upload tables & charts
uses: actions/upload-artifact@v2
with:
name: Tables
path: benchmark/tables/*

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@@ -1,28 +0,0 @@
name: lint
on:
push:
pull_request:
jobs:
build:
runs-on: ubuntu-latest
steps:
- uses: julia-actions/setup-julia@latest
with:
version: '1'
- uses: actions/checkout@v1
- name: Format check
shell: julia --color=yes {0}
run: |
using Pkg
Pkg.add(PackageSpec(name="JuliaFormatter", version="0.14.4"))
using JuliaFormatter
format("src", verbose=true)
format("test", verbose=true)
format("benchmark", verbose=true)
out = String(read(Cmd(`git diff`)))
if isempty(out)
exit(0)
end
@error "Some files have not been formatted !!!"
write(stdout, out)
exit(1)

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@@ -1,16 +1,20 @@
name: Tests
on:
push:
paths:
- '**.jl'
- '**.toml'
pull_request:
schedule:
- cron: '45 10 * * *'
paths:
- '**.jl'
- '**.toml'
jobs:
test:
runs-on: ${{ matrix.os }}
strategy:
matrix:
julia-version: ['1.6', '1.7']
julia-arch: [x64]
julia-version: ['1.3', '1.4', '1']
julia-arch: [x64, x86]
os: [ubuntu-latest, windows-latest, macOS-latest]
exclude:
- os: macOS-latest

28
.gitignore vendored
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@@ -1,38 +1,16 @@
*.bak
*.gz
*.ipynb
*.lastrun
*.mps
*.so
*/Manifest.toml
.AppleDB
.AppleDesktop
.AppleDouble
.DS_Store
.DocumentRevisions-V100
.LSOverride
.Spotlight-V100
.TemporaryItems
.Trashes
.VolumeIcon.icns
._*
.apdisk
.com.apple.timemachine.donotpresent
.fseventsd
*.mps
*.ipynb
.ipy*
.vscode
Icon
Manifest.toml
Network Trash Folder
TODO.md
Temporary Items
benchmark/results
benchmark/runs
benchmark/tables
benchmark/tmp.json
build
docs/_build
instances/**/*.json
instances/_source
local
notebooks
TODO.md

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@@ -1,60 +1,11 @@
# Changelog
# UnitCommitment.jl
All notable changes to this project will be documented in this file.
### Version 0.1.1 (Nov 16, 2020)
- The format is based on [Keep a Changelog][changelog].
- This project adheres to [Semantic Versioning][semver].
- For versions before 1.0, we follow the [Pkg.jl convention][pkjjl]
that `0.a.b` is compatible with `0.a.c`.
* Fixes to MATLAB and PGLIB-UC instances
* Add OR-LIB and Tejada19 instances
* Improve documentation
[changelog]: https://keepachangelog.com/en/1.0.0/
[semver]: https://semver.org/spec/v2.0.0.html
[pkjjl]: https://pkgdocs.julialang.org/v1/compatibility/#compat-pre-1.0
### Version 0.1.0 (Nov 6, 2020)
## [0.2.2] - 2021-07-21
### Fixed
- Fix small bug in validation scripts related to startup costs
- Fix duplicated startup constraints (@mtanneau, #12)
## [0.2.1] - 2021-06-02
### Added
- Add multiple ramping formulations (ArrCon2000, MorLatRam2013, DamKucRajAta2016, PanGua2016)
- Add multiple piecewise-linear costs formulations (Garver1962, CarArr2006, KnuOstWat2018)
- Allow benchmark scripts to compare multiple formulations
## [0.2.0] - 2021-05-28
### Added
- Add sub-hourly unit commitment.
- Add `UnitCommitment.write(filename, solution)`.
- Add current mathematical formulation to the documentation.
### Changed
- Rename "Time (h)" parameter to "Time horizon (h)".
- Rename `UnitCommitment.get_solution` to `UnitCommitment.solution`, for better
consistency with JuMP style.
- Add an underscore to the name of all functions that do not appear in the
documentation (e.g. `something` becomes `_something`) These functions are not
part of the public API and may change without notice, even in PATCH releases.
- The function `UnitCommitment.build_model` now returns a plain JuMP model. The
struct `UnitCommitmentModel` has been completely removed. Accessing model
elements can now be accomplished as follows:
- `model.vars.x[idx]` becomes `model[:x][idx]`
- `model.eqs.y[idx]` becomes `model[:eq_y][idx]`
- `model.expr.z[idx]` becomes `model[:expr_z][idx]`
- `model.obj` becomes `model[:obj]`
- `model.isf` becomes `model[:isf]`
- `model.lodf` becomes `model[:lodf]`
### Fixed
- Properly validate solutions with price-sensitive loads.
## [0.1.1] - 2020-11-16
### Added
- Add OR-LIB and Tejada19 instances.
- Improve documentation.
## Fixed
- Fixes to MATLAB and PGLIB-UC instances.
## [0.1.0] - 2020-11-06
- Initial public release.
* Initial public release

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@@ -2,22 +2,28 @@
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
VERSION := 0.2
JULIA := julia --color=yes --project=@.
MKDOCS := ~/.local/bin/mkdocs
VERSION := 0.1
build/sysimage.so: src/sysimage.jl Project.toml Manifest.toml
mkdir -p build
mkdir -p benchmark/results/test
cd benchmark; $(JULIA) --trace-compile=../build/precompile.jl run.jl test/case14.1.sol.json
$(JULIA) src/sysimage.jl
clean:
rm -rfv build Manifest.toml test/Manifest.toml deps/formatter/build deps/formatter/Manifest.toml
rm -rf build/*
docs:
cd docs; make clean; make dirhtml
rsync -avP --delete-after docs/_build/dirhtml/ ../docs/$(VERSION)/
$(MKDOCS) build -d ../docs/$(VERSION)/
rm ../docs/$(VERSION)/*.ipynb
format:
cd deps/formatter; ../../juliaw format.jl
install-deps-docs:
pip install --user mkdocs mkdocs-cinder python-markdown-math
test: test/Manifest.toml
./juliaw test/runtests.jl
test: build/sysimage.so
@echo Running tests...
$(JULIA) --sysimage build/sysimage.so -e 'using Pkg; Pkg.test("UnitCommitment")' | tee build/test.log
test/Manifest.toml: test/Project.toml
julia --project=test -e "using Pkg; Pkg.instantiate()"
.PHONY: docs test format install-deps
.PHONY: docs test

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Manifest.toml Normal file
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@@ -0,0 +1,367 @@
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uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
[[SHA]]
uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
[[Serialization]]
uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
[[SharedArrays]]
deps = ["Distributed", "Mmap", "Random", "Serialization"]
uuid = "1a1011a3-84de-559e-8e89-a11a2f7dc383"
[[Sockets]]
uuid = "6462fe0b-24de-5631-8697-dd941f90decc"
[[SparseArrays]]
deps = ["LinearAlgebra", "Random"]
uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
[[SpecialFunctions]]
deps = ["OpenSpecFun_jll"]
git-tree-sha1 = "d8d8b8a9f4119829410ecd706da4cc8594a1e020"
uuid = "276daf66-3868-5448-9aa4-cd146d93841b"
version = "0.10.3"
[[StaticArrays]]
deps = ["LinearAlgebra", "Random", "Statistics"]
git-tree-sha1 = "da4cf579416c81994afd6322365d00916c79b8ae"
uuid = "90137ffa-7385-5640-81b9-e52037218182"
version = "0.12.5"
[[Statistics]]
deps = ["LinearAlgebra", "SparseArrays"]
uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
[[Test]]
deps = ["Distributed", "InteractiveUtils", "Logging", "Random"]
uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
[[TranscodingStreams]]
deps = ["Random", "Test"]
git-tree-sha1 = "7c53c35547de1c5b9d46a4797cf6d8253807108c"
uuid = "3bb67fe8-82b1-5028-8e26-92a6c54297fa"
version = "0.9.5"
[[UUIDs]]
deps = ["Random", "SHA"]
uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
[[Unicode]]
uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"
[[ZipFile]]
deps = ["Libdl", "Printf", "Zlib_jll"]
git-tree-sha1 = "c3a5637e27e914a7a445b8d0ad063d701931e9f7"
uuid = "a5390f91-8eb1-5f08-bee0-b1d1ffed6cea"
version = "0.9.3"
[[Zlib_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "320228915c8debb12cb434c59057290f0834dbf6"
uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
version = "1.2.11+18"

