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# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
"""
optimize!(
instance::UnitCommitmentInstance,
method::TimeDecomposition;
optimizer,
after_build = nothing,
after_optimize = nothing,
)::OrderedDict
Solve the given unit commitment instance with time decomposition.
The model solves each sub-problem of a given time length specified by method.time_window,
and proceeds to the next sub-problem by incrementing the time length of `method.time_increment`.
Arguments
---------
- `instance`:
the UnitCommitment instance.
- `method`:
the `TimeDecomposition` method.
- `optimizer`:
the optimizer for solving the problem.
- `after_build`:
a user-defined function that allows modifying the model after building,
must have 2 arguments `model` and `instance` in order.
- `after_optimize`:
a user-defined function that allows handling additional steps after optimizing,
must have 3 arguments `solution`, `model` and `instance` in order.
Examples
--------
```julia
using UnitCommitment, JuMP, Cbc, HiGHS
import UnitCommitment:
TimeDecomposition,
ConventionalLMP,
XavQiuWanThi2019,
Formulation
# specifying the after_build and after_optimize functions
function after_build(model, instance)
@constraint(
model,
model[:is_on]["g3", 1] + model[:is_on]["g4", 1] <= 1,
)
end
lmps = []
function after_optimize(solution, model, instance)
lmp = UnitCommitment.compute_lmp(
model,
ConventionalLMP(),
optimizer = HiGHS.Optimizer,
)
return push!(lmps, lmp)
end
# assume the instance is given as a 120h problem
instance = UnitCommitment.read("instance.json")
solution = UnitCommitment.optimize!(
instance,
TimeDecomposition(
time_window = 36, # solve 36h problems
time_increment = 24, # advance by 24h each time
inner_method = XavQiuWanThi2019.Method(),
formulation = Formulation(),
),
optimizer = Cbc.Optimizer,
after_build = after_build,
after_optimize = after_optimize,
)
"""
function optimize!(
instance::UnitCommitmentInstance,
method::TimeDecomposition;
optimizer,
after_build = nothing,
after_optimize = nothing,
)::OrderedDict
# get instance total length
T = instance.time
solution = OrderedDict()
if length(instance.scenarios) > 1
for sc in instance.scenarios
solution[sc.name] = OrderedDict()
end
end
# for each iteration, time increment by method.time_increment
for t_start in 1:method.time_increment:T
t_end = t_start + method.time_window - 1
# if t_end exceed total T
t_end = t_end > T ? T : t_end
# slice the model
@info "Solving the sub-problem of time $t_start to $t_end..."
sub_instance = UnitCommitment.slice(instance, t_start:t_end)
# build and optimize the model
sub_model = UnitCommitment.build_model(
instance = sub_instance,
optimizer = optimizer,
formulation = method.formulation,
)
if after_build !== nothing
@info "Calling after build..."
after_build(sub_model, sub_instance)
end
UnitCommitment.optimize!(sub_model, method.inner_method)
# get the result of each time period
sub_solution = UnitCommitment.solution(sub_model)
if after_optimize !== nothing
@info "Calling after optimize..."
after_optimize(sub_solution, sub_model, sub_instance)
end
# merge solution
if length(instance.scenarios) == 1
_update_solution!(solution, sub_solution, method.time_increment)
else
for sc in instance.scenarios
_update_solution!(
solution[sc.name],
sub_solution[sc.name],
method.time_increment,
)
end
end
# set the initial status for the next sub-problem
_set_initial_status!(instance, solution, method.time_increment)
end
return solution
end
"""
_set_initial_status!(
instance::UnitCommitmentInstance,
solution::OrderedDict,
time_increment::Int,
)
Set the thermal units' initial power levels and statuses based on the last bunch of time slots
specified by time_increment in the solution dictionary.
"""
function _set_initial_status!(
instance::UnitCommitmentInstance,
solution::OrderedDict,
time_increment::Int,
)
for sc in instance.scenarios
for thermal_unit in sc.thermal_units
if length(instance.scenarios) == 1
prod = solution["Thermal production (MW)"][thermal_unit.name]
is_on = solution["Is on"][thermal_unit.name]
else
prod =
solution[sc.name]["Thermal production (MW)"][thermal_unit.name]
is_on = solution[sc.name]["Is on"][thermal_unit.name]
end
thermal_unit.initial_power = prod[end]
thermal_unit.initial_status = _determine_initial_status(
thermal_unit.initial_status,
is_on[end-time_increment+1:end],
)
end
end
end
"""
_determine_initial_status(
prev_initial_status::Union{Float64,Int},
status_sequence::Vector{Float64},
)::Union{Float64,Int}
Determines a thermal unit's initial status based on its previous initial status, and
the on/off statuses in the last operation.
"""
function _determine_initial_status(
prev_initial_status::Union{Float64,Int},
status_sequence::Vector{Float64},
)::Union{Float64,Int}
# initialize the two flags
on_status = prev_initial_status
off_status = prev_initial_status
# read through the status sequence
# at each time if the unit is on, reset off_status, increment on_status
# if the on_status < 0, set it to 1.0
# at each time if the unit is off, reset on_status, decrement off_status
# if the off_status > 0, set it to -1.0
for status in status_sequence
if status == 1.0
on_status = on_status < 0.0 ? 1.0 : on_status + 1.0
off_status = 0.0
else
on_status = 0.0
off_status = off_status > 0.0 ? -1.0 : off_status - 1.0
end
end
# only one of them has non-zero value
return on_status + off_status
end
"""
_update_solution!(
solution::OrderedDict,
sub_solution::OrderedDict,
time_increment::Int,
)
Updates the solution (of each scenario) by concatenating the first bunch of
time slots of the newly generated sub-solution to the end of the final solution dictionary.
This function traverses through the dictionary keys, finds the vector and finally
does the concatenation. For now, the function is hardcoded to traverse at most 3 layers
of depth until it finds a vector object.
"""
function _update_solution!(
solution::OrderedDict,
sub_solution::OrderedDict,
time_increment::Int,
)
# the solution has at most 3 layers
for (l1_k, l1_v) in sub_solution
for (l2_k, l2_v) in l1_v
if l2_v isa Array
# slice the sub_solution
values_of_interest = l2_v[1:time_increment]
sub_solution[l1_k][l2_k] = values_of_interest
# append to the solution
if !isempty(solution)
append!(solution[l1_k][l2_k], values_of_interest)
end
elseif l2_v isa OrderedDict
for (l3_k, l3_v) in l2_v
# slice the sub_solution
values_of_interest = l3_v[1:time_increment]
sub_solution[l1_k][l2_k][l3_k] = values_of_interest
# append to the solution
if !isempty(solution)
append!(solution[l1_k][l2_k][l3_k], values_of_interest)
end
end
end
end
end
# if solution is never initialized, deep copy the sliced sub_solution
if isempty(solution)
merge!(solution, sub_solution)
end
end
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