# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Released under the modified BSD license. See COPYING.md for more details. using 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) return x end function fix(x::Float64, v::Float64; force) return abs(x - v) < 1e-6 || error("Value mismatch: $x != $v") end function set_name(x::Float64, n::String) # nop end function build_model(; filename::Union{String,Nothing} = nothing, instance::Union{UnitCommitmentInstance,Nothing} = nothing, isf::Union{Matrix{Float64},Nothing} = nothing, lodf::Union{Matrix{Float64},Nothing} = nothing, isf_cutoff::Float64 = 0.005, lodf_cutoff::Float64 = 0.001, optimizer = nothing, variable_names::Bool = false, )::JuMP.Model if (filename === nothing) && (instance === nothing) error("Either filename or instance must be specified") end if filename !== nothing @info "Reading: $(filename)" time_read = @elapsed begin 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). 0 ? 1.0 : 0.0) # Decision variables for t in 1:T for k in 1:K segprod[gi, t, k] = @variable(model, lower_bound = 0) end prod_above[gi, t] = @variable(model, lower_bound = 0) if g.provides_spinning_reserves[t] reserve[gi, t] = @variable(model, lower_bound = 0) else reserve[gi, t] = 0.0 end for s in 1:S startup[gi, t, s] = @variable(model, binary = true) end if g.must_run[t] is_on[gi, t] = 1.0 switch_on[gi, t] = (t == 1 ? 1.0 - is_initially_on : 0.0) switch_off[gi, t] = 0.0 else is_on[gi, t] = @variable(model, binary = true) switch_on[gi, t] = @variable(model, binary = true) switch_off[gi, t] = @variable(model, binary = true) end end for t in 1:T # Time-dependent start-up costs for s in 1:S # If unit is switching on, we must choose a startup category model[:eq_startup_choose][gi, t, s] = @constraint( mip, switch_on[gi, t] == sum(startup[gi, t, s] for s in 1:S) ) # If unit has not switched off in the last `delay` time periods, startup category is forbidden. # The last startup category is always allowed. if s < S range_start = t - g.startup_categories[s+1].delay + 1 range_end = t - g.startup_categories[s].delay range = (range_start:range_end) initial_sum = ( g.initial_status < 0 && (g.initial_status + 1 in range) ? 1.0 : 0.0 ) model[:eq_startup_restrict][gi, t, s] = @constraint( mip, startup[gi, t, s] <= initial_sum + sum(switch_off[gi, i] for i in range if i >= 1) ) end # Objective function terms for start-up costs add_to_expression!( model[:obj], startup[gi, t, s], g.startup_categories[s].cost, ) end # Objective function terms for production costs add_to_expression!(model[:obj], is_on[gi, t], g.min_power_cost[t]) for k in 1:K add_to_expression!( model[:obj], segprod[gi, t, k], g.cost_segments[k].cost[t], ) end # Production limits (piecewise-linear segments) for k in 1:K model[:eq_segprod_limit][gi, t, k] = @constraint( mip, segprod[gi, t, k] <= g.cost_segments[k].mw[t] * is_on[gi, t] ) end # Definition of production model[:eq_prod_above_def][gi, t] = @constraint( mip, prod_above[gi, t] == sum(segprod[gi, t, k] for k in 1:K) ) # Production limit model[:eq_prod_limit][gi, t] = @constraint( mip, prod_above[gi, t] + reserve[gi, t] <= (g.max_power[t] - g.min_power[t]) * is_on[gi, t] ) # Binary variable equations for economic units if !g.must_run[t] # Link binary variables if t == 1 model[:eq_binary_link][gi, t] = @constraint( mip, is_on[gi, t] - is_initially_on == switch_on[gi, t] - switch_off[gi, t] ) else model[:eq_binary_link][gi, t] = @constraint( mip, is_on[gi, t] - is_on[gi, t-1] == switch_on[gi, t] - switch_off[gi, t] ) end # Cannot switch on and off at the same time model[:eq_switch_on_off][gi, t] = @constraint(mip, switch_on[gi, t] + switch_off[gi, t] <= 1) end # Ramp up limit if t == 1 if is_initially_on == 1 model[:eq_ramp_up][gi, t] = @constraint( mip, prod_above[gi, t] + reserve[gi, t] <= (g.initial_power - g.min_power[t]) + g.ramp_up_limit ) end else model[:eq_ramp_up][gi, t] = @constraint( mip, prod_above[gi, t] + reserve[gi, t] <= prod_above[gi, t-1] + g.ramp_up_limit ) end # Ramp down limit if t == 1 if is_initially_on == 1 model[:eq_ramp_down][gi, t] = @constraint( mip, prod_above[gi, t] >= (g.initial_power - g.min_power[t]) - g.ramp_down_limit ) end else