View File

@@ -2,29 +2,34 @@ name = "UnitCommitment"
uuid = "64606440-39ea-11e9-0f29-3303a1d3d877"
authors = ["Santos Xavier, Alinson <axavier@anl.gov>"]
repo = "https://github.com/ANL-CEEESA/UnitCommitment.jl"
version = "0.2.2"
version = "0.1.1"
[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"
JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
OrderedCollections = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
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"
JSON = "0.21"
JuMP = "1"
MathOptInterface = "1"
JuMP = "0.21"
MathOptInterface = "0.9"
PackageCompiler = "1"
julia = "1"
[extras]
Cbc = "9961bab8-2fa3-5c5a-9d89-47fab24efd76"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
[targets]
test = ["Cbc", "Test"]

153
README.md
View File

@@ -1,145 +1,44 @@
<h1 align="center">UnitCommitment.jl</h1>
<p align="center">
<a href="https://github.com/ANL-CEEESA/UnitCommitment.jl/actions?query=workflow%3ATest+branch%3Adev">
<img src="https://github.com/iSoron/UnitCommitment.jl/workflows/Tests/badge.svg"></img>
</a>
<a href="https://doi.org/10.5281/zenodo.4269874">
<img src="https://zenodo.org/badge/doi/10.5281/zenodo.4269874.svg" alt="DOI"></img>
</a>
<a href="https://github.com/ANL-CEEESA/UnitCommitment.jl/releases/">
<img src="https://img.shields.io/github/v/release/ANL-CEEESA/UnitCommitment.jl?include_prereleases&label=pre-release">
</a>
<a href="https://github.com/ANL-CEEESA/UnitCommitment.jl/discussions">
<img src="https://img.shields.io/badge/GitHub-Discussions-%23fc4ebc" />
</a>
</p>
<a href="https://github.com/ANL-CEEESA/UnitCommitment.jl/actions?query=workflow%3ATest+branch%3Adev"><img src="https://github.com/iSoron/UnitCommitment.jl/workflows/Tests/badge.svg"></img></a>
<a href="https://github.com/ANL-CEEESA/UnitCommitment.jl/actions?query=workflow%3ABenchmark+branch%3Adev+is%3Asuccess"><img src="https://github.com/iSoron/UnitCommitment.jl/workflows/Benchmark/badge.svg"></img></a>
<a href="https://doi.org/10.5281/zenodo.4269874"><img src="https://zenodo.org/badge/doi/10.5281/zenodo.4269874.svg" alt="DOI"></a>
**UnitCommitment.jl** (UC.jl) is an optimization package for the Security-Constrained Unit Commitment Problem (SCUC), a fundamental optimization problem in power systems used, for example, to clear the day-ahead electricity markets. The package provides benchmark instances for the problem and Julia/JuMP implementations of state-of-the-art mixed-integer programming formulations.
## Package Components
# UnitCommitment.jl
* **Data Format:** The package proposes an extensible and fully-documented JSON-based data format for SCUC, developed in collaboration with Independent System Operators (ISOs), which describes the most important aspects of the problem. The format supports the most common generator characteristics (including ramping, piecewise-linear production cost curves and time-dependent startup costs), as well as operating reserves, price-sensitive loads, transmission networks and contingencies.
* **Benchmark Instances:** The package provides a diverse collection of large-scale benchmark instances collected from the literature, converted into a common data format, and extended using data-driven methods to make them more challenging and realistic.
* **Model Implementation**: The package provides Julia/JuMP implementations of state-of-the-art formulations and solution methods for SCUC, including multiple ramping formulations ([ArrCon2000][ArrCon2000], [MorLatRam2013][MorLatRam2013], [DamKucRajAta2016][DamKucRajAta2016], [PanGua2016][PanGua2016]), multiple piecewise-linear costs formulations ([Gar1962][Gar1962], [CarArr2006][CarArr2006], [KnuOstWat2018][KnuOstWat2018]) and contingency screening methods ([XavQiuWanThi2019][XavQiuWanThi2019]). Our goal is to keep these implementations up-to-date as new methods are proposed in the literature.
**UnitCommitment.jl** (UC.jl) is an optimization package for the Security-Constrained Unit Commitment Problem (SCUC), a fundamental optimization problem in power systems used, for example, to clear the day-ahead electricity markets. The package provides benchmark instances for the problem and JuMP implementations of state-of-the-art mixed-integer programming formulations.
### Package Components
* **Data Format:** The package proposes an extensible and fully-documented JSON-based data specification format for SCUC, developed in collaboration with Independent System Operators (ISOs), which describes the most important aspects of the problem. The format supports all the most common generator characteristics (including ramping, piecewise-linear production cost curves and time-dependent startup costs), as well as operating reserves, price-sensitive loads, transmission networks and contingencies.
* **Benchmark Instances:** The package provides a diverse collection of large-scale benchmark instances collected from the literature and extended to make them more challenging and realistic.
* **Model Implementation**: The package provides a Julia/JuMP implementation of state-of-the-art formulations and solution methods for SCUC. Our goal is to keep this implementation up-to-date, as new methods are proposed in the literature.
* **Benchmark Tools:** The package provides automated benchmark scripts to accurately evaluate the performance impact of proposed code changes.
[ArrCon2000]: https://doi.org/10.1109/59.871739
[CarArr2006]: https://doi.org/10.1109/TPWRS.2006.876672
[DamKucRajAta2016]: https://doi.org/10.1007/s10107-015-0919-9
[Gar1962]: https://doi.org/10.1109/AIEEPAS.1962.4501405
[KnuOstWat2018]: https://doi.org/10.1109/TPWRS.2017.2783850
[MorLatRam2013]: https://doi.org/10.1109/TPWRS.2013.2251373
[PanGua2016]: https://doi.org/10.1287/opre.2016.1520
[XavQiuWanThi2019]: https://doi.org/10.1109/TPWRS.2019.2892620
### Documentation
## Sample Usage
* [Usage](https://anl-ceeesa.github.io/UnitCommitment.jl/0.1/usage/)
* [Data Format](https://anl-ceeesa.github.io/UnitCommitment.jl/0.1/format/)
* [Instances](https://anl-ceeesa.github.io/UnitCommitment.jl/0.1/instances/)
```julia
using Cbc
using JuMP
using UnitCommitment
import UnitCommitment:
Formulation,
KnuOstWat2018,
MorLatRam2013,
ShiftFactorsFormulation
# Read benchmark instance
instance = UnitCommitment.read_benchmark(
"matpower/case118/2017-02-01",
)
# Construct model (using state-of-the-art defaults)
model = UnitCommitment.build_model(
instance = instance,
optimizer = Cbc.Optimizer,
)
# Construct model (using customized formulation)
model = UnitCommitment.build_model(
instance = instance,
optimizer = Cbc.Optimizer,
formulation = Formulation(
pwl_costs = KnuOstWat2018.PwlCosts(),
ramping = MorLatRam2013.Ramping(),
startup_costs = MorLatRam2013.StartupCosts(),
transmission = ShiftFactorsFormulation(
isf_cutoff = 0.005,
lodf_cutoff = 0.001,
),
),
)
# Modify the model (e.g. add custom constraints)
@constraint(
model,
model[:is_on]["g3", 1] + model[:is_on]["g4", 1] <= 1,
)
# Solve model
UnitCommitment.optimize!(model)
# Extract solution
solution = UnitCommitment.solution(model)
UnitCommitment.write("/tmp/output.json", solution)
```
## Documentation
1. [Usage](https://anl-ceeesa.github.io/UnitCommitment.jl/0.2/usage/)
2. [Data Format](https://anl-ceeesa.github.io/UnitCommitment.jl/0.2/format/)
3. [Instances](https://anl-ceeesa.github.io/UnitCommitment.jl/0.2/instances/)
4. [JuMP Model](https://anl-ceeesa.github.io/UnitCommitment.jl/0.2/model/)
## Authors
* **Alinson S. Xavier** (Argonne National Laboratory)
* **Aleksandr M. Kazachkov** (University of Florida)
* **Ogün Yurdakul** (Technische Universität Berlin)
### Authors
* **Alinson Santos Xavier** (Argonne National Laboratory)
* **Feng Qiu** (Argonne National Laboratory)
## Acknowledgments
### Acknowledgments
* We would like to **Yonghong Chen** (Midcontinent Independent System Operator), **Feng Pan** (Pacific Northwest National Laboratory) for valuable feedback on early versions of this package.
* We would like to thank **Aleksandr M. Kazachkov** (University of Florida), **Yonghong Chen** (Midcontinent Independent System Operator), **Feng Pan** (Pacific Northwest National Laboratory) for valuable feedback on early versions of this package.
* Based upon work supported by **Laboratory Directed Research and Development** (LDRD) funding from Argonne National Laboratory, provided by the Director, Office of Science, of the U.S. Department of Energy under Contract No. DE-AC02-06CH11357
* Based upon work supported by **Laboratory Directed Research and Development** (LDRD) funding from Argonne National Laboratory, provided by the Director, Office of Science, of the U.S. Department of Energy under Contract No. DE-AC02-06CH11357.
* Based upon work supported by the **U.S. Department of Energy Advanced Grid Modeling Program** under Grant DE-OE0000875.
### Citing
## Citing
If you use UnitCommitment.jl in your research, we request that you cite the package as follows:
If you use UnitCommitment.jl in your research (instances, models or algorithms), we kindly request that you cite the package as follows:
* **Alinson S. Xavier, Feng Qiu**. "UnitCommitment.jl: A Julia/JuMP Optimization Package for Security-Constrained Unit Commitment". Zenodo (2020). [DOI: 10.5281/zenodo.4269874](https://doi.org/10.5281/zenodo.4269874).
* **Alinson S. Xavier, Aleksandr M. Kazachkov, Feng Qiu**. "UnitCommitment.jl: A Julia/JuMP Optimization Package for Security-Constrained Unit Commitment". Zenodo (2020). [DOI: 10.5281/zenodo.4269874](https://doi.org/10.5281/zenodo.4269874).
If you make use of the provided instances files, we request that you additionally cite the original sources, as described in the [instances page](https://anl-ceeesa.github.io/UnitCommitment.jl/0.1/instances/).
If you use the instances, we additionally request that you cite the original sources, as described in the [instances page](docs/instances.md).
### License
## License
```text
UnitCommitment.jl: A Julia/JuMP Optimization Package for Security-Constrained Unit Commitment
Copyright © 2020-2021, UChicago Argonne, LLC. All Rights Reserved.
Redistribution and use in source and binary forms, with or without modification, are permitted
provided that the following conditions are met:
1. Redistributions of source code must retain the above copyright notice, this list of
conditions and the following disclaimer.
2. Redistributions in binary form must reproduce the above copyright notice, this list of
conditions and the following disclaimer in the documentation and/or other materials provided
with the distribution.
3. Neither the name of the copyright holder nor the names of its contributors may be used to
endorse or promote products derived from this software without specific prior written
permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR
IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY
AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR
CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR
OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
```
Released under the modified BSD license. See `LICENSE.md` for more details.

