Fix some merge issues

.JuliaFormatter.toml

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

.github/ISSUE_TEMPLATE/bug_report.md

@@ -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]

.github/ISSUE_TEMPLATE/config.yml

@@ -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

.github/workflows/benchmark.yml

@@ -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/*
+

.github/workflows/lint.yml

@@ -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)

.github/workflows/test.yml

@@ -1,15 +1,19 @@
 name: Tests
 on:
   push:
+    paths:
+      - '**.jl'
+      - '**.toml'
   pull_request:
-  schedule:
+    paths:
-    - cron: '45 10 * * *'
+      - '**.jl'
+      - '**.toml'
 jobs:
   test:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        julia-version: ['1.3', '1.4', '1.5', '1.6']
+        julia-version: ['1.3', '1.4', '1']
         julia-arch: [x64, x86]
         os: [ubuntu-latest, windows-latest, macOS-latest]
         exclude:

.gitignore

@@ -14,6 +14,3 @@ instances/_source
 local
 notebooks
 TODO.md
-docs/_build
-.vscode
-Manifest.toml

CHANGELOG.md

@@ -1,49 +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].
+* Fixes to MATLAB and PGLIB-UC instances
-- This project adheres to [Semantic Versioning][semver].
+* Add OR-LIB and Tejada19 instances
-- For versions before 1.0, we follow [the Pkg.jl convention][pkjjl]
+* Improve documentation
-  that `0.a.b` is compatible with `0.a.c`.
 
-[changelog]: https://keepachangelog.com/en/1.0.0/
+### Version 0.1.0 (Nov 6, 2020)
-[semver]: https://semver.org/spec/v2.0.0.html
-[pkjjl]: https://pkgdocs.julialang.org/v1/compatibility/#compat-pre-1.0
 
-## [0.2.0] - 2021-05-28
+* Initial public release
-### Added
-- Add sub-hourly unit commitment.
-- Add `UnitCommitment.write(filename, solution)`.
-- Add 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.

Makefile

@@ -3,7 +3,8 @@
 # Released under the modified BSD license. See COPYING.md for more details.
 
 JULIA := julia --color=yes --project=@.
-VERSION := 0.2
+MKDOCS := ~/.local/bin/mkdocs
+VERSION := 0.1
 
 build/sysimage.so: src/sysimage.jl Project.toml Manifest.toml
 	mkdir -p build
@@ -15,18 +16,14 @@ clean:
 	rm -rf build/*
 
 docs:
-	cd docs; make clean; make dirhtml
+	$(MKDOCS) build -d ../docs/$(VERSION)/
-	rsync -avP --delete-after docs/_build/dirhtml/ ../docs/$(VERSION)/
+	rm ../docs/$(VERSION)/*.ipynb
 	
+install-deps-docs:
+	pip install --user mkdocs mkdocs-cinder python-markdown-math
+
 test: build/sysimage.so
 	@echo Running tests...
 	$(JULIA) --sysimage build/sysimage.so -e 'using Pkg; Pkg.test("UnitCommitment")' | tee build/test.log
 
-
+.PHONY: docs test
-format:
-	julia -e 'using JuliaFormatter; format("src"); format("test"); format("benchmark")'
-
-install-deps:
-	julia -e 'using Pkg; Pkg.add(PackageSpec(name="JuliaFormatter", version="0.14.4"))'
-
-.PHONY: docs test format install-deps

Manifest.toml

@@ -0,0 +1,367 @@
+# This file is machine-generated - editing it directly is not advised
+
+[[Artifacts]]
+deps = ["Pkg"]
+git-tree-sha1 = "c30985d8821e0cd73870b17b0ed0ce6dc44cb744"
+uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33"
+version = "1.3.0"
+
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+
+[[BenchmarkTools]]
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+version = "0.5.0"
+
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+
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+
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+
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+[[Printf]]
+deps = ["Unicode"]
+uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7"
+
+[[REPL]]
+deps = ["InteractiveUtils", "Markdown", "Sockets"]
+uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
+
+[[Random]]
+deps = ["Serialization"]
+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"

Project.toml

@@ -2,7 +2,7 @@ name = "UnitCommitment"
 uuid = "64606440-39ea-11e9-0f29-3303a1d3d877"
 authors = ["Santos Xavier, Alinson <axavier@anl.gov>"]
 repo = "https://github.com/ANL-CEEESA/UnitCommitment.jl"
-version = "0.2.0"
+version = "0.1.1"
 
 [deps]
 DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
@@ -12,6 +12,7 @@ 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"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"

README.md

@@ -1,18 +1,9 @@
-<h1 align="center">UnitCommitment.jl</h1>
+<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>
-<p align="center">
+<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://github.com/ANL-CEEESA/UnitCommitment.jl/actions?query=workflow%3ATest+branch%3Adev">
+<a href="https://doi.org/10.5281/zenodo.4269874"><img src="https://zenodo.org/badge/doi/10.5281/zenodo.4269874.svg" alt="DOI"></a>
-    <img src="https://github.com/iSoron/UnitCommitment.jl/workflows/Tests/badge.svg"></img>
+
-  </a>
+
-  <a href="https://doi.org/10.5281/zenodo.4269874">
+# UnitCommitment.jl
-    <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>
 
 **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.
 
@@ -37,7 +28,7 @@
 
 * 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, and the U.S. Department of Energy **Advanced Grid Modeling Program** under Grant DE-OE0000875
+* 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.
 
 ### Citing
 

benchmark/Makefile

@@ -6,6 +6,9 @@ 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 \
@@ -38,6 +41,206 @@ INSTANCES_MATPOWER := \
 	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 \
@@ -62,13 +265,8 @@ INSTANCES_TEJADA19 := \
 	tejada19/UC_168h_131g \
 	tejada19/UC_168h_199g
 
-SAMPLES := 1 2 3 4 5
+SOLUTIONS_ORLIB := $(foreach s,$(SAMPLES),$(addprefix $(results_dir)/,$(addsuffix .$(s).sol.json,$(INSTANCES_ORLIB))))
-SOLUTIONS_MATPOWER := $(foreach s,$(SAMPLES),$(addprefix results/,$(addsuffix .$(s).sol.json,$(INSTANCES_MATPOWER))))
+SOLUTIONS_TEJADA19 := $(foreach s,$(SAMPLES),$(addprefix $(results_dir)/,$(addsuffix .$(s).sol.json,$(INSTANCES_TEJADA19))))
-SOLUTIONS_PGLIB := $(foreach s,$(SAMPLES),$(addprefix results/,$(addsuffix .$(s).sol.json,$(INSTANCES_PGLIB))))
-SOLUTIONS_ORLIB := $(foreach s,$(SAMPLES),$(addprefix results/,$(addsuffix .$(s).sol.json,$(INSTANCES_ORLIB))))
-SOLUTIONS_TEJADA19 := $(foreach s,$(SAMPLES),$(addprefix results/,$(addsuffix .$(s).sol.json,$(INSTANCES_TEJADA19))))
-
-.PHONY: tables save small large clean-mps matpower pglib orlib
 
 all: matpower pglib orlib tejada19
 
@@ -76,27 +274,51 @@ 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
+	@rm -rf tables/benchmark* tables/compare* $(results_dir)
     
 clean-mps:
-	@rm -fv results/*/*.mps.gz results/*/*/*.mps.gz
+	@rm -fv $(results_dir)/*/*.mps.gz results/*/*/*.mps.gz
 
 clean-sol:
-	@rm -rf results/*/*.sol.* results/*/*/*.sol.*
+	@rm -rf $(results_dir)/*/*.sol.* results/*/*/*.sol.*
         
 save:
 	mkdir -p "runs/$(TIMESTAMP)"
-	rsync -avP results tables "runs/$(TIMESTAMP)/"
+	rsync -avP $(results_dir) tables "runs/$(TIMESTAMP)/"
 
 results/%.sol.json: run.jl
 	@echo "run  $*"
-	@mkdir -p $(dir results/$*)
+	@mkdir -p $(dir $(DEST)/$(results_dir)/$*)
-	@$(JULIA) run.jl $* 2>&1 | cat > results/$*.log
+	@$(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:

benchmark/Manifest.toml

@@ -0,0 +1,389 @@
+# This file is machine-generated - editing it directly is not advised
+
+[[Artifacts]]
+deps = ["Pkg"]
+git-tree-sha1 = "c30985d8821e0cd73870b17b0ed0ce6dc44cb744"
+uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33"
+version = "1.3.0"
+
+[[Base64]]
+uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
+
+[[BenchmarkTools]]
+deps = ["JSON", "Logging", "Printf", "Statistics", "UUIDs"]
+git-tree-sha1 = "9e62e66db34540a0c919d72172cc2f642ac71260"
+uuid = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
+version = "0.5.0"
+
+[[BinaryProvider]]
+deps = ["Libdl", "Logging", "SHA"]
+git-tree-sha1 = "ecdec412a9abc8db54c0efc5548c64dfce072058"
+uuid = "b99e7846-7c00-51b0-8f62-c81ae34c0232"
+version = "0.5.10"
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benchmark/run.jl

@@ -10,16 +10,48 @@ using Logging
 using Printf
 using LinearAlgebra
 
-UnitCommitment._setup_logger()
-
 function main()
-    basename, suffix = split(ARGS[1], ".")
+    NUM_THREADS = 4
-    solution_filename = "results/$basename.$suffix.sol.json"
-    model_filename = "results/$basename.$suffix.mps.gz"
-
     time_limit = 60 * 20
+    BLAS.set_num_threads(NUM_THREADS)
 
-    BLAS.set_num_threads(4)
+    if length(ARGS) >= 2
+      mode = string("_", ARGS[2])
+    else
+      mode = "_default"
+    end
+    if length(ARGS) >= 3 && !isempty(strip(ARGS[3]))
+      results_dir = ARGS[3]
+    else
+      results_dir = string("./","results$mode")
+    end
+
+    # Validate mode and set formulation
+    if mode == "_default"
+      formulation = UnitCommitment.DefaultFormulation
+    elseif mode == "_tight"
+      formulation = UnitCommitment.TightFormulation
+    elseif mode == "_sparse"
+      formulation = UnitCommitment.SparseDefaultFormulation
+    else
+      error("Unknown formulation requested: ", ARGS[2])
+    end
+
+    # Filename is instance_name.sample_number.sol.gz
+    # Parse out the instance + sample parts to create output files
+    basename, suffix = split(ARGS[1], ".") # will not work if suffix part is not present
+    model_filename_stub = string(results_dir,"/$basename.$suffix")
+    solution_filename = string("$model_filename_stub.sol.json")
+
+    # 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
 
     total_time = @elapsed begin
         @info "Reading: $basename"
@@ -29,38 +61,44 @@ function main()
         @info @sprintf("Read problem in %.2f seconds", time_read)
 
         time_model = @elapsed begin
-            model = build_model(
+            optimizer=optimizer_with_attributes(Gurobi.Optimizer,
-                instance = instance,
+                                                "Threads" => NUM_THREADS,
-                optimizer = optimizer_with_attributes(
+                                                "Seed" => rand(1:1000))
-                    Gurobi.Optimizer,
+            model = build_model(instance=instance, optimizer=optimizer, formulation=formulation)
-                    "Threads" => 4,
-                    "Seed" => rand(1:1000),
-                ),
-                variable_names = true,
-            )
         end
+    end
 
+    @info "Setting names..."
+    UnitCommitment.set_variable_names!(model)
+
+    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!(
+        UnitCommitment.optimize!(model, time_limit=time_limit, gap_limit=1e-3)
-            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.solution(model)
+    solution = UnitCommitment.get_solution(model)
     open(solution_filename, "w") do file
-        return JSON.print(file, solution, 2)
+        JSON.print(file, solution, 2)
     end
 
     @info "Verifying solution..."
-    UnitCommitment.validate(instance, solution)
+    UnitCommitment.validate(instance, solution) 
 
-    @info "Exporting model..."
+    model_filename = string(model_filename_stub,".final",".mps.gz")
-    return JuMP.write_to_file(model, model_filename)
+    @info string("Exporting final model to ", model_filename)
-end
+    JuMP.write_to_file(model.mip, model_filename)
+
+    if !isnothing(logfile)
+      close(logfile)
+    end
+end # main
 
 main()

benchmark/scripts/compare.py

@@ -8,49 +8,41 @@ import seaborn as sns
 import matplotlib.pyplot as plt
 import sys
 
-# easy_cutoff = 120
+#easy_cutoff = 120
 
 b1 = pd.read_csv(sys.argv[1], index_col=0)
 b2 = pd.read_csv(sys.argv[2], index_col=0)
 
-c1 = b1.groupby(["Group", "Instance", "Sample"])[
+c1 = b1.groupby(["Group", "Instance", "Sample"])[["Optimization time (s)", "Primal bound"]].mean()
-    ["Optimization time (s)", "Primal bound"]
+c2 = b2.groupby(["Group", "Instance", "Sample"])[["Optimization time (s)", "Primal bound"]].mean()
-].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"]
 
 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["Value diff (%)"] = np.round((merged["B Value"] - merged["A Value"]) / merged["A Value"] * 100.0, 5)
-    (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 = 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)
+#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.bottom'] = plt.rcParams['xtick.labelbottom'] = True
-plt.rcParams["xtick.top"] = plt.rcParams["xtick.labeltop"] = True
+plt.rcParams['xtick.top'] = plt.rcParams['xtick.labeltop'] = True
 sns.set_style("whitegrid")
 sns.set_palette("Set1")
-sns.barplot(
+sns.barplot(data=merged,
-    data=merged,
+            x="Speedup",
-    x="Speedup",
+            y="Name",
-    y="Name",
+            color="tab:red",
-    color="tab:red",
+            capsize=0.15,
-    capsize=0.15,
+            errcolor="k",
-    errcolor="k",
+            errwidth=1.25)
-    errwidth=1.25,
-)
 plt.axvline(1.0, linestyle="--", color="k")
 plt.tight_layout()
 
@@ -58,18 +50,15 @@ print("Writing tables/compare.png")
 plt.savefig("tables/compare.png", dpi=150)
 
 print("Writing tables/compare.csv")
-merged.loc[
+merged.loc[:, ["Group",
-    :,
+               "Instance",
-    [
+               "Sample",
-        "Group",
+               "A Time (s)",
-        "Instance",
+               "B Time (s)",
-        "Sample",
+               "Speedup",
-        "A Time (s)",
+               "Time diff (s)",
-        "B Time (s)",
+               "A Value",
-        "Speedup",
+               "B Value",
-        "Time diff (s)",
+               "Value diff (%)",
-        "A Value",
+              ]
-        "B Value",
+          ].to_csv("tables/compare.csv", index_label="Index")
-        "Value diff (%)",
-    ],
-].to_csv("tables/compare.csv", index_label="Index")

benchmark/scripts/table.py

@@ -9,8 +9,8 @@ from tabulate import tabulate
 
 
 def process_all_log_files():
-    pathlist = list(Path(".").glob("results/*/*/*.log"))
+    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):
@@ -22,8 +22,8 @@ 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 = "/".join(parts[1:-1])
@@ -45,74 +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
-
+    
     with open(filename) as file:
         for line in file.readlines():
-            m = re.search(
+            m = re.search(r"Explored ([0-9.e+]*) nodes \(([0-9.e+]*) simplex iterations\) in ([0-9.e+]*) seconds", line)
-                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(
+            m = re.search(r"Best objective ([0-9.e+]*), best bound ([0-9.e+]*), gap ([0-9.e+]*)\%", line)
-                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(
+            m = re.search(r"Root relaxation: objective ([0-9.e+]*), ([0-9.e+]*) iterations, ([0-9.e+]*) seconds", line)
-                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(
+            m = re.search(r"Presolved: ([0-9.e+]*) rows, ([0-9.e+]*) columns, ([0-9.e+]*) nonzeros", line)
-                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(
+            m = re.search(r"Optimize a model with ([0-9.e+]*) rows, ([0-9.e+]*) columns and ([0-9.e+]*) nonzeros", line)
-                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(
+            m = re.search(r"Variable types: ([0-9.e+]*) continuous, ([0-9.e+]*) integer \(([0-9.e+]*) binary\)", line)
-                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))
@@ -121,10 +103,7 @@ def process(filename):
             if m is not None:
                 total_time = float(m.group(1))
 
-            m = re.search(
+            m = re.search(r"User-callback calls ([0-9.e+]*), time in user-callback ([0-9.e+]*) sec", line)
-                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))
@@ -137,7 +116,7 @@ def process(filename):
             m = re.search(r".*MW overflow", line)
             if m is not None:
                 transmission_count += 1
-
+                
     return {
         "Group": group_name,
         "Instance": instance_name,
@@ -171,7 +150,6 @@ def process(filename):
         "Transmission screening calls": transmission_calls,
     }
 
-
 def generate_chart():
     import pandas as pd
     import matplotlib.pyplot as plt
@@ -181,9 +159,7 @@ def generate_chart():
     files = ["tables/benchmark.csv"]
     for f in files:
         table = pd.read_csv(f, index_col=0)
-        table.loc[:, "Instance"] = (
+        table.loc[:, "Instance"] = table.loc[:,"Group"] + "/" + table.loc[:,"Instance"]
-            table.loc[:, "Group"] + "/" + table.loc[:, "Instance"]
-        )
         table.loc[:, "Filename"] = f
         tables += [table]
     benchmark = pd.concat(tables, sort=True)
@@ -192,18 +168,16 @@ def generate_chart():
     plt.figure(figsize=(12, 0.50 * k))
     sns.set_style("whitegrid")
     sns.set_palette("Set1")
-    sns.barplot(
+    sns.barplot(y="Instance",
-        y="Instance",
+                x="Total time (s)",
-        x="Total time (s)",
+                color="tab:red",
-        color="tab:red",
+                capsize=0.15,
-        capsize=0.15,
+                errcolor="k",
-        errcolor="k",
+                errwidth=1.25,
-        errwidth=1.25,
+                data=benchmark);
-        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__":

docs/Makefile

@@ -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)

docs/_static/custom.css

@@ -1,49 +0,0 @@
-h1.site-logo {
-    font-size: 30px !important;
-}
-
-h1.site-logo small {
-    font-size: 20px !important;
-}
-
-h1.site-logo {
-    font-size: 30px !important;
-}
-
-h1.site-logo small {
-    font-size: 20px !important;
-}
-
-tbody, thead, pre {
-    border: 1px solid rgba(0, 0, 0, 0.25);
-}
-
-table td, th {
-    padding: 8px;
-}
-
-table p {
-    margin-bottom: 0;
-}
-
-table td code {
-    white-space: nowrap;
-}
-
-table tr,
-table th {
-    border-bottom: 1px solid rgba(0, 0, 0, 0.1);
-}
-
-table tr:last-child {
-    border-bottom: 0;
-}
-
-pre {
-    box-shadow: inherit !important;
-    background-color: #fff;
-}
-
-.text-align\:center {
-    text-align: center;
-}

docs/conf.py

@@ -1,16 +0,0 @@
-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>"

docs/index.md

@@ -1,72 +0,0 @@
-# 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 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.
-
-### Authors
-* **Alinson Santos Xavier** (Argonne National Laboratory)
-* **Feng Qiu** (Argonne National Laboratory)
-
-### Acknowledgments
-
-* 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 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, 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
-```
-

docs/model.md

@@ -1,196 +0,0 @@
-```{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
-```
-
-### Modifying the model
-
-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)
-```
-
-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)
-

mkdocs.yml

@@ -0,0 +1,26 @@
+site_name: UnitCommitment.jl
+theme:
+  name: cinder
+  hljs_languages:
+    - julia
+copyright: "Copyright © 2020, UChicago Argonne, LLC. All Rights Reserved."
+repo_url: https://github.com/ANL-CEEESA/unitcommitment.jl
+edit_uri: edit/dev/src/docs/
+nav:
+    - Home: index.md
+    - Usage: usage.md
+    - Format: format.md
+    - Instances: instances.md
+plugins:
+  - search
+markdown_extensions:
+  - admonition  
+  - mdx_math  
+  - fenced_code
+extra_javascript: 
+    - https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.0/MathJax.js?config=TeX-AMS-MML_HTMLorMML
+    - js/mathjax.js
+docs_dir: src/docs
+site_dir: docs
+extra_css:
+    - "css/custom.css"

scripts/instances.txt

@@ -0,0 +1,182 @@
+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
+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
+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
+
+test/case14

scripts/run_batch.sh

@@ -0,0 +1,49 @@
+#!/bin/bash
+#SBATCH --array=1-180
+#SBATCH --time=02:00:00
+#SBATCH --account=def-alodi
+#SBATCH --mem-per-cpu=1G
+#SBATCH --cpus-per-task=4
+#SBATCH --mail-user=aleksandr.kazachkov@polymtl.ca
+#SBATCH --mail-type=BEGIN
+#SBATCH --mail-type=END
+#SBATCH --mail-type=FAIL
+#SBATCH --array=182
+#SBATCH --time=00:00:30
+#SBATCH --mem-per-cpu=500M
+#SBATCH --cpus-per-task=1
+#SBATCH --time=01:00:00
+#SBATCH --mem-per-cpu=1G
+#SBATCH --cpus-per-task=4
+
+MODE="tight"
+if [ ! -z $1 ]; then
+  MODE=$1
+fi
+
+#CASE_NUM=`printf %03d $SLURM_ARRAY_TASK_ID`
+PROJ_DIR="${REPOS_DIR}/UnitCommitment2.jl"
+INST=$(sed -n "${SLURM_ARRAY_TASK_ID}p" ${PROJ_DIR}/scripts/instances.txt)
+#DEST="${PROJ_DIR}/benchmark"
+DEST="${HOME}/scratch/uc"
+RESULTS_DIR="${DEST}/results_${MODE}"
+NUM_SAMPLES=1
+
+if [ $MODE == "sparse" ] || [ $MODE == "default" ] || [ $MODE == "tight" ]
+then
+  echo "Running task $SLURM_ARRAY_TASK_ID for instance $INST with results sent to ${RESULTS_DIR}" 
+else
+  echo "Unrecognized mode: $1. Exiting."
+  exit
+fi
+
+cd ${PROJ_DIR}/benchmark
+mkdir -p $(dirname ${RESULTS_DIR}/${INST})
+for i in $(seq ${NUM_SAMPLES}); do
+  FILE=$INST.$i
+  #echo "Running $FILE at `date` using command julia --project=${PROJ_DIR}/benchmark --sysimage=${PROJ_DIR}/build/sysimage.so ${PROJ_DIR}/benchmark/run.jl ${FILE} ${MODE} ${RESULTS_DIR} 2&>1 | cat > ${RESULTS_DIR}/${FILE}.log"
+  #julia --project=${PROJ_DIR}/benchmark --sysimage=${PROJ_DIR}/build/sysimage.so ${PROJ_DIR}/benchmark/run.jl ${FILE} ${MODE} ${RESULTS_DIR} 2&>1 | cat > ${RESULTS_DIR}/${FILE}.log
+  echo "Running $FILE at `date` using command julia --project=${PROJ_DIR}/benchmark --sysimage=${PROJ_DIR}/build/sysimage.so ${PROJ_DIR}/benchmark/run.jl ${FILE} ${MODE} ${RESULTS_DIR} &> ${RESULTS_DIR}/${FILE}.log"
+  julia --project=${PROJ_DIR}/benchmark --sysimage=${PROJ_DIR}/build/sysimage.so ${PROJ_DIR}/benchmark/run.jl ${FILE} ${MODE} ${RESULTS_DIR} &> ${RESULTS_DIR}/${FILE}.log
+  #julia --project=${PROJ_DIR}/benchmark --sysimage=${PROJ_DIR}/build/sysimage.so ${PROJ_DIR}/benchmark/run.jl ${FILE} ${MODE} ${RESULTS_DIR}
+done

src/UnitCommitment.jl

@@ -3,12 +3,18 @@
 # Released under the modified BSD license. See COPYING.md for more details.
 
