Decision Variable Time Lag

Units: -
Default Value: 0
Validation Rule: Any Value
Description: Time lag for terms in the generic decision variable definition.
Detail:

Decision Variable Time Lag allows you to define a decision variable that corresponds to variables in the simulation in a previous/next time period. For example you might want to define a variable that represents the Generation of a Generator in the simulation period immediate preceding the current period. In this case the Time Lag would be set to one.

When the Time Lag is negative, the definition constraints in the last few periods are freed as they involve variables in the next simulation step. Accordingly, the decision variables corresponding to these periods are not constrained but their values can be set via the lower/upper bound properties.

Another way to realize the negative Time Lag constraints is by introducing some positive Time Lag decision variables and moving the constraints involving future variables to the next optimization step. However, we should not break the links between steps and the first few constraints in the first simulation step involving these decision variables might cause infeasibility which, however, can be solved by freeing these constraints by setting both the constraint sense and RHS.

It is important to understand that Time Lag only works when you use a Definition Constraint and does not apply when you refer to the Decision Variable via the Constraint Decision Variables Value Coefficient.

Thus the method for defining a Time Lag is:

You may then refer to this time-lagged Decision Variable in other Constraint objects with the Constraint Decision Variables Value Coefficient.

Note

  • Decision Variable's with Time Lag defined will be excluded from any non-chronological simulation phases.
  • When different interval resolution is applied to look ahead periods, the time-lagged variable definition would be incorrect.

Time Lag can be applied to the following coefficients:

Constraint Generators

Constraint Storages

Constraint Waterways

Constraint Fuels

Constraint Reserves

Constraint Decision Variables

Constraint Gas Plants

Constraint Water Plants

Example

In the following example we define a ramp constraint across two generators "Baseload" and "Intermediate" of 10 MW in any period. The objects defined are:

Class Name Category Description
Constraint Generation(t) Definition - Definition for Decision Variable "Generation(t)"
Constraint Generation(t-1) Definition - Definition for Decision Variable "Generation(t-1)"
Constraint Max Ramp Up - Constraint on ramp up rate
Constraint Max Ramp Down - Constraint on ramp down rate
Decision Variable Generation(t) - Generation in current period
Decision Variable Generation(t-1) - Generation in previous period

The memberships are:

Collection Parent Name Child Name
Generator.Constraints Generation(t) Definition Baseload
Generator.Constraints Generation(t) Definition Intermediate
Generator.Constraints Generation(t-1) Definition Baseload
Generator.Constraints Generation(t-1) Definition Intermediate
Constraint.Decision Variables Max Ramp Up Generation(t)
Constraint.Decision Variables Max Ramp Up Generation(t-1)
Constraint.Decision Variables Max Ramp Down Generation(t)
Constraint.Decision Variables Max Ramp Down Generation(t-1)
Decision Variable.Definition Generation(t) Generation(t) Definition
Decision Variable.Definition Generation(t-1) Generation(t-1) Definition

The attributes are:

Membership Attribute Value
Decision Variable ( Generation(t) ) Time Lag 0
Decision Variable ( Generation(t-1) ) Time Lag 1

The properties are:

Membership Property Value Units Band
Constraint ( Generation(t) Definition ) RHS 0 - 1
Constraint ( Generation(t-1) Definition ) RHS 0 - 1
Constraint ( Max Ramp Down ) Sense 1 - 1
Constraint ( Max Ramp Down ) RHS -10 - 1
Constraint ( Max Ramp Up ) Sense -1 - 1
Constraint ( Max Ramp Up ) RHS 10 - 1
Constraint ( Generation(t) Definition ).Generators ( Baseload ) Generation Coefficient -1 - 1
Constraint ( Generation(t) Definition ).Generators ( Intermediate ) Generation Coefficient -1 - 1
Constraint ( Generation(t-1) Definition ).Generators ( Baseload ) Generation Coefficient -1 - 1
Constraint ( Generation(t-1) Definition ).Generators ( Intermediate ) Generation Coefficient -1 - 1
Constraint ( Max Ramp Down ).Decision Variables ( Generation(t) ) Value Coefficient 1 - 1
Constraint ( Max Ramp Down ).Decision Variables ( Generation(t-1) ) Value Coefficient -1 - 1
Constraint ( Max Ramp Up ).Decision Variables ( Generation(t) ) Value Coefficient 1 - 1
Constraint ( Max Ramp Up ).Decision Variables ( Generation(t-1) ) Value Coefficient -1 - 1

This produces equations like the following:

 Con_Generation(t) Definition{1}: - GenLoad_Baseload{1} - GenLoad_Intermediate{1} + Var_Generation(t){1} = 0 
 Con_Generation(t) Definition{2}: - GenLoad_Baseload{2} - GenLoad_Intermediate{2} + Var_Generation(t){2} = 0 
 ...
 Con_Generation(t-1) Definition{1}: Var_Generation(t-1){1} = 40 
 Con_Generation(t-1) Definition{2}: - GenLoad_Baseload{1} - GenLoad_Intermediate{1} + Var_Generation(t-1){2} = 0 
 ...
 Con_Max_Ramp_Down{1}:  Var_Generation_(t){1} - Var_Generation_(t_1){1} >= -10
 Con_Max_Ramp_Down{2}:  Var_Generation_(t){2} - Var_Generation_(t_1){2} >= -10
 ...
 Con_Max Ramp Up{1}: Var_Generation(t){1} - Var_Generation(t-1){1} <= 10 
 Con_Max Ramp Up{2}: Var_Generation(t){2} - Var_Generation(t-1){2} <= 10 
 ...

Note that we have also set Generator Initial Generation for "Baseload" of 40 and "Intermediate" of zero, which is necessary when using time-lagged coefficients.