327
benchmark/Makefile Normal file
View File

@@ -0,0 +1,327 @@
# 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.
SHELL := /bin/bash
JULIA := julia --project=. --sysimage ../build/sysimage.so
TIMESTAMP := $(shell date "+%Y-%m-%d %H:%M")
SRC_FILES := $(wildcard ../src/*.jl)
DEST := .
FORMULATION := tight
results_dir := results_$(FORMULATION)
INSTANCES_PGLIB := \
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
INSTANCES_MATPOWER := \
matpower/case118/2017-02-01 \
matpower/case118/2017-08-01 \
matpower/case300/2017-02-01 \
matpower/case300/2017-08-01 \
matpower/case1354pegase/2017-02-01 \
matpower/case1888rte/2017-02-01 \
matpower/case1951rte/2017-08-01 \
matpower/case2848rte/2017-02-01 \
matpower/case2868rte/2017-08-01 \
matpower/case3375wp/2017-08-01 \
matpower/case6468rte/2017-08-01 \
matpower/case6515rte/2017-08-01
INSTANCES_INFORMS1 := \
matpower/case1888rte/2017-01-01 \
matpower/case1888rte/2017-01-02 \
matpower/case1888rte/2017-01-03 \
matpower/case1888rte/2017-01-04 \
matpower/case1888rte/2017-01-05 \
matpower/case1888rte/2017-01-06 \
matpower/case1888rte/2017-01-07 \
matpower/case1888rte/2017-01-08 \
matpower/case1888rte/2017-01-09 \
matpower/case1888rte/2017-01-10 \
matpower/case1888rte/2017-01-11 \
matpower/case1888rte/2017-01-12 \
matpower/case1888rte/2017-01-13 \
matpower/case1888rte/2017-01-14 \
matpower/case1888rte/2017-01-15 \
matpower/case1888rte/2017-01-16 \
matpower/case1888rte/2017-01-17 \
matpower/case1888rte/2017-01-18 \
matpower/case1888rte/2017-01-19 \
matpower/case1888rte/2017-01-20 \
matpower/case1888rte/2017-01-21 \
matpower/case1888rte/2017-01-22 \
matpower/case1888rte/2017-01-23 \
matpower/case1888rte/2017-01-24 \
matpower/case1888rte/2017-01-25 \
matpower/case1888rte/2017-01-26 \
matpower/case1888rte/2017-01-27 \
matpower/case1888rte/2017-01-28 \
matpower/case1888rte/2017-01-29 \
matpower/case1888rte/2017-01-30 \
matpower/case1888rte/2017-01-31 \
matpower/case1888rte/2017-02-01 \
matpower/case1888rte/2017-02-02 \
matpower/case1888rte/2017-02-03 \
matpower/case1888rte/2017-02-04 \
matpower/case1888rte/2017-02-05 \
matpower/case1888rte/2017-02-06 \
matpower/case1888rte/2017-02-07 \
matpower/case1888rte/2017-02-08 \
matpower/case1888rte/2017-02-09 \
matpower/case1888rte/2017-02-10 \
matpower/case1888rte/2017-02-11 \
matpower/case1888rte/2017-02-12 \
matpower/case1888rte/2017-02-13 \
matpower/case1888rte/2017-02-14 \
matpower/case1888rte/2017-02-15 \
matpower/case1888rte/2017-02-16 \
matpower/case1888rte/2017-02-17 \
matpower/case1888rte/2017-02-18 \
matpower/case1888rte/2017-02-19 \
matpower/case1888rte/2017-02-20 \
matpower/case1888rte/2017-02-21 \
matpower/case1888rte/2017-02-22 \
matpower/case1888rte/2017-02-23 \
matpower/case1888rte/2017-02-24 \
matpower/case1888rte/2017-02-25 \
matpower/case1888rte/2017-02-26 \
matpower/case1888rte/2017-02-27 \
matpower/case1888rte/2017-02-28 \
matpower/case1888rte/2017-03-01
INSTANCES_INFORMS2 := \
matpower/case3375wp/2017-01-01 \
matpower/case3375wp/2017-01-02 \
matpower/case3375wp/2017-01-03 \
matpower/case3375wp/2017-01-04 \
matpower/case3375wp/2017-01-05 \
matpower/case3375wp/2017-01-06 \
matpower/case3375wp/2017-01-07 \
matpower/case3375wp/2017-01-08 \
matpower/case3375wp/2017-01-09 \
matpower/case3375wp/2017-01-10 \
matpower/case3375wp/2017-01-11 \
matpower/case3375wp/2017-01-12 \
matpower/case3375wp/2017-01-13 \
matpower/case3375wp/2017-01-14 \
matpower/case3375wp/2017-01-15 \
matpower/case3375wp/2017-01-16 \
matpower/case3375wp/2017-01-17 \
matpower/case3375wp/2017-01-18 \
matpower/case3375wp/2017-01-19 \
matpower/case3375wp/2017-01-20 \
matpower/case3375wp/2017-01-21 \
matpower/case3375wp/2017-01-22 \
matpower/case3375wp/2017-01-23 \
matpower/case3375wp/2017-01-24 \
matpower/case3375wp/2017-01-25 \
matpower/case3375wp/2017-01-26 \
matpower/case3375wp/2017-01-27 \
matpower/case3375wp/2017-01-28 \
matpower/case3375wp/2017-01-29 \
matpower/case3375wp/2017-01-30 \
matpower/case3375wp/2017-01-31 \
matpower/case3375wp/2017-02-01 \
matpower/case3375wp/2017-02-02 \
matpower/case3375wp/2017-02-03 \
matpower/case3375wp/2017-02-04 \
matpower/case3375wp/2017-02-05 \
matpower/case3375wp/2017-02-06 \
matpower/case3375wp/2017-02-07 \
matpower/case3375wp/2017-02-08 \
matpower/case3375wp/2017-02-09 \
matpower/case3375wp/2017-02-10 \
matpower/case3375wp/2017-02-11 \
matpower/case3375wp/2017-02-12 \
matpower/case3375wp/2017-02-13 \
matpower/case3375wp/2017-02-14 \
matpower/case3375wp/2017-02-15 \
matpower/case3375wp/2017-02-16 \
matpower/case3375wp/2017-02-17 \
matpower/case3375wp/2017-02-18 \
matpower/case3375wp/2017-02-19 \
matpower/case3375wp/2017-02-20 \
matpower/case3375wp/2017-02-21 \
matpower/case3375wp/2017-02-22 \
matpower/case3375wp/2017-02-23 \
matpower/case3375wp/2017-02-24 \
matpower/case3375wp/2017-02-25 \
matpower/case3375wp/2017-02-26 \
matpower/case3375wp/2017-02-27 \
matpower/case3375wp/2017-02-28 \
matpower/case3375wp/2017-03-01
INSTANCES_INFORMS3 := \
matpower/case6468rte/2017-01-01 \
matpower/case6468rte/2017-01-02 \
matpower/case6468rte/2017-01-03 \
matpower/case6468rte/2017-01-04 \
matpower/case6468rte/2017-01-05 \
matpower/case6468rte/2017-01-06 \
matpower/case6468rte/2017-01-07 \
matpower/case6468rte/2017-01-08 \
matpower/case6468rte/2017-01-09 \
matpower/case6468rte/2017-01-10 \
matpower/case6468rte/2017-01-11 \
matpower/case6468rte/2017-01-12 \
matpower/case6468rte/2017-01-13 \
matpower/case6468rte/2017-01-14 \
matpower/case6468rte/2017-01-15 \