 module UnitCommitment
-include("log.jl")
+    include("log.jl")
-include("instance.jl")
+    include("dotdict.jl")
-include("screening.jl")
+    include("instance.jl")
-include("model.jl")
+    include("screening.jl")
-include("sensitivity.jl")
+    include("components.jl")
-include("validate.jl")
+    include("variables.jl")
-include("convert.jl")
+    include("constraints.jl")
-include("initcond.jl")
+    include("formulation.jl")
+    #include("model.jl")
+    include("model2.jl")
+    include("sensitivity.jl")
+    include("validate.jl")
+    include("convert.jl")
+    include("initcond.jl")
 end

src/components.jl

@@ -0,0 +1,46 @@
+##################################################
+# Component types
+abstract type UCComponentType end
+abstract type RequiredConstraints <: UCComponentType end
+abstract type SystemConstraints <: UCComponentType end
+abstract type GenerationLimits <: UCComponentType end
+abstract type PiecewiseProduction <: UCComponentType end
+abstract type UpDownTime <: UCComponentType end
+abstract type ReserveConstraints <: UCComponentType end
+abstract type RampLimits <: UCComponentType end
+abstract type StartupCosts <: UCComponentType end
+abstract type ShutdownCosts <: UCComponentType end
+
+##################################################
+# Components
+"""
+Generic component of the unit commitment problem.
+
+Elements
+===
+ * `name`: name of the component
+ * `description`: gives a brief summary of what the component adds
+ * `type`: reference back to the UCComponentType being modeled
+ * `vars`: required variables
+ * `constrs`: constraints that are created by this function
+ * `add_component`: function to add constraints and update the objective to capture this component
+ * `params`: extra parameters the component might use
+"""
+mutable struct UCComponent
+  "Name of the component."
+  name::String
+  "Description of what the component adds."
+  description::String
+  "Which part of the unit commitment problem is modeled by this component."
+  type::Type{<:UCComponentType}
+  "Variables that are needed for the component (subset of `var_list`)."
+  vars::Union{Array{Symbol},Nothing}
+  "Equations that are modified for the component (subset of `constr_list`)."
+  constrs::Union{Array{Symbol},Nothing}
+  "Function to add constraints and objective coefficients needed for this component to the model. Signature should be (component, mip, model)."
+  add_component::Union{Function,Nothing}
+  "Extra parameters for the component."
+  params::Any
+end # struct UCComponent
+
+export UCComponent

src/constraints.jl

@@ -0,0 +1,31 @@
+##################################################
+# Constraints
+"""
+List of constraints that the model will potentially have
+"""
+constr_list =
+  [
+   :startup_choose,
+   :startup_restrict,
+   :segprod_limit,
+   :segprod_limita,
+   :segprod_limitb,
+   :prod_above_def,
+   :prod_limit,
+   :str_prod_limit,
+   :binary_link,
+   :switch_on_off,
+   :ramp_up,
+   :ramp_down,
+   :str_ramp_up,
+   :str_ramp_down,
+   :startstop_limit,
+   :startup_limit,
+   :shutdown_limit,
+   :min_uptime,
+   :min_downtime,
+   :power_balance,
+   :net_injection_def,
+   :min_reserve
+  ]
+

src/convert.jl

@@ -4,26 +4,26 @@
 
 using DataStructures, JSON, GZip
 
-function _read_json(path::String)::OrderedDict
+function read_json(path::String)::OrderedDict
     if endswith(path, ".gz")
         file = GZip.gzopen(path)
     else
         file = open(path)
     end
-    return JSON.parse(file, dicttype = () -> DefaultOrderedDict(nothing))
+    return JSON.parse(file, dicttype=()->DefaultOrderedDict(nothing))
 end
 
-function _read_egret_solution(path::String)::OrderedDict
+function read_egret_solution(path::String)::OrderedDict
-    egret = _read_json(path)
+    egret = read_json(path)
     T = length(egret["system"]["time_keys"])
-
+    
-    solution = OrderedDict()
+    solution   = OrderedDict()
-    is_on = solution["Is on"] = OrderedDict()
+    is_on      = solution["Is on"] = OrderedDict()
     production = solution["Production (MW)"] = OrderedDict()
-    reserve = solution["Reserve (MW)"] = OrderedDict()
+    reserve    = solution["Reserve (MW)"] = OrderedDict()
     production_cost = solution["Production cost (\$)"] = OrderedDict()
-    startup_cost = solution["Startup cost (\$)"] = OrderedDict()
+    startup_cost    = solution["Startup cost (\$)"] = OrderedDict()
-
+    
     for (gen_name, gen_dict) in egret["elements"]["generator"]
         if endswith(gen_name, "_T") || endswith(gen_name, "_R")
             gen_name = gen_name[1:end-2]
@@ -39,18 +39,18 @@ function _read_egret_solution(path::String)::OrderedDict
         else
             reserve[gen_name] = zeros(T)
         end
-        startup_cost[gen_name] = zeros(T)
+        startup_cost[gen_name] = zeros(T) 
         production_cost[gen_name] = zeros(T)
         if "commitment_cost" in keys(gen_dict)
             for t in 1:T
                 x = gen_dict["commitment"]["values"][t]
                 commitment_cost = gen_dict["commitment_cost"]["values"][t]
                 prod_above_cost = gen_dict["production_cost"]["values"][t]
-                prod_base_cost = gen_dict["p_cost"]["values"][1][2] * x
+                prod_base_cost  = gen_dict["p_cost"]["values"][1][2] * x
                 startup_cost[gen_name][t] = commitment_cost - prod_base_cost
                 production_cost[gen_name][t] = prod_above_cost + prod_base_cost
             end
         end
     end
     return solution
-end
+end

src/docs/css/custom.css

@@ -0,0 +1,28 @@
+.navbar-default {
+  border-bottom: 0px;
+  background-color: #fff;
+  box-shadow: 0px 0px 15px rgba(0, 0, 0, 0.2);
+}
+
+a, .navbar-default a {
+  color: #06a !important;
+  font-weight: normal;
+}
+
+.disabled > a {
+  color: #999 !important;
+}
+
+.navbar-default a:hover,
+.navbar-default .active,
+.active > a {
+  background-color: #f0f0f0 !important;
+}
+
+.icon-bar {
+  background-color: #666 !important;
+}
+
+.navbar-collapse {
+  border-color: #fff !important;
+}

src/docs/format.md

@@ -1,18 +1,7 @@
-```{sectnum}
----
-start: 2
-depth: 2
-suffix: .
----
-```
-
-
 Data Format
 ===========
 
-
+## 1. Input Data Format
-Input Data Format
------------------
 
 Instances are specified by JSON files containing the following main sections:
 
@@ -26,28 +15,27 @@ Instances are specified by JSON files containing the following main sections:
 
 Each section is described in detail below. For a complete example, see [case14](https://github.com/ANL-CEEESA/UnitCommitment.jl/tree/dev/instances/matpower/case14).
 
-### Parameters
+### 1.1 Parameters
 
-This section describes system-wide parameters, such as power balance penalties,  optimization parameters, such as the length of the planning horizon and the time.
+This section describes system-wide parameters, such as power balance penalties, and optimization parameters, such as the length of the planning horizon.
 
 | Key                            | Description                                       | Default  | Time series?
 | :----------------------------- | :------------------------------------------------ | :------: | :------------:
-| `Time horizon (h)`                     | Length of the planning horizon (in hours). | Required | N
+| `Time (h)`                     | Length of the planning horizon (in hours) | Required | N
-| `Time step (min)` | Length of each time step (in minutes). Must be a divisor of 60 (e.g. 60, 30, 20, 15, etc). | `60` | N
+| `Power balance penalty ($/MW)` | Penalty for system-wide shortage or surplus in production (in $/MW). This is charged per time period. For example, if there is a shortage of 1 MW for three time periods, three times this amount will be charged. | `1000.0` | Y
-| `Power balance penalty ($/MW)` | Penalty for system-wide shortage or surplus in production (in $/MW). This is charged per time step. For example, if there is a shortage of 1 MW for three time steps, three times this amount will be charged. | `1000.0` | Y
 
 
 #### Example
 ```json
 {
     "Parameters": {
-        "Time horizon (h)": 4,
+        "Time (h)": 4,
         "Power balance penalty ($/MW)": 1000.0
     }
 }
 ```
 
-### Buses
+### 1.2 Buses
 
 This section describes the characteristics of each bus in the system. 
 
@@ -76,40 +64,40 @@ This section describes the characteristics of each bus in the system.
 ```
 
 
-### Generators
+### 1.3 Generators
 
 This section describes all generators in the system, including thermal units, renewable units and virtual units.
 
 | Key                       | Description                                      | Default | Time series?
 | :------------------------ | :------------------------------------------------| ------- | :-----------:
-| `Bus`                     | Identifier of the bus where this generator is located (string). | Required | N
+| `Bus`                     | Identifier of the bus where this generator is located (string) | Required | N
 | `Production cost curve (MW)` and `Production cost curve ($)` | Parameters describing the piecewise-linear production costs. See below for more details. | Required | Y
-| `Startup costs ($)` and `Startup delays (h)` | Parameters describing how much it costs to start the generator after it has been shut down for a certain amount of time. If `Startup costs ($)` and `Startup delays (h)` are set to `[300.0, 400.0]` and `[1, 4]`, for example, and the generator is shut down at time `00:00` (h:min), then it costs \$300 to start up the generator at any time between `01:00` and `03:59`, and \$400 to start the generator at time `04:00` or any time after that.  The number of startup cost points is unlimited, and may be different for each generator. Startup delays must be strictly increasing and the first entry must equal `Minimum downtime (h)`. | `[0.0]` and `[1]` | N
+| `Startup costs ($)` and `Startup delays (h)` | Parameters describing how much it costs to start the generator after it has been shut down for a certain amount of time. If `Startup costs ($)` and `Startup delays (h)` are set to `[300.0, 400.0]` and `[1, 4]`, for example, and the generator is shut down at time `t`, then it costs 300 to start up the generator at times `t+1`, `t+2` or `t+3`, and 400 to start the generator at time `t+4` or any time after that.  The number of startup cost points is unlimited, and may be different for each generator. Startup delays must be strictly increasing. | `[0.0]` and `[1]` | N
-| `Minimum uptime (h)`      | Minimum amount of time the generator must stay operational after starting up (in hours). For example, if the generator starts up at time `00:00` (h:min) and `Minimum uptime (h)` is set to 4, then the generator can only shut down at time `04:00`. | `1` | N
+| `Minimum uptime (h)`      | Minimum amount of time the generator must stay operational after starting up (in hours). For example, if the generator starts up at time 1 and `Minimum uptime (h)` is set to 4, then the generator can only shut down at time 5. | `1` | N
-| `Minimum downtime (h)`    | Minimum amount of time the generator must stay offline after shutting down (in hours). For example, if the generator shuts down at time `00:00` (h:min) and `Minimum downtime (h)` is set to 4, then the generator can only start producing power again at time `04:00`. | `1` | N
+| `Minimum downtime (h)`    | Minimum amount of time the generator must stay offline after shutting down (in hours). For example, if the generator shuts down at time 1 and `Minimum downtime (h)` is set to 4, then the generator can only start producing power again at time 5. | `1` | N
-| `Ramp up limit (MW)`      | Maximum increase in production from one time step to the next (in MW). For example, if the generator is producing 100 MW at time step 1 and if this parameter is set to 40 MW, then the generator will produce at most 140 MW at time step 2. | `+inf` | N
+| `Ramp up limit (MW)`      | Maximum increase in production from one time period to the next (in MW). For example, if the generator is producing 100 MW at time 1 and if this parameter is set to 40 MW, then the generator will produce at most 140 MW at time 2. | `+inf` | N
-| `Ramp down limit (MW)`    | Maximum decrease in production from one time step to the next (in MW). For example, if the generator is producing 100 MW at time step 1 and this parameter is set to 40 MW, then the generator will produce at least 60 MW at time step 2. | `+inf` | N
+| `Ramp down limit (MW)`    | Maximum decrease in production from one time period to the next (in MW). For example, if the generator is producing 100 MW at time 1 and this parameter is set to 40 MW, then the generator will produce at least 60 MW at time 2. | `+inf` | N
-| `Startup limit (MW)`   | Maximum amount of power a generator can produce immediately after starting up (in MW). For example, if `Startup limit (MW)` is set to 100 MW and the unit is off at time step 1, then it may produce at most 100 MW at time step 2.| `+inf` | N
+| `Startup limit (MW)`   | Maximum amount of power a generator can produce immediately after starting up (in MW). | `+inf` | N
-| `Shutdown limit (MW)`     | Maximum amount of power a generator can produce immediately before shutting down (in MW). Specifically, the generator can only shut down at time step `t+1` if its production at time step `t` is below this limit.  | `+inf` | N
+| `Shutdown limit (MW)`     | Maximum amount of power a generator can produce immediately before shutting down (in MW). Specifically, the generator can only shut down at time `t+1` if its production at time `t` is below this limit.  | `+inf` | N
-| `Initial status (h)`  | If set to a positive number, indicates the amount of time (in hours) the generator has been on at the beginning of the simulation, and if set to a negative number, the amount of time the generator has been off. For example, if `Initial status (h)` is `-2`, this means that the generator was off since `-02:00` (h:min). The simulation starts at time `00:00`. If `Initial status (h)` is `3`, this means that the generator was on since `-03:00`. A value of zero is not acceptable. | Required | N
+| `Initial status (h)`  | If set to a positive number, indicates the amount of time the generator has been on at the beginning of the simulation, and if set to a negative number, the amount of time the generator has been off. For example, if `Initial status (h)` is `-2`, this means that the generator was off at simulation time `-2` and `-1`. The simulation starts at time `0`. | Required | N
-| `Initial power (MW)`  | Amount of power the generator at time step `-1`, immediately before the planning horizon starts. | Required | N
+| `Initial power (MW)`  | Amount of power the generator at time period `-1`, immediately before the planning horizon starts. | Required | N
-| `Must run?`               | If `true`, the generator should be committed, even if that is not economical (Boolean). | `false` | Y
+| `Must run?`               | If `true`, the generator should be committed, even that is not economical (Boolean). | `false` | Y
 | `Provides spinning reserves?`    | If `true`, this generator may provide spinning reserves (Boolean). | `true` | Y
 
 #### Production costs and limits
 
-Production costs are represented as piecewise-linear curves. Figure 1 shows an example cost curve with three segments, where it costs \$1400, \$1600, \$2200 and \$2400 to generate, respectively, 100, 110, 130 and 135 MW of power. To model this generator, `Production cost curve (MW)` should be set to `[100, 110, 130, 135]`, and `Production cost curve ($)`  should be set to `[1400, 1600, 2200, 2400]`.
+Production costs are represented as piecewise-linear curves. Figure 1 shows an example cost curve with three segments, where it costs 1400, 1600, 2200 and 2400 dollars to generate, respectively, 100, 110, 130 and 135 MW of power. To model this generator, `Production cost curve (MW)` should be set to `[100, 110, 130, 135]`, and `Production cost curve ($)`  should be set to `[1400, 1600, 2200, 2400]`.
 Note that this curve also specifies the production limits. Specifically, the first point identifies the minimum power output when the unit is operational, while the last point identifies the maximum power output.
 
 <center>
-    <img src="../_static/cost_curve.png" style="max-width: 500px"/>
+    <img src="../images/cost_curve.png" style="max-width: 500px"/>
     <div><b>Figure 1.</b> Piecewise-linear production cost curve.</div>
     <br/>
 </center>
 
 #### Additional remarks:
 
-* For time-dependent production limits or time-dependent production costs, the usage of nested arrays is allowed. For example,  if `Production cost curve (MW)` is set to `[5.0, [10.0, 12.0, 15.0, 20.0]]`, then the unit may generate at most 10, 12, 15 and 20 MW of power during time steps 1, 2, 3 and 4, respectively. The minimum output for all time periods is fixed to at 5 MW.
+* For time-dependent production limits or time-dependent production costs, the usage of nested arrays is allowed. For example,  if `Production cost curve (MW)` is set to `[5.0, [10.0, 12.0, 15.0, 20.0]]`, then the unit may generate at most 10, 12, 15 and 20 MW of power during time periods 1, 2, 3 and 4, respectively. The minimum output for all time periods is fixed to at 5 MW.
 * There is no limit to the number of piecewise-linear segments, and different generators may have a different number of segments.
 * If `Production cost curve (MW)` and `Production cost curve ($)` both contain a single element, then the generator must produce exactly that amount of power when operational. To specify that the generator may produce any amount of power up to a certain limit `P`, the parameter `Production cost curve (MW)` should be set to `[0, P]`. 
 * Production cost curves must be convex.
@@ -145,7 +133,7 @@ Note that this curve also specifies the production limits. Specifically, the fir
 }
 ```
 
-### Price-sensitive loads
+### 1.4 Price-sensitive loads
 
 This section describes components in the system which may increase or reduce their energy consumption according to the energy prices. Fixed loads (as described in the `buses` section) are always served, regardless of the price, unless there is significant congestion in the system or insufficient production capacity. Price-sensitive loads, on the other hand, are only served if it is economical to do so. 
 
@@ -169,7 +157,7 @@ This section describes components in the system which may increase or reduce the
 }
 ```
 
-### Transmission Lines
+### 1.5 Transmission Lines
 
 This section describes the characteristics of transmission system, such as its topology and the susceptance of each transmission line.
 
@@ -179,9 +167,9 @@ This section describes the characteristics of transmission system, such as its t
 | `Target bus`           | Identifier of the bus where the transmission line reaches. | Required | N
 | `Reactance (ohms)`     | Reactance of the transmission line (in ohms). | Required | N
 | `Susceptance (S)`      | Susceptance  of the transmission line (in siemens). | Required | N
-| `Normal flow limit (MW)` | Maximum amount of power (in MW) allowed to flow through the line when the system is in its regular, fully-operational state. | `+inf` | Y
+| `Normal flow limit (MW)` | Maximum amount of power (in MW) allowed to flow through the line when the system is in its regular, fully-operational state. May be `null` is there is no limit. | `+inf` | Y
 | `Emergency flow limit (MW)` | Maximum amount of power (in MW) allowed to flow through the line when the system is in degraded state (for example, after the failure of another transmission line). | `+inf` | Y
-| `Flow limit penalty ($/MW)` | Penalty for violating the flow limits of the transmission line (in $/MW). This is charged per time step. For example, if there is a thermal violation of 1 MW for three time steps, then three times this amount will be charged. | `5000.0` | Y
+| `Flow limit penalty ($/MW)` | Penalty for violating the flow limits of the transmission line (in $/MW). This is charged per time period. For example, if there is a thermal violation of 1 MW for three time periods, three times this amount will be charged. | `5000.0` | Y
 
 #### Example
 
@@ -202,7 +190,7 @@ This section describes the characteristics of transmission system, such as its t
 ```
 
 
-### Reserves
+### 1.6 Reserves
 
 This section describes the hourly amount of operating reserves required.
 
@@ -226,7 +214,7 @@ This section describes the hourly amount of operating reserves required.
 }
 ```
 
-### Contingencies
+### 1.7 Contingencies
 
 This section describes credible contingency scenarios in the optimization, such as the loss of a transmission line or generator.
 
@@ -251,11 +239,11 @@ This section describes credible contingency scenarios in the optimization, such
 }
 ```
 
-### Additional remarks
+### 1.8 Additional remarks
 
 #### Time series parameters
 
-Many numerical properties in the JSON file can be specified either as a single floating point number if they are time-independent, or as an array containing exactly `T` elements, if they are time-dependent, where `T` is the number of time steps in the planning horizon. For example, both formats below are valid when `T=3`:
+Many numerical properties in the JSON file can be specified either as a single floating point number if they are time-independent, or as an array containing exactly `T` elements, where `T` is the length of the planning horizon, if they are time-dependent. For example, both formats below are valid when `T=3`:
 
 ```json
 {
@@ -264,29 +252,13 @@ Many numerical properties in the JSON file can be specified either as a single f
 }
 ```
 
-The value `T` depends on both `Time horizon (h)` and `Time step (min)`, as the table below illustrates.
+#### Current limitations
 
-Time horizon (h) | Time step (min) | T
+* All reserves are system-wide (no zonal reserves)
-:---------------:|:---------------:|:----:
-24               | 60              | 24
-24               | 15              | 96
-24               | 5               | 288
-36               | 60              | 36
-36               | 15              | 144
-36               | 5               | 432
-
-Output Data Format
-------------------
-
-The output data format is also JSON-based, but it is not currently documented since we expect it to change significantly in a future version of the package.
-
-
-Current limitations
--------------------
-
-* All reserves are system-wide. Zonal reserves are not currently supported.
 * Network topology remains the same for all time periods
-* Only N-1 transmission contingencies are supported. Generator contingencies are not currently supported.
+* Only N-1 transmission contingencies are supported. Generator contingencies are not supported.
 * Time-varying minimum production amounts are not currently compatible with ramp/startup/shutdown limits.
 
