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File size: 1,861 Bytes
43c68a3 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 | # 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, MPI, TimerOutputs
Base.@kwdef mutable struct PHTermination
max_iterations::Int = 1000
max_time::Float64 = 14400.0
min_feasibility::Float64 = 1e-3
min_improvement::Float64 = 1e-3
min_iterations::Int = 2
end
Base.@kwdef mutable struct PHIterationInfo
global_infeas::Float64
global_obj::Float64
global_residual::Float64
iteration_number::Int
iteration_time::Float64
sp_vals::Array{Float64,1}
sp_obj::Float64
target::Array{Float64,1}
total_elapsed_time::Float64
end
Base.@kwdef mutable struct ProgressiveHedging <: SolutionMethod
initial_weights::Union{Vector{Float64},Nothing} = nothing
initial_target::Union{Vector{Float64},Nothing} = nothing
ρ::Float64 = 1.0
λ::Float64 = 0.0
print_interval::Int = 1
termination::PHTermination = PHTermination()
inner_method::SolutionMethod = XavQiuWanThi2019.Method()
end
struct SpResult
obj::Float64
vals::Array{Float64,1}
end
Base.@kwdef mutable struct PHSubProblem
mip::JuMP.Model
obj::AffExpr
consensus_vars::Array{VariableRef,1}
weights::Array{Float64,1}
end
Base.@kwdef struct PhSubProblemSolution
obj::Float64
vals::Array{Float64,1}
residuals::Array{Float64,1}
end
Base.@kwdef mutable struct PHSubProblemParams
ρ::Float64
λ::Array{Float64,1}
target::Array{Float64,1}
end
struct MpiInfo
comm::Any
rank::Int
root::Bool
nprocs::Int
function MpiInfo(comm)
rank = MPI.Comm_rank(comm) + 1
is_root = (rank == 1)
nprocs = MPI.Comm_size(comm)
return new(comm, rank, is_root, nprocs)
end
end
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