matpower/case6468rte/2017-01-16 \
matpower/case6468rte/2017-01-17 \
matpower/case6468rte/2017-01-18 \
matpower/case6468rte/2017-01-19 \
matpower/case6468rte/2017-01-20 \
matpower/case6468rte/2017-01-21 \
matpower/case6468rte/2017-01-22 \
matpower/case6468rte/2017-01-23 \
matpower/case6468rte/2017-01-24 \
matpower/case6468rte/2017-01-25 \
matpower/case6468rte/2017-01-26 \
matpower/case6468rte/2017-01-27 \
matpower/case6468rte/2017-01-28 \
matpower/case6468rte/2017-01-29 \
matpower/case6468rte/2017-01-30 \
matpower/case6468rte/2017-01-31 \
matpower/case6468rte/2017-02-01 \
matpower/case6468rte/2017-02-02 \
matpower/case6468rte/2017-02-03 \
matpower/case6468rte/2017-02-04 \
matpower/case6468rte/2017-02-05 \
matpower/case6468rte/2017-02-06 \
matpower/case6468rte/2017-02-07 \
matpower/case6468rte/2017-02-08 \
matpower/case6468rte/2017-02-09 \
matpower/case6468rte/2017-02-10 \
matpower/case6468rte/2017-02-11 \
matpower/case6468rte/2017-02-12 \
matpower/case6468rte/2017-02-13 \
matpower/case6468rte/2017-02-14 \
matpower/case6468rte/2017-02-15 \
matpower/case6468rte/2017-02-16 \
matpower/case6468rte/2017-02-17 \
matpower/case6468rte/2017-02-18 \
matpower/case6468rte/2017-02-19 \
matpower/case6468rte/2017-02-20 \
matpower/case6468rte/2017-02-21 \
matpower/case6468rte/2017-02-22 \
matpower/case6468rte/2017-02-23 \
matpower/case6468rte/2017-02-24 \
matpower/case6468rte/2017-02-25 \
matpower/case6468rte/2017-02-26 \
matpower/case6468rte/2017-02-27 \
matpower/case6468rte/2017-02-28 \
matpower/case6468rte/2017-03-01
INSTANCES_TEST := \
test/case14
#SAMPLES := 1 2 3
SAMPLES := 1
SOLUTIONS_MATPOWER := $(foreach s,$(SAMPLES),$(addprefix $(results_dir)/,$(addsuffix .$(s).sol.json,$(INSTANCES_MATPOWER))))
SOLUTIONS_PGLIB := $(foreach s,$(SAMPLES),$(addprefix $(results_dir)/,$(addsuffix .$(s).sol.json,$(INSTANCES_PGLIB))))
SOLUTIONS_INFORMS1 := $(foreach s,$(SAMPLES),$(addprefix $(results_dir)/,$(addsuffix .$(s).sol.json,$(INSTANCES_INFORMS1))))
SOLUTIONS_INFORMS2 := $(foreach s,$(SAMPLES),$(addprefix $(results_dir)/,$(addsuffix .$(s).sol.json,$(INSTANCES_INFORMS2))))
SOLUTIONS_INFORMS3 := $(foreach s,$(SAMPLES),$(addprefix $(results_dir)/,$(addsuffix .$(s).sol.json,$(INSTANCES_INFORMS3))))
SOLUTIONS_TEST := $(foreach s,$(SAMPLES),$(addprefix $(results_dir)/,$(addsuffix .$(s).sol.json,$(INSTANCES_TEST))))
.PHONY: tables save small large clean-mps matpower pglib informs1 informs2 informs3 test pglib orlib
INSTANCES_ORLIB := \
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
INSTANCES_TEJADA19 := \
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
SOLUTIONS_ORLIB := $(foreach s,$(SAMPLES),$(addprefix $(results_dir)/,$(addsuffix .$(s).sol.json,$(INSTANCES_ORLIB))))
SOLUTIONS_TEJADA19 := $(foreach s,$(SAMPLES),$(addprefix $(results_dir)/,$(addsuffix .$(s).sol.json,$(INSTANCES_TEJADA19))))
all: matpower pglib orlib tejada19
matpower: $(SOLUTIONS_MATPOWER)
pglib: $(SOLUTIONS_PGLIB)
informs1: $(SOLUTIONS_INFORMS1)
informs2: $(SOLUTIONS_INFORMS2)
informs3: $(SOLUTIONS_INFORMS3)
test: $(SOLUTIONS_TEST)
orlib: $(SOLUTIONS_ORLIB)
tejada19: $(SOLUTIONS_TEJADA19)
clean:
@rm -rf tables/benchmark* tables/compare* $(results_dir)
clean-mps:
@rm -fv $(results_dir)/*/*.mps.gz results/*/*/*.mps.gz
clean-sol:
@rm -rf $(results_dir)/*/*.sol.* results/*/*/*.sol.*
save:
mkdir -p "runs/$(TIMESTAMP)"
rsync -avP $(results_dir) tables "runs/$(TIMESTAMP)/"
results/%.sol.json: run.jl
@echo "run $*"
@mkdir -p $(dir $(DEST)/$(results_dir)/$*)
@$(JULIA) run.jl $* default $(DEST)/$(results_dir) 2>&1 | cat > $(DEST)/$(results_dir)/$*.log
@echo "run $* [done]"
results_tight/%.sol.json: run.jl
@echo "run $*"
@mkdir -p $(dir $(DEST)/$(results_dir)/$*)
@$(JULIA) run.jl $* tight $(DEST)/$(results_dir) 2>&1 | cat > $(DEST)/$(results_dir)/$*.log
@echo "run $* [done]"
results_default/%.sol.json: run.jl
@echo "run $*"
@mkdir -p $(dir $(DEST)/$(results_dir)/$*)
@$(JULIA) run.jl $* default $(DEST)/$(results_dir) 2>&1 | cat > $(DEST)/$(results_dir)/$*.log
@echo "run $* [done]"
results_sparse/%.sol.json: run.jl
@echo "run $*"
@mkdir -p $(dir $(DEST)/$(results_dir)/$*)
@$(JULIA) run.jl $* sparse $(DEST)/$(results_dir) 2>&1 | cat > $(DEST)/$(results_dir)/$*.log
@echo "run $* [done]"
tables:
@mkdir -p tables
@python scripts/table.py
#@python scripts/compare.py tables/reference.csv tables/benchmark.csv

389
benchmark/Manifest.toml Normal file
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@@ -0,0 +1,389 @@
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[[UUIDs]]
deps = ["Random", "SHA"]
uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
[[Unicode]]
uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"
[[UnitCommitment]]
deps = ["Cbc", "DataStructures", "Documenter", "GLPK", "GZip", "Gurobi", "JSON", "JuMP", "LinearAlgebra", "Logging", "MathOptInterface", "OrderedCollections", "PackageCompiler", "Printf", "Requires", "SparseArrays", "Test", "TimerOutputs"]
path = ".."
uuid = "64606440-39ea-11e9-0f29-3303a1d3d877"
version = "2.1.0"
[[ZipFile]]
deps = ["Libdl", "Printf", "Zlib_jll"]
git-tree-sha1 = "c3a5637e27e914a7a445b8d0ad063d701931e9f7"
uuid = "a5390f91-8eb1-5f08-bee0-b1d1ffed6cea"
version = "0.9.3"
[[Zlib_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "320228915c8debb12cb434c59057290f0834dbf6"
uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
version = "1.2.11+18"

View File

@@ -1,5 +1,4 @@
[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"

View File

@@ -2,208 +2,103 @@
# 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
using Gurobi
using JSON
using Logging
using Printf
using LinearAlgebra
import UnitCommitment:
ArrCon2000,
CarArr2006,
DamKucRajAta2016,
Formulation,
Gar1962,
KnuOstWat2018,
MorLatRam2013,
PanGua2016,
XavQiuWanThi2019
function main()
NUM_THREADS = 4
time_limit = 60 * 20
BLAS.set_num_threads(NUM_THREADS)
# 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
# -----------------------------------------------------------------------------
const gap_limit = parse(Float64, args["--gap"])
const time_limit = parse(Float64, args["--time-limit"])
methods = Dict(
"default" => XavQiuWanThi2019.Method(
time_limit = time_limit,
gap_limit = gap_limit,
),
)
# 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 ntrials = parse(Int, args["--trials"])
# Print benchmark settings
# -----------------------------------------------------------------------------
function printlist(d::Dict)
for key in keys(d)
@info " - $key"
if length(ARGS) >= 2
mode = string("_", ARGS[2])
else
mode = "_default"
end
end
function printlist(d::Vector)
for key in d
@info " - $key"
if length(ARGS) >= 3 && !isempty(strip(ARGS[3]))
results_dir = ARGS[3]
else
results_dir = string("./","results$mode")
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())"
# Validate mode and set formulation
if mode == "_default"
formulation = UnitCommitment.DefaultFormulation
elseif mode == "_tight"
formulation = UnitCommitment.TightFormulation
elseif mode == "_sparse"
formulation = UnitCommitment.SparseDefaultFormulation
else
error("Unknown formulation requested: ", ARGS[2])
end
@info "Parameters:"
@info " - Number of trials: $ntrials"
@info " - Time limit (s): $time_limit"
@info " - Relative MIP gap tolerance: $gap_limit"
# Filename is instance_name.sample_number.sol.gz
# Parse out the instance + sample parts to create output files
basename, suffix = split(ARGS[1], ".") # will not work if suffix part is not present
model_filename_stub = string(results_dir,"/$basename.$suffix")
solution_filename = string("$model_filename_stub.sol.json")
@info "Solvers:"
printlist(optimizers)
# Choose logging options
logname, logfile = nothing, nothing
#logname = string("$model_filename_stub.out")
if isa(logname, String) && !isempty(logname)
logfile = open(logname, "w")
global_logger(TimeLogger(initial_time = time(), file = logfile))
else
global_logger(TimeLogger(initial_time = time()))
end
@info "Methods:"
printlist(methods)
total_time = @elapsed begin
@info "Reading: $basename"
time_read = @elapsed begin
instance = UnitCommitment.read_benchmark(basename)
end
@info @sprintf("Read problem in %.2f seconds", time_read)
@info "Formulations:"
printlist(formulations)
time_model = @elapsed begin
optimizer=optimizer_with_attributes(Gurobi.Optimizer,
"Threads" => NUM_THREADS,
"Seed" => rand(1:1000))
model = build_model(instance=instance, optimizer=optimizer, formulation=formulation)
end
end
@info "Cases:"
printlist(cases)
@info "Setting names..."
UnitCommitment.set_variable_names!(model)
# Run benchmarks
# -----------------------------------------------------------------------------
UnitCommitment._run_benchmarks(
cases = cases,
formulations = formulations,
methods = methods,
optimizers = optimizers,
trials = 1:ntrials,
)
model_filename = string(model_filename_stub,".init",".mps.gz")
@info string("Exporting initial model without transmission constraints to ", model_filename)
JuMP.write_to_file(model.mip, model_filename)
total_time += @elapsed begin
@info "Optimizing..."
BLAS.set_num_threads(1)
UnitCommitment.optimize!(model, time_limit=time_limit, gap_limit=1e-3)
end
@info @sprintf("Total time was %.2f seconds", total_time)
@info "Writing: $solution_filename"
solution = UnitCommitment.get_solution(model)
open(solution_filename, "w") do file
JSON.print(file, solution, 2)
end
@info "Verifying solution..."
UnitCommitment.validate(instance, solution)
model_filename = string(model_filename_stub,".final",".mps.gz")
@info string("Exporting final model to ", model_filename)
JuMP.write_to_file(model.mip, model_filename)
if !isnothing(logfile)
close(logfile)
end
end # main
main()

View File

@@ -5,82 +5,60 @@
import pandas as pd
import numpy as np
import seaborn as sns
import matplotlib
import matplotlib.pyplot as plt
import sys
matplotlib.use("Agg")
sns.set("talk")
sns.set_palette(
[
"#9b59b6",
"#3498db",
"#95a5a6",
"#e74c3c",
"#34495e",
"#2ecc71",
]
)
#easy_cutoff = 120
filename = sys.argv[1]
m1 = sys.argv[2]
m2 = sys.argv[3]
b1 = pd.read_csv(sys.argv[1], index_col=0)
b2 = pd.read_csv(sys.argv[2], index_col=0)
# Prepare data
data = pd.read_csv(filename, index_col=0)
b1 = (
data[data["Group"] == m1]
.groupby(["Instance", "Sample"])
.mean()[["Optimization time (s)"]]
)
b2 = (
data[data["Group"] == m2]
.groupby(["Instance", "Sample"])
.mean()[["Optimization time (s)"]]
)
b1.columns = [f"{m1} time (s)"]
b2.columns = [f"{m2} time (s)"]
merged = pd.merge(b1, b2, left_index=True, right_index=True).reset_index().dropna()
merged["Speedup"] = merged[f"{m1} time (s)"] / merged[f"{m2} time (s)"]
merged["Group"] = merged["Instance"].str.replace(r"\/.*", "", regex=True)
merged = merged.sort_values(by=["Instance", "Sample"], ascending=True)
merged = merged[(merged[f"{m1} time (s)"] > 0) & (merged[f"{m2} time (s)"] > 0)]
c1 = b1.groupby(["Group", "Instance", "Sample"])[["Optimization time (s)", "Primal bound"]].mean()
c2 = b2.groupby(["Group", "Instance", "Sample"])[["Optimization time (s)", "Primal bound"]].mean()
c1.columns = ["A Time (s)", "A Value"]
c2.columns = ["B Time (s)", "B Value"]
# Plot results
k1 = len(merged.groupby("Instance").mean())
k2 = len(merged.groupby("Group").mean())
k = k1 + k2
fig = plt.figure(
constrained_layout=True,
figsize=(15, max(5, 0.75 * k)),
)
plt.suptitle(f"{m1} vs {m2}")
gs1 = fig.add_gridspec(nrows=k, ncols=1)
ax1 = fig.add_subplot(gs1[0:k1, 0:1])
ax2 = fig.add_subplot(gs1[k1:, 0:1], sharex=ax1)
sns.barplot(
data=merged,
x="Speedup",
y="Instance",
color="tab:purple",
errcolor="k",
errwidth=1.25,
ax=ax1,
)
sns.barplot(
data=merged,
x="Speedup",
y="Group",
color="tab:purple",
errcolor="k",
errwidth=1.25,
ax=ax2,
)
ax1.axvline(1.0, linestyle="--", color="k")
ax2.axvline(1.0, linestyle="--", color="k")
merged = pd.concat([c1, c2], axis=1)
merged["Speedup"] = merged["A Time (s)"] / merged["B Time (s)"]
merged["Time diff (s)"] = merged["B Time (s)"] - merged["A Time (s)"]
merged["Value diff (%)"] = np.round((merged["B Value"] - merged["A Value"]) / merged["A Value"] * 100.0, 5)
merged.loc[merged.loc[:, "B Time (s)"] <= 0, "Speedup"] = float("nan")
merged.loc[merged.loc[:, "B Time (s)"] <= 0, "Time diff (s)"] = float("nan")
#merged = merged[(merged["A Time (s)"] >= easy_cutoff) | (merged["B Time (s)"] >= easy_cutoff)]
merged.reset_index(inplace=True)
merged["Name"] = merged["Group"] + "/" + merged["Instance"]
#merged = merged.sort_values(by="Speedup", ascending=False)
k = len(merged.groupby("Name"))
plt.figure(figsize=(12, 0.50 * k))
plt.rcParams['xtick.bottom'] = plt.rcParams['xtick.labelbottom'] = True
plt.rcParams['xtick.top'] = plt.rcParams['xtick.labeltop'] = True
sns.set_style("whitegrid")
sns.set_palette("Set1")
sns.barplot(data=merged,
x="Speedup",
y="Name",
color="tab:red",
capsize=0.15,
errcolor="k",
errwidth=1.25)
plt.axvline(1.0, linestyle="--", color="k")
plt.tight_layout()
print("Writing tables/compare.png")
plt.savefig("tables/compare.png", dpi=150)
print("Writing tables/compare.csv")
merged.to_csv("tables/compare.csv", index_label="Index")
merged.loc[:, ["Group",
"Instance",
"Sample",
"A Time (s)",
"B Time (s)",
"Speedup",
"Time diff (s)",
"A Value",
"B Value",
"Value diff (%)",
]
].to_csv("tables/compare.csv", index_label="Index")

View File

@@ -6,13 +6,11 @@ from pathlib import Path
import pandas as pd
import re
from tabulate import tabulate
from colorama import init, Fore, Back, Style
init()
def process_all_log_files():
pathlist = list(Path(".").glob("results/**/*.log"))
pathlist = list(Path(".").glob('results/*/*/*.log'))
pathlist += list(Path(".").glob('results/*/*.log'))
rows = []
for path in pathlist:
if ".ipy" in str(path):
@@ -24,13 +22,13 @@ def process_all_log_files():
df.index = range(len(df))
print("Writing tables/benchmark.csv")
df.to_csv("tables/benchmark.csv", index_label="Index")
def process(filename):
parts = filename.replace(".log", "").split("/")
group_name = parts[1]
instance_name = "/".join(parts[2:-1])
sample_name = parts[-1]
group_name = "/".join(parts[1:-1])
instance_name = parts[-1]
instance_name, sample_name = instance_name.split(".")
nodes = 0.0
optimize_time = 0.0
simplex_iterations = 0.0
@@ -47,75 +45,56 @@ def process(filename):
read_time, model_time, isf_time, total_time = None, None, None, None
cb_calls, cb_time = 0, 0.0
transmission_count, transmission_time, transmission_calls = 0, 0.0, 0
# m = re.search("case([0-9]*)", instance_name)
# n_buses = int(m.group(1))
n_buses = 0
validation_errors = 0
with open(filename) as file:
for line in file.readlines():
m = re.search(
r"Explored ([0-9.e+]*) nodes \(([0-9.e+]*) simplex iterations\) in ([0-9.e+]*) seconds",
line,
)
m = re.search(r"Explored ([0-9.e+]*) nodes \(([0-9.e+]*) simplex iterations\) in ([0-9.e+]*) seconds", line)
if m is not None:
nodes += int(m.group(1))
simplex_iterations += int(m.group(2))
optimize_time += float(m.group(3))
m = re.search(
r"Best objective ([0-9.e+]*), best bound ([0-9.e+]*), gap ([0-9.e+]*)\%",
line,
)
m = re.search(r"Best objective ([0-9.e+]*), best bound ([0-9.e+]*), gap ([0-9.e+]*)\%", line)
if m is not None:
primal_bound = float(m.group(1))
dual_bound = float(m.group(2))
gap = round(float(m.group(3)), 3)
m = re.search(
r"Root relaxation: objective ([0-9.e+]*), ([0-9.e+]*) iterations, ([0-9.e+]*) seconds",
line,
)
m = re.search(r"Root relaxation: objective ([0-9.e+]*), ([0-9.e+]*) iterations, ([0-9.e+]*) seconds", line)
if m is not None:
root_obj = float(m.group(1))
root_iterations += int(m.group(2))
root_time += float(m.group(3))
m = re.search(
r"Presolved: ([0-9.e+]*) rows, ([0-9.e+]*) columns, ([0-9.e+]*) nonzeros",
line,
)
m = re.search(r"Presolved: ([0-9.e+]*) rows, ([0-9.e+]*) columns, ([0-9.e+]*) nonzeros", line)
if m is not None:
n_rows_presolved = int(m.group(1))
n_cols_presolved = int(m.group(2))
n_nz_presolved = int(m.group(3))
m = re.search(
r"Optimize a model with ([0-9.e+]*) rows, ([0-9.e+]*) columns and ([0-9.e+]*) nonzeros",
line,
)
m = re.search(r"Optimize a model with ([0-9.e+]*) rows, ([0-9.e+]*) columns and ([0-9.e+]*) nonzeros", line)
if m is not None:
n_rows_orig = int(m.group(1))
n_cols_orig = int(m.group(2))
n_nz_orig = int(m.group(3))
m = re.search(
r"Variable types: ([0-9.e+]*) continuous, ([0-9.e+]*) integer \(([0-9.e+]*) binary\)",
line,
)
m = re.search(r"Variable types: ([0-9.e+]*) continuous, ([0-9.e+]*) integer \(([0-9.e+]*) binary\)", line)
if m is not None:
n_cont_vars_presolved = int(m.group(1))
n_bin_vars_presolved = int(m.group(3))
n_bin_vars_presolved = int(m.group(3))
m = re.search(r"Read problem in ([0-9.e+]*) seconds", line)
if m is not None:
read_time = float(m.group(1))
m = re.search(r"Computed ISF in ([0-9.e+]*) seconds", line)
if m is not None:
isf_time = float(m.group(1))
m = re.search(r"Built model in ([0-9.e+]*) seconds", line)
if m is not None:
model_time = float(m.group(1))
@@ -124,10 +103,7 @@ def process(filename):
if m is not None:
total_time = float(m.group(1))
m = re.search(
r"User-callback calls ([0-9.e+]*), time in user-callback ([0-9.e+]*) sec",
line,
)
m = re.search(r"User-callback calls ([0-9.e+]*), time in user-callback ([0-9.e+]*) sec", line)
if m is not None:
cb_calls = int(m.group(1))
cb_time = float(m.group(2))
@@ -140,15 +116,7 @@ def process(filename):
m = re.search(r".*MW overflow", line)
if m is not None:
transmission_count += 1
m = re.search(r".*Found ([0-9]*) validation errors", line)
if m is not None:
validation_errors += int(m.group(1))
print(
f"{Fore.YELLOW}{Style.BRIGHT}Warning:{Style.RESET_ALL} {validation_errors:8d} "
f"{Style.DIM}validation errors in {Style.RESET_ALL}{group_name}/{instance_name}/{sample_name}"
)
return {
"Group": group_name,
"Instance": instance_name,
@@ -180,51 +148,36 @@ def process(filename):
"Transmission screening constraints": transmission_count,
"Transmission screening time": transmission_time,
"Transmission screening calls": transmission_calls,
"Validation errors": validation_errors,
}
def generate_chart():
import pandas as pd
import matplotlib
import matplotlib.pyplot as plt
import seaborn as sns
matplotlib.use("Agg")
sns.set("talk")
sns.set_palette(
[
"#9b59b6",
"#3498db",
"#95a5a6",
"#e74c3c",
"#34495e",
"#2ecc71",
]
)
tables = []
files = ["tables/benchmark.csv"]
for f in files:
table = pd.read_csv(f, index_col=0)
table.loc[:, "Instance"] = table.loc[:,"Group"] + "/" + table.loc[:,"Instance"]
table.loc[:, "Filename"] = f
tables += [table]
benchmark = pd.concat(tables, sort=True)
benchmark = benchmark.sort_values(by=["Group", "Instance"])
k1 = len(benchmark.groupby("Instance"))
k2 = len(benchmark.groupby("Group"))
plt.figure(figsize=(12, 0.25 * k1 * k2))
sns.barplot(
y="Instance",
x="Total time (s)",
hue="Group",
errcolor="k",
errwidth=1.25,
data=benchmark,
)
benchmark = benchmark.sort_values(by="Instance")
k = len(benchmark.groupby("Instance"))
plt.figure(figsize=(12, 0.50 * k))
sns.set_style("whitegrid")
sns.set_palette("Set1")
sns.barplot(y="Instance",
x="Total time (s)",
color="tab:red",
capsize=0.15,
errcolor="k",
errwidth=1.25,
data=benchmark);
plt.tight_layout()
print("Writing tables/benchmark.png")
plt.savefig("tables/benchmark.png", dpi=150)
plt.savefig("tables/benchmark.png", dpi=150);
if __name__ == "__main__":

View File

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

View File

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

View File

@@ -1,14 +0,0 @@
SPHINXOPTS ?=
SPHINXBUILD ?= sphinx-build
SOURCEDIR = .
BUILDDIR = _build
help:
@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
.PHONY: help Makefile
# Catch-all target: route all unknown targets to Sphinx using the new
# "make mode" option. $(O) is meant as a shortcut for $(SPHINXOPTS).
%: Makefile
@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)

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h1.site-logo {
font-size: 30px !important;
}
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font-size: 20px !important;
}
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font-size: 30px !important;
}
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font-size: 20px !important;
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border: 1px solid rgba(0, 0, 0, 0.25);
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padding: 8px;
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margin-bottom: 0;
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table td code {
white-space: nowrap;
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border-bottom: 1px solid rgba(0, 0, 0, 0.1);
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border-bottom: 0;
}
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box-shadow: inherit !important;
background-color: #fff;
}
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project = "UnitCommitment.jl"
copyright = "2020-2021, UChicago Argonne, LLC"
author = ""
release = "0.2"
extensions = ["myst_parser"]
templates_path = ["_templates"]
exclude_patterns = ["_build", "Thumbs.db", ".DS_Store"]
html_theme = "sphinx_book_theme"
html_static_path = ["_static"]
html_css_files = ["custom.css"]
html_theme_options = {
"repository_url": "https://github.com/ANL-CEEESA/UnitCommitment.jl/",
"use_repository_button": True,
"extra_navbar": "",
}
html_title = f"UnitCommitment.jl<br/><small>{release}</small>"

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# UnitCommitment.jl
**UnitCommitment.jl** (UC.jl) is a Julia/JuMP optimization package for the Security-Constrained Unit Commitment Problem (SCUC), a fundamental optimization problem in power systems used, for example, to clear the day-ahead electricity markets. The package provides benchmark instances for the problem and Julia/JuMP implementations of state-of-the-art mixed-integer programming formulations.
## Package Components
* **Data Format:** The package proposes an extensible and fully-documented JSON-based data specification format for SCUC, developed in collaboration with Independent System Operators (ISOs), which describes the most important aspects of the problem. The format supports all the most common generator characteristics (including ramping, piecewise-linear production cost curves and time-dependent startup costs), as well as operating reserves, price-sensitive loads, transmission networks and contingencies.
* **Benchmark Instances:** The package provides a diverse collection of large-scale benchmark instances collected from the literature, converted into a common data format, and extended using data-driven methods to make them more challenging and realistic.
* **Model Implementation**: The package provides a Julia/JuMP implementations of state-of-the-art formulations and solution methods for SCUC, including multiple ramping formulations ([ArrCon2000][ArrCon2000], [MorLatRam2013][MorLatRam2013], [DamKucRajAta2016][DamKucRajAta2016], [PanGua2016][PanGua2016]), multiple piecewise-linear costs formulations ([Gar1962][Gar1962], [CarArr2006][CarArr2006], [KnuOstWat2018][KnuOstWat2018]) and contingency screening methods ([XavQiuWanThi2019][XavQiuWanThi2019]). Our goal is to keep these implementations up-to-date as new methods are proposed in the literature.
* **Benchmark Tools:** The package provides automated benchmark scripts to accurately evaluate the performance impact of proposed code changes.
[ArrCon2000]: https://doi.org/10.1109/59.871739
[CarArr2006]: https://doi.org/10.1109/TPWRS.2006.876672
[DamKucRajAta2016]: https://doi.org/10.1007/s10107-015-0919-9
[Gar1962]: https://doi.org/10.1109/AIEEPAS.1962.4501405
[KnuOstWat2018]: https://doi.org/10.1109/TPWRS.2017.2783850
[MorLatRam2013]: https://doi.org/10.1109/TPWRS.2013.2251373
[PanGua2016]: https://doi.org/10.1287/opre.2016.1520
[XavQiuWanThi2019]: https://doi.org/10.1109/TPWRS.2019.2892620
### Authors
* **Alinson S. Xavier** (Argonne National Laboratory)
* **Aleksandr M. Kazachkov** (University of Florida)
* **Feng Qiu** (Argonne National Laboratory)
### Acknowledgments
* We would like to thank **Yonghong Chen** (Midcontinent Independent System Operator), **Feng Pan** (Pacific Northwest National Laboratory) for valuable feedback on early versions of this package.
* Based upon work supported by **Laboratory Directed Research and Development** (LDRD) funding from Argonne National Laboratory, provided by the Director, Office of Science, of the U.S. Department of Energy under Contract No. DE-AC02-06CH11357
* Based upon work supported by the **U.S. Department of Energy Advanced Grid Modeling Program** under Grant DE-OE0000875.
### Citing
If you use UnitCommitment.jl in your research (instances, models or algorithms), we kindly request that you cite the package as follows:
* **Alinson S. Xavier, Aleksandr M. Kazachkov, Feng Qiu**, "UnitCommitment.jl: A Julia/JuMP Optimization Package for Security-Constrained Unit Commitment". Zenodo (2020). [DOI: 10.5281/zenodo.4269874](https://doi.org/10.5281/zenodo.4269874).
If you use the instances, we additionally request that you cite the original sources, as described in the [instances page](instances.md).
### License
```text
UnitCommitment.jl: A Julia/JuMP Optimization Package for Security-Constrained Unit Commitment
Copyright © 2020, UChicago Argonne, LLC. All Rights Reserved.
Redistribution and use in source and binary forms, with or without modification, are permitted
provided that the following conditions are met:
1. Redistributions of source code must retain the above copyright notice, this list of
conditions and the following disclaimer.
2. Redistributions in binary form must reproduce the above copyright notice, this list of
conditions and the following disclaimer in the documentation and/or other materials provided
with the distribution.
3. Neither the name of the copyright holder nor the names of its contributors may be used to
endorse or promote products derived from this software without specific prior written
permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR
IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY
AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR
CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR
OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
```
## Site contents
```{toctree}
---
maxdepth: 2
---
usage.md
format.md
instances.md
model.md
```