+## 2. Output Data Format
 
+The output data format is also JSON-based, but it is not currently documented since we expect it to change significantly in a future version of the package.

src/docs/index.md

@@ -0,0 +1,42 @@
+# UnitCommitment.jl
+
+**UnitCommitment.jl** (UC.jl) is a Julia 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 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.
+
+### Documentation
+
+* [Usage](usage.md)
+* [Data Format](format.md)
+* [Instances](instances.md)
+
+### Source code
+
+* [https://github.com/ANL-CEEESA/unitcommitment.jl](https://github.com/ANL-CEEESA/unitcommitment.jl)
+
+### Authors
+* **Alinson Santos Xavier** (Argonne National Laboratory)
+* **Feng Qiu** (Argonne National Laboratory)
+
+### Acknowledgments
+
+* 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.
+
+### Citing
+
+If you use UnitCommitment.jl in your research, we 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).
+
+If you make use of the provided instances files, we request that you additionally cite the original sources, as described in the [instances page](instances.md).
+
+### License
+
+Released under the modified BSD license. See `LICENSE.md` for more details.

src/docs/instances.md

@@ -1,13 +1,4 @@
-```{sectnum}
+# Instances
----
-start: 3
-depth: 2
-suffix: .
----
-```
-
-Instances
-=========
 
 UnitCommitment.jl provides a large collection of benchmark instances collected
 from the literature and converted to a [common data format](format.md). In some cases, as indicated below, the original instances have been extended, with realistic parameters, using data-driven methods. 
@@ -16,9 +7,7 @@ If you use these instances in your research, we request that you cite UnitCommit
 Raw instances files are [available at our GitHub repository](https://github.com/ANL-CEEESA/UnitCommitment.jl/tree/dev/instances). Benchmark instances can also be loaded with
 `UnitCommitment.read_benchmark(name)`, as explained in the [usage section](usage.md).
 
-
+## 1. MATPOWER
-MATPOWER
---------
 
 [MATPOWER](https://github.com/MATPOWER/matpower) is an open-source package for solving power flow problems in MATLAB and Octave. It contains a number of power flow test cases, which have been widely used in the power systems literature.
 
@@ -36,7 +25,7 @@ Because most MATPOWER test cases were originally designed for power flow studies
 
 For each MATPOWER test case, UC.jl provides two variations (`2017-02-01` and `2017-08-01`) corresponding respectively to a winter and to a summer test case.
 
-### MATPOWER/UW-PSTCA
+### 1.1 MATPOWER/UW-PSTCA
 
 A variety of smaller IEEE test cases, [compiled by University of Washington](http://labs.ece.uw.edu/pstca/), corresponding mostly to small portions of the American Electric Power System in the 1960s.
 
@@ -54,7 +43,7 @@ A variety of smaller IEEE test cases, [compiled by University of Washington](htt
 | `matpower/case300/2017-08-01` | 300 | 69 | 411 | 320 | [MTPWR, PSTCA]
 
 
-### MATPOWER/Polish
+### 1.2 MATPOWER/Polish
 
 Test cases based on the Polish 400, 220 and 110 kV networks, originally provided by **Roman Korab** (Politechnika Śląska) and corrected by the MATPOWER team.
 
@@ -77,7 +66,7 @@ Test cases based on the Polish 400, 220 and 110 kV networks, originally provided
 | `matpower/case3375wp/2017-02-01` | 3374 | 590 | 4161 | 3245 | [MTPWR]
 | `matpower/case3375wp/2017-08-01` | 3374 | 590 | 4161 | 3245 | [MTPWR]
 
-### MATPOWER/PEGASE
+### 1.3 MATPOWER/PEGASE
 
 Test cases from the [Pan European Grid Advanced Simulation and State Estimation (PEGASE) project](https://cordis.europa.eu/project/id/211407), describing part of the European high voltage transmission network.
 
@@ -94,7 +83,7 @@ Test cases from the [Pan European Grid Advanced Simulation and State Estimation
 | `matpower/case13659pegase/2017-02-01` | 13659 | 4092 | 20467 | 13932 | [JoFlMa16, FlPaCa13, MTPWR]
 | `matpower/case13659pegase/2017-08-01` | 13659 | 4092 | 20467 | 13932 | [JoFlMa16, FlPaCa13, MTPWR]
 
-### MATPOWER/RTE
+### 1.4 MATPOWER/RTE
 
 Test cases from the R&D Division at [Reseau de Transport d'Electricite](https://www.rte-france.com) representing the size and complexity of the French very high voltage transmission network.
 
@@ -118,12 +107,11 @@ Test cases from the R&D Division at [Reseau de Transport d'Electricite](https://
 | `matpower/case6515rte/2017-08-01` | 6515 | 1368 | 9037 | 6063 | [MTPWR, JoFlMa16]
 
 
-PGLIB-UC Instances
+## 2. PGLIB-UC Instances
-------------------
 
 [PGLIB-UC](https://github.com/power-grid-lib/pglib-uc) is a benchmark library curated and maintained by the [IEEE PES Task Force on Benchmarks for Validation of Emerging Power System Algorithms](https://power-grid-lib.github.io/). These test cases have been used in [KnOsWa20].
 
-### PGLIB-UC/California
+### 2.1 PGLIB-UC/California
 
 Test cases based on publicly available data from the California ISO. For more details, see [PGLIB-UC case file overview](https://github.com/power-grid-lib/pglib-uc).
 
@@ -151,7 +139,7 @@ Test cases based on publicly available data from the California ISO. For more de
 | `pglib-uc/ca/Scenario400_reserves_5` | 1 | 611 | 0 | 0 | [KnOsWa20]
 
 
-### PGLIB-UC/FERC
+### 2.2 PGLIB-UC/FERC
 
 Test cases based on a publicly available [unit commitment test case produced by the Federal Energy Regulatory Commission](https://www.ferc.gov/industries-data/electric/power-sales-and-markets/increasing-efficiency-through-improved-software-1). For more details, see [PGLIB-UC case file overview](https://github.com/power-grid-lib/pglib-uc).
 
@@ -183,7 +171,7 @@ Test cases based on a publicly available [unit commitment test case produced by
 | `pglib-uc/ferc/2015-12-01_lw` | 1 | 935 | 0 | 0 | [KnOsWa20, KrHiOn12]
 
 
-### PGLIB-UC/RTS-GMLC
+### 2.3 PGLIB-UC/RTS-GMLC
 
 [RTS-GMLC](https://github.com/GridMod/RTS-GMLC) is an updated version of the RTS-96 test system produced by the United States Department of Energy's [Grid Modernization Laboratory Consortium](https://gmlc.doe.gov/). The PGLIB-UC/RTS-GMLC instances are modified versions of the original RTS-GMLC instances, with modified ramp-rates and without a transmission network. For more details, see [PGLIB-UC case file overview](https://github.com/power-grid-lib/pglib-uc).
 
@@ -202,9 +190,7 @@ Test cases based on a publicly available [unit commitment test case produced by
 | `pglib-uc/rts_gmlc/2020-11-25` | 1 | 154 | 0 | 0 | [BaBlEh19]
 | `pglib-uc/rts_gmlc/2020-12-23` | 1 | 154 | 0 | 0 | [BaBlEh19]
 
-
+## 3. OR-LIB/UC
-OR-LIB/UC
----------
 
 [OR-LIB](http://people.brunel.ac.uk/~mastjjb/jeb/info.html) is a collection of test data sets for a variety of operations research problems, including unit commitment. The UC instances in OR-LIB are synthetic instances generated by a [random problem generator](http://groups.di.unipi.it/optimize/Data/UC.html) developed by the [Operations Research Group at University of Pisa](http://groups.di.unipi.it/optimize/). These test cases have been used in [FrGe06] and many other publications.
 
@@ -253,9 +239,7 @@ OR-LIB/UC
 | `or-lib/200_0_8_w` | 24 | 1 | 200 | 0 | 0 | [ORLIB, FrGe06]
 | `or-lib/200_0_9_w` | 24 | 1 | 200 | 0 | 0 | [ORLIB, FrGe06]
 
-
+## 4. Tejada19
-Tejada19
---------
 
  Test cases used in [TeLuSa19]. These instances are similar to OR-LIB/UC, in the sense that they use the same random problem generator, but are much larger.
 
@@ -311,9 +295,7 @@ Tejada19
 | `tejada19/UC_168h_192g` | 168 | 1 | 192 | 0 | 0 | [TeLuSa19]
 | `tejada19/UC_168h_199g` | 168 | 1 | 199 | 0 | 0 | [TeLuSa19]
 
-
+## 5. References
-References
-----------
 
 * [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)
 

src/docs/js/mathjax.js

@@ -0,0 +1,8 @@
+MathJax.Hub.Config({
+  "tex2jax": { inlineMath: [ [ '$', '$' ] ] }
+});
+MathJax.Hub.Config({
+  config: ["MMLorHTML.js"],
+  jax: ["input/TeX", "output/HTML-CSS", "output/NativeMML"],
+  extensions: ["MathMenu.js", "MathZoom.js"]
+});

src/docs/usage.md

@@ -1,21 +1,11 @@
-```{sectnum}
+# Usage
----
-start: 1
-depth: 2
-suffix: .
----
-```
 
-Usage
+## 1. Installation
-=====
 
-Installation
+UnitCommitment.jl was tested and developed with [Julia 1.5](https://julialang.org/). To install Julia, please follow the [installation guide on the official Julia website](https://julialang.org/downloads/platform.html). To install UnitCommitment.jl, run the Julia interpreter, type `]` to open the package manager, then type:
-------------
-
-UnitCommitment.jl was tested and developed with [Julia 1.6](https://julialang.org/). To install Julia, please follow the [installation guide on the official Julia website](https://julialang.org/downloads/platform.html). To install UnitCommitment.jl, run the Julia interpreter, type `]` to open the package manager, then type:
 
 ```text
-pkg> add UnitCommitment@0.2
+pkg> add UnitCommitment
 ```
 
 To test that the package has been correctly installed, run:
@@ -28,10 +18,9 @@ If all tests pass, the package should now be ready to be used by any Julia scrip
 
 To solve the optimization models, a mixed-integer linear programming (MILP) solver is also required. Please see the [JuMP installation guide](https://jump.dev/JuMP.jl/stable/installation/) for more instructions on installing a solver. Typical open-source choices are [Cbc](https://github.com/JuliaOpt/Cbc.jl) and [GLPK](https://github.com/JuliaOpt/GLPK.jl). In the instructions below, Cbc will be used, but any other MILP solver listed in JuMP installation guide should also be compatible.
 
-Typical Usage
+## 2. Typical Usage
--------------
 
-### Solving user-provided instances
+### 2.1 Solving user-provided instances
 
 The first step to use UC.jl is to construct a JSON file describing your unit commitment instance. See the [data format page]() for a complete description of the data format UC.jl expects. The next steps, as shown below, are to read the instance from file, construct the optimization model, run the optimization and extract the optimal solution.
 
@@ -44,22 +33,20 @@ using UnitCommitment
 instance = UnitCommitment.read("/path/to/input.json")
 
 # Construct optimization model
-model = UnitCommitment.build_model(
+model = UnitCommitment.build_model(instance=instance,
-    instance=instance,
+                                   optimizer=Cbc.Optimizer)
-    optimizer=Cbc.Optimizer,
-)
 
 # Solve model
 UnitCommitment.optimize!(model)
 
-# Extract solution
+# Extract solution and write it to a file
-solution = UnitCommitment.solution(model)
+solution = UnitCommitment.get_solution(model)
-
+open("/path/to/output.json", "w") do file
-# Write solution to a file
+    JSON.print(file, solution, 2)
-UnitCommitment.write("/path/to/output.json", solution)
+end
 ```
 
-### Solving benchmark instances
+### 2.2 Solving benchmark instances
 
 As described in the [Instances page](instances.md), UnitCommitment.jl contains a number of benchmark instances collected from the literature. To solve one of these instances individually, instead of constructing your own, the function `read_benchmark` can be used:
 
@@ -68,15 +55,15 @@ using UnitCommitment
 instance = UnitCommitment.read_benchmark("matpower/case3375wp/2017-02-01")
 ```
 
-Advanced usage
+## 3. Advanced usage
---------------
 
 
-### Modifying the formulation
+### 3.1 Modifying the formulation
 
 For the time being, the recommended way of modifying the MILP formulation used by UC.jl is to create a local copy of our git repository and directly modify the source code of the package. In a future version, it will be possible to switch between multiple formulations, or to simply add/remove constraints after the model has been generated.
 
-### Generating initial conditions
+### 3.2 Generating initial conditions
+
 
 When creating random unit commitment instances for benchmark purposes, it is often hard to compute, in advance, sensible initial conditions for all generators. Setting initial conditions naively (for example, making all generators initially off and producing no power) can easily cause the instance to become infeasible due to excessive ramping. Initial conditions can also make it hard to modify existing instances. For example, increasing the system load without carefully modifying the initial conditions may make the problem infeasible or unrealistically challenging to solve.
 
