Interface Flow 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

Interface Flow Non-anticipativity applies when the Stochastic Method is set to "Scenario-wise Decomposition". It is used to identify the non-anticipative Interface flow decisions i.e. flows whose values must be determined in stage one of the two-stage stochastic optimization. This must be set in combination with Flow Non-anticipativity Time. The property can take any value, but there are two special cases to consider:

Non-anticipative (value = -1): There is no recourse on the flow decisions for this Interface. The simulation enforces the non-anticipativity constraints (that the flow must be identical across all S stochastic samples). The value of -1 in fact means a penalty of infinity on the non-anticipativity constraints.
Recourse (value = 0): There is full recourse on the flow decisions. The non-anticipativity constraints are relaxed and the stochastic optimization is free to optimize the flow 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 in the following example: