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UnitCommitment.jl/src/solution/methods/XavQiuWanThi2019/optimize.jl

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1.8 KiB
Julia

# 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.
function optimize!(model::JuMP.Model, method::XavQiuWanThi2019.Method)::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
initial_time = time()
large_gap = false
has_transmission = (length(model[:isf]) > 0)
if has_transmission && method.two_phase_gap
set_gap(1e-2)
large_gap = true
else
set_gap(method.gap_limit)
end
while true
time_elapsed = time() - initial_time
time_remaining = method.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,
max_per_line = method.max_violations_per_line,
max_per_period = method.max_violations_per_period,
)
if isempty(violations)
@info "No violations found"
if large_gap
large_gap = false
set_gap(method.gap_limit)
else
break
end
else
_enforce_transmission(model, violations)
end
end
return
end