@@ -97,11 +84,10 @@ model = UnitCommitment.build_model(instance, Cbc.Optimizer)
 UnitCommitment.optimize!(model)
 ```
 
-```{warning}
+!!! warning
-The function `generate_initial_conditions!` may return different initial conditions after each call, even if the same instance and the same optimizer is provided. The particular algorithm may also change in a future version of UC.jl. For these reasons, it is recommended that you generate initial conditions exactly once for each instance and store them for later use.
+    The function `generate_initial_conditions!` may return different initial conditions after each call, even if the same instance and the same optimizer is provided. The particular algorithm may also change in a future version of UC.jl. For these reasons, it is recommended that you generate initial conditions exactly once for each instance and store them for later use.
-```
     
-### Verifying solutions
+### 3.3 Verifying solutions
 
 When developing new formulations, it is very easy to introduce subtle errors in the model that result in incorrect solutions. To help with this, UC.jl includes a utility function that verifies if a given solution is feasible, and, if not, prints all the validation errors it found. The implementation of this function is completely independent from the implementation of the optimization model, and therefore can be used to validate it. The function can also be used to verify solutions produced by other optimization packages, as long as they follow the [UC.jl data format](format.md).
 

src/dotdict.jl

@@ -0,0 +1,68 @@
+# 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.
+
+struct DotDict
+    inner::Dict
+end
+
+DotDict() = DotDict(Dict())
+
+function Base.setproperty!(d::DotDict, key::Symbol, value)
+    setindex!(getfield(d, :inner), value, key)
+end
+
+function Base.getproperty(d::DotDict, key::Symbol)
+    (key == :inner ? getfield(d, :inner) : d.inner[key])
+end
+
+function Base.getindex(d::DotDict, key::Int64)
+    d.inner[Symbol(key)]
+end
+
+function Base.getindex(d::DotDict, key::Symbol)
+    d.inner[key]
+end
+
+function Base.keys(d::DotDict)
+    keys(d.inner)
+end
+
+function Base.values(d::DotDict)
+    values(d.inner)
+end
+
+function Base.iterate(d::DotDict)
+    iterate(values(d.inner))
+end
+
+function Base.iterate(d::DotDict, v::Int64)
+    iterate(values(d.inner), v)
+end
+
+function Base.length(d::DotDict)
+    length(values(d.inner))
+end
+
+function Base.show(io::IO, d::DotDict)
+    print(io, "DotDict with $(length(keys(d.inner))) entries:\n")
+    count = 0
+    for k in keys(d.inner)
+        count += 1
+        if count > 10
+            print(io, "  ...\n")
+            break
+        end
+        print(io, "  :$(k) => $(d.inner[k])\n")
+    end
+end
+
+function recursive_to_dot_dict(el)
+    if typeof(el) == Dict{String, Any}
+        return DotDict(Dict(Symbol(k) => recursive_to_dot_dict(el[k]) for k in keys(el)))
+    else
+        return el
+    end
+end
+
+export recursive_to_dot_dict

src/initcond.jl

@@ -11,39 +11,39 @@ Generates feasible initial conditions for the given instance, by constructing
 and solving a single-period mixed-integer optimization problem, using the given
 optimizer. The instance is modified in-place.
 """
-function generate_initial_conditions!(
+function generate_initial_conditions!(instance::UnitCommitmentInstance,
-    instance::UnitCommitmentInstance,
+                                      optimizer)
-    optimizer,
-)::Nothing
     G = instance.units
     B = instance.buses
     t = 1
     mip = JuMP.Model(optimizer)
-
+    
     # Decision variables
     @variable(mip, x[G], Bin)
     @variable(mip, p[G] >= 0)
-
+    
     # Constraint: Minimum power
-    @constraint(mip, min_power[g in G], p[g] >= g.min_power[t] * x[g])
+    @constraint(mip,
-
+                min_power[g in G],
+                p[g] >= g.min_power[t] * x[g])
+    
     # Constraint: Maximum power
-    @constraint(mip, max_power[g in G], p[g] <= g.max_power[t] * x[g])
+    @constraint(mip,
-
+                max_power[g in G],
+                p[g] <= g.max_power[t] * x[g])
+    
     # Constraint: Production equals demand
-    @constraint(
+    @constraint(mip,
-        mip,
+                power_balance,
-        power_balance,
+                sum(b.load[t] for b in B) == sum(p[g] for g in G))
-        sum(b.load[t] for b in B) == sum(p[g] for g in G)
+    
-    )
-
     # Constraint: Must run
     for g in G
         if g.must_run[t]
             @constraint(mip, x[g] == 1)
         end
     end
-
+    
     # Objective function
     function cost_slope(g)
         mw = g.min_power[t]
@@ -58,10 +58,12 @@ function generate_initial_conditions!(
             return c / mw
         end
     end
-    @objective(mip, Min, sum(p[g] * cost_slope(g) for g in G))
+    @objective(mip,
-
+               Min,
+               sum(p[g] * cost_slope(g) for g in G))
+    
     JuMP.optimize!(mip)
-
+    
     for g in G
         if JuMP.value(x[g]) > 0
             g.initial_power = JuMP.value(p[g])
@@ -71,5 +73,4 @@ function generate_initial_conditions!(
             g.initial_status = -24
         end
     end
-    return
 end

src/instance.jl

@@ -5,35 +5,42 @@
 using Printf
 using JSON
 using DataStructures
-using GZip
 import Base: getindex, time
+import GZip
 
-mutable struct Bus
+abstract type UCElement end
+
+abstract type Time <: UCElement end
+
+mutable struct Bus <: UCElement
     name::String
     offset::Int
-    load::Vector{Float64}
+    load::Array{Float64}
-    units::Vector
+    units::Array
-    price_sensitive_loads::Vector
+    price_sensitive_loads::Array
 end
 
-mutable struct CostSegment
+
-    mw::Vector{Float64}
+mutable struct CostSegment <: UCElement
-    cost::Vector{Float64}
+    mw::Array{Float64}
+    cost::Array{Float64}
 end
 
-mutable struct StartupCategory
+
+mutable struct StartupCategory <: UCElement
     delay::Int
     cost::Float64
 end
 
-mutable struct Unit
+
+mutable struct Unit <: UCElement
     name::String
     bus::Bus
-    max_power::Vector{Float64}
+    max_power::Array{Float64}
-    min_power::Vector{Float64}
+    min_power::Array{Float64}
-    must_run::Vector{Bool}
+    must_run::Array{Bool}
-    min_power_cost::Vector{Float64}
+    min_power_cost::Array{Float64}
-    cost_segments::Vector{CostSegment}
+    cost_segments::Array{CostSegment}
     min_uptime::Int
     min_downtime::Int
     ramp_up_limit::Float64
@@ -42,148 +49,135 @@ mutable struct Unit
     shutdown_limit::Float64
     initial_status::Union{Int,Nothing}
     initial_power::Union{Float64,Nothing}
-    provides_spinning_reserves::Vector{Bool}
+    provides_spinning_reserves::Array{Bool}
-    startup_categories::Vector{StartupCategory}
+    startup_categories::Array{StartupCategory}
-end
+end # Unit
 
-mutable struct TransmissionLine
+
+mutable struct TransmissionLine <: UCElement
     name::String
     offset::Int
     source::Bus
     target::Bus
     reactance::Float64
     susceptance::Float64
-    normal_flow_limit::Vector{Float64}
+    normal_flow_limit::Array{Float64}
-    emergency_flow_limit::Vector{Float64}
+    emergency_flow_limit::Array{Float64}
-    flow_limit_penalty::Vector{Float64}
+    flow_limit_penalty::Array{Float64}
 end
 
-mutable struct Reserves
+
-    spinning::Vector{Float64}
+mutable struct Reserves <: UCElement
+    spinning::Array{Float64}
 end
 
-mutable struct Contingency
+
+mutable struct Contingency <: UCElement
     name::String
-    lines::Vector{TransmissionLine}
+    lines::Array{TransmissionLine}
-    units::Vector{Unit}
+    units::Array{Unit}
 end
 
-mutable struct PriceSensitiveLoad
+
+mutable struct PriceSensitiveLoad <: UCElement
     name::String
     bus::Bus
-    demand::Vector{Float64}
+    demand::Array{Float64}
-    revenue::Vector{Float64}
+    revenue::Array{Float64}
 end
 
+
 mutable struct UnitCommitmentInstance
     time::Int
-    power_balance_penalty::Vector{Float64}
+    power_balance_penalty::Array{Float64}
-    units::Vector{Unit}
+    "Penalty for failing to meet reserve requirement."
-    buses::Vector{Bus}
+    shortfall_penalty::Array{Float64}
-    lines::Vector{TransmissionLine}
+    units::Array{Unit}
+    buses::Array{Bus}
+    lines::Array{TransmissionLine}
     reserves::Reserves
-    contingencies::Vector{Contingency}
+    contingencies::Array{Contingency}
-    price_sensitive_loads::Vector{PriceSensitiveLoad}
+    price_sensitive_loads::Array{PriceSensitiveLoad}
 end
 
+
 function Base.show(io::IO, instance::UnitCommitmentInstance)
-    print(io, "UnitCommitmentInstance(")
+    print(io, "UnitCommitmentInstance with ")
     print(io, "$(length(instance.units)) units, ")
     print(io, "$(length(instance.buses)) buses, ")
     print(io, "$(length(instance.lines)) lines, ")
     print(io, "$(length(instance.contingencies)) contingencies, ")
-    print(
+    print(io, "$(length(instance.price_sensitive_loads)) price sensitive loads")
-        io,
-        "$(length(instance.price_sensitive_loads)) price sensitive loads, ",
-    )
-    print(io, "$(instance.time) time steps")
-    print(io, ")")
-    return
 end
 
-function read_benchmark(name::AbstractString)::UnitCommitmentInstance
+
+function read_benchmark(name::AbstractString) :: UnitCommitmentInstance
     basedir = dirname(@__FILE__)
     return UnitCommitment.read("$basedir/../instances/$name.json.gz")
 end
 
+
 function read(path::AbstractString)::UnitCommitmentInstance
     if endswith(path, ".gz")
-        return _read(gzopen(path))
+        return read(GZip.gzopen(path))
     else
-        return _read(open(path))
+        return read(open(path))
     end
 end
 
-function _read(file::IO)::UnitCommitmentInstance
-    return _from_json(
-        JSON.parse(file, dicttype = () -> DefaultOrderedDict(nothing)),
-    )
-end
 
-function _from_json(json; repair = true)
+function read(file::IO)::UnitCommitmentInstance
+    return from_json(JSON.parse(file, dicttype=()->DefaultOrderedDict(nothing)))
+end
+    
+function from_json(json; fix=true)
     units = Unit[]
     buses = Bus[]
     contingencies = Contingency[]
     lines = TransmissionLine[]
     loads = PriceSensitiveLoad[]
-
+    T = json["Parameters"]["Time (h)"]
-    function scalar(x; default = nothing)
+    
-        x !== nothing || return default
+    name_to_bus = Dict{String, Bus}()
-        return x
+    name_to_line = Dict{String, TransmissionLine}()
-    end
+    name_to_unit = Dict{String, Unit}()
-
+    
-    time_horizon = json["Parameters"]["Time (h)"]
+    function timeseries(x; default=nothing)
-    if time_horizon === nothing
-        time_horizon = json["Parameters"]["Time horizon (h)"]
-    end
-    time_horizon !== nothing || error("Missing parameter: Time horizon (h)")
-    time_step = scalar(json["Parameters"]["Time step (min)"], default = 60)
-    (60 % time_step == 0) ||
-        error("Time step $time_step is not a divisor of 60")
-    time_multiplier = 60 ÷ time_step
-    T = time_horizon * time_multiplier
-
-    name_to_bus = Dict{String,Bus}()
-    name_to_line = Dict{String,TransmissionLine}()
-    name_to_unit = Dict{String,Unit}()
-
-    function timeseries(x; default = nothing)
         x !== nothing || return default
         x isa Array || return [x for t in 1:T]
         return x
     end
-
+    
+    function scalar(x; default=nothing)
+        x !== nothing || return default
+        x
+    end
+    
     # Read parameters
-    power_balance_penalty = timeseries(
+    power_balance_penalty = timeseries(json["Parameters"]["Power balance penalty (\$/MW)"],
-        json["Parameters"]["Power balance penalty (\$/MW)"],
+                                       default=[1000.0 for t in 1:T])
-        default = [1000.0 for t in 1:T],
+    shortfall_penalty = timeseries(json["Parameters"]["Reserve shortfall penalty (\$/MW)"],
-    )
+                                   default=[0. for t in 1:T])
-
+    
     # Read buses
     for (bus_name, dict) in json["Buses"]
-        bus = Bus(
+        bus = Bus(bus_name,
-            bus_name,
+                  length(buses),
-            length(buses),
+                  timeseries(dict["Load (MW)"]),
-            timeseries(dict["Load (MW)"]),
+                  Unit[],
-            Unit[],
+                  PriceSensitiveLoad[])
-            PriceSensitiveLoad[],
-        )
         name_to_bus[bus_name] = bus
         push!(buses, bus)
     end
-
+    
     # Read units
     for (unit_name, dict) in json["Generators"]
         bus = name_to_bus[dict["Bus"]]
-
+        
         # Read production cost curve
         K = length(dict["Production cost curve (MW)"])
-        curve_mw = hcat(
+        curve_mw   = hcat([timeseries(dict["Production cost curve (MW)"][k]) for k in 1:K]...)
-            [timeseries(dict["Production cost curve (MW)"][k]) for k in 1:K]...,
+        curve_cost = hcat([timeseries(dict["Production cost curve (\$)"][k]) for k in 1:K]...)
-        )
-        curve_cost = hcat(
-            [timeseries(dict["Production cost curve (\$)"][k]) for k in 1:K]...,
-        )
         min_power = curve_mw[:, 1]
         max_power = curve_mw[:, K]
         min_power_cost = curve_cost[:, 1]
@@ -191,152 +185,128 @@ function _from_json(json; repair = true)
         for k in 2:K
             amount = curve_mw[:, k] - curve_mw[:, k-1]
             cost = (curve_cost[:, k] - curve_cost[:, k-1]) ./ amount
-            replace!(cost, NaN => 0.0)
+            replace!(cost, NaN=>0.0)
             push!(segments, CostSegment(amount, cost))
         end
-
+        
         # Read startup costs
-        startup_delays = scalar(dict["Startup delays (h)"], default = [1])
+        startup_delays = scalar(dict["Startup delays (h)"], default=[1])
-        startup_costs = scalar(dict["Startup costs (\$)"], default = [0.0])
+        startup_costs  = scalar(dict["Startup costs (\$)"], default=[0.])
         startup_categories = StartupCategory[]
         for k in 1:length(startup_delays)
-            push!(
+            push!(startup_categories, StartupCategory(startup_delays[k],
-                startup_categories,
+                                                      startup_costs[k]))
-                StartupCategory(
-                    startup_delays[k] .* time_multiplier,
-                    startup_costs[k],
-                ),
-            )
         end
-
+        
         # Read and validate initial conditions
-        initial_power = scalar(dict["Initial power (MW)"], default = nothing)
+        initial_power = scalar(dict["Initial power (MW)"], default=nothing)
-        initial_status = scalar(dict["Initial status (h)"], default = nothing)
+        initial_status = scalar(dict["Initial status (h)"], default=nothing)
         if initial_power === nothing
-            initial_status === nothing ||
+            initial_status === nothing || error("unit $unit_name has initial status but no initial power")
-                error("unit $unit_name has initial status but no initial power")
         else
-            initial_status !== nothing ||
+            initial_status !== nothing || error("unit $unit_name has initial power but no initial status")
-                error("unit $unit_name has initial power but no initial status")
+            initial_status != 0 || error("unit $unit_name has invalid initial status")
-            initial_status != 0 ||
-                error("unit $unit_name has invalid initial status")
             if initial_status < 0 && initial_power > 1e-3
                 error("unit $unit_name has invalid initial power")
             end
-            initial_status *= time_multiplier
         end
-
+        
-        unit = Unit(
+        unit = Unit(unit_name,
-            unit_name,
+                    bus,
-            bus,
+                    max_power,
-            max_power,
+                    min_power,
-            min_power,
+                    timeseries(dict["Must run?"], default=[false for t in 1:T]),
-            timeseries(dict["Must run?"], default = [false for t in 1:T]),
+                    min_power_cost,
-            min_power_cost,
+                    segments,
-            segments,
+                    scalar(dict["Minimum uptime (h)"], default=1),
-            scalar(dict["Minimum uptime (h)"], default = 1) * time_multiplier,
+                    scalar(dict["Minimum downtime (h)"], default=1),
-            scalar(dict["Minimum downtime (h)"], default = 1) * time_multiplier,
+                    scalar(dict["Ramp up limit (MW)"], default=1e6),
-            scalar(dict["Ramp up limit (MW)"], default = 1e6),
+                    scalar(dict["Ramp down limit (MW)"], default=1e6),
-            scalar(dict["Ramp down limit (MW)"], default = 1e6),
+                    scalar(dict["Startup limit (MW)"], default=1e6),
-            scalar(dict["Startup limit (MW)"], default = 1e6),
+                    scalar(dict["Shutdown limit (MW)"], default=1e6),
-            scalar(dict["Shutdown limit (MW)"], default = 1e6),
+                    initial_status,
-            initial_status,
+                    initial_power,
-            initial_power,
+                    timeseries(dict["Provides spinning reserves?"],
-            timeseries(
+                               default=[true for t in 1:T]),
-                dict["Provides spinning reserves?"],
+                    startup_categories)
-                default = [true for t in 1:T],
-            ),
-            startup_categories,
-        )
         push!(bus.units, unit)
         name_to_unit[unit_name] = unit
         push!(units, unit)
     end
-
+    
     # Read reserves
     reserves = Reserves(zeros(T))
     if "Reserves" in keys(json)
-        reserves.spinning =
+        reserves.spinning = timeseries(json["Reserves"]["Spinning (MW)"],
-            timeseries(json["Reserves"]["Spinning (MW)"], default = zeros(T))
+                                       default=zeros(T))
     end
-
+    
     # Read transmission lines
     if "Transmission lines" in keys(json)
         for (line_name, dict) in json["Transmission lines"]
-            line = TransmissionLine(
+            line = TransmissionLine(line_name,
-                line_name,
+                                    length(lines) + 1,
-                length(lines) + 1,
+                                    name_to_bus[dict["Source bus"]],
-                name_to_bus[dict["Source bus"]],
+                                    name_to_bus[dict["Target bus"]],
-                name_to_bus[dict["Target bus"]],
+                                    scalar(dict["Reactance (ohms)"]),
-                scalar(dict["Reactance (ohms)"]),
+                                    scalar(dict["Susceptance (S)"]),
-                scalar(dict["Susceptance (S)"]),
+                                    timeseries(dict["Normal flow limit (MW)"],
-                timeseries(
+                                               default=[1e8 for t in 1:T]),
-                    dict["Normal flow limit (MW)"],
+                                    timeseries(dict["Emergency flow limit (MW)"],
-                    default = [1e8 for t in 1:T],
+                                               default=[1e8 for t in 1:T]),
-                ),
+                                    timeseries(dict["Flow limit penalty (\$/MW)"],
-                timeseries(
+                                               default=[5000.0 for t in 1:T]))
-                    dict["Emergency flow limit (MW)"],
-                    default = [1e8 for t in 1:T],
-                ),
-                timeseries(
-                    dict["Flow limit penalty (\$/MW)"],
-                    default = [5000.0 for t in 1:T],
-                ),
-            )
             name_to_line[line_name] = line
             push!(lines, line)
         end
     end
-
+    
     # Read contingencies
     if "Contingencies" in keys(json)
         for (cont_name, dict) in json["Contingencies"]
             affected_units = Unit[]
             affected_lines = TransmissionLine[]
             if "Affected lines" in keys(dict)
-                affected_lines =
+                affected_lines = [name_to_line[l] for l in dict["Affected lines"]]
-                    [name_to_line[l] for l in dict["Affected lines"]]
             end
             if "Affected units" in keys(dict)
-                affected_units =
+                affected_units = [name_to_unit[u] for u in dict["Affected units"]]
-                    [name_to_unit[u] for u in dict["Affected units"]]
             end
             cont = Contingency(cont_name, affected_lines, affected_units)
             push!(contingencies, cont)
         end
     end
-
+    
     # Read price-sensitive loads
     if "Price-sensitive loads" in keys(json)
         for (load_name, dict) in json["Price-sensitive loads"]
             bus = name_to_bus[dict["Bus"]]
-            load = PriceSensitiveLoad(
+            load = PriceSensitiveLoad(load_name,
-                load_name,
+                                      bus,
-                bus,
+                                      timeseries(dict["Demand (MW)"]),
-                timeseries(dict["Demand (MW)"]),
+                                      timeseries(dict["Revenue (\$/MW)"]),
-                timeseries(dict["Revenue (\$/MW)"]),
+                                     )
-            )
             push!(bus.price_sensitive_loads, load)
             push!(loads, load)
         end
     end
-
+    
-    instance = UnitCommitmentInstance(
+    instance = UnitCommitmentInstance(T,
-        T,
+                                      power_balance_penalty,
-        power_balance_penalty,
+                                      shortfall_penalty,
-        units,
+                                      units,
-        buses,
+                                      buses,
-        lines,
+                                      lines,
-        reserves,
+                                      reserves,
-        contingencies,
+                                      contingencies,
-        loads,
+                                      loads)
-    )
+    if fix
-    if repair
+        UnitCommitment.fix!(instance)
-        UnitCommitment.repair!(instance)
     end
     return instance
 end
 
+
 """
     slice(instance, range)
 
@@ -352,10 +322,7 @@ Example
     modified = UnitCommitment.slice(instance, 1:2)
 
 """
-function slice(
+function slice(instance::UnitCommitmentInstance, range::UnitRange{Int})::UnitCommitmentInstance
-    instance::UnitCommitmentInstance,
-    range::UnitRange{Int},
-)::UnitCommitmentInstance
     modified = deepcopy(instance)
     modified.time = length(range)
     modified.power_balance_penalty = modified.power_balance_penalty[range]
@@ -386,4 +353,5 @@ function slice(
     return modified
 end
 
+
 export UnitCommitmentInstance

src/log.jl

@@ -7,47 +7,36 @@ using Base.CoreLogging, Logging, Printf
 
 struct TimeLogger <: AbstractLogger
     initial_time::Float64
-    file::Union{Nothing,IOStream}
+    file::Union{Nothing, IOStream}
-    screen_log_level::Any
+    screen_log_level
-    io_log_level::Any
+    io_log_level
 end
 
 function TimeLogger(;
-    initial_time::Float64,
+                    initial_time::Float64,
-    file::Union{Nothing,IOStream} = nothing,
+                    file::Union{Nothing, IOStream} = nothing,
-    screen_log_level = CoreLogging.Info,
+                    screen_log_level = CoreLogging.Info,
-    io_log_level = CoreLogging.Info,
+                    io_log_level = CoreLogging.Info,
-)::TimeLogger
+                   ) :: TimeLogger
     return TimeLogger(initial_time, file, screen_log_level, io_log_level)
 end
 
 min_enabled_level(logger::TimeLogger) = logger.io_log_level
 shouldlog(logger::TimeLogger, level, _module, group, id) = true
 
-function handle_message(
+function handle_message(logger::TimeLogger,
-    logger::TimeLogger,
+                        level,
-    level,
+                        message,
-    message,
+                        _module,
-    _module,
+                        group,
-    group,
+                        id,
-    id,
+                        filepath,
-    filepath,
+                        line;
-    line;
+                        kwargs...)
-    kwargs...,
-)
     elapsed_time = time() - logger.initial_time
     time_string = @sprintf("[%12.3f] ", elapsed_time)
-
-    if level >= Logging.Error
-        color = :light_red
-    elseif level >= Logging.Warn
-        color = :light_yellow
-    else
-        color = :light_green
-    end
-
     if level >= logger.screen_log_level
-        printstyled(time_string, color = color)
+        print(time_string)
         println(message)
     end
     if logger.file !== nothing && level >= logger.io_log_level
@@ -58,7 +47,4 @@ function handle_message(
     end
 end
 
-function _setup_logger()
+export TimeLogger
-    initial_time = time()
-    return global_logger(TimeLogger(initial_time = initial_time))
-end

src/model2.jl

@@ -0,0 +1,475 @@
+# 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.
+# Writen by Alinson S. Xavier <axavier@anl.gov>
+
+using JuMP, MathOptInterface, DataStructures
+import JuMP: value, fix, set_name
+
+# Extend some JuMP functions so that decision variables can be safely replaced by
+# (constant) floating point numbers.
+function value(x::Float64)
+    x
+end
+
+function fix(x::Float64, v::Float64; force)
+    abs(x - v) < 1e-6 || error("Value mismatch: $x != $v")
+end
+
+function set_name(x::Float64, n::String)
+    # nop
+end
+
+
+"""
+Create a JuMP model using the variables and constraints defined by
+the collection of `UCComponent`s in `formulation`.
+
+Parameters
+===
+  * `isf`: injection shift factors
+  * `lodf`: line outage distribution factors
+"""
+function build_model(;
+                     filename::Union{String, Nothing}=nothing,
+                     instance::Union{UnitCommitmentInstance, Nothing}=nothing,
+                     isf::Union{Array{Float64,2}, Nothing}=nothing,
+                     lodf::Union{Array{Float64,2}, Nothing}=nothing,
+                     isf_cutoff::Float64=0.005,
+                     lodf_cutoff::Float64=0.001,
+                     optimizer=nothing,
+                     model=nothing,
+                     variable_names::Bool=false,
+                     formulation::Vector{UCComponent} = UnitCommitment.DefaultFormulation,
+                    ) :: UnitCommitmentModel2
+
+    if (filename == nothing) && (instance == nothing)
+        error("Either filename or instance must be specified")
+    end
+    
+    if filename != nothing
+        @info "Reading: $(filename)"
+        time_read = @elapsed begin
+            instance = UnitCommitment.read(filename)
+        end
+        @info @sprintf("Read problem in %.2f seconds", time_read)
+    end
+
+    if length(instance.buses) == 1
+        isf = zeros(0, 0)
+        lodf = zeros(0, 0)
+    else
+        if isf == nothing
+            @info "Computing injection shift factors..."
+            time_isf = @elapsed begin
+                isf = UnitCommitment.injection_shift_factors(lines=instance.lines,
+                                                             buses=instance.buses)
+            end
+            @info @sprintf("Computed ISF in %.2f seconds", time_isf)
+            
+            @info "Computing line outage factors..."
+            time_lodf = @elapsed begin
+                lodf = UnitCommitment.line_outage_factors(lines=instance.lines,
+                                                          buses=instance.buses,
+                                                          isf=isf)
+            end
+            @info @sprintf("Computed LODF in %.2f seconds", time_lodf)
+            
+            @info @sprintf("Applying PTDF and LODF cutoffs (%.5f, %.5f)", isf_cutoff, lodf_cutoff)
+            isf[abs.(isf) .< isf_cutoff] .= 0
+            lodf[abs.(lodf) .< lodf_cutoff] .= 0
+        end
+    end
+
+    @info "Building model..."
+    time_model = @elapsed begin
+        if model == nothing
+            if optimizer == nothing
+                mip = Model()
+            else
+                mip = Model(optimizer)
+            end
+        else
+            mip = model
+        end
+    @info "About to build model"
+        model = UnitCommitmentModel2(mip,         # JuMP.Model
+                                     DotDict(),   # vars
+                                     DotDict(),   # eqs
+                                     DotDict(),   # exprs
+                                     instance,    # UnitCommitmentInstance
+                                     isf,         # injection shift factors
+                                     lodf,        # line outage distribution factors
+                                     AffExpr(),   # obj
+                                     formulation, # formulation
+                                    )
+
+        # Prepare variables
+        for var in get_required_variables(formulation)
+          add_variable(mip, model, instance, UnitCommitment.var_list[var])
+        end # prepare variables
+
+        # Prepare constraints
+        for constr in get_required_constraints(formulation)
+          add_constraint(mip, model, instance, constr)
+        end # prepare constraints
+
+        # Prepare expressions (in this case, affine expressions that are later used as part of constraints or objective)
+        #   * :startup_cost => contribution to objective of startup costs
+        for field in [:startup_cost] #[:net_injection]
+            setproperty!(model.exprs, field, OrderedDict())
+        end
+
+        # Add components to mip
+        for c in formulation
+          c.add_component(c, mip, model)
+        end
+
+        # Add objective function
+        build_obj_function!(model)
+    end # end timing of building model
+    @info @sprintf("Built model in %.2f seconds", time_model)
+
+    if variable_names
+        set_variable_names!(model)
+    end
+    
+    return model
+end # build_model
+
+
+"""
+Add a particular variable to `model.vars`.
+"""
+function add_variable(mip::JuMP.Model,
+                      model::UnitCommitmentModel2,
+                      instance::UnitCommitmentInstance,
+                      var::UCVariable)
+  setproperty!(model.vars, var.name, OrderedDict())
+  x = getproperty(model.vars, var.name)
+  if !isnothing(var.add_variable)
+    var.add_variable(var, x, mip, instance)
+    return
+  end
+
+  # The following is a bit complex-looking, but the idea is ultimately straightforward
+  # We want to loop over the possible index values for var,
+  # for every dimension of var (e.g., looping over units and time)
+  # The OrderedDict `ind_to_field` maps a UCElement to the corresponding field name within a UnitCommitmentInstance
+  # NB: this can be an array of field names, such as [:x, :y], which means we want to access instance.x.y
+  # Furthermore, `var` has an array `indices` of UCElement values, describing which index loops over
+  # So all we want is to extract the _length_ of the corresponding field of `instance`
+  # We create a Tuple so we can feed it to CartesianIndices
+  fields = UnitCommitment.ind_to_field(var.indices)
+  num_indices = UnitCommitment.num_indices(fields)
+
+  # There is some really complicated logic below that one day needs to be improved
+  # (we need to handle nested indices, and this is one way that hopefully works, but it is definitely not intuitive)
+  loop_primitive = UnitCommitment.loop_over_indices(UnitCommitment.get_indices_tuple(instance, fields))
+  indices = UnitCommitment.get_indices(loop_primitive) # returns an array of tuples? or a unit range maybe.
+
+  for ind in indices
+    # For each of the indices, check if the field corresponding to that index has a name
+    # Then we will index the variable by that name instead of the integer
+    curr_tuple = Tuple(ind)
+    new_tuple = ()
+    for i in 1:num_indices
+      curr_field = UnitCommitment.get_nested_field(instance, fields, i, curr_tuple)
+      if :name in propertynames(curr_field)
+        new_tuple = (new_tuple..., curr_field.name)
+      else
+        new_tuple = (new_tuple..., curr_tuple[i])
+      end
+    end
+    name = string(var.name, "[")
+    for (i,val) in enumerate(new_tuple)
+      name = string(name, val, i < num_indices ? "," : "")
+    end
+    name = string(name, "]")
+    if num_indices == 1
+      new_tuple = new_tuple[1]
+    end
+    x[new_tuple] = @variable(mip, 
+                             lower_bound=var.lb,
+                             upper_bound=var.ub,
+                             integer=var.integer,
+                             base_name=name)
+  end
+  ### DEBUG
+  #if var.name == :reserve_shortfall
+  #  @show var.name, num_indices, loop_primitive, indices, x
+  #  #@show JuMP.all_variables(mip)
+  #end
+  ### DEBUG
+end # add_variable
+
+
+"""
+Add constraint to `model.eqs` (set of affine expressions represent left-hand side of constraints).
+"""
+function add_constraint(mip::JuMP.Model,
+                        model::UnitCommitmentModel2,
+                        instance::UnitCommitmentInstance,
+                        constr::Symbol)
+  setproperty!(model.eqs, constr, OrderedDict())
+end # add_constraint
+
+
+"""
+Components of the objective include, summed over time:
+  * production cost above minimum
+  * minimum production cost if generator is on
+  * startup cost
+  * shutdown cost
+  * cost of not meeting shortfall
+  * penalty for not meeting or exceeding load (using curtai variable)
+  * shutdown cost
+"""
+function build_obj_function!(model::UnitCommitmentModel2)
+    @objective(model.mip, Min, model.obj)
+end # build_obj_function
+
+
+function enforce_transmission(;
+                              model::UnitCommitmentModel2,
+                              violation::Violation,
+                              isf::Array{Float64,2},
+                              lodf::Array{Float64,2})::Nothing
+    
+    instance, mip, vars = model.instance, model.mip, model.vars
+    limit::Float64 = 0.0
+        
+    if violation.outage_line == nothing
+        limit = violation.monitored_line.normal_flow_limit[violation.time]
+        @info @sprintf("    %8.3f MW overflow in %-5s time %3d (pre-contingency)",
+                       violation.amount,
+                       violation.monitored_line.name,
+                       violation.time)
+    else
+        limit = violation.monitored_line.emergency_flow_limit[violation.time]
+        @info @sprintf("    %8.3f MW overflow in %-5s time %3d (outage: line %s)",
+                       violation.amount,
+                       violation.monitored_line.name,
+                       violation.time,
+                       violation.outage_line.name)
+    end
+    
+    fm = violation.monitored_line.name
+    t = violation.time
+    flow = @variable(mip, base_name="flow[$fm,$t]")
+    
+    # |flow| <= limit + overflow
+    overflow = vars.overflow[violation.monitored_line.name, violation.time]
+    @constraint(mip,  flow <= limit + overflow)
+    @constraint(mip, -flow <= limit + overflow)
+    
+    if violation.outage_line == nothing
+        @constraint(mip, flow == sum(vars.net_injection[b.name, violation.time] *
+                                         isf[violation.monitored_line.offset, b.offset]
+                                     for b in instance.buses
+                                     if b.offset > 0))
+    else
+        @constraint(mip, flow == sum(vars.net_injection[b.name, violation.time] * (
+                                         isf[violation.monitored_line.offset, b.offset] + (
+                                             lodf[violation.monitored_line.offset, violation.outage_line.offset] *
+                                             isf[violation.outage_line.offset, b.offset]
+                                         )
+                                     )
+                                     for b in instance.buses
+                                     if b.offset > 0))
+    end
+    nothing
+end # enforce_transmission
+
+
+function set_variable_names!(model::UnitCommitmentModel2)
+    @info "Setting variable and constraint names..."
+    time_varnames = @elapsed begin
+        #set_jump_names!(model.vars) # amk: already set
+        set_jump_names!(model.eqs)
+    end
+    @info @sprintf("Set names in %.2f seconds", time_varnames)
+end # set_variable_names
+
+
+function set_jump_names!(dict)
+    for name in keys(dict)
+        for idx in keys(dict[name])
+            idx_str = isa(idx, Tuple) ? join(map(string, idx), ",") : idx
+            set_name(dict[name][idx], "$name[$idx_str]")
+        end
+    end
+end # set_jump_names
+
+
+function get_solution(model::UnitCommitmentModel2)
+    instance, T = model.instance, model.instance.time
+    function timeseries(vars, collection)
+        return OrderedDict(b.name => [round(value(vars[b.name, t]), digits=5) for t in 1:T]
+                           for b in collection)
+    end
+    function production_cost(g)
+        return [value(model.vars.is_on[g.name, t]) * g.min_power_cost[t] +
+                sum(Float64[value(model.vars.segprod[g.name, k, t]) * g.cost_segments[k].cost[t]
+                            for k in 1:length(g.cost_segments)])
+                for t in 1:T]
+    end
+    function production(g)
+        return [value(model.vars.is_on[g.name, t]) * g.min_power[t] +
+                sum(Float64[value(model.vars.segprod[g.name, k, t])
+                            for k in 1:length(g.cost_segments)])
+                for t in 1:T]
+    end
+    function startup_cost(g)
+        #S = length(g.startup_categories)
+        #return [sum(g.startup_categories[s].cost * value(model.vars.startup[g.name, s, t])
+        #            for s in 1:S)
+        #        for t in 1:T]
+        return [ value.(model.exprs.startup_cost[g.name, t]) for t in 1:T ]
+    end
+    sol = OrderedDict()
+    sol["Production (MW)"] = OrderedDict(g.name => production(g) for g in instance.units)
+    sol["Production cost (\$)"] = OrderedDict(g.name => production_cost(g) for g in instance.units)
+    sol["Startup cost (\$)"] = OrderedDict(g.name => startup_cost(g) for g in instance.units)
+    sol["Is on"] = timeseries(model.vars.is_on, instance.units)
+    sol["Switch on"] = timeseries(model.vars.switch_on, instance.units)
+    sol["Switch off"] = timeseries(model.vars.switch_off, instance.units)
+    sol["Reserve (MW)"] = timeseries(model.vars.reserve, instance.units)
+    sol["Net injection (MW)"] = timeseries(model.vars.net_injection, instance.buses)
+    sol["Load curtail (MW)"] = timeseries(model.vars.curtail, instance.buses)
+    if !isempty(instance.lines)
+        sol["Line overflow (MW)"] = timeseries(model.vars.overflow, instance.lines)
+    end
+    if !isempty(instance.price_sensitive_loads)
+        sol["Price-sensitive loads (MW)"] = timeseries(model.vars.loads, instance.price_sensitive_loads)
+    end
+    return sol
+end # get_solution
+
+
+function fix!(model::UnitCommitmentModel2, solution)::Nothing
+    vars, instance, T = model.vars, model.instance, model.instance.time
+    for g in instance.units
+        for t in 1:T
+            is_on = round(solution["Is on"][g.name][t])
+            production = round(solution["Production (MW)"][g.name][t], digits=5)
+            reserve = round(solution["Reserve (MW)"][g.name][t], digits=5)
+            JuMP.fix(vars.is_on[g.name, t], is_on, force=true)
+            JuMP.fix(vars.prod_above[g.name, t], production - is_on * g.min_power[t], force=true)
+            JuMP.fix(vars.reserve[g.name, t], reserve, force=true)
+        end
+    end
+end # fix!
+
+
+function set_warm_start!(model::UnitCommitmentModel2, solution)::Nothing
+    vars, instance, T = model.vars, model.instance, model.instance.time
+    for g in instance.units
+        for t in 1:T
+            JuMP.set_start_value(vars.is_on[g.name, t], solution["Is on"][g.name][t])
+            JuMP.set_start_value(vars.switch_on[g.name, t], solution["Switch on"][g.name][t])
+            JuMP.set_start_value(vars.switch_off[g.name, t], solution["Switch off"][g.name][t])
+        end
+    end
+end # set_warm_start
+
+
+function optimize!(model::UnitCommitmentModel2;
+                   time_limit=3600,
+                   gap_limit=1e-4,
+                   two_phase_gap=true,
+                   )::Nothing
+    
+    function set_gap(gap)
+        try
+            JuMP.set_optimizer_attribute(model.mip, "MIPGap", gap)
+            @info @sprintf("MIP gap tolerance set to %f", gap)
+        catch
+            @warn "Could not change MIP gap tolerance"
+        end
+    end
+    
+    instance = model.instance
+    initial_time = time()
+    
+    large_gap = false
+    has_transmission = (length(model.isf) > 0)
+    
+    if has_transmission && two_phase_gap
+        set_gap(1e-2)
+        large_gap = true
+    else
+        set_gap(gap_limit)
+    end
+    
+    while true
+        time_elapsed = time() - initial_time
+        time_remaining = time_limit - time_elapsed
+        if time_remaining < 0
+            @info "Time limit exceeded"
+            break
+        end
+        
+        @info @sprintf("Setting MILP time limit to %.2f seconds", time_remaining)
+        JuMP.set_time_limit_sec(model.mip, time_remaining)
+        
+        @info "Solving MILP..."
+        JuMP.optimize!(model.mip)
+        
+        has_transmission || break
+        
+        violations = find_violations(model)
+        if isempty(violations)
+            @info "No violations found" 
+            if large_gap
+                large_gap = false
+                set_gap(gap_limit)
+            else
+                break
+            end
+        else
+            enforce_transmission(model, violations)
+        end
+    end
+    
+    nothing
+end # optimize!
+
+
+"""
+Identify which transmission lines are violated.
+See find_violations description from screening.jl.
+"""
+function find_violations(model::UnitCommitmentModel2)
+    instance, vars = model.instance, model.vars
+    length(instance.buses) > 1 || return []
+    violations = []
+    @info "Verifying transmission limits..."
+    time_screening = @elapsed begin
+        non_slack_buses = [b for b in instance.buses if b.offset > 0]
+        net_injections = [value(vars.net_injection[b.name, t])
+                          for b in non_slack_buses, t in 1:instance.time]
+        overflow = [value(vars.overflow[lm.name, t])
+                    for lm in instance.lines, t in 1:instance.time]
+        violations = UnitCommitment.find_violations(instance=instance,
+                                                    net_injections=net_injections,
+                                                    overflow=overflow,
+                                                    isf=model.isf,
+                                                    lodf=model.lodf)
+    end
+    @info @sprintf("Verified transmission limits in %.2f seconds", time_screening)
+    return violations
+end # find_violations
+
+
+function enforce_transmission(model::UnitCommitmentModel2, violations::Array{Violation, 1})
+    for v in violations
+        enforce_transmission(model=model,
+                             violation=v,
+                             isf=model.isf,
+                             lodf=model.lodf)
+    end
+end # enforce_transmission
+
+
+export UnitCommitmentModel2, build_model, get_solution, optimize!

src/screening.jl

@@ -4,44 +4,49 @@
 # Copyright (C) 2019 Argonne National Laboratory
 # Written by Alinson Santos Xavier <axavier@anl.gov>
 
+
 using DataStructures
 using Base.Threads
 
+
 struct Violation
     time::Int
     monitored_line::TransmissionLine
-    outage_line::Union{TransmissionLine,Nothing}
+    outage_line::Union{TransmissionLine, Nothing}
     amount::Float64  # Violation amount (in MW)
 end
 
+
 function Violation(;
-    time::Int,
+                   time::Int,
-    monitored_line::TransmissionLine,
+                   monitored_line::TransmissionLine,
-    outage_line::Union{TransmissionLine,Nothing},
+                   outage_line::Union{TransmissionLine, Nothing},
-    amount::Float64,
+                   amount::Float64,
-)::Violation
+                  ) :: Violation
     return Violation(time, monitored_line, outage_line, amount)
 end
 
+
 mutable struct ViolationFilter
     max_per_line::Int
     max_total::Int
-    queues::Dict{Int,PriorityQueue{Violation,Float64}}
+    queues::Dict{Int, PriorityQueue{Violation, Float64}}
 end
 
+
 function ViolationFilter(;
-    max_per_line::Int = 1,
+                         max_per_line::Int=1,
-    max_total::Int = 5,
+                         max_total::Int=5,
-)::ViolationFilter
+                        )::ViolationFilter
     return ViolationFilter(max_per_line, max_total, Dict())
 end
 
-function _offer(filter::ViolationFilter, v::Violation)::Nothing
+
+function offer(filter::ViolationFilter, v::Violation)::Nothing
     if v.monitored_line.offset ∉ keys(filter.queues)
-        filter.queues[v.monitored_line.offset] =
+        filter.queues[v.monitored_line.offset] = PriorityQueue{Violation, Float64}()
-            PriorityQueue{Violation,Float64}()
     end
-    q::PriorityQueue{Violation,Float64} = filter.queues[v.monitored_line.offset]
+    q::PriorityQueue{Violation, Float64} = filter.queues[v.monitored_line.offset]
     if length(q) < filter.max_per_line
         enqueue!(q, v => v.amount)
     else
@@ -50,12 +55,13 @@ function _offer(filter::ViolationFilter, v::Violation)::Nothing
             enqueue!(q, v => v.amount)
         end
     end
-    return nothing
+    nothing
 end
 
-function _query(filter::ViolationFilter)::Array{Violation,1}
+
+function query(filter::ViolationFilter)::Array{Violation, 1}
     violations = Array{Violation,1}()
-    time_queue = PriorityQueue{Violation,Float64}()
+    time_queue = PriorityQueue{Violation, Float64}()
     for l in keys(filter.queues)
         line_queue = filter.queues[l]
         while length(line_queue) > 0
@@ -76,67 +82,59 @@ function _query(filter::ViolationFilter)::Array{Violation,1}
     return violations
 end
 
+
 """
 
-    function _find_violations(
+    function find_violations(instance::UnitCommitmentInstance,
-        instance::UnitCommitmentInstance,
+                             net_injections::Array{Float64, 2};
-        net_injections::Array{Float64, 2};
+                             isf::Array{Float64,2},
-        isf::Array{Float64,2},
+                             lodf::Array{Float64,2},
-        lodf::Array{Float64,2},
+                             max_per_line::Int = 1,
-        max_per_line::Int = 1,
+                             max_per_period::Int = 5,
-        max_per_period::Int = 5,
+                            ) :: Array{Violation, 1}
-    )::Array{Violation, 1}
 
-Find transmission constraint violations (both pre-contingency, as well as
+Find transmission constraint violations (both pre-contingency, as well as post-contingency).
-post-contingency).
 
-The argument `net_injection` should be a (B-1) x T matrix, where B is the
+The argument `net_injection` should be a (B-1) x T matrix, where B is the number of buses
-number of buses and T is the number of time periods. The arguments `isf` and
+and T is the number of time periods. The arguments `isf` and `lodf` can be computed using
-`lodf` can be computed using UnitCommitment.injection_shift_factors and
+UnitCommitment.injection_shift_factors and UnitCommitment.line_outage_factors.
-UnitCommitment.line_outage_factors. The argument `overflow` specifies how much
+The argument `overflow` specifies how much flow above the transmission limits (in MW) is allowed.
-flow above the transmission limits (in MW) is allowed. It should be an L x T
+It should be an L x T matrix, where L is the number of transmission lines.
-matrix, where L is the number of transmission lines.
 """
-function _find_violations(;
+function find_violations(;
-    instance::UnitCommitmentInstance,
+                         instance::UnitCommitmentInstance,
-    net_injections::Array{Float64,2},
+                         net_injections::Array{Float64, 2},
-    overflow::Array{Float64,2},
+                         overflow::Array{Float64, 2},
-    isf::Array{Float64,2},
+                         isf::Array{Float64,2},
-    lodf::Array{Float64,2},
+                         lodf::Array{Float64,2},
-    max_per_line::Int = 1,
+                         max_per_line::Int = 1,
-    max_per_period::Int = 5,
+                         max_per_period::Int = 5,
-)::Array{Violation,1}
+                        )::Array{Violation, 1}
+
     B = length(instance.buses) - 1
     L = length(instance.lines)
     T = instance.time
     K = nthreads()
-
+    
     size(net_injections) == (B, T) || error("net_injections has incorrect size")
     size(isf) == (L, B) || error("isf has incorrect size")
     size(lodf) == (L, L) || error("lodf has incorrect size")
-
+    
-    filters = Dict(
+    filters = Dict(t => ViolationFilter(max_total=max_per_period,
-        t => ViolationFilter(
+                                        max_per_line=max_per_line)
-            max_total = max_per_period,
+                   for t in 1:T)
-            max_per_line = max_per_line,
+    
-        ) for t in 1:T
-    )
-
     pre_flow::Array{Float64} = zeros(L, K)           # pre_flow[lm, thread]
     post_flow::Array{Float64} = zeros(L, L, K)       # post_flow[lm, lc, thread]
     pre_v::Array{Float64} = zeros(L, K)              # pre_v[lm, thread]
     post_v::Array{Float64} = zeros(L, L, K)          # post_v[lm, lc, thread]
-
+    
-    normal_limits::Array{Float64,2} = [
+    normal_limits::Array{Float64,2} = [l.normal_flow_limit[t] + overflow[l.offset, t]
-        l.normal_flow_limit[t] + overflow[l.offset, t] for
+                                       for l in instance.lines, t in 1:T]
-        l in instance.lines, t in 1:T
+    
-    ]
+    emergency_limits::Array{Float64,2} = [l.emergency_flow_limit[t] + overflow[l.offset, t]
-
+                                          for l in instance.lines, t in 1:T]
-    emergency_limits::Array{Float64,2} = [
+    
-        l.emergency_flow_limit[t] + overflow[l.offset, t] for
-        l in instance.lines, t in 1:T
-    ]
-
     is_vulnerable::Array{Bool} = zeros(Bool, L)
     for c in instance.contingencies
         is_vulnerable[c.lines[1].offset] = true
@@ -144,69 +142,57 @@ function _find_violations(;
 
     @threads for t in 1:T
         k = threadid()
-
+        
         # Pre-contingency flows
         pre_flow[:, k] = isf * net_injections[:, t]
-
+    
         # Post-contingency flows
         for lc in 1:L, lm in 1:L
-            post_flow[lm, lc, k] =
+            post_flow[lm, lc, k] = pre_flow[lm, k] + pre_flow[lc, k] * lodf[lm, lc]