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```{sectnum}
---
start: 4
depth: 2
suffix: .
---
```
JuMP Model
==========
In this page, we describe the JuMP optimization model produced by the function `UnitCommitment.build_model`. A detailed understanding of this model is not necessary if you are just interested in using the package to solve some standard unit commitment cases, but it may be useful, for example, if you need to solve a slightly different problem, with additional variables and constraints. The notation in this page generally follows [KnOsWa20].
Decision variables
------------------
### Generators
Name | Symbol | Description | Unit
-----|:--------:|-------------|:------:
`is_on[g,t]` | $u_{g}(t)$ | True if generator `g` is on at time `t`. | Binary
`switch_on[g,t]` | $v_{g}(t)$ | True is generator `g` switches on at time `t`. | Binary
`switch_off[g,t]` | $w_{g}(t)$ | True if generator `g` switches off at time `t`. | Binary
`prod_above[g,t]` |$p'_{g}(t)$ | Amount of power produced by generator `g` above its minimum power output at time `t`. For example, if the minimum power of generator `g` is 100 MW and `g` is producing 115 MW of power at time `t`, then `prod_above[g,t]` equals `15.0`. | MW
`segprod[g,t,k]` | $p^k_g(t)$ | Amount of power from piecewise linear segment `k` produced by generator `g` at time `t`. For example, if cost curve for generator `g` is defined by the points `(100, 1400)`, `(110, 1600)`, `(130, 2200)` and `(135, 2400)`, and if the generator is producing 115 MW of power at time `t`, then `segprod[g,t,:]` equals `[10.0, 5.0, 0.0]`.| MW
`reserve[g,t]` | $r_g(t)$ | Amount of reserves provided by generator `g` at time `t`. | MW
`startup[g,t,s]` | $\delta^s_g(t)$ | True if generator `g` switches on at time `t` incurring start-up costs from start-up category `s`. | Binary
### Buses
Name | Symbol | Description | Unit
-----|:------:|-------------|:------:
`net_injection[b,t]` | $n_b(t)$ | Net injection at bus `b` at time `t`. | MW
`curtail[b,t]` | $s^+_b(t)$ | Amount of load curtailed at bus `b` at time `t` | MW
### Price-sensitive loads
Name | Symbol | Description | Unit
-----|:------:|-------------|:------:
`loads[s,t]` | $d_{s}(t)$ | Amount of power served to price-sensitive load `s` at time `t`. | MW
### Transmission lines
Name | Symbol | Description | Unit
-----|:------:|-------------|:------:
`flow[l,t]` | $f_l(t)$ | Power flow on line `l` at time `t`. | MW
`overflow[l,t]` | $f^+_l(t)$ | Amount of flow above the limit for line `l` at time `t`. | MW
```{warning}
Since transmission and N-1 security constraints are enforced in a lazy way, most of the `flow[l,t]` variables are never added to the model. Accessing `model[:flow][l,t]` without first checking that the variable exists will likely generate an error.
```
Objective function
------------------
$$
\begin{align}
\text{minimize} \;\; &
\sum_{t \in \mathcal{T}}
\sum_{g \in \mathcal{G}}
C^\text{min}_g(t) u_g(t) \\
&
+ \sum_{t \in \mathcal{T}}
\sum_{g \in \mathcal{G}}
\sum_{g \in \mathcal{K}_g}
C^k_g(t) p^k_g(t) \\
&
+ \sum_{t \in \mathcal{T}}
\sum_{g \in \mathcal{G}}
\sum_{s \in \mathcal{S}_g}
C^s_{g}(t) \delta^s_g(t) \\
&
+ \sum_{t \in \mathcal{T}}
\sum_{l \in \mathcal{L}}
C^\text{overflow}_{l}(t) f^+_l(t) \\
&
+ \sum_{t \in \mathcal{T}}
\sum_{b \in \mathcal{B}}
C^\text{curtail}(t) s^+_b(t) \\
&
- \sum_{t \in \mathcal{T}}
\sum_{s \in \mathcal{PS}}
R_{s}(t) d_{s}(t) \\
\end{align}
$$
where
- $\mathcal{B}$ is the set of buses
- $\mathcal{G}$ is the set of generators
- $\mathcal{L}$ is the set of transmission lines
- $\mathcal{PS}$ is the set of price-sensitive loads
- $\mathcal{S}_g$ is the set of start-up categories for generator $g$
- $\mathcal{T}$ is the set of time steps
- $C^\text{curtail}(t)$ is the curtailment penalty (in \$/MW)
- $C^\text{min}_g(t)$ is the cost of keeping generator $g$ on and producing at minimum power during time $t$ (in \$)
- $C^\text{overflow}_{l}(t)$ is the flow limit penalty for line $l$ at time $t$ (in \$/MW)
- $C^k_g(t)$ is the cost for generator $g$ to produce 1 MW of power at time $t$ under piecewise linear segment $k$
- $C^s_{g}(t)$ is the cost of starting up generator $g$ at time $t$ under start-up category $s$ (in \$)
- $R_{s}(t)$ is the revenue obtained from serving price-sensitive load $s$ at time $t$ (in \$/MW)
Constraints
-----------
TODO
Inspecting and modifying the model
----------------------------------
### Accessing decision variables
After building a model using `UnitCommitment.build_model`, it is possible to obtain a reference to the decision variables by calling `model[:varname][index]`. For example, `model[:is_on]["g1",1]` returns a direct reference to the JuMP variable indicating whether generator named "g1" is on at time 1. The script below illustrates how to build a model, solve it and display the solution without using the function `UnitCommitment.solution`.
```julia
using Cbc
using Printf
using JuMP
using UnitCommitment
# Load benchmark instance
instance = UnitCommitment.read_benchmark("matpower/case118/2017-02-01")
# Build JuMP model
model = UnitCommitment.build_model(
instance=instance,
optimizer=Cbc.Optimizer,
)
# Solve the model
UnitCommitment.optimize!(model)
# Display commitment status
for g in instance.units
for t in 1:instance.time
@printf(
"%-10s %5d %5.1f %5.1f %5.1f\n",
g.name,
t,
value(model[:is_on][g.name, t]),
value(model[:switch_on][g.name, t]),
value(model[:switch_off][g.name, t]),
)
end
end
```
### Fixing variables, modifying objective function and adding constraints
Since we now have a direct reference to the JuMP decision variables, it is possible to fix variables, change the coefficients in the objective function, or even add new constraints to the model before solving it. The script below shows how can this be accomplished. For more information on modifying an existing model, [see the JuMP documentation](https://jump.dev/JuMP.jl/stable/manual/variables/).
```julia
using Cbc
using JuMP
using UnitCommitment
# Load benchmark instance
instance = UnitCommitment.read_benchmark("matpower/case118/2017-02-01")
# Construct JuMP model
model = UnitCommitment.build_model(
instance=instance,
optimizer=Cbc.Optimizer,
)
# Fix a decision variable to 1.0
JuMP.fix(
model[:is_on]["g1",1],
1.0,
force=true,
)
# Change the objective function
JuMP.set_objective_coefficient(
model,
model[:switch_on]["g2",1],
1000.0,
)
# Create a new constraint
@constraint(
model,
model[:is_on]["g3",1] + model[:is_on]["g4",1] <= 1,
)
# Solve the model
UnitCommitment.optimize!(model)
```
### Adding new component to a bus
The following snippet shows how to add a new grid component to a particular bus. For each time step, we create decision variables for the new grid component, add these variables to the objective function, then attach the component to a particular bus by modifying some existing model constraints.
```julia
using Cbc
using JuMP
using UnitCommitment
# Load instance and build base model
instance = UnitCommitment.read_benchmark("matpower/case118/2017-02-01")
model = UnitCommitment.build_model(
instance=instance,
optimizer=Cbc.Optimizer,
)
# Get the number of time steps in the original instance
T = instance.time
# Create decision variables for the new grid component.
# In this example, we assume that the new component can
# inject up to 10 MW of power at each time step, so we
# create new continuous variables 0 ≤ x[t] ≤ 10.
@variable(model, x[1:T], lower_bound=0.0, upper_bound=10.0)
# For each time step
for t in 1:T
# Add production costs to the objective function.
# In this example, we assume a cost of $5/MW.
set_objective_coefficient(model, x[t], 5.0)
# Attach the new component to bus b1, by modifying the
# constraint `eq_net_injection`.
set_normalized_coefficient(
model[:eq_net_injection]["b1", t],
x[t],
1.0,
)
end
# Solve the model
UnitCommitment.optimize!(model)
# Show optimal values for the x variables
@show value.(x)
```
References
----------
* [KnOsWa20] **Bernard Knueven, James Ostrowski and Jean-Paul Watson.** "On Mixed-Integer Programming Formulations for the Unit Commitment Problem". INFORMS Journal on Computing (2020). [DOI: 10.1287/ijoc.2019.0944](https://doi.org/10.1287/ijoc.2019.0944)

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Instances
=========
UnitCommitment.jl provides a large collection of benchmark instances collected
from the literature and converted to a common data format. If you use these instances in your research, we request that you cite UnitCommitment.jl, as well as the original sources, as listed below. [See documentation for more details](https://anl-ceeesa.github.io/UnitCommitment.jl/).
References
----------
### UnitCommitment.jl
* [UCJL] **Alinson S. Xavier, Feng Qiu.** "UnitCommitment.jl: A Julia/JuMP Optimization Package for Security-Constrained Unit Commitment". Zenodo (2020). [DOI: 10.5281/zenodo.4269874](https://doi.org/10.5281/zenodo.4269874)
### MATPOWER
* [MTPWR] **D. Zimmerman, C. E. Murillo-Sandnchez and R. J. Thomas.** "Matpower: Steady-state operations, planning, and analysis tools forpower systems research and education", IEEE Transactions on PowerSystems, vol. 26, no. 1, pp. 12 19, Feb. 2011. [DOI: 10.1109/TPWRS.2010.2051168](https://doi.org/10.1109/TPWRS.2010.2051168)
* [PSTCA] **University of Washington, Dept. of Electrical Engineering.** "Power Systems Test Case Archive". Available at: <http://www.ee.washington.edu/research/pstca/> (Accessed: Nov 14, 2020)
* [JoFlMa16] **C. Josz, S. Fliscounakis, J. Maeght, and P. Panciatici.** "AC Power Flow
Data in MATPOWER and QCQP Format: iTesla, RTE Snapshots, and PEGASE". [ArXiv (2016)](https://arxiv.org/abs/1603.01533).
* [FlPaCa13] **S. Fliscounakis, P. Panciatici, F. Capitanescu, and L. Wehenkel.**
"Contingency ranking with respect to overloads in very large power
systems taking into account uncertainty, preventive and corrective
actions", Power Systems, IEEE Trans. on, (28)4:4909-4917, 2013.
[DOI: 10.1109/TPWRS.2013.2251015](https://doi.org/10.1109/TPWRS.2013.2251015)
### PGLIB-UC
* [PGLIB] **Carleton Coffrin and Bernard Knueven.** "Power Grid Lib - Unit Commitment". Available at: <https://github.com/power-grid-lib/pglib-uc> (Accessed: Nov 14, 2020)
* [KrHiOn12] **Eric Krall, Michael Higgins and Richard P. ONeill.** "RTO unit commitment test system." Federal Energy Regulatory Commission. Available at: <https://www.ferc.gov/industries-data/electric/power-sales-and-markets/increasing-efficiency-through-improved-software-1> (Accessed: Nov 14, 2020)
* [KnOsWa20] **Bernard Knueven, James Ostrowski and Jean-Paul Watson.** "On Mixed-Integer Programming Formulations for the Unit Commitment Problem". INFORMS Journal on Computing (2020). [DOI: 10.1287/ijoc.2019.0944](https://doi.org/10.1287/ijoc.2019.0944)
### RTS-GMLC
* https://github.com/GridMod/RTS-GMLC
* [BaBlEh19] **Clayton Barrows, Aaron Bloom, Ali Ehlen, Jussi Ikaheimo, Jennie Jorgenson, Dheepak Krishnamurthy, Jessica Lau et al.** "The IEEE Reliability Test System: A Proposed 2019 Update." IEEE Transactions on Power Systems (2019). [DOI: 10.1109/TPWRS.2019.2925557](https://doi.org/10.1109/TPWRS.2019.2925557)
### OR-LIB
* [ORLIB] **J.E.Beasley.** "OR-Library: distributing test problems by electronic mail", Journal of the Operational Research Society 41(11) (1990). [DOI: 10.2307/2582903](https://doi.org/10.2307/2582903)
* [FrGe06] **A. Frangioni, C. Gentile.** "Solving nonlinear single-unit commitment problems with ramping constraints" Operations Research 54(4), p. 767 - 775, 2006. [DOI: 10.1287/opre.1060.0309](https://doi.org/10.1287/opre.1060.0309)
### Tejada19
* [TeLuSa19] **D. A. Tejada-Arango, S. Lumbreras, P. Sanchez-Martin and A. Ramos.** "Which Unit-Commitment Formulation is Best? A Systematic Comparison," in IEEE Transactions on Power Systems. [DOI: 10.1109/TPWRS.2019.2962024](https://ieeexplore.ieee.org/document/8941313/).

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