big M problem with binary variable

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Komnas Kotsis

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Apr 22, 2016, 2:24:07 AM4/22/16
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This is my model. Equations condition_1 , condition_2, condition_3 accordingly refer to the bigM method. So, 

  1. when my reference_actual(s) value is more than 1, binary variable u1(s)=1 and u2(s)=0  and u3(s)=0.
  2. when my reference_actual(s) value is between 0.97 and 1, binary variable u2(s) =1,  one and u1(s)=0  and u3(s)=0.
  3. Otherwise,when my reference_actual(s) value is less than 0.97, binary variable u3(s) =1  and u2(s)=0  and u1(s)=0.

I don't know why but the model gives me sometimes even other values than zero or one for the binary variable.



$title Minimize_cost for random load profile


SETS
t                                 #set of time slots
        /1*10/
s                                 #set of different scenaria for DSM activation
        /1*10/


$setglobal path "C:\Users\Komnas\Desktop\";

*##data for load profile##########
*#################################

$call =xls2gms r=b2:c11  i=%path%case_1.xls o=%path%DEMAND.inc
