Facility Unit Commitment Non-anticipativity

Units:	$
Mode:	Input Only
Multi-band:	False
Default Value:	0
Validation Rule:	Any Value
Key Property:	No
Description:	Price for violating non-anticipativity constraints in scenario-wise decomposition mode

Facility Unit Commitment Non-anticipativity applies to multi-sample simulations with Stochastic Method = "Stochastic" i.e. stochastic optimization using scenario-wise decomposition. It is used to identify the non-anticipative Unit Commitment decisions, can optionally be set in combination with Unit Commitment Non-anticipativity Time.

Defining the property adds the following "non-anticipativity" constraints to the formulation:

Units Operating_(s,t) = Units Operating_(s+1,t) ∀s < S

where:
s is the sample number
S = Stochastic Risk Sample Count

The property can take any value, but there are two special cases to consider:

Non-anticipative (value = -1): There is no recourse on the decisions for this facility inside the defined time. The non-anticipativity constraints (as above). The value of -1 in effect means a penalty of 'infinity' on the non-anticipativity constraints.
Recourse (value = 0): There is full recourse on the decisions. The non-anticipativity constraints are relaxed and the optimization is free to set the unit commitment decisions in each stochastic sample separately.

Any positive value then acts as a penalty on anticipating the values of the uncertain inputs. It is a useful feature that the non-anticipativity can be relaxed over time as Table 1.

The property is commonly used in short-term two-stage stochastic unit commitment models to ensure that unit commitment decisions do not anticipate future information.

Table 1: Unit Commitment Non-anticipativity Example
Facility	Property	Value	Unit	Memo
Big Plant	Unit Commitment Non-anticipativity	-1	$	This value acts like infinity, so no recourse is available
Big Plant	Unit Commitment Non-anticipativity Time	36	hrs
Small Plant	Unit Commitment Non-anticipativity	0	$	Full recourse is available on unit commitment of this unit