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Optimization Problem Formulation

Here, we describe how to load provided non time-series dependent data or your non time-series dependent data as OptDataCEP. We second describe the datatypes within the OptDataCEP and how to access it.

General

The capacity expansion problem (CEP) is designed as a linear optimization model. It is implemented in the algebraic modeling language JUMP. The implementation within JuMP allows to optimize multiple models in parallel and handle the steps from data input to result analysis and diagram export in one open source programming language. The coding of the model enables scalability based on the provided data input, single command based configuration of the setup model, result and configuration collection for further analysis and the opportunity to run design and operation in different optimizations.

Plot

The basic idea for the energy system is to have a spacial resolution of the energy system in discrete nodes. Each node has demand, non-dispatchable generation, dispatachable generation and storage capacities of varying technologies connected to itself. The different energy system nodes are interconnected with each other by transmission lines. The model is designed to minimize social costs by minimizing the following objective function:

$$min \sum_{account,tech}COST_{account,'EUR/USD',tech} + \sum LL \cdot cost_{LL} + LE \cdot cos_{LE}$$

Sets

The models scalability is relying on the usage of sets. The elements of the sets are extracted from the input data and scale the different variables. An overview of the sets is provided in the table. Depending on the models configuration the necessary sets are initialized.

The sets are setup as a dictionary and organized as set[tech_name][tech_group]=[elements...], where:

  • tech_name is the name of the dimension like e.g. tech, or node
  • tech_group is the name of a group of elements within each dimension like e.g. ["all", "generation"]. The group 'all' always contains all elements of the dimension
  • [elements...] is the Array with the different elements like ["pv", "wind", "gas"]
name description
lines transmission lines connecting the nodes
nodes spacial energy system nodes
tech generation, conversion, storage, and transmission technologies
carrier carrier that an energy balance is calculated for electricity, hydrogen...
impact impact categories like EUR or USD, CO 2 − eq., ...
account fixed costs for installation and yearly expenses, variable costs
infrastruct infrastructure status being either new or existing
time K numeration of the representative periods
time T period numeration of the time intervals within a period
time T point numeration of the time points within a period
time I period numeration of the time invervals of the full input data periods
time I point numeration of the time points of the full input data periods
dir transmission direction of the flow uniform with or opposite to the lines direction

Variables

The variables can have different types:

  • cv: cost variable - information of the costs
  • dv: design variable - information of the energy system design
  • ov: operation variable - information of the energy system operation
  • sv: slack variable - information of unmet demands or exceeded emission limits An overview of the variables used in the CEP is provided in the table:
name type dimensions unit description
COST cv [account,impact,tech] EUR/USD, LCA-categories Costs
CAP dv [tech,infrastruct,node] MW Capacity
GEN ov [tech,carrier,t,k,node] MW Generation
SLACK sv [carrier,t,k,node] MW Power gap, not provided by installed CAP
LL sv [carrier] MWh LoastLoad Generation gap, not provided by installed CAP
LE sv [impact] LCA-categories LoastEmission Amount of emissions that installed CAP crosses the Emission constraint
INTRASTOR ov [tech,carrier,t,k,node] MWh Storage level within a period
INTERSTOR ov [tech,carrier,i,node] MWh Storage level between periods of the full time series
FLOW ov [tech,carrier,dir,t,k,line] MW Flow over transmission line
TRANS ov [tech,infrastruct,lines] MW maximum capacity of transmission lines

Running the Capacity Expansion Problem

!!! note The CEP model can be run with many configurations. The configurations themselves don't mess with each other though the provided input data must fulfill the ability to have e.g. lines in order for transmission to work.

An overview is provided in the following table:

description unit configuration values type default value
enforce an emission-limit kg-impact/MWh-carrier limit_emission Dict{String,Number}(impact/carrier=>value) ::Dict{String,Number} Dict{String,Number}()
including existing infrastructure (no extra costs) and limit infrastructure - infrastructure Dict{String,Array}("existing"=>[tech-groups...], "limit"=>[tech-groups...]) ::Dict{String,Array} Dict{String,Array}("existing"=>["demand"])
type of storage implementation - storage_type "none", "simple" or "seasonal" ::String "none"
allowing conversion (necessary for storage) - conversion true or false ::Bool false
allowing demand - demand true or false ::Bool true
allowing dispatchable generation - dispatchable_generation true or false ::Bool false
allowing non dispatchable generation - non_dispatchable_generation true or false ::Bool true
allowing transmission - transmission true or false ::Bool false
fix. var and CEO to dispatch problem - fixed_design_variables design variables from design run or nothing ::OptVariables nothing
allowing lost load (necessary for dispatch) price/MWh-carrier lost_load_cost Dict{String,Number}(carrier=>value) ::Dict{String,Number} Dict{String,Number}()
allowing lost emission (necessary for dispatch) price/kg-impact lost_emission_cost Dict{String,Number}(impact=>value) ::Dict{String,Number} Dict{String,Number}()

