# 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 """ function compute_lmp( model::JuMP.Model, method::AELMP; optimizer = nothing, ) Calculates the approximate extended locational marginal prices of the given unit commitment instance. The AELPM does the following three things: 1. It sets the minimum power output of each generator to zero 2. It averages the start-up cost over the offer blocks for each generator 3. It relaxes all integrality constraints Returns a dictionary mapping `(bus_name, time)` to the marginal price. WARNING: This approximation method is not fully developed. The implementation is based on MISO Phase I only. 1. It only supports Fast Start resources. More specifically, the minimum up/down time has to be zero. 2. The method does NOT support time series of start-up costs. 3. The method can only calculate for the first time slot if allow_offline_participation=false. Arguments --------- - `model`: the UnitCommitment model, must be solved before calling this function if offline participation is not allowed. - `method`: the AELMP method. - `optimizer`: the optimizer for solving the LP problem. Examples -------- ```julia using UnitCommitment using HiGHS import UnitCommitment: AELMP # Read benchmark instance instance = UnitCommitment.read_benchmark("matpower/case118/2017-02-01") # Build the model model = UnitCommitment.build_model( instance = instance, optimizer = HiGHS.Optimizer, ) # Optimize the model UnitCommitment.optimize!(model) # Compute the AELMPs aelmp = UnitCommitment.compute_lmp( model, AELMP( allow_offline_participation = false, consider_startup_costs = true ), optimizer = HiGHS.Optimizer ) # Access the AELMPs # Example: "b1" is the bus name, 1 is the first time slot @show aelmp["b1", 1] ``` """ function compute_lmp( model::JuMP.Model, method::AELMP; optimizer, )::OrderedDict{Tuple{String,Int},Float64} @info "Calculating the AELMP..." @info "Building the approximation model..." instance = deepcopy(model[:instance]) _preset_aelmp_parameters!(method, model) _modify_instance!(instance, model, method) # prepare the result dictionary and solve the model elmp = OrderedDict() @info "Solving the approximation model." approx_model = build_model(instance=instance, variable_names=true) # relax the binary constraint, and relax integrality for v in all_variables(approx_model) if is_binary(v) unset_binary(v) end end relax_integrality(approx_model) set_optimizer(approx_model, optimizer) # solve the model set_silent(approx_model) optimize!(approx_model) # access the dual values @info "Getting dual values (AELMPs)." for (key, val) in approx_model[:eq_net_injection] elmp[key] = dual(val) end return elmp end function _preset_aelmp_parameters!( method::AELMP, model::JuMP.Model ) # this function corrects the allow_offline_participation parameter to match the model status # CHECK: model must be solved if allow_offline_participation=false if method.allow_offline_participation # do nothing @info "Offline generators are allowed to participate in pricing." else if isnothing(model) @warn "No UC model is detected. A solved UC model is required if allow_offline_participation == false." @warn "Setting parameter allow_offline_participation = true" method.allow_offline_participation = true # and do nothing else elseif !has_values(model) @warn "The UC model has no solution. A solved UC model is required if allow_offline_participation == false." @warn "Setting parameter allow_offline_participation = true" method.allow_offline_participation = true # and do nothing else else # the inputs are correct @info "Offline generators are NOT allowed to participate in pricing." @info "Offline generators will be removed for the approximation." end end # CHECK: start up cost consideration if method.consider_startup_costs @info "Startup costs are considered." else @info "Startup costs are NOT considered." end end function _modify_instance!( instance::UnitCommitmentInstance, model::JuMP.Model, method::AELMP ) # this function modifies the instance units (generators) # 1. remove (if NOT allowing) the offline generators if !method.allow_offline_participation for unit in instance.units # remove based on the solved UC model result # here, only look at the first time slot (TIME-SERIES-NOT-SUPPORTED) if value(model[:is_on][unit.name, 1]) == 0 # unregister from the bus filter!(x -> x.name != unit.name, unit.bus.units) # unregister from the reserve for r in unit.reserves filter!(x -> x.name != unit.name, r.units) end end end # unregister the units filter!(x -> value(model[:is_on][x.name, 1]) != 0, instance.units) end for unit in instance.units # 2. set min generation requirement to 0 by adding 0 to production curve and cost # min_power & min_costs are vectors with dimension T if unit.min_power[1] != 0 first_cost_segment = unit.cost_segments[1] pushfirst!(unit.cost_segments, CostSegment( ones(size(first_cost_segment.mw)) * unit.min_power[1], ones(size(first_cost_segment.cost)) * unit.min_power_cost[1] / unit.min_power[1] )) unit.min_power = zeros(size(first_cost_segment.mw)) unit.min_power_cost = zeros(size(first_cost_segment.cost)) end # 3. average the start-up costs (if considering) # for now, consider first element only (TIME-SERIES-NOT-SUPPORTED) # if consider_startup_costs = false, then use the current first_startup_cost first_startup_cost = unit.startup_categories[1].cost if method.consider_startup_costs additional_unit_cost = first_startup_cost / unit.max_power[1] for i in eachindex(unit.cost_segments) unit.cost_segments[i].cost .+= additional_unit_cost end first_startup_cost = 0.0 # zero out the start up cost end # 4. other adjustments... ### FIXME in the future # MISO Phase I: can ONLY solve fast-starts, force all startup time to be 0 unit.startup_categories = StartupCategory[StartupCategory(0, first_startup_cost)] unit.initial_status = -100 unit.initial_power = 0 unit.min_uptime = 0 unit.min_downtime = 0 ### END FIXME end instance.units_by_name = Dict(g.name => g for g in instance.units) end