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57 lines
1.8 KiB
Julia
57 lines
1.8 KiB
Julia
# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
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# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
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# Released under the modified BSD license. See COPYING.md for more details.
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function optimize!(model::JuMP.Model, method::XavQiuWanThi2019.Method)::Nothing
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function set_gap(gap)
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try
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JuMP.set_optimizer_attribute(model, "MIPGap", gap)
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@info @sprintf("MIP gap tolerance set to %f", gap)
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catch
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@warn "Could not change MIP gap tolerance"
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end
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end
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initial_time = time()
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large_gap = false
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has_transmission = (length(model[:isf]) > 0)
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if has_transmission && method.two_phase_gap
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set_gap(1e-2)
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large_gap = true
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else
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set_gap(method.gap_limit)
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end
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while true
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time_elapsed = time() - initial_time
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time_remaining = method.time_limit - time_elapsed
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if time_remaining < 0
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@info "Time limit exceeded"
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break
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end
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@info @sprintf(
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"Setting MILP time limit to %.2f seconds",
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time_remaining
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)
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JuMP.set_time_limit_sec(model, time_remaining)
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@info "Solving MILP..."
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JuMP.optimize!(model)
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has_transmission || break
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violations = _find_violations(
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model,
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max_per_line = method.max_violations_per_line,
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max_per_period = method.max_violations_per_period,
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)
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if isempty(violations)
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@info "No violations found"
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if large_gap
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large_gap = false
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set_gap(method.gap_limit)
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else
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break
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end
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else
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_enforce_transmission(model, violations)
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end
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end
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return
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end
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