Facility Production Non-anticipativity

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

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

Defining the property adds the following constraints to the formulation:

Production_(s,t) = Production_(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 production in each stochastic sample separately.

The property is commonly used in medium or long-term Rolling Horizon models to ensure that Production decisions do not anticipate future information e.g. hydro inflows. Note that is generally not necessary to define this for the SDDP stochastic algorithm.

Table 1: Production Non-anticipativity Example
Facility	Property	Value	Units
A	Units	1	-
A	Max Operating Level	200	-
A	Production Non-anticipativity	-1	$
A	Production Non-anticipativity Time	12	h
B	Units	1	-
B	Max Operating Level	100	MW
B	Production Non-anticipativity	10000	$

For the example in Table 1 Facility "A" Production is a non-anticipative (or first-stage in a two-stage stochastic optimization) decision for the first 12 hours and a recourse (second-stage) decision after that time, whereas Facility "B" is a non-anticipative decision for all periods but with a penalty of $10,000 if the constraint is violated.