improve support for pwl uc functions and add test (#795)

CHANGELOG.md

@@ -2,6 +2,7 @@ PowerModels.jl Change Log
 =========================
 
 ### Staged
+- Improved support for PWL costs with on/off generators
 - Added support for two-terminal HVDC lines to PSSE export (#754)
 - Improved formulation of `relaxation_sin_on_off` constraint (#786)
 

src/core/objective.jl

@@ -482,7 +482,12 @@ function objective_variable_pg_cost(pm::AbstractPowerModel, report::Bool=true)
         pg_cost = var(pm, n)[:pg_cost] = Dict{Int,Any}()
 
         for (i,gen) in ref(pm, n, :gen)
-            points = calc_pwl_points(gen["ncost"], gen["cost"], gen["pmin"], gen["pmax"])
+            pg_vars = [var(pm, n, :pg, i)[c] for c in conductor_ids(pm, n)]
+            pmin = sum(JuMP.lower_bound.(pg_vars))
+            pmax = sum(JuMP.upper_bound.(pg_vars))
+
+            # note pmin/pmax may be different from gen["pmin"]/gen["pmax"] in the on/off case
+            points = calc_pwl_points(gen["ncost"], gen["cost"], pmin, pmax)
 
             pg_cost_lambda = JuMP.@variable(pm.model,
                 [i in 1:length(points)], base_name="$(n)_pg_cost_lambda",
@@ -497,7 +502,7 @@ function objective_variable_pg_cost(pm::AbstractPowerModel, report::Bool=true)
                 pg_expr += point.mw*pg_cost_lambda[i]
                 pg_cost_expr += point.cost*pg_cost_lambda[i]
             end
-            JuMP.@constraint(pm.model, pg_expr == sum(var(pm, n, :pg, i)[c] for c in conductor_ids(pm, n)))
+            JuMP.@constraint(pm.model, pg_expr == sum(pg_vars))
             pg_cost[i] = pg_cost_expr
         end
 
@@ -512,7 +517,13 @@ function objective_variable_dc_cost(pm::AbstractPowerModel, report::Bool=true)
         p_dc_cost = var(pm, n)[:p_dc_cost] = Dict{Int,Any}()
 
         for (i,dcline) in ref(pm, n, :dcline)
-            points = calc_pwl_points(dcline["ncost"], dcline["cost"], dcline["pminf"], dcline["pmaxf"])
+            arc = (i, dcline["f_bus"], dcline["t_bus"])
+            p_dc_vars = [var(pm, n, :p_dc)[arc][c] for c in conductor_ids(pm, n)]
+            pmin = sum(JuMP.lower_bound.(p_dc_vars))
+            pmax = sum(JuMP.upper_bound.(p_dc_vars))
+
+            # note pmin/pmax may be different from dcline["pminf"]/dcline["pmaxf"] in the on/off case
+            points = calc_pwl_points(dcline["ncost"], dcline["cost"], pmin, pmax)
 
             dc_p_cost_lambda = JuMP.@variable(pm.model,
                 [i in 1:length(points)], base_name="$(n)_dc_p_cost_lambda",
@@ -528,8 +539,7 @@ function objective_variable_dc_cost(pm::AbstractPowerModel, report::Bool=true)
                 dc_p_cost_expr += point.cost*dc_p_cost_lambda[i]
             end
 
-            arc = (i, dcline["f_bus"], dcline["t_bus"])
-            JuMP.@constraint(pm.model, dc_p_expr == sum(var(pm, n, :p_dc)[arc][c] for c in conductor_ids(pm, n)))
+            JuMP.@constraint(pm.model, dc_p_expr == sum(p_dc_vars))
             p_dc_cost[i] = dc_p_cost_expr
         end
 

test/data/matpower/case5_pwlc.m

@@ -17,11 +17,11 @@
 %% generator data
 %	bus	Pg	Qg	Qmax	Qmin	Vg	mBase	status	Pmax	Pmin
 mpc.gen = [
-	1	 40.0	 30.0	 30.0	 -30.0	 1.07762	 100.0	 1	 40.0	 0.0;
-	1	 170.0	 127.5	 127.5	 -127.5	 1.07762	 100.0	 1	 170.0	 0.0;
-	3	 324.498	 390.0	 390.0	 -390.0	 1.1	 100.0	 1	 520.0	 0.0;
-	4	 0.0	 -10.802	 150.0	 -150.0	 1.06414	 100.0	 1	 200.0	 0.0;
-	10	 470.694	 -165.039	 450.0	 -450.0	 1.06907	 100.0	 1	 600.0	 0.0;
+	1	 40.0	 30.0	 30.0	 -30.0	 1.07762	 100.0	 1	 40.0	  0.0;
+	1	 170.0	 127.5	 127.5	 -127.5	 1.07762	 100.0	 1	 170.0	 50.0;
+	3	 324.498	 390.0	 390.0	 -390.0	 1.1	 100.0	 1	 520.0	 100.0;
+	4	 0.0	 -10.802	 150.0	 -150.0	 1.06414	 100.0	 1	 200.0	50.0;
+	10	 470.694	 -165.039	 450.0	 -450.0	 1.06907	 100.0	 1	 600.0	60.0;
 ];
 
 %% generator cost data

test/opf-var.jl

@@ -404,6 +404,19 @@ end
             @test isapprox(result["objective"], 17613.2; atol = 1e0)
             @test isapprox(result["solution"]["gen"]["4"]["gen_status"], 0.0)
         end
+
+        @testset "5-bus uc pwl case" begin
+            data = parse_file("../test/data/matpower/case5_pwlc.m")
+            for (i,load) in data["load"]
+                load["pd"] = 0.5*load["pd"]
+            end
+            result = PowerModels._run_ucopf(data, DCPPowerModel, cbc_solver)
+
+            @test result["termination_status"] == OPTIMAL
+            @test isapprox(result["objective"], 8008.0; atol = 1e0)
+            @test isapprox(result["solution"]["gen"]["4"]["gen_status"], 0.0)
+            @test isapprox(result["solution"]["gen"]["5"]["gen_status"], 0.0)
+        end
     end