Time-varying bid problems with PowerSimulations.jl

Originally Contributed by: Sourabh Dalvi

Introduction

PowerSimulations.jl supports the construction of Operations problems in power system with three part cost bids for each time step. MarketBidCost allows the user to pass a time-series of variable cost for energy and ancillary services jointly. This example shows how to build a Operations problem with MarketBidCost and how to add the time-series data to the devices.

Dependencies

Modeling Packages

using PowerSystems
using PowerSimulations
const PSI = PowerSimulations

PowerSimulations

Data management packages

using PowerSystemCaseBuilder
using Dates
using DataFrames
using TimeSeries

Optimization packages

using HiGHS #solver

Data

Create a System from RTS-GMLC data

sys = build_system(PSITestSystems, "modified_RTS_GMLC_DA_sys")

Creating the Time Series data for Energy bid

MultiDay = collect(
    DateTime("2020-01-01T00:00:00"):Hour(1):(DateTime("2020-01-01T00:00:00") + Hour(8783)),
);

Adding a MarketBidCost time series

Here we add the energy bid time series to the system. The TimeSeriesData that holds the energy bid data can be of any type (i.e. SingleTimeSeries or Deterministic), but it has to be consistent with the existing data in the sys. So, we'll first remove the existing DeterministicSingleTimeSeries, then add the bid time series as SingleTimeSeries, then re-transform all of the time series in sys.

remove_time_series!(sys, DeterministicSingleTimeSeries)

for gen in get_components(ThermalGen, sys)
    varcost = get_operation_cost(gen)
    data = TimeArray(MultiDay, repeat([get_cost(get_variable(varcost))], 8784))
    _time_series = SingleTimeSeries("variable_cost", data)
    add_time_series!(sys, gen, _time_series)
    #set_variable_cost!(sys, gen, _time_series)
end

Transforming SingleTimeSeries into Deterministic

transform_single_time_series!(sys, 24, Dates.Hour(24))

In the OperationsProblem example we defined a unit-commitment problem with a copper plate representation of the network. Here, we want do define unit-commitment problem with ThermalMultiStartUnitCommitment formulation for thermal device representation.

For now, let's just choose a standard UC formulation.

uc_template = template_unit_commitment()

And adjust the thermal generator formulation to use ThermalMultiStartUnitCommitment

set_device_model!(uc_template, ThermalMultiStart, ThermalMultiStartUnitCommitment)

Now we can build a 4-hour economic dispatch problem with the RTS data.

solver = optimizer_with_attributes(HiGHS.Optimizer, "mip_rel_gap" => 0.5)

problem = DecisionModel(uc_template, sys, horizon = 4, optimizer = solver)
build!(problem, output_dir = mktempdir())

PowerSimulations.BuildStatusModule.BuildStatus.BUILT = 0

And solve it ...

solve!(problem)

PowerSimulations.RunStatusModule.RunStatus.SUCCESSFUL = 0