-                pre_flow[lm, k] + pre_flow[lc, k] * lodf[lm, lc]
         end
-
+        
         # Pre-contingency violations
         for lm in 1:L
-            pre_v[lm, k] = max(
+            pre_v[lm, k] = max(0.0,
-                0.0,
+                               pre_flow[lm, k] - normal_limits[lm, t],
-                pre_flow[lm, k] - normal_limits[lm, t],
+                               - pre_flow[lm, k] - normal_limits[lm, t])
-                -pre_flow[lm, k] - normal_limits[lm, t],
-            )
         end
-
+        
         # Post-contingency violations
         for lc in 1:L, lm in 1:L
-            post_v[lm, lc, k] = max(
+            post_v[lm, lc, k] = max(0.0,
-                0.0,
+                                    post_flow[lm, lc, k] - emergency_limits[lm, t],
-                post_flow[lm, lc, k] - emergency_limits[lm, t],
+                                    - post_flow[lm, lc, k] - emergency_limits[lm, t])
-                -post_flow[lm, lc, k] - emergency_limits[lm, t],
-            )
         end
-
+        
         # Offer pre-contingency violations
         for lm in 1:L
             if pre_v[lm, k] > 1e-5
-                _offer(
+                offer(filters[t], Violation(time=t,
-                    filters[t],
+                                            monitored_line=instance.lines[lm],
-                    Violation(
+                                            outage_line=nothing,
-                        time = t,
+                                            amount=pre_v[lm, k]))
-                        monitored_line = instance.lines[lm],
-                        outage_line = nothing,
-                        amount = pre_v[lm, k],
-                    ),
-                )
             end
         end
-
+        
         # Offer post-contingency violations
         for lm in 1:L, lc in 1:L
             if post_v[lm, lc, k] > 1e-5 && is_vulnerable[lc]
-                _offer(
+                offer(filters[t], Violation(time=t,
-                    filters[t],
+                                            monitored_line=instance.lines[lm],
-                    Violation(
+                                            outage_line=instance.lines[lc],
-                        time = t,
+                                            amount=post_v[lm, lc, k]))
-                        monitored_line = instance.lines[lm],
-                        outage_line = instance.lines[lc],
-                        amount = post_v[lm, lc, k],
-                    ),
-                )
             end
         end
     end
-
+    
     violations = Violation[]
     for t in 1:instance.time
-        append!(violations, _query(filters[t]))
+        append!(violations, query(filters[t]))
     end
-
+    
     return violations
 end
+
+
+export Violation, ViolationFilter, offer, query, find_violations

src/sensitivity.jl

@@ -5,38 +5,31 @@
 using SparseArrays, Base.Threads, LinearAlgebra, JuMP
 
 """
-    _injection_shift_factors(; buses, lines)
+    injection_shift_factors(; buses, lines)
 
-Returns a (B-1)xL matrix M, where B is the number of buses and L is the number
+Returns a (B-1)xL matrix M, where B is the number of buses and L is the number of transmission
-of transmission lines. For a given bus b and transmission line l, the entry
+lines. For a given bus b and transmission line l, the entry M[l.offset, b.offset] indicates
-M[l.offset, b.offset] indicates the amount of power (in MW) that flows through
+the amount of power (in MW) that flows through transmission line l when 1 MW of power is
-transmission line l when 1 MW of power is injected at the slack bus (the bus
+injected at the slack bus (the bus that has offset zero) and withdrawn from b.
-that has offset zero) and withdrawn from b.
 """
-function _injection_shift_factors(;
+function injection_shift_factors(; buses, lines)
-    buses::Array{Bus},
+    susceptance = susceptance_matrix(lines)
-    lines::Array{TransmissionLine},
+    incidence = reduced_incidence_matrix(lines = lines, buses = buses)
-)
-    susceptance = _susceptance_matrix(lines)
-    incidence = _reduced_incidence_matrix(lines = lines, buses = buses)
     laplacian = transpose(incidence) * susceptance * incidence
     isf = susceptance * incidence * inv(Array(laplacian))
     return isf
 end
 
-"""
-    _reduced_incidence_matrix(; buses::Array{Bus}, lines::Array{TransmissionLine})
 
-Returns the incidence matrix for the network, with the column corresponding to
-the slack bus is removed. More precisely, returns a (B-1) x L matrix, where B
-is the number of buses and L is the number of lines. For each row, there is a 1
-element and a -1 element, indicating the source and target buses, respectively,
-for that line.
 """
-function _reduced_incidence_matrix(;
+    reduced_incidence_matrix(; buses::Array{Bus}, lines::Array{TransmissionLine})
-    buses::Array{Bus},
+
-    lines::Array{TransmissionLine},
+Returns the incidence matrix for the network, with the column corresponding to the slack
-)
+bus is removed. More precisely, returns a (B-1) x L matrix, where B is the number of buses
+and L is the number of lines. For each row, there is a 1 element and a -1 element, indicating
+the source and target buses, respectively, for that line.
+"""
+function reduced_incidence_matrix(; buses::Array{Bus}, lines::Array{TransmissionLine})
     matrix = spzeros(Float64, length(lines), length(buses) - 1)
     for line in lines
         if line.source.offset > 0
@@ -46,34 +39,37 @@ function _reduced_incidence_matrix(;
             matrix[line.offset, line.target.offset] = -1
         end
     end
-    return matrix
+    matrix
 end
 
 """
-    _susceptance_matrix(lines::Array{TransmissionLine})
+    susceptance_matrix(lines::Array{TransmissionLine})
 
-Returns a LxL diagonal matrix, where each diagonal entry is the susceptance of
+Returns a LxL diagonal matrix, where each diagonal entry is the susceptance of the
-the corresponding transmission line.
+corresponding transmission line.
 """
-function _susceptance_matrix(lines::Array{TransmissionLine})
+function susceptance_matrix(lines::Array{TransmissionLine})
     return Diagonal([l.susceptance for l in lines])
 end
 
+
 """
 
-    _line_outage_factors(; buses, lines, isf)
+    line_outage_factors(; buses, lines, isf)
 
-Returns a LxL matrix containing the Line Outage Distribution Factors (LODFs)
+Returns a LxL matrix containing the Line Outage Distribution Factors (LODFs) for the
-for the given network. This matrix how does the pre-contingency flow change
+given network. This matrix how does the pre-contingency flow change when each individual
-when each individual transmission line is removed.
+transmission line is removed.
 """
-function _line_outage_factors(;
+function line_outage_factors(;
-    buses::Array{Bus,1},
+                             buses::Array{Bus, 1},
-    lines::Array{TransmissionLine,1},
+                             lines::Array{TransmissionLine, 1},
-    isf::Array{Float64,2},
+                             isf::Array{Float64,2},
-)::Array{Float64,2}
+                            ) :: Array{Float64,2}
+
     n_lines, n_buses = size(isf)
-    incidence = Array(_reduced_incidence_matrix(lines = lines, buses = buses))
+    incidence = Array(reduced_incidence_matrix(lines=lines,
+                                               buses=buses))
     lodf::Array{Float64,2} = isf * transpose(incidence)
     m, n = size(lodf)
     for i in 1:n

src/sysimage.jl

@@ -10,11 +10,14 @@ using JuMP
 using MathOptInterface
 using SparseArrays
 
-pkg = [:DataStructures, :JSON, :JuMP, :MathOptInterface, :SparseArrays]
+pkg = [:DataStructures,
+       :JSON,
+       :JuMP,
+       :MathOptInterface,
+       :SparseArrays,
+       ]
 
 @info "Building system image..."
-create_sysimage(
+create_sysimage(pkg,
-    pkg,
+                precompile_statements_file="build/precompile.jl",
-    precompile_statements_file = "build/precompile.jl",
+                sysimage_path="build/sysimage.so")
-    sysimage_path = "build/sysimage.so",
-)

src/validate.jl

@@ -7,20 +7,19 @@ using Printf
 bin(x) = [xi > 0.5 for xi in x]
 
 """
-    repair!(instance)
+    fix!(instance)
 
-Verifies that the given unit commitment instance is valid and automatically
+Verifies that the given unit commitment instance is valid and automatically fixes
-fixes some validation errors if possible, issuing a warning for each error
+some validation errors if possible, issuing a warning for each error found.
-found. If a validation error cannot be automatically fixed, issues an
+If a validation error cannot be automatically fixed, issues an exception.
-exception.
 
 Returns the number of validation errors found.
 """
-function repair!(instance::UnitCommitmentInstance)::Int
+function fix!(instance::UnitCommitmentInstance)::Int
     n_errors = 0
-
+    
     for g in instance.units
-
+        
         # Startup costs and delays must be increasing
         for s in 2:length(g.startup_categories)
             if g.startup_categories[s].delay <= g.startup_categories[s-1].delay
@@ -31,7 +30,7 @@ function repair!(instance::UnitCommitmentInstance)::Int
                 g.startup_categories[s].delay = new_value
                 n_errors += 1
             end
-
+            
             if g.startup_categories[s].cost < g.startup_categories[s-1].cost
                 prev_value = g.startup_categories[s].cost
                 new_value = g.startup_categories[s-1].cost
@@ -40,8 +39,9 @@ function repair!(instance::UnitCommitmentInstance)::Int
                 g.startup_categories[s].cost = new_value
                 n_errors += 1
             end
-        end
 
+        end
+        
         for t in 1:instance.time
             # Production cost curve should be convex
             for k in 2:length(g.cost_segments)
@@ -66,16 +66,19 @@ function repair!(instance::UnitCommitmentInstance)::Int
             end
         end
     end
-
+    
+    
     return n_errors
 end
 
+
 function validate(instance_filename::String, solution_filename::String)
     instance = UnitCommitment.read(instance_filename)
     solution = JSON.parse(open(solution_filename))
     return validate(instance, solution)
 end
 
+
 """
     validate(instance, solution)::Bool
 
@@ -83,52 +86,52 @@ Verifies that the given solution is feasible for the problem. If feasible,
 silently returns true. In infeasible, returns false and prints the validation
 errors to the screen.
 
-This function is implemented independently from the optimization model in
+This function is implemented independently from the optimization model in `model.jl`, and
-`model.jl`, and therefore can be used to verify that the model is indeed
+therefore can be used to verify that the model is indeed producing valid solutions. It
-producing valid solutions. It can also be used to verify the solutions produced
+can also be used to verify the solutions produced by other optimization packages.
-by other optimization packages.
 """
-function validate(
+function validate(instance::UnitCommitmentInstance,
-    instance::UnitCommitmentInstance,
+                  solution::Union{Dict,OrderedDict};
-    solution::Union{Dict,OrderedDict},
+                 )::Bool
-)::Bool
     err_count = 0
-    err_count += _validate_units(instance, solution)
+    err_count += validate_units(instance, solution)
-    err_count += _validate_reserve_and_demand(instance, solution)
+    err_count += validate_reserve_and_demand(instance, solution)
-
+    
     if err_count > 0
         @error "Found $err_count validation errors"
         return false
     end
-
+    
     return true
 end
 
-function _validate_units(instance, solution; tol = 0.01)
-    err_count = 0
 
+function validate_units(instance, solution; tol=0.01)
+    err_count = 0
+    
     for unit in instance.units
         production = solution["Production (MW)"][unit.name]
         reserve = solution["Reserve (MW)"][unit.name]
         actual_production_cost = solution["Production cost (\$)"][unit.name]
         actual_startup_cost = solution["Startup cost (\$)"][unit.name]
         is_on = bin(solution["Is on"][unit.name])
-
+        switch_off = bin(solution["Switch off"][unit.name]) # some formulations may not use this
+        
         for t in 1:instance.time
             # Auxiliary variables
             if t == 1
                 is_starting_up = (unit.initial_status < 0) && is_on[t]
                 is_shutting_down = (unit.initial_status > 0) && !is_on[t]
-                ramp_up =
+                ramp_up = max(0, production[t] + reserve[t] - unit.initial_power)
-                    max(0, production[t] + reserve[t] - unit.initial_power)
                 ramp_down = max(0, unit.initial_power - production[t])
             else
                 is_starting_up = !is_on[t-1] && is_on[t]
                 is_shutting_down = is_on[t-1] && !is_on[t]
                 ramp_up = max(0, production[t] + reserve[t] - production[t-1])
-                ramp_down = max(0, production[t-1] - production[t])
+                #ramp_down = max(0, production[t-1] - production[t])
+                ramp_down = max(0, production[t-1] + reserve[t-1] - production[t])
             end
-
+            
             # Compute production costs
             production_cost, startup_cost = 0, 0
             if is_on[t]
@@ -140,171 +143,130 @@ function _validate_units(instance, solution; tol = 0.01)
                     residual = max(0, residual - s.mw[t])
                 end
             end
-
+            
             # Production should be non-negative
             if production[t] < -tol
-                @error @sprintf(
+                @error @sprintf("Unit %s produces negative amount of power at time %d (%.2f)",
-                    "Unit %s produces negative amount of power at time %d (%.2f)",
+                                unit.name, t, production[t])
-                    unit.name,
-                    t,
-                    production[t]
-                )
                 err_count += 1
             end
-
+            
             # Verify must-run
             if !is_on[t] && unit.must_run[t]
-                @error @sprintf(
+                @error @sprintf("Must-run unit %s is offline at time %d",
-                    "Must-run unit %s is offline at time %d",
+                                unit.name, t)
-                    unit.name,
-                    t
-                )
                 err_count += 1
             end
-
+            
             # Verify reserve eligibility
             if !unit.provides_spinning_reserves[t] && reserve[t] > tol
-                @error @sprintf(
+                @error @sprintf("Unit %s is not eligible to provide spinning reserves at time %d",
-                    "Unit %s is not eligible to provide spinning reserves at time %d",
+                                unit.name, t)
-                    unit.name,
-                    t
-                )
                 err_count += 1
             end
-
+                
             # If unit is on, must produce at least its minimum power
             if is_on[t] && (production[t] < unit.min_power[t] - tol)
-                @error @sprintf(
+                @error @sprintf("Unit %s produces below its minimum limit at time %d (%.2f < %.2f)",
-                    "Unit %s produces below its minimum limit at time %d (%.2f < %.2f)",
+                                unit.name, t, production[t], unit.min_power[t])
-                    unit.name,
-                    t,
-                    production[t],
-                    unit.min_power[t]
-                )
                 err_count += 1
             end
-
+            
             # If unit is on, must produce at most its maximum power
-            if is_on[t] &&
+            if is_on[t] && (production[t] + reserve[t] > unit.max_power[t] + tol)
-               (production[t] + reserve[t] > unit.max_power[t] + tol)
+                @error @sprintf("Unit %s produces above its maximum limit at time %d (%.2f + %.2f> %.2f)",
-                @error @sprintf(
+                                unit.name, t, production[t], reserve[t], unit.max_power[t])
-                    "Unit %s produces above its maximum limit at time %d (%.2f + %.2f> %.2f)",
-                    unit.name,
-                    t,
-                    production[t],
-                    reserve[t],
-                    unit.max_power[t]
-                )
                 err_count += 1
             end
-
+            
             # If unit is off, must produce zero
             if !is_on[t] && production[t] + reserve[t] > tol
-                @error @sprintf(
+                @error @sprintf("Unit %s produces power at time %d while off",
-                    "Unit %s produces power at time %d while off",
+                                unit.name, t)
-                    unit.name,
-                    t
-                )
                 err_count += 1
             end
-
+            
             # Startup limit
             if is_starting_up && (ramp_up > unit.startup_limit + tol)
-                @error @sprintf(
+                @error @sprintf("Unit %s exceeds startup limit at time %d (%.2f > %.2f)",
-                    "Unit %s exceeds startup limit at time %d (%.2f > %.2f)",
+                                unit.name, t, ramp_up, unit.startup_limit)
-                    unit.name,
-                    t,
-                    ramp_up,
-                    unit.startup_limit
-                )
                 err_count += 1
             end
 
             # Shutdown limit
             if is_shutting_down && (ramp_down > unit.shutdown_limit + tol)
-                @error @sprintf(
+              @error @sprintf("Unit %s exceeds shutdown limit at time %d (%.2f > %.2f)\n\tproduction[t-1] = %.2f\n\treserve[t-1] = %.2f\n\tproduction[t] = %.2f\n\treserve[t] = %.2f\n\tis_on[t-1] = %d\n\tis_on[t] = %d",
-                    "Unit %s exceeds shutdown limit at time %d (%.2f > %.2f)",
+                                unit.name, t, ramp_down, unit.shutdown_limit,
-                    unit.name,
+                                (t == 1 ? unit.initial_power : production[t-1]), production[t],
-                    t,
+                                (t == 1 ? 0. : reserve[t-1]), reserve[t],
-                    ramp_down,
+                                (t == 1 ? unit.initial_status != nothing && unit.initial_status > 0 : is_on[t-1]), is_on[t]
-                    unit.shutdown_limit
+                               )
-                )
                 err_count += 1
             end
 
             # Ramp-up limit
-            if !is_starting_up &&
+            if !is_starting_up && !is_shutting_down && (ramp_up > unit.ramp_up_limit + tol)
-               !is_shutting_down &&
+                @error @sprintf("Unit %s exceeds ramp up limit at time %d (%.2f > %.2f)",
-               (ramp_up > unit.ramp_up_limit + tol)
+                                unit.name, t, ramp_up, unit.ramp_up_limit)
-                @error @sprintf(
-                    "Unit %s exceeds ramp up limit at time %d (%.2f > %.2f)",
-                    unit.name,
-                    t,
-                    ramp_up,
-                    unit.ramp_up_limit
-                )
                 err_count += 1
             end
 
             # Ramp-down limit
-            if !is_starting_up &&
+            if !is_starting_up && !is_shutting_down && (ramp_down > unit.ramp_down_limit + tol)
-               !is_shutting_down &&
+                @error @sprintf("Unit %s exceeds ramp down limit at time %d (%.2f > %.2f)\n\tproduction[t-1] = %.2f\n\treserve[t-1] = %.2f\n\tproduction[t] = %.2f\n\treserve[t] = %.2f\n\tis_on[t-1] = %d\n\tis_on[t] = %d",
-               (ramp_down > unit.ramp_down_limit + tol)
+                                unit.name, t, ramp_down, unit.ramp_down_limit,
-                @error @sprintf(
+                                (t == 1 ? unit.initial_power : production[t-1]), production[t],
-                    "Unit %s exceeds ramp down limit at time %d (%.2f > %.2f)",
+                                (t == 1 ? 0. : reserve[t-1]), reserve[t],
-                    unit.name,
+                                (t == 1 ? unit.initial_status != nothing && unit.initial_status > 0 : is_on[t-1]), is_on[t]
-                    t,
+                               )
-                    ramp_down,
-                    unit.ramp_down_limit
-                )
                 err_count += 1
             end
-
+            
             # Verify startup costs & minimum downtime
             if is_starting_up
-
+                
                 # Calculate how much time the unit has been offline
                 time_down = 0
                 for k in 1:(t-1)
-                    if !is_on[t-k]
+                  if !is_on[t - k]
                         time_down += 1
                     else
                         break
                     end
                 end
-                if t == time_down + 1
+                if t == time_down + 1 && !switch_off[1]
+                    # If unit has always been off, then the correct startup cost depends on how long was it off before t = 1
+                    # Absent known initial conditions, we assume it was off for the minimum downtime
+                    # TODO: verify the formulations are making the same assumption...
                     initial_down = unit.min_downtime
                     if unit.initial_status < 0
                         initial_down = -unit.initial_status
                     end
                     time_down += initial_down
                 end
-
+                
                 # Calculate startup costs
                 for c in unit.startup_categories
                     if time_down >= c.delay
                         startup_cost = c.cost
                     end
                 end
-
+                
                 # Check minimum downtime
                 if time_down < unit.min_downtime
-                    @error @sprintf(
+                    @error @sprintf("Unit %s violates minimum downtime at time %d",
-                        "Unit %s violates minimum downtime at time %d",
+                                    unit.name, t)
-                        unit.name,
-                        t
-                    )
                     err_count += 1
                 end
             end
-
+            
             # Verify minimum uptime
             if is_shutting_down
-
+                
                 # Calculate how much time the unit has been online
                 time_up = 0
                 for k in 1:(t-1)
-                    if is_on[t-k]
+                    if is_on[t - k]
                         time_up += 1
                     else
                         break
@@ -317,99 +279,69 @@ function _validate_units(instance, solution; tol = 0.01)
                     end
                     time_up += initial_up
                 end
-
+                
                 if (t == time_up + 1) && (unit.initial_status > 0)
                     time_up += unit.initial_status
                 end
-
+                
                 # Check minimum uptime
                 if time_up < unit.min_uptime
-                    @error @sprintf(
+                    @error @sprintf("Unit %s violates minimum uptime at time %d",
-                        "Unit %s violates minimum uptime at time %d",
+                                    unit.name, t)
-                        unit.name,
-                        t
-                    )
                     err_count += 1
                 end
             end
-
+            
             # Verify production costs
             if abs(actual_production_cost[t] - production_cost) > 1.00
-                @error @sprintf(
+                @error @sprintf("Unit %s has unexpected production cost at time %d (%.2f should be %.2f)",
-                    "Unit %s has unexpected production cost at time %d (%.2f should be %.2f)",
+                                unit.name, t, actual_production_cost[t], production_cost)
-                    unit.name,
-                    t,
-                    actual_production_cost[t],
-                    production_cost
-                )
                 err_count += 1
             end
 
             # Verify startup costs
             if abs(actual_startup_cost[t] - startup_cost) > 1.00
-                @error @sprintf(
+                @error @sprintf("Unit %s has unexpected startup cost at time %d (%.2f should be %.2f)",
-                    "Unit %s has unexpected startup cost at time %d (%.2f should be %.2f)",
+                                unit.name, t, actual_startup_cost[t], startup_cost)
-                    unit.name,
-                    t,
-                    actual_startup_cost[t],
-                    startup_cost
-                )
                 err_count += 1
             end
+        
         end
     end
-
+    
     return err_count
 end
 
-function _validate_reserve_and_demand(instance, solution, tol = 0.01)
+
+function validate_reserve_and_demand(instance, solution, tol=0.01)
     err_count = 0
     for t in 1:instance.time
         load_curtail = 0
         fixed_load = sum(b.load[t] for b in instance.buses)
-        ps_load = 0
+        production = sum(solution["Production (MW)"][g.name][t]