They can be applied in the following way:

run_opt

Transmission

A CapacityExpansion model can be run with or without the technology transmission. !!! note If the technology transmission is not modeled (transmission=false), the transmission between nodes is not restricted, which is equivalent to a copperplate assumption.

!!! note Include transmission=true and infrastructure = Dict{String,Array}("existing"=>[...,"transmission"], "limit"=>[...,"transmission"]) to model existing transmission and limit the total transmission TRANS to the values defined in the lines.csv file. If no new transmission should be setup, use the same values for existing transmission and the limit.

Solver

The package provides no optimizer and a solver has to be added separately. For the linear optimization problem suggestions are:

  • Clp as an open source solver
  • Gurobi as a proprietary solver with free academic licenses. Gurobi is faster than Clp and we prefer it in the academic setting.
  • CPLEX as an alternative proprietary solver

Install the corresponding julia-package for the solver and call its optimizer like e.g.:

using Pkg
Pkg.add("Clp")
using Clp
optimizer=Clp.Optimizer

Solver Configuration

Depending on the Solver different solver configurations are possible. The information is always provided as Dict{Symbol,Any}. The keys of the dictionary are the parameters and the values of the dictionary are the values passed to the solver.

For example the Gurobi solver can be configured to have no OutputFlag and run on two threads (per julia thread) the following way:

optimizer_config=Dict{Symbol,Any}(:OutputFlag => 0, :Threads => 2)

Further information on possible keys for Gurobi can be found at Gurobi parameter description.

Scaling

The package features the scaling of variables and equations. Scaling variables, which are used in the numerical model, to 0.01 ≤ x ≤ 100 and scaling equations to 3⋅x = 1 instead of 3000⋅x = 1000 improves the shape of the optimization space and significantly reduces the computational time used to solve the numerical model.

The values are only scaled within the numerical model formulation, where we call the variable VAR, but the values are unscaled in the solution, which we call real-VAR. The following logic is used to scale the variables: real-VAR [EUR, USD, MW, or MWh] = scale[:VAR] ⋅ VAR 0.01 ≤ VAR ≤ 100 ⇔ 0.01 ≤ real-VAR / scale[:VAR] ≤ 100

The equations are scaled with the scaling parameter of the first variable, which is scale[:COST] in the following example: scale[:COST]⋅COST = 10⋅scale[:CAP]⋅CAP ⇔ COST = 10⋅(scale[:CAP]/scale[:COST])⋅CAP

Change scaling parameters

Changing the scaling parameters is useful if the data you use represents a much smaller or bigger energy system than the ones representing Germany and California provided in this package Determine the right scaling parameters by checking the real-values of COST, CAP, GEN... (real-VAR) in a solution using your data. Select the scaling parameters to match the following: 0.01 ≤ real-VAR / scale[:VAR] ≤ 100 Create a dictionary with the new scaling parameters for EACH variable and include it as the optional scale input to overwrite the default scale in run_opt:

scale=Dict{Symbol,Int}(:COST => 1e9, :CAP => 1e3, :GEN => 1e3, :SLACK => 1e3, :INTRASTOR => 1e3, :INTERSTOR => 1e6, :FLOW => 1e3, :TRANS =>1e3, :LL => 1e6, :LE => 1e9)
scale_result = run_opt(ts_clust_data,cep_data,optimizer;scale=scale)

Adding another variable

  • Extend the default scale-dictionary in the src/optim_problems/run_opt-file to include the new variable as well.
  • Include the new variable in the problem formulation in the src/optim_problems/opt_cep-file. Reformulate the equations by dividing them by the scaling parameter of the first variable, which is scale[:COST] in the following example: scale[:COST]⋅COST = 10⋅scale[:CAP]⋅CAP + 100 ⇔ COST = 10⋅(scale[:CAP]/scale[:COST])⋅CAP + 100/scale[:COST]