model[:eq_ramp_down][gi, t] = @constraint( mip, prod_above[gi, t] >= prod_above[gi, t-1] - g.ramp_down_limit ) end # Startup limit model[:eq_startup_limit][gi, t] = @constraint( mip, prod_above[gi, t] + reserve[gi, t] <= (g.max_power[t] - g.min_power[t]) * is_on[gi, t] - max(0, g.max_power[t] - g.startup_limit) * switch_on[gi, t] ) # Shutdown limit if g.initial_power > g.shutdown_limit model[:eq_shutdown_limit][gi, 0] = @constraint(mip, switch_off[gi, 1] <= 0) end if t < T model[:eq_shutdown_limit][gi, t] = @constraint( mip, prod_above[gi, t] <= (g.max_power[t] - g.min_power[t]) * is_on[gi, t] - max(0, g.max_power[t] - g.shutdown_limit) * switch_off[gi, t+1] ) end # Minimum up-time model[:eq_min_uptime][gi, t] = @constraint( mip, sum(switch_on[gi, i] for i in (t-g.min_uptime+1):t if i >= 1) <= is_on[gi, t] ) # # Minimum down-time model[:eq_min_downtime][gi, t] = @constraint( mip, sum(switch_off[gi, i] for i in (t-g.min_downtime+1):t if i >= 1) <= 1 - is_on[gi, t] ) # Minimum up/down-time for initial periods if t == 1 if g.initial_status > 0 model[:eq_min_uptime][gi, 0] = @constraint( mip, sum( switch_off[gi, i] for i in 1:(g.min_uptime-g.initial_status) if i <= T ) == 0 ) else model[:eq_min_downtime][gi, 0] = @constraint( mip, sum( switch_on[gi, i] for i in 1:(g.min_downtime+g.initial_status) if i <= T ) == 0 ) end end # Add to net injection expression add_to_expression!( expr_net_injection[g.bus.name, t], prod_above[g.name, t], 1.0, ) add_to_expression!( expr_net_injection[g.bus.name, t], is_on[g.name, t], g.min_power[t], ) # Add to reserves expression add_to_expression!(expr_reserve[g.bus.name, t], reserve[gi, t], 1.0) end end function _build_obj_function!(model::JuMP.Model) @objective(model, Min, model[:obj]) end function _build_net_injection_eqs!(model::JuMP.Model) T = model[:instance].time net_injection = model[:net_injection] for t in 1:T, b in model[:instance].buses n = net_injection[b.name, t] = @variable(model) model[:eq_net_injection_def][t, b.name] = @constraint(model, n == model[:expr_net_injection][b.name, t]) end for t in 1:T model[:eq_power_balance][t] = @constraint( model, sum(net_injection[b.name, t] for b in model[:instance].buses) == 0 ) end end function _build_reserve_eqs!(model::JuMP.Model) reserves = model[:instance].reserves for t in 1:model[:instance].time model[:eq_min_reserve][t] = @constraint( model, sum( model[:expr_reserve][b.name, t] for b in model[:instance].buses ) >= reserves.spinning[t] ) end end function _enforce_transmission(; model::JuMP.Model, violation::Violation, isf::Matrix{Float64}, lodf::Matrix{Float64}, )::Nothing instance = model[:instance] limit::Float64 = 0.0 overflow = model[:overflow] net_injection = model[:net_injection] if violation.outage_line === nothing limit = violation.monitored_line.normal_flow_limit[violation.time] @info @sprintf( " %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(model, base_name = "flow[$fm,$t]") v = overflow[violation.monitored_line.name, violation.time] @constraint(model, flow <= limit + v) @constraint(model, -flow <= limit + v) if violation.outage_line === nothing @constraint( model, flow == sum( net_injection[b.name, violation.time] * isf[violation.monitored_line.offset, b.offset] for b in instance.buses if b.offset > 0 ) ) else @constraint( model, flow == sum( net_injection[b.name, violation.time] * ( isf[violation.monitored_line.offset, b.offset] + ( lodf[ violation.monitored_line.offset, violation.outage_line.offset, ] * isf[violation.outage_line.offset, b.offset] ) ) for b in instance.buses if b.offset > 0 ) ) end return nothing end function _set_names!(model::JuMP.Model) @info "Setting variable and constraint names..." time_varnames = @elapsed begin _set_names!(object_dictionary(model)) end @info @sprintf("Set names in %.2f seconds", time_varnames) end function _set_names!(dict::Dict) for name in keys(dict) dict[name] isa AbstractDict || continue for idx in keys(dict[name]) if dict[name][idx] isa AffExpr continue end idx_str = join(map(string, idx), ",") set_name(dict[name][idx], "$name[$idx_str]") end end end function solution(model::JuMP.Model) instance, T = model[:instance], model[:instance].time function timeseries(vars, collection) return OrderedDict( b.name => [round(value(vars[b.name, t]), digits = 5) for t in 1:T] for b in collection ) end function production_cost(g) return [ value(model[:is_on][g.name, t]) * g.min_power_cost[t] + sum( Float64[ value(model[:segprod][g.name, t, k]) * g.cost_segments[k].cost[t] for k in 1:length(g.cost_segments) ], ) for t in 1:T ] end function production(g) return [ value(model[:is_on][g.name, t]) * g.min_power[t] + sum( Float64[ value(model[:segprod][g.name, t, k]) for k in 1:length(g.cost_segments) ], ) for t in 1:T ] end function startup_cost(g) S = length(g.startup_categories) return [ sum( g.startup_categories[s].cost * value(model[:startup][g.name, t, s]) for s in 1:S ) for t in 1:T ] end sol = OrderedDict() sol["Production (MW)"] = OrderedDict(g.name => production(g) for g in instance.units) sol["Production cost (\$)"] = OrderedDict(g.name => production_cost(g) for g in instance.units) sol["Startup cost (\$)"] = OrderedDict(g.name => startup_cost(g) for g in instance.units) sol["Is on"] = timeseries(model[:is_on], instance.units) sol["Switch on"] = timeseries(model[:switch_on], instance.units) sol["Switch off"] = timeseries(model[:switch_off], instance.units) sol["Reserve (MW)"] = timeseries(model[:reserve], instance.units) sol["Net injection (MW)"] = timeseries(model[:net_injection], instance.buses) sol["Load curtail (MW)"] = timeseries(model[:curtail], instance.buses) if !isempty(instance.lines) sol["Line overflow (MW)"] = timeseries(model[:overflow], instance.lines) end if !isempty(instance.price_sensitive_loads) sol["Price-sensitive loads (MW)"] = timeseries(model[:loads], instance.price_sensitive_loads) end return sol end function write(filename::AbstractString, solution::AbstractDict)::Nothing open(filename, "w") do file return JSON.print(file, solution, 2) end return end function fix!(model::JuMP.Model, solution::AbstractDict)::Nothing instance, T = model[:instance], model[:instance].time is_on = model[:is_on] prod_above = model[:prod_above] reserve = model[:reserve] for g in instance.units for t in 1:T is_on_value = round(solution["Is on"][g.name][t]) production_value = round(solution["Production (MW)"][g.name][t], digits = 5) reserve_value = round(solution["Reserve (MW)"][g.name][t], digits = 5) JuMP.fix(is_on[g.name, t], is_on_value, force = true) JuMP.fix( prod_above[g.name, t], production_value - is_on_value * g.min_power[t], force = true, ) JuMP.fix(reserve[g.name, t], reserve_value, force = true) end end return end function set_warm_start!(model::JuMP.Model, solution::AbstractDict)::Nothing instance, T = model[:instance], model[:instance].time is_on = model[:is_on] prod_above = model[:prod_above] reserve = model[:reserve] for g in instance.units for t in 1:T JuMP.set_start_value(is_on[g.name, t], solution["Is on"][g.name][t]) JuMP.set_start_value( switch_on[g.name, t], solution["Switch on"][g.name][t], ) JuMP.set_start_value( switch_off[g.name, t], solution["Switch off"][g.name][t], ) end end return end function optimize!( model::JuMP.Model; time_limit = 3600, gap_limit = 1e-4, two_phase_gap = true, )::Nothing function set_gap(gap) try JuMP.set_optimizer_attribute(model, "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, time_remaining) @info "Solving MILP..." JuMP.optimize!(model) 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 return end function _find_violations(model::JuMP.Model) instance = model[:instance] net_injection = model[:net_injection] overflow = model[:overflow] 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_injection_values = [ value(net_injection[b.name, t]) for b in non_slack_buses, t in 1:instance.time ] overflow_values = [ value(overflow[lm.name, t]) for lm in instance.lines, t in 1:instance.time ] violations = UnitCommitment._find_violations( instance = instance, net_injections = net_injection_values, overflow = overflow_values, isf = model[:isf], lodf = model[:lodf], ) end @info @sprintf( "Verified transmission limits in %.2f seconds", time_screening ) return violations end function _enforce_transmission( model::JuMP.Model, violations::Vector{Violation}, )::Nothing for v in violations _enforce_transmission( model = model, violation = v, isf = model[:isf], lodf = model[:lodf], ) end return end export build_model