# 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. """ 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