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 |
| Detail: |
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.
| 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 |
See also: