Storage Trajectory Non-anticipativity

Units:	$/MWh
Mode:	Input Only
Multi-band:	True
Default Value:	-1
Validation Rule:	Any Value
Key Property:	No
Description:	Price for violating non-anticipativity constraints in scenario-wise decomposition mode
Detail:

Storage Trajectory Non-anticipativity is the penalty applied to violation of the 'non-anticipativity' constraints - those that force the storage release decisions across multiple samples to be identical i.e. that prevent the optimization from anticipating the Natural Inflow. The default value of -1 means the constraints are hard i.e. the same storage trajectory decision must be made for all samples.

For all stochastic optimization problems, except SDDP, defining the property adds the following constraints to the formulation:

End Volume_(s,t) = End Volume_(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 the release decisions from the storage 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 releases in each stochastic sample separately.

For SDDP, setting this property to-1 simply indicates that this is a stochastic storage.

This property can be defined in combination with Trajectory Non-anticipativity Volume to define a multi-band function.

Table 1: Trajectory Non-anticipativity
Property	Value	Units	Band
Trajectory Non-anticipativity	0	$/MW	1
Trajectory Non-anticipativity	1000	$/MW	2
Trajectory Non-anticipativity Volume	1	GWh	1
Trajectory Non-anticipativity Volume	1000	GWh	2

Note that the units of Trajectory Non-anticipativity are $/MWh while Trajectory Non-anticipativity Volume is in units of storage (e.g.GWh, CMD, AF) and thus internally a conversion is made for this penalty to units of storage and this is done by using either Downstream Efficiency or if that is not defined then by computing the Potential Energy.