-        if length(instance.price_sensitive_loads) > 0
+                         for g in instance.units)
-            ps_load = sum(
-                solution["Price-sensitive loads (MW)"][ps.name][t] for
-                ps in instance.price_sensitive_loads
-            )
-        end
-        production =
-            sum(solution["Production (MW)"][g.name][t] for g in instance.units)
         if "Load curtail (MW)" in keys(solution)
-            load_curtail = sum(
+            load_curtail = sum(solution["Load curtail (MW)"][b.name][t]
-                solution["Load curtail (MW)"][b.name][t] for
+                               for b in instance.buses)
-                b in instance.buses
-            )
         end
-        balance = fixed_load - load_curtail - production + ps_load
+        balance = fixed_load - load_curtail - production
-
+        
         # Verify that production equals demand
         if abs(balance) > tol
-            @error @sprintf(
+            @error @sprintf("Non-zero power balance at time %d (%.2f - %.2f - %.2f != 0)",
-                "Non-zero power balance at time %d (%.2f + %.2f - %.2f - %.2f != 0)",
+                            t, fixed_load, load_curtail, production)
-                t,
-                fixed_load,
-                ps_load,
-                load_curtail,
-                production,
-            )
             err_count += 1
         end
-
+        
         # Verify spinning reserves
-        reserve =
+        reserve = sum(solution["Reserve (MW)"][g.name][t] for g in instance.units)
-            sum(solution["Reserve (MW)"][g.name][t] for g in instance.units)
         if reserve < instance.reserves.spinning[t] - tol
-            @error @sprintf(
+            @error @sprintf("Insufficient spinning reserves at time %d (%.2f should be %.2f)",
-                "Insufficient spinning reserves at time %d (%.2f should be %.2f)",
+                            t, reserve, instance.reserves.spinning[t])
-                t,
-                reserve,
-                instance.reserves.spinning[t],
-            )
             err_count += 1
         end
     end
-
+    
     return err_count
 end
+ 

src/variables.jl

@@ -0,0 +1,471 @@
+using DataStructures # for OrderedDict
+using JuMP
+
+##################################################
+# Variables
+#mutable struct UCVariable
+#  "Name of the variable."
+#  name::Symbol
+#  "What does the variable represent?"
+#  description::String
+#  "Global lower bound for the variable (may be adjusted later)."
+#  lb::Float64
+#  "Global upper bound for the variable (may be adjusted later)."
+#  ub::Float64
+#  "Is the variable integer-restricted?"
+#  integer::Bool
+#  "What are we indexing over?"*
+#  " Recursive structure, e.g., [X,Y] means Y is a field in X,"*
+#  " and [X,[Y1,Z],Y2] means Y1 and Y2 are fields in X and Z is a field in Y1.\n"*
+#  " [ X, [Y,A,B], [Y,A,A], [Z,[D,E],F], T ]\n"*
+#  " => [x, y1, y1.a, y1.b, y2, y2.a1, y2.a2, z, z.d, z.d.e, z.f, t]."
+#  indices::Vector
+#  "Function to add the variable; if this is missing, we will attempt to add the variable automatically using the `indices`. Signature should be (variable, model.vars.familyname, mip, instance)."
+#  add_variable::Union{Function,Nothing}
+#end # UCVariable
+
+# TODO Above did not work for some reason
+mutable struct UCVariable
+  name::Symbol
+  description::String
+  lb::Float64
+  ub::Float64
+  integer::Bool
+  indices::Vector
+  add_variable::Union{Function,Nothing}
+end
+
+"""
+It holds that x(t,t') = 0 if t' does not belong to 𝒢 = [t+DT, t+TC-1].
+This is because DT is the minimum downtime, so there is no way x(t,t')=1 for t'<t+DT
+and TC is the "time until cold" => if the generator starts afterwards, always has max cost.
+"""
+function add_downtime_arcs(var::UCVariable,
+                           x::OrderedDict,
+                           mip::JuMP.Model,
+                           instance::UnitCommitmentInstance)
+  T = instance.time
+  for g in instance.units
+    S = length(g.startup_categories)
+    if S == 0
+      continue
+    end
+
+    DT = g.min_downtime # minimum time offline
+    TC = g.startup_categories[S].delay # time offline until totally cold
+
+    for t1 = 1:T-1
+      for t2 = t1+1:T
+        # It holds that x(t,t') = 0 if t' does not belong to 𝒢 = [t+DT, t+TC-1]
+        # This is because DT is the minimum downtime, so there is no way x(t,t')=1 for t'<t+DT
+        # and TC is the "time until cold" => if the generator starts afterwards, always has max cost
+        if (t2 < t1 + DT) || (t2 >= t1 + TC)
+          continue
+        end
+
+        name = string(var.name, "[", g.name, ",", t1, ",", t2, "]")
+        x[g.name, t1, t2] = @variable(mip,
+                                      lower_bound=var.lb,
+                                      upper_bound=var.ub,
+                                      integer=var.integer,
+                                      base_name=name)
+      end # loop over time 2
+    end # loop over time 1
+  end # loop over units
+end # add_downtime_arcs
+
+
+"""
+If there is a penalty specified for not meeting the reserve, then we add a reserve shortfall variable.
+"""
+function add_reserve_shortfall(var::UCVariable,
+                               x::OrderedDict,
+                               mip::JuMP.Model,
+                               instance::UnitCommitmentInstance)
+  T = instance.time
+  for t = 1:T
+    if instance.shortfall_penalty[t] > 1e-7
+      name = string(var.name, "[", t, "]")
+      x[t] = @variable(mip,
+                       lower_bound=var.lb,
+                       upper_bound=var.ub,
+                       integer=var.integer,
+                       base_name=name)
+    end
+  end # loop over time
+end # add_reserve_shortfall
+
+
+"""
+Variables that the model may (or may not) use.
+
+Note the relationship
+  r_g(t) = bar{p}_g(t) - p_g(t)
+         = bar{p}'_g(t) - p'_g(t)
+"""
+var_list = OrderedDict{Symbol,UCVariable}(
+  :prod
+    => UCVariable(:prod,
+                  "[gen, t]; power from generator gen at time t; p_g(t) = p'_g(t) + g.min_power[t] * u_g(t)",
+                  0., Inf, false,
+                  [Unit, Time], nothing),
+  :prod_above
+    => UCVariable(:prod_above,
+                  "[gen, t]; production above minimum required level; p'_g(t)",
+                  0., Inf, false,
+                  [Unit, Time], nothing ),
+  :max_power_avail
+    => UCVariable(:max_power_avail,
+                  "[gen, t]; maximum power available from generator gen at time t; bar{p}_g(t) = p_g(t) + r_g(t)",
+                  0., Inf, false,
+                  [Unit, Time], nothing),
+  :max_power_avail_above
+    => UCVariable(:max_power_avail_above,
+                  "[gen, t]; maximum power available above minimum from generator gen at time t; bar{p}'_g(t)",
+                  0., Inf, false,
+                  [Unit, Time], nothing),
+  :segprod
+    => UCVariable(:segprod,
+                  "[gen, seg, t]; how much generator gen produces on segment seg in time t; p_g^l(t)",
+                  0., Inf, false,
+                  [ [Unit, CostSegment], Time], nothing),
+  :reserve
+    => UCVariable(:reserve,
+                  "[gen, t]; reserves provided by gen at t; r_g(t)",
+                  0., Inf, false,
+                  [Unit, Time], nothing),
+  :reserve_shortfall
+    => UCVariable(:reserve_shortfall,
+                  "[t]; reserve shortfall at gen at t; s_R(t)",
+                  0., Inf, false,
+                  [Time], add_reserve_shortfall),
+  :is_on
+    => UCVariable(:is_on,
+                  "[gen, t]; is gen on at t; u_g(t)",
+                  0., 1., true,
+                  [Unit, Time], nothing),
+  :switch_on
+    => UCVariable(:switch_on,
+                  "[gen, t]; indicator that gen will be turned on at t; v_g(t)",
+                  0., 1., true,
+                  [Unit, Time], nothing),
+  :switch_off
+    => UCVariable(:switch_off,
+                  "[gen, t]; indicator that gen will be turned off at t; w_g(t)",
+                  0., 1., true,
+                  [Unit, Time], nothing),
+  :net_injection
+    => UCVariable(:net_injection,
+                  "[bus.name, t]",
+                  -1e100, Inf, false,
+                  [Bus, Time], nothing),
+  :curtail
+    => UCVariable(:curtail,
+                  "[bus.name, t]; upper bound is max load at the bus at time t",
+                  0., Inf, false,
+                  [Bus, Time], nothing),
+  :flow
+    => UCVariable(:flow,
+                  "[violation.monitored_line.name, t]",
+                  -1e100, Inf, false,
+                  [Violation, Time], nothing),
+  :overflow
+    => UCVariable(:overflow, 
+                  "[transmission_line.name, t]; how much flow above the transmission limits (in MW) is allowed",
+                  0., Inf, false,
+                  [TransmissionLine, Time], nothing),
+  :loads
+    => UCVariable(:loads,
+                  "[price_sensitive_load.name, t]; production to meet demand at a set price, if it is economically sensible, independent of the rest of the demand; upper bound is demand at this price at time t",
+                  0., Inf, false,
+                  [PriceSensitiveLoad, Time], nothing),
+  :startup
+    => UCVariable(:startup,
+                  "[gen, startup_category, t]; indicator that generator g starts up in startup_category at time t; 𝛿_g^s(t)",
+                  0., 1., true,
+                  [ [Unit, StartupCategory], Time], nothing),
+  :downtime_arc
+    => UCVariable(:downtime_arc,
+                  "[gen, t, t']; indicator for shutdown at t and starting at t'",
+                  0., 1., true,
+                  [Unit, Time, Time], add_downtime_arcs),
+) # var_list
+
+#var_symbol_list =
+#  [
+#   :prod_above,     # [gen, t], ≥ 0
+#   :segprod,        # [gen, t, segment], ≥ 0
+#   :reserve,        # [gen, t], ≥ 0
+#   :is_on,          # [gen, t], binary
+#   :switch_on,      # [gen, t], binary
+#   :switch_off,     # [gen, t], binary
+#   :net_injection,  # [bus.name, t], urs?
+#   :curtail,        # [bus.name, t], domain [0, b.load[t]]
+#   :overflow,       # [transmission_line.name, t], ≥ 0
+#   :loads,          # [price_sensitive_load.name, t], domain [0, ps.demand[t]]
+#   :startup         # [gen, t, startup_category], binary
+#  ]
+
+
+"""
+For a particular UCElement, which is the field in UnitCommitmentInstance that this corresponds to?
+This is used to determine indexing and ranges, e.g., `is_on` is indexed over Unit and Time,
+so the variable `is_on` will range in the first index from 1 to length(instance.units)
+and on the second index from 1 to instance.time.
+"""
+ind_to_field_dict = OrderedDict{Type{<:UCElement},Symbol}(
+  Time                => :time,
+  Bus                 => :buses,
+  Unit                => :units,
+  TransmissionLine    => :lines,
+  PriceSensitiveLoad  => :price_sensitive_loads,
+  CostSegment         => :cost_segments,
+  StartupCategory     => :startup_categories,
+) # ind_to_field_dict
+
+"""
+Take indices and convert them to fields of UnitCommitmentInstance.
+"""
+function ind_to_field(index::Union{Vector,Type{<:UCElement}}) :: Union{Vector,Symbol}
+  if isa(index, Type{<:UCElement})
+    return ind_to_field_dict[index]
+  else
+    return [ ind_to_field(t) for t in index ]
+  end
+end # ind_to_field
+
+function num_indices(v) :: Int64
+  if !isa(v, Array)
+    return 1
+  else
+    return sum(num_indices(v[i]) for i in 1:length(v))
+  end
+end # num_indices
+
+
+"""
+Can return
+  * UnitRange -> iterate over this range
+  * Array{UnitRange} -> cross product of the ranges in the array
+  * Tuple(UnitRange, Array{UnitRange}) -> the array length should be the same as the range of the UnitRange
+"""
+function get_indices_tuple(obj::Any, fields::Union{Symbol,Vector,Nothing} = nothing)
+  if isa(fields, Symbol)
+    return get_indices_tuple(getfield(obj,fields))
+  end
+  if fields == nothing || (isa(fields,Array) && length(fields) == 0)
+    if isa(obj, Array)
+      return UnitRange(1,length(obj))
+    elseif isa(obj, Int)
+      return UnitRange(1,obj)
+    else
+      return UnitRange{Int64}(0:-1)
+      #return UnitRange(1,1)
+    end
+  end
+
+  if isa(obj,Array)
+    indices = (
+               UnitRange(1,length(obj)),
+               ([
+                 isa(f,Array) ? get_indices_tuple(getfield(x, f[1]), f[2:end]) : get_indices_tuple(getfield(x, f))
+                 for x in obj
+                ] for f in fields)...
+              )
+    #         more_indices = ([
+    #                 isa(f,Array) ? get_indices_tuple(getfield(x, f[1]), f[2:end]) : get_indices_tuple(getfield(x, f))
+    #                 for x in obj
+    #               ] for f in fields
+    #             )
+    #         indices = (UnitRange(1,length(obj)),more_indices...)
+  else
+    indices = ()
+    for f in fields
+      if isa(f,Array)
+        indices = (indices..., get_indices_tuple(getfield(obj, f[1]), f[2:end]))
+      else
+        indices = (indices..., get_indices_tuple(obj,f))
+      end
+    end
+    #         indices = (
+    #             isa(f,Array) ? get_indices_tuple(getfield(obj, f[1]), f[2:end]) : get_indices_tuple(getfield(obj, f))
+    #                 for f in fields
+    #             )
+    #         (
+    #             isa(f,Array) ? get_indices_tuple(getfield(obj, f[1]), f[2:end]) : get_indices_tuple(getfield(obj, f))
+    #             for f in fields
+    #         )
+    #         indices = (indices...,)
+  end # check if obj is Array or not
+    
+  return indices
+end # get_indices_tuple
+
+function loop_over_indices(indices::Any)
+  loop = nothing
+  should_print = false
+
+  if isa(indices, UnitRange)
+    loop = indices
+  elseif isa(indices, Array{UnitRange{Int64}}) || isa(indices, Tuple{Int, UnitRange})
+    loop = Base.product(Tuple(indices)...)
+  elseif isa(indices, Tuple{UnitRange, Array})
+    loop = ()
+    for t in zip(indices...)
+      loop = (loop..., loop_over_indices(t)...)
+    end
+  elseif isa(indices,Tuple)
+    loop = ()
+    for i in indices
+      loop = (loop..., loop_over_indices(i))
+    end
+    loop = Base.product(loop...)
+  else
+    error("Why are we here?")
+    #loop = Base.product(loop_over_indices(indices)...)
+  end
+
+  if should_print
+    for i in loop
+      @show i
+    end
+  end
+  return loop
+end # loop_over_indices
+
+
+function expand_tuple(x::Tuple)
+  y = ()
+  for i in x
+    if isa(i, Tuple)
+      y = (y..., expand_tuple(i)...)
+    else
+      y = (y..., i)
+    end
+  end
+  return y
+end # expand_tuple
+
+
+function expand_tuple(X::Array{<:Tuple})
+  return [ expand_tuple(x) for x in X ]
+end # expand_tuple
+
+
+function get_indices(x::Array)
+  return expand_tuple(x)
+end
+function get_indices(x::Base.Iterators.ProductIterator)
+  return get_indices(collect(x))
+end
+
+
+"""
+Access `t.f`, special terminal case of `get_nested_field`.
+"""
+function get_nested_field(t::Any, f::Symbol)
+  return getfield(t,f)
+end # get_nested_field
+
+
+"""
+Access `t.f`, where `f` could be a subfield.
+"""
+function get_nested_field(t::Any, f::Vector{Symbol})
+  if length(f) > 1
+    return get_nested_field(getfield(t,f[1]), f[2:end])
+  else
+    return getfield(t,f[1])
+  end
+end # get_nested_field
+
+
+"""
+Given a set of indices of UCVariable, e.g., [[X,Y],T],
+and a UnitCommitmentInstance instance,
+if we want to access the field corresponding to Y,
+then we call get_nested_field(instance, [[X,Y],T], 2, (4,3)),
+which will return instance.X[4].Y[3] if Y is a vector,
+and just instance.X[4].Y otherwise.
+
+===
+Termination Conditions
+
+If `i` <= 0, then we only care about instance, and not the field.
+If `field` is a Symbol and `i` >= 1, then we want to explore instance.field (index t[i] or t).
+Note that if `i` >= 1, then `field` must be a symbol.
+If `i` == 1, then `t` can be an Int.
+
+===
+Parameters
+  * instance::Any --> all fields will be from instance, or nested fields of fields of instance.
+  * field::Union{Vector,Symbol,Nothing} --> either the field we want to access, or a vector of fields, and we will want field[i].
+  * i::Int --> which field to access.
+  * t::Tuple --> how to go through the fields of instance to get the right field, length needs to be at least `i`.
+"""
+function get_nested_field(instance::Any, field::Union{Vector,Symbol,Nothing}, i::Int, t::Union{Tuple, Int})
+  # Check data
+  if isa(field, Vector)
+    if i >= 2 && (!isa(t,Tuple) || length(t) < i)
+      error("Tuple of indices to get nested field needs to be at least the length of the index we want to get.")
+    end
+  end
+
+  if isa(field, Symbol) || i <= 0
+    # i = 0 can happen in the recursive call
+    # What it means is that we do not want a field of the instance, but the instance itself
+    # TODO handle other iterable types and empty arrays
+    f = (isa(field, Symbol) && i >= 1) ? getfield(instance, field) : instance
+    if isa(f,Vector)
+      if length(f) == 0
+        error("Trying to iterate over empty field!")
+      else
+        return isa(t,Int) ? f[t] : f[t[i]]
+      end
+    else
+      return f
+    end
+  end # check termination conditions (f is field or i <= 0)
+
+  # Loop over the fields until we find where index i is located
+  # It may be nested inside an array, so that is why we recurse
+  start_ind = 0
+  for f in field
+    curr_len = isa(f, Vector) ? length(f) : 1
+    if start_ind + curr_len >= i
+      if isa(f, Vector)
+        new_field_is_iterable = isa(getfield(instance, f[1]), Vector) 
+        if new_field_is_iterable
+          return get_nested_field(getfield(instance, f[1])[t[start_ind+1]], f[2:end], i - start_ind - 1, isa(t,Tuple) ? t[start_ind+2:end] : t)
+        else
+          return get_nested_field(getfield(instance, f[1]), f[2:end], i - start_ind - 1, isa(t,Tuple) ? t[start_ind+2:end] : t)
+        end
+      else 
+        # f is hopefully a symbol...
+        return get_nested_field(instance, f, 1, isa(t,Tuple) ? t[start_ind+1] : t)
+      end
+    end
+    start_ind += curr_len
+  end
+
+  return nothing
+end # get_nested_field
+
+
+#"""
+#Get ranges for the indices of a UCVariable along dimension `i`,
+#making sure that the right fields ranges are calculated via `get_nested_field` and `ind_to_field`.
+#"""
+#function get_range(arr::UCVariable, instance::UnitCommitmentInstance, i::Int) :: UnitRange
+#  arr = ind_to_field[var.indices[i]]
+#  f = get_nested_field(instance, arr)
+#  if isa(f, Array)
+#    return 1:length(f)
+#  elseif isa(f, Int)
+#    return 1:f
+#  else
+#    error("Unknown type to generate UnitRange from: ", typeof(f))
+#  end
+#end # get_range
+
+export UCVariable

test/convert_test.jl

@@ -6,17 +6,14 @@ using UnitCommitment
 
 @testset "convert" begin
     @testset "EGRET solution" begin
-        solution =
+        solution = UnitCommitment.read_egret_solution("fixtures/egret_output.json.gz")
-            UnitCommitment._read_egret_solution("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 length(solution[attr]["115_STEAM_1"]) == 48
         end
-        @test solution["Production cost (\$)"]["315_CT_6"][15:20] ==
+        @test solution["Production cost (\$)"]["315_CT_6"][15:20] == [0., 0., 884.44, 1470.71, 1470.71, 884.44]
-              [0.0, 0.0, 884.44, 1470.71, 1470.71, 884.44]
+        @test solution["Startup cost (\$)"]["315_CT_6"][15:20] == [0., 0., 5665.23, 0., 0., 0.]
-        @test solution["Startup cost (\$)"]["315_CT_6"][15:20] ==
-              [0.0, 0.0, 5665.23, 0.0, 0.0, 0.0]
         @test length(keys(solution["Is on"])) == 154
     end
-end
+end

test/initcond_test.jl

@@ -8,21 +8,21 @@ using UnitCommitment, Cbc, JuMP
     # Load instance
     instance = UnitCommitment.read("$(pwd())/fixtures/case118-initcond.json.gz")
     optimizer = optimizer_with_attributes(Cbc.Optimizer, "logLevel" => 0)
-
+    
     # All units should have unknown initial conditions
     for g in instance.units
         @test g.initial_power === nothing
         @test g.initial_status === nothing
     end
-
+    
     # Generate initial conditions
     UnitCommitment.generate_initial_conditions!(instance, optimizer)
-
+    
     # All units should now have known initial conditions
     for g in instance.units
         @test g.initial_power !== nothing
         @test g.initial_status !== nothing
     end
-
+    
     # TODO: Check that initial conditions are feasible
 end

test/instance_test.jl

@@ -15,46 +15,46 @@ using UnitCommitment, LinearAlgebra, Cbc, JuMP, JSON, GZip
         @test length(instance.price_sensitive_loads) == 1
         @test instance.time == 4
 
-        @test instance.lines[5].name == "l5"
+        @test instance.lines[5].name                 == "l5"
-        @test instance.lines[5].source.name == "b2"
+        @test instance.lines[5].source.name          == "b2"
-        @test instance.lines[5].target.name == "b5"
+        @test instance.lines[5].target.name          == "b5"
-        @test instance.lines[5].reactance ≈ 0.17388
+        @test instance.lines[5].reactance            ≈  0.17388
-        @test instance.lines[5].susceptance ≈ 10.037550333
+        @test instance.lines[5].susceptance          ≈  10.037550333
-        @test instance.lines[5].normal_flow_limit == [1e8 for t in 1:4]
+        @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[5].flow_limit_penalty   == [5e3 for t in 1:4]
 
-        @test instance.lines[1].name == "l1"
+        @test instance.lines[1].name                 == "l1"
-        @test instance.lines[1].source.name == "b1"
+        @test instance.lines[1].source.name          == "b1"
-        @test instance.lines[1].target.name == "b2"
+        @test instance.lines[1].target.name          == "b2"
-        @test instance.lines[1].reactance ≈ 0.059170
+        @test instance.lines[1].reactance            ≈  0.059170
-        @test instance.lines[1].susceptance ≈ 29.496860773945
+        @test instance.lines[1].susceptance          ≈  29.496860773945
-        @test instance.lines[1].normal_flow_limit == [300.0 for t in 1:4]
+        @test instance.lines[1].normal_flow_limit    == [300.0 for t in 1:4]
         @test instance.lines[1].emergency_flow_limit == [400.0 for t in 1:4]
-        @test instance.lines[1].flow_limit_penalty == [1e3 for t in 1:4]
+        @test instance.lines[1].flow_limit_penalty   == [1e3   for t in 1:4]
 
         @test instance.buses[9].name == "b9"
         @test instance.buses[9].load == [35.36638, 33.25495, 31.67138, 31.14353]
 
         unit = instance.units[1]
-        @test unit.name == "g1"
+        @test unit.name                          == "g1"
-        @test unit.bus.name == "b1"
+        @test unit.bus.name                      == "b1"
-        @test unit.ramp_up_limit == 1e6
+        @test unit.ramp_up_limit                 == 1e6
-        @test unit.ramp_down_limit == 1e6
+        @test unit.ramp_down_limit               == 1e6
-        @test unit.startup_limit == 1e6
+        @test unit.startup_limit                 == 1e6
-        @test unit.shutdown_limit == 1e6
+        @test unit.shutdown_limit                == 1e6
-        @test unit.must_run == [false for t in 1:4]
+        @test unit.must_run                      == [false for t in 1:4]
-        @test unit.min_power_cost == [1400.0 for t in 1:4]
+        @test unit.min_power_cost                == [1400. for t in 1:4]
-        @test unit.min_uptime == 1
+        @test unit.min_uptime                    == 1
-        @test unit.min_downtime == 1
+        @test unit.min_downtime                  == 1
-        @test unit.provides_spinning_reserves == [true for t in 1:4]
+        @test unit.provides_spinning_reserves    == [true for t in 1:4]
         for t in 1:1
-            @test unit.cost_segments[1].mw[t] == 10.0
+            @test unit.cost_segments[1].mw[t]    == 10.0
-            @test unit.cost_segments[2].mw[t] == 20.0
+            @test unit.cost_segments[2].mw[t]    == 20.0
-            @test unit.cost_segments[3].mw[t] == 5.0
+            @test unit.cost_segments[3].mw[t]    == 5.0
-            @test unit.cost_segments[1].cost[t] ≈ 20.0
+            @test unit.cost_segments[1].cost[t] ≈  20.0
-            @test unit.cost_segments[2].cost[t] ≈ 30.0
+            @test unit.cost_segments[2].cost[t] ≈  30.0
-            @test unit.cost_segments[3].cost[t] ≈ 40.0
+            @test unit.cost_segments[3].cost[t] ≈  40.0
         end
         @test length(unit.startup_categories) == 3
         @test unit.startup_categories[1].delay == 1
@@ -63,62 +63,48 @@ 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
-
+        
         unit = instance.units[2]
-        @test unit.name == "g2"
+        @test unit.name     == "g2"
         @test unit.must_run == [false for t in 1:4]
 
         unit = instance.units[3]
-        @test unit.name == "g3"
+        @test unit.name                          == "g3"
-        @test unit.bus.name == "b3"
+        @test unit.bus.name                      == "b3"
-        @test unit.ramp_up_limit == 70.0
+        @test unit.ramp_up_limit                 == 70.0
-        @test unit.ramp_down_limit == 70.0
+        @test unit.ramp_down_limit               == 70.0
-        @test unit.startup_limit == 70.0
+        @test unit.startup_limit                 == 70.0
-        @test unit.shutdown_limit == 70.0
+        @test unit.shutdown_limit                == 70.0
-        @test unit.must_run == [true for t in 1:4]
+        @test unit.must_run                      == [true for t in 1:4]
-        @test unit.min_power_cost == [0.0 for t in 1:4]
+        @test unit.min_power_cost                == [0. for t in 1:4]
-        @test unit.min_uptime == 1
+        @test unit.min_uptime                    == 1
-        @test unit.min_downtime == 1
+        @test unit.min_downtime                  == 1
-        @test unit.provides_spinning_reserves == [true for t in 1:4]
+        @test unit.provides_spinning_reserves    == [true for t in 1:4]
         for t in 1:4
-            @test unit.cost_segments[1].mw[t] ≈ 33
+            @test unit.cost_segments[1].mw[t]    ≈ 33
-            @test unit.cost_segments[2].mw[t] ≈ 33
+            @test unit.cost_segments[2].mw[t]    ≈ 33
-            @test unit.cost_segments[3].mw[t] ≈ 34
+            @test unit.cost_segments[3].mw[t]    ≈ 34
             @test unit.cost_segments[1].cost[t] ≈ 33.75
             @test unit.cost_segments[2].cost[t] ≈ 38.04
             @test unit.cost_segments[3].cost[t] ≈ 44.77853
         end
-
+        
         @test instance.reserves.spinning == zeros(4)
-
+        
         @test instance.contingencies[1].lines == [instance.lines[1]]
         @test instance.contingencies[1].units == []
-
+        
         load = instance.price_sensitive_loads[1]
-        @test load.name == "ps1"
+        @test load.name     == "ps1"
         @test load.bus.name == "b3"
-        @test load.revenue == [100.0 for t in 1:4]
+        @test load.revenue  == [100. for t in 1:4]
-        @test load.demand == [50.0 for t in 1:4]
+        @test load.demand   == [50.  for t in 1:4]
     end
-
+    
-    @testset "read sub-hourly" begin
-        instance = UnitCommitment.read_benchmark("test/case14-sub-hourly")
-        @test instance.time == 4
-        unit = instance.units[1]
-        @test unit.name == "g1"
-        @test unit.min_uptime == 2
-        @test unit.min_downtime == 2
-        @test length(unit.startup_categories) == 3
-        @test unit.startup_categories[1].delay == 2
-        @test unit.startup_categories[2].delay == 4
-        @test unit.startup_categories[3].delay == 6
-        @test unit.initial_status == -200
-    end
-
     @testset "slice" begin
         instance = UnitCommitment.read_benchmark("test/case14")
         modified = UnitCommitment.slice(instance, 1:2)
-
+        
         # Should update all time-dependent fields
         @test modified.time == 2
         @test length(modified.power_balance_penalty) == 2
@@ -146,13 +132,11 @@ using UnitCommitment, LinearAlgebra, Cbc, JuMP, JSON, GZip
             @test length(ps.demand) == 2
             @test length(ps.revenue) == 2
         end
-
+        
         # Should be able to build model without errors
         optimizer = optimizer_with_attributes(Cbc.Optimizer, "logLevel" => 0)
-        model = build_model(
+        model = build_model(instance=modified,
-            instance = modified,
+                            optimizer=optimizer,
-            optimizer = optimizer,
+                            variable_names=true)
-            variable_names = true,
-        )
     end
 end

test/model_test.jl

@@ -2,38 +2,55 @@
 # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 # Released under the modified BSD license. See COPYING.md for more details.
 
-using UnitCommitment, LinearAlgebra, Cbc, JuMP
+using UnitCommitment, LinearAlgebra, JuMP
+USE_GUROBI = (Base.find_package("Gurobi") != nothing)
+USE_CBC = !USE_GUROBI
+if USE_GUROBI
+  using Gurobi
+else
+  using Cbc
+end
+
+NUM_THREADS = 4
+LOG_LEVEL = 1
 
 @testset "Model" begin
     @testset "Run" begin
         instance = UnitCommitment.read_benchmark("test/case14")
+        #instance = UnitCommitment.read_benchmark("matpower/case3375wp/2017-02-01")
+        #instance = UnitCommitment.read_benchmark("matpower/case1888rte/2017-02-01")
         for line in instance.lines, t in 1:4
             line.normal_flow_limit[t] = 10.0
         end
-        optimizer = optimizer_with_attributes(Cbc.Optimizer, "logLevel" => 0)
+        #for formulation in [UnitCommitment.DefaultFormulation, UnitCommitment.TightFormulation]
-        model = build_model(
+        for formulation in [UnitCommitment.TightFormulation]
-            instance = instance,
+            @info string("Running test of ", formulation)
-            optimizer = optimizer,
+            if USE_CBC
-            variable_names = true,
+              optimizer = optimizer_with_attributes(Cbc.Optimizer, "logLevel" => LOG_LEVEL)
-        )
+            end
-        @test name(model[:is_on]["g1", 1]) == "is_on[g1,1]"
+            if USE_GUROBI
+              optimizer = optimizer_with_attributes(Gurobi.Optimizer, "Threads" => NUM_THREADS)
+            end
+            model = build_model(instance=instance,
+                                optimizer=optimizer,
+                                variable_names=true,
+                                formulation=formulation)
 
-        # Optimize and retrieve solution
+            JuMP.write_to_file(model.mip, "test.mps")
-        UnitCommitment.optimize!(model)
-        solution = UnitCommitment.solution(model)
 
-        # Write solution to a file
+            # Optimize and retrieve solution
-        filename = tempname()
+            UnitCommitment.optimize!(model)
-        UnitCommitment.write(filename, solution)
+            solution = get_solution(model)
-        loaded = JSON.parsefile(filename)
+          
-        @test length(loaded["Is on"]) == 6
+            # Verify solution
+            @test UnitCommitment.validate(instance, solution)
 
-        # Verify solution
+            # Reoptimize with fixed solution
-        @test UnitCommitment.validate(instance, solution)
+            UnitCommitment.fix!(model, solution)
+            UnitCommitment.optimize!(model)
+            @test UnitCommitment.validate(instance, solution)
 
-        # Reoptimize with fixed solution
+            #@show solution
-        UnitCommitment.fix!(model, solution)
+        end # loop over components
-        UnitCommitment.optimize!(model)
+    end # end testset Run
-        @test UnitCommitment.validate(instance, solution)
+end # end test
-    end
-end

test/runtests.jl

@@ -3,9 +3,6 @@
 # Released under the modified BSD license. See COPYING.md for more details.
 
 using Test
-using UnitCommitment
-
-UnitCommitment._setup_logger()
 
 @testset "UnitCommitment" begin
     include("instance_test.jl")

test/screening_test.jl

@@ -3,110 +3,73 @@
 # Released under the modified BSD license. See COPYING.md for more details.
 
 using UnitCommitment, Test, LinearAlgebra
-import UnitCommitment: Violation, _offer, _query
 
 @testset "Screening" begin
     @testset "Violation filter" begin
         instance = UnitCommitment.read_benchmark("test/case14")
-        filter = UnitCommitment.ViolationFilter(max_per_line = 1, max_total = 2)
+        filter = ViolationFilter(max_per_line=1, max_total=2)
 
-        _offer(
+        offer(filter, Violation(time=1,
-            filter,
+                                monitored_line=instance.lines[1],
-            Violation(
+                                outage_line=nothing,
-                time = 1,
+                                amount=100.))
-                monitored_line = instance.lines[1],
+        
-                outage_line = nothing,
+        offer(filter, Violation(time=1,
-                amount = 100.0,
+                                monitored_line=instance.lines[1],
-            ),
+                                outage_line=instance.lines[1],
-        )
+                                amount=300.))
-        _offer(
+        
-            filter,
+        offer(filter, Violation(time=1,
-            Violation(
+                                monitored_line=instance.lines[1],
-                time = 1,
+                                outage_line=instance.lines[5],
-                monitored_line = instance.lines[1],
+                                amount=500.))
-                outage_line = instance.lines[1],
+        
-                amount = 300.0,
+        offer(filter, Violation(time=1,
-            ),
+                                monitored_line=instance.lines[1],
-        )
+                                outage_line=instance.lines[4],
-        _offer(
+                                amount=400.))
-            filter,
+        
-            Violation(
+        offer(filter, Violation(time=1,
-                time = 1,
+                                monitored_line=instance.lines[2],
-                monitored_line = instance.lines[1],
+                                outage_line=instance.lines[1],
-                outage_line = instance.lines[5],
+                                amount=200.))
-                amount = 500.0,
+        
-            ),
+        offer(filter, Violation(time=1,
-        )
+                                monitored_line=instance.lines[2],
-        _offer(
+                                outage_line=instance.lines[8],
-            filter,
+                                amount=100.))
-            Violation(
-                time = 1,
-                monitored_line = instance.lines[1],
-                outage_line = instance.lines[4],
-                amount = 400.0,
-            ),
-        )
-        _offer(
-            filter,
-            Violation(
-                time = 1,
-                monitored_line = instance.lines[2],
-                outage_line = instance.lines[1],
-                amount = 200.0,
-            ),
-        )
-        _offer(
-            filter,
-            Violation(
-                time = 1,
-                monitored_line = instance.lines[2],
-                outage_line = instance.lines[8],
-                amount = 100.0,
-            ),
-        )
 
-        actual = _query(filter)
+        actual = query(filter)
-        expected = [
+        expected = [Violation(time=1,
-            Violation(
+                              monitored_line=instance.lines[2],
-                time = 1,
+                              outage_line=instance.lines[1],
-                monitored_line = instance.lines[2],
+                              amount=200.),
-                outage_line = instance.lines[1],
+                    Violation(time=1,
-                amount = 200.0,
+                              monitored_line=instance.lines[1],
-            ),
+                              outage_line=instance.lines[5],
-            Violation(
+                              amount=500.)]
-                time = 1,
-                monitored_line = instance.lines[1],
-                outage_line = instance.lines[5],
-                amount = 500.0,
-            ),
-        ]
         @test actual == expected
     end
-
+    
     @testset "find_violations" begin
         instance = UnitCommitment.read_benchmark("test/case14")
         for line in instance.lines, t in 1:instance.time
             line.normal_flow_limit[t] = 1.0
             line.emergency_flow_limit[t] = 1.0
         end
-        isf = UnitCommitment._injection_shift_factors(
+        isf = UnitCommitment.injection_shift_factors(lines=instance.lines,
-            lines = instance.lines,
+                                                     buses=instance.buses)
-            buses = instance.buses,
+        lodf = UnitCommitment.line_outage_factors(lines=instance.lines,
-        )
+                                                  buses=instance.buses,
-        lodf = UnitCommitment._line_outage_factors(
+                                                  isf=isf)
-            lines = instance.lines,
-            buses = instance.buses,
-            isf = isf,
-        )
         inj = [1000.0 for b in 1:13, t in 1:instance.time]
         overflow = [0.0 for l in instance.lines, t in 1:instance.time]
-        violations = UnitCommitment._find_violations(
+        violations = UnitCommitment.find_violations(instance=instance,
-            instance = instance,
+                                                    net_injections=inj,
-            net_injections = inj,
+                                                    overflow=overflow,
-            overflow = overflow,
+                                                    isf=isf,
-            isf = isf,
+                                                    lodf=lodf)
-            lodf = lodf,
+        
-        )
         @test length(violations) == 20
     end
-end
+end

test/sensitivity_test.jl

@@ -7,139 +7,109 @@ using UnitCommitment, Test, LinearAlgebra
 @testset "Sensitivity" begin
     @testset "Susceptance matrix" begin
         instance = UnitCommitment.read_benchmark("test/case14")
-        actual = UnitCommitment._susceptance_matrix(instance.lines)
+        actual = UnitCommitment.susceptance_matrix(instance.lines)
         @test size(actual) == (20, 20)
-        expected = Diagonal([
+        expected = Diagonal([29.5,  7.83,  8.82, 9.9,  10.04,
-            29.5,
+                             10.2,  41.45, 8.35, 3.14, 6.93,
-            7.83,
+                             8.77,  6.82,  13.4, 9.91, 15.87,
-            8.82,
+                             20.65, 6.46,  9.09, 8.73, 5.02])
-            9.9,
+        @test round.(actual, digits=2) == expected
-            10.04,
-            10.2,
-            41.45,
-            8.35,
-            3.14,
-            6.93,
-            8.77,
-            6.82,
-            13.4,
-            9.91,
-            15.87,
-            20.65,
-            6.46,
-            9.09,
-            8.73,
-            5.02,
-        ])
-        @test round.(actual, digits = 2) == expected
     end
-
+    
     @testset "Reduced incidence matrix" begin
         instance = UnitCommitment.read_benchmark("test/case14")
-        actual = UnitCommitment._reduced_incidence_matrix(
+        actual = UnitCommitment.reduced_incidence_matrix(lines=instance.lines,
-            lines = instance.lines,
+                                                         buses=instance.buses)
-            buses = instance.buses,
-        )
         @test size(actual) == (20, 13)
-        @test actual[1, 1] == -1.0
+        @test actual[1,   1]  == -1.0
-        @test actual[3, 1] == 1.0
+        @test actual[3,   1]  ==  1.0
-        @test actual[4, 1] == 1.0
+        @test actual[4,   1]  ==  1.0
-        @test actual[5, 1] == 1.0
+        @test actual[5,   1]  ==  1.0
-        @test actual[3, 2] == -1.0
+        @test actual[3,   2]  == -1.0
-        @test actual[6, 2] == 1.0
+        @test actual[6,   2]  ==  1.0
-        @test actual[4, 3] == -1.0
+        @test actual[4,   3]  == -1.0
-        @test actual[6, 3] == -1.0
+        @test actual[6,   3]  == -1.0
-        @test actual[7, 3] == 1.0
+        @test actual[7,   3]  ==  1.0
-        @test actual[8, 3] == 1.0
+        @test actual[8,   3]  ==  1.0
-        @test actual[9, 3] == 1.0
+        @test actual[9,   3]  ==  1.0
-        @test actual[2, 4] == -1.0
+        @test actual[2,   4]  == -1.0
-        @test actual[5, 4] == -1.0
+        @test actual[5,   4]  == -1.0
-        @test actual[7, 4] == -1.0
+        @test actual[7,   4]  == -1.0
-        @test actual[10, 4] == 1.0
+        @test actual[10,  4]  ==  1.0
-        @test actual[10, 5] == -1.0
+        @test actual[10,  5]  == -1.0
-        @test actual[11, 5] == 1.0
+        @test actual[11,  5]  ==  1.0
-        @test actual[12, 5] == 1.0
+        @test actual[12,  5]  ==  1.0
-        @test actual[13, 5] == 1.0
+        @test actual[13,  5]  ==  1.0
-        @test actual[8, 6] == -1.0
+        @test actual[8,   6]  == -1.0
-        @test actual[14, 6] == 1.0
+        @test actual[14,  6]  ==  1.0
-        @test actual[15, 6] == 1.0
+        @test actual[15,  6]  ==  1.0
-        @test actual[14, 7] == -1.0
+        @test actual[14,  7]  == -1.0
-        @test actual[9, 8] == -1.0
+        @test actual[9,   8]  == -1.0
-        @test actual[15, 8] == -1.0
+        @test actual[15,  8]  == -1.0
-        @test actual[16, 8] == 1.0
+        @test actual[16,  8]  ==  1.0
-        @test actual[17, 8] == 1.0
+        @test actual[17,  8]  ==  1.0
-        @test actual[16, 9] == -1.0
+        @test actual[16,  9]  == -1.0
-        @test actual[18, 9] == 1.0
+        @test actual[18,  9]  ==  1.0
-        @test actual[11, 10] == -1.0
+        @test actual[11, 10]  == -1.0
-        @test actual[18, 10] == -1.0
+        @test actual[18, 10]  == -1.0
-        @test actual[12, 11] == -1.0
+        @test actual[12, 11]  == -1.0
-        @test actual[19, 11] == 1.0
+        @test actual[19, 11]  ==  1.0
-        @test actual[13, 12] == -1.0
+        @test actual[13, 12]  == -1.0
-        @test actual[19, 12] == -1.0
+        @test actual[19, 12]  == -1.0
-        @test actual[20, 12] == 1.0
+        @test actual[20, 12]  ==  1.0
-        @test actual[17, 13] == -1.0
+        @test actual[17, 13]  == -1.0
-        @test actual[20, 13] == -1.0
+        @test actual[20, 13]  == -1.0
     end
-
+    
     @testset "Injection Shift Factors (ISF)" begin
         instance = UnitCommitment.read_benchmark("test/case14")
-        actual = UnitCommitment._injection_shift_factors(
+        actual = UnitCommitment.injection_shift_factors(lines=instance.lines,
-            lines = instance.lines,
+                                                        buses=instance.buses)
-            buses = instance.buses,
-        )
         @test size(actual) == (20, 13)
-        @test round.(actual, digits = 2) == [
+        @test round.(actual, digits=2) == [
-            -0.84 -0.75 -0.67 -0.61 -0.63 -0.66 -0.66 -0.65 -0.65 -0.64 -0.63 -0.63 -0.64
+            -0.84 -0.75 -0.67 -0.61 -0.63 -0.66 -0.66 -0.65 -0.65 -0.64 -0.63 -0.63 -0.64;
-            -0.16 -0.25 -0.33 -0.39 -0.37 -0.34 -0.34 -0.35 -0.35 -0.36 -0.37 -0.37 -0.36
+            -0.16 -0.25 -0.33 -0.39 -0.37 -0.34 -0.34 -0.35 -0.35 -0.36 -0.37 -0.37 -0.36;
-            0.03 -0.53 -0.15 -0.1 -0.12 -0.14 -0.14 -0.14 -0.13 -0.13 -0.12 -0.12 -0.13
+             0.03 -0.53 -0.15 -0.1  -0.12 -0.14 -0.14 -0.14 -0.13 -0.13 -0.12 -0.12 -0.13;
-            0.06 -0.14 -0.32 -0.22 -0.25 -0.3 -0.3 -0.29 -0.28 -0.27 -0.25 -0.26 -0.27
+             0.06 -0.14 -0.32 -0.22 -0.25 -0.3  -0.3  -0.29 -0.28 -0.27 -0.25 -0.26 -0.27;
-            0.08 -0.07 -0.2 -0.29 -0.26 -0.22 -0.22 -0.22 -0.23 -0.25 -0.26 -0.26 -0.24
+             0.08 -0.07 -0.2  -0.29 -0.26 -0.22 -0.22 -0.22 -0.23 -0.25 -0.26 -0.26 -0.24;
-            0.03 0.47 -0.15 -0.1 -0.12 -0.14 -0.14 -0.14 -0.13 -0.13 -0.12 -0.12 -0.13
+             0.03  0.47 -0.15 -0.1  -0.12 -0.14 -0.14 -0.14 -0.13 -0.13 -0.12 -0.12 -0.13;
-            0.08 0.31 0.5 -0.3 -0.03 0.36 0.36 0.28 0.23 0.1 -0.0 0.02 0.17
+             0.08  0.31  0.5  -0.3  -0.03  0.36  0.36  0.28  0.23  0.1  -0.0   0.02  0.17;
-            0.0 0.01 0.02 -0.01 -0.22 -0.63 -0.63 -0.45 -0.41 -0.32 -0.24 -0.25 -0.36
+             0.0   0.01  0.02 -0.01 -0.22 -0.63 -0.63 -0.45 -0.41 -0.32 -0.24 -0.25 -0.36;
-            0.0 0.01 0.01 -0.01 -0.12 -0.17 -0.17 -0.26 -0.24 -0.18 -0.14 -0.14 -0.21
+             0.0   0.01  0.01 -0.01 -0.12 -0.17 -0.17 -0.26 -0.24 -0.18 -0.14 -0.14 -0.21;
-            -0.0 -0.02 -0.03 0.02 -0.66 -0.2 -0.2 -0.29 -0.36 -0.5 -0.63 -0.61 -0.43
+            -0.0  -0.02 -0.03  0.02 -0.66 -0.2  -0.2  -0.29 -0.36 -0.5  -0.63 -0.61 -0.43;
-            -0.0 -0.01 -0.02 0.01 0.21 -0.12 -0.12 -0.17 -0.28 -0.53 0.18 0.15 -0.03
+            -0.0  -0.01 -0.02  0.01  0.21 -0.12 -0.12 -0.17 -0.28 -0.53  0.18  0.15 -0.03;
-            -0.0 -0.0 -0.0 0.0 0.03 -0.02 -0.02 -0.03 -0.02 0.01 -0.52 -0.17 -0.09
+            -0.0  -0.0  -0.0   0.0   0.03 -0.02 -0.02 -0.03 -0.02  0.01 -0.52 -0.17 -0.09;
-            -0.0 -0.01 -0.01 0.01 0.11 -0.06 -0.06 -0.09 -0.05 0.02 -0.28 -0.59 -0.31
+            -0.0  -0.01 -0.01  0.01  0.11 -0.06 -0.06 -0.09 -0.05  0.02 -0.28 -0.59 -0.31;
-            -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0
+            -0.0  -0.0  -0.0  -0.0  -0.0  -0.0  -1.0  -0.0  -0.0  -0.0  -0.0  -0.0   0.0 ;
-            0.0 0.01 0.02 -0.01 -0.22 0.37 0.37 -0.45 -0.41 -0.32 -0.24 -0.25 -0.36
+             0.0   0.01  0.02 -0.01 -0.22  0.37  0.37 -0.45 -0.41 -0.32 -0.24 -0.25 -0.36;
-            0.0 0.01 0.02 -0.01 -0.21 0.12 0.12 0.17 -0.72 -0.47 -0.18 -0.15 0.03
+             0.0   0.01  0.02 -0.01 -0.21  0.12  0.12  0.17 -0.72 -0.47 -0.18 -0.15  0.03;
-            0.0 0.01 0.01 -0.01 -0.14 0.08 0.08 0.12 0.07 -0.03 -0.2 -0.24 -0.6
+             0.0   0.01  0.01 -0.01 -0.14  0.08  0.08  0.12  0.07 -0.03 -0.2  -0.24 -0.6 ;
-            0.0 0.01 0.02 -0.01 -0.21 0.12 0.12 0.17 0.28 -0.47 -0.18 -0.15 0.03
+             0.0   0.01  0.02 -0.01 -0.21  0.12  0.12  0.17  0.28 -0.47 -0.18 -0.15  0.03;
-            -0.0 -0.0 -0.0 0.0 0.03 -0.02 -0.02 -0.03 -0.02 0.01 0.48 -0.17 -0.09
+            -0.0  -0.0  -0.0   0.0   0.03 -0.02 -0.02 -0.03 -0.02  0.01  0.48 -0.17 -0.09;
-            -0.0 -0.01 -0.01 0.01 0.14 -0.08 -0.08 -0.12 -0.07 0.03 0.2 0.24 -0.4
+            -0.0  -0.01 -0.01  0.01  0.14 -0.08 -0.08 -0.12 -0.07  0.03  0.2   0.24 -0.4  ]
-        ]
     end
 
     @testset "Line Outage Distribution Factors (LODF)" begin
         instance = UnitCommitment.read_benchmark("test/case14")
-        isf_before = UnitCommitment._injection_shift_factors(
+        isf_before = UnitCommitment.injection_shift_factors(lines=instance.lines,
-            lines = instance.lines,
+                                                            buses=instance.buses)
-            buses = instance.buses,
+        lodf = UnitCommitment.line_outage_factors(lines=instance.lines,
-        )
+                                                  buses=instance.buses,
-        lodf = UnitCommitment._line_outage_factors(
+                                                  isf=isf_before)
-            lines = instance.lines,
-            buses = instance.buses,
-            isf = isf_before,
-        )
         for contingency in instance.contingencies
             for lc in contingency.lines
                 prev_susceptance = lc.susceptance
                 lc.susceptance = 0.0
-                isf_after = UnitCommitment._injection_shift_factors(
+                isf_after =  UnitCommitment.injection_shift_factors(lines=instance.lines,
-                    lines = instance.lines,
+                                                                    buses=instance.buses)
-                    buses = instance.buses,
-                )
                 lc.susceptance = prev_susceptance
                 for lm in instance.lines
                     expected = isf_after[lm.offset, :]
-                    actual =
+                    actual = isf_before[lm.offset, :] +
-                        isf_before[lm.offset, :] +
+                                 lodf[lm.offset, lc.offset] * isf_before[lc.offset, :]
-                        lodf[lm.offset, lc.offset] * isf_before[lc.offset, :]
                     @test norm(expected - actual) < 1e-6
                 end
             end
         end
     end
-end
+end

test/validate_test.jl

@@ -4,40 +4,36 @@
 
 using UnitCommitment, JSON, GZip, DataStructures
 
-function parse_case14()
+parse_case14() = JSON.parse(GZip.gzopen("../instances/test/case14.json.gz"),
-    return JSON.parse(
+                            dicttype=()->DefaultOrderedDict(nothing))
-        GZip.gzopen("../instances/test/case14.json.gz"),
-        dicttype = () -> DefaultOrderedDict(nothing),
-    )
-end
 
 @testset "Validation" begin
-    @testset "repair!" begin
+    @testset "fix!" begin
+        
         @testset "Cost curve should be convex" begin
             json = parse_case14()
-            json["Generators"]["g1"]["Production cost curve (MW)"] =
+            json["Generators"]["g1"]["Production cost curve (MW)"] = [100, 150, 200]
-                [100, 150, 200]
+            json["Generators"]["g1"]["Production cost curve (\$)"] = [10, 25, 30]
-            json["Generators"]["g1"]["Production cost curve (\$)"] =
+            instance = UnitCommitment.from_json(json, fix=false)
-                [10, 25, 30]
+            @test UnitCommitment.fix!(instance) == 4
-            instance = UnitCommitment._from_json(json, repair = false)
-            @test UnitCommitment.repair!(instance) == 4
         end
-
+        
         @testset "Startup limit must be greater than Pmin" begin
             json = parse_case14()
             json["Generators"]["g1"]["Production cost curve (MW)"] = [100, 150]
             json["Generators"]["g1"]["Production cost curve (\$)"] = [100, 150]
             json["Generators"]["g1"]["Startup limit (MW)"] = 80
-            instance = UnitCommitment._from_json(json, repair = false)
+            instance = UnitCommitment.from_json(json, fix=false)
-            @test UnitCommitment.repair!(instance) == 1
+            @test UnitCommitment.fix!(instance) == 1
         end
-
+        
         @testset "Startup costs and delays must be increasing" begin
             json = parse_case14()
             json["Generators"]["g1"]["Startup costs (\$)"] = [300, 200, 100]
             json["Generators"]["g1"]["Startup delays (h)"] = [8, 4, 2]
-            instance = UnitCommitment._from_json(json, repair = false)
+            instance = UnitCommitment.from_json(json, fix=false)
-            @test UnitCommitment.repair!(instance) == 4
+            @test UnitCommitment.fix!(instance) == 4
         end
+
     end
 end