Merge pull request #14 from Thiago-NovaesB/tn/infinite_horizon

Add infinity horizon
LAMPSPUC · Oct 8, 2023 · 90994a2 · 90994a2
2 parents 9f3b0da + 57ea730
commit 90994a2
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Showing 5 changed files with 86 additions and 33 deletions.
diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "HydroPowerModels"
 uuid = "1bf2e10f-7293-4f36-bafb-f7584ca75eae"
 authors = ["andrewrosemberg <andrewrosemberg@gmail.com>"]
-version = "0.4.2"
+version = "0.5.0"
 
 [deps]
 CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"

diff --git a/examples/HydroValleys/case3deterministic.jl b/examples/HydroValleys/case3deterministic.jl
@@ -58,6 +58,35 @@ results = HydroPowerModels.simulate(m, 1);
     atol=1e-2,
 )
 
+########################################
+#       Build Model: infinite horizon
+########################################
+params_cycle_probability = create_param(;
+    stages=12,
+    model_constructor_grid=DCPPowerModel,
+    post_method=PowerModels.build_opf,
+    optimizer=GLPK.Optimizer,
+    cycle_probability=0.6,
+);
+m = hydro_thermal_operation(alldata, params_cycle_probability)
+
+########################################
+#       Solve
+########################################
+HydroPowerModels.train(m; iteration_limit=60);
+
+########################################
+#       Simulation
+########################################
+results_cycle_probability = HydroPowerModels.simulate(m, 1);
+
+########################################
+#       Test
+########################################
+# 1/(1-0.6) = 2.5 > 2
+@test results_cycle_probability[:simulations][1][1][:objective] >
+    2 * results[:simulations][1][1][:objective]
+
 ########################################
 #       Build Model: min final volume violation
 ########################################
@@ -81,7 +110,9 @@ results = HydroPowerModels.simulate(m, 1);
 ########################################
 #       Test
 ########################################
-@test results[:simulations][1][end][:reservoirs][:reservoir][1].out >= 0.4
+@test isapprox(
+    results[:simulations][1][end][:reservoirs][:reservoir][1].out, 0.4, atol=1e-2
+)
 
 ########################################
 #       Build Model: min vol violation
@@ -107,7 +138,9 @@ results = HydroPowerModels.simulate(m, 1);
 ########################################
 #       Test
 ########################################
-@test results[:simulations][1][end][:reservoirs][:reservoir][1].out >= 0.2
+@test isapprox(
+    results[:simulations][1][end][:reservoirs][:reservoir][1].out, 0.2, atol=1e-2
+)
 
 ########################################
 #       Build Model: min turb violation

diff --git a/src/IO.jl b/src/IO.jl
@@ -86,45 +86,56 @@ end
 
 """
     create_param(;stages::Int = 1,
-        model_constructor_grid = DCPPowerModel,
-        model_constructor_grid_backward = model_constructor_grid,
-        model_constructor_grid_forward = model_constructor_grid_backward,
-        post_method = PowerModels.build_opf,
-        optimizer = GLPK.Optimizer,
-        optimizer_backward = optimizer,
-        optimizer_forward = optimizer_backward,
-        setting = Dict("output" => Dict("branch_flows" => true,"duals" => true)),
-        verbose = false,
-        stage_hours = 1)
+        model_constructor_grid::Type = DCPPowerModel,
+        model_constructor_grid_backward::Type = model_constructor_grid,
+        model_constructor_grid_forward::Type = model_constructor_grid_backward,
+        post_method::Function = PowerModels.build_opf,
+        optimizer::DataType = GLPK.Optimizer,
+        optimizer_backward::DataType = optimizer,
+        optimizer_forward::DataType = optimizer_backward,
+        setting::Dict = Dict("output" => Dict("branch_flows" => true,"duals" => true)),
+        verbose::Bool = false,
+        stage_hours::Int = 1,
+        discount_factor::Float64 = 1.0,
+        cycle_probability::Float64 = 0.0)
 
 Create Parameters Dictionary.
 
 Keywords are:
--   stages::Int             : Number of stages.
--   model_constructor_grid  : Network formulation (Types from <https://github.com/lanl-ansi/PowerModels.jl>).
--   optimizer               : Optimizer factory (<http://www.juliaopt.org/JuMP.jl/v0.19.0/solvers/>).
--   setting                 : PowerModels settings (<https://github.com/lanl-ansi/PowerModels.jl/blob/e28644bf85232a5322adeeb847c0d18b7ff4f235/src/core/base.jl#L6-L34>)) .
--   verbose                 : Boolean to indicate information prints.
--   stage_hours             : Number of hours in each stage.
+-   stages::Int                      : Number of stages.
+-   model_constructor_grid           : Default Network formulation (Types from <https://github.com/lanl-ansi/PowerModels.jl>).
+-   model_constructor_grid_backward  : Network formulation used in backward (Types from <https://github.com/lanl-ansi/PowerModels.jl>).
+-   model_constructor_grid_forward   : Network formulation used in forward (Types from <https://github.com/lanl-ansi/PowerModels.jl>).
+-   post_method                      : The post method.
+-   optimizer                        : Default optimizer factory (<http://www.juliaopt.org/JuMP.jl/v0.19.0/solvers/>).
+-   optimizer_backward               : Optimizer factory used in backward (<http://www.juliaopt.org/JuMP.jl/v0.19.0/solvers/>).
+-   optimizer_forward                : Optimizer factory used in forward(<http://www.juliaopt.org/JuMP.jl/v0.19.0/solvers/>).
+-   setting                          : PowerModels settings (<https://github.com/lanl-ansi/PowerModels.jl/blob/e28644bf85232a5322adeeb847c0d18b7ff4f235/src/core/base.jl#L6-L34>)) .
+-   verbose                          : Boolean to indicate information prints.
+-   stage_hours                      : Number of hours in each stage.
+-   discount_factor                  : The discount factor.
+-   cycle_probability                : Probability of restart the horizon.
 """
 function create_param(;
     stages::Int=1,
-    model_constructor_grid=DCPPowerModel,
-    model_constructor_grid_backward=model_constructor_grid,
-    model_constructor_grid_forward=model_constructor_grid_backward,
-    post_method=PowerModels.build_opf,
-    optimizer=GLPK.Optimizer,
-    optimizer_backward=optimizer,
-    optimizer_forward=optimizer_backward,
-    setting=Dict("output" => Dict("branch_flows" => true, "duals" => true)),
-    verbose=false,
-    stage_hours=1,
+    model_constructor_grid::Type=DCPPowerModel,
+    model_constructor_grid_backward::Type=model_constructor_grid,
+    model_constructor_grid_forward::Type=model_constructor_grid_backward,
+    post_method::Function=PowerModels.build_opf,
+    optimizer::DataType=GLPK.Optimizer,
+    optimizer_backward::DataType=optimizer,
+    optimizer_forward::DataType=optimizer_backward,
+    setting::Dict=Dict("output" => Dict("branch_flows" => true, "duals" => true)),
+    verbose::Bool=false,
+    stage_hours::Int=1,
     discount_factor::Float64=1.0,
+    cycle_probability::Float64=0.0,
 )
     params = Dict()
     params["stages"] = stages
     params["stage_hours"] = stage_hours
     params["discount_factor"] = discount_factor
+    params["cycle_probability"] = cycle_probability
     params["model_constructor_grid"] = model_constructor_grid
     params["model_constructor_grid_backward"] = model_constructor_grid_backward
     params["model_constructor_grid_forward"] = model_constructor_grid_forward

diff --git a/src/build_model.jl b/src/build_model.jl
@@ -71,6 +71,9 @@ function build_graph(params::Dict)
         SDDP.add_node(graph, t)
         SDDP.add_edge(graph, t - 1 => t, params["discount_factor"])
     end
+    if params["cycle_probability"] > 0.0
+        SDDP.add_edge(graph, params["stages"] => 1, params["cycle_probability"])
+    end
     return graph
 end
 

diff --git a/src/constraint.jl b/src/constraint.jl
@@ -96,10 +96,16 @@ function constraint_min_volume_violation(sp, data::Dict, last_stage::Bool)
         sp,
         min_volume_violation_bound[r=1:data["hydro"]["nHyd"]],
         sp[:min_volume_violation][r] >=
-            (last_stage ? 
-            max(data["hydro"]["Hydrogenerators"][r]["min_volume"], data["hydro"]["Hydrogenerators"][r]["final_volume"]) :
-            data["hydro"]["Hydrogenerators"][r]["min_volume"]) 
-            - sp[:reservoir][r].out
+            (
+            if last_stage
+                max(
+                data["hydro"]["Hydrogenerators"][r]["min_volume"],
+                data["hydro"]["Hydrogenerators"][r]["final_volume"],
+            )
+            else
+                data["hydro"]["Hydrogenerators"][r]["min_volume"]
+            end
+        ) - sp[:reservoir][r].out
     )
     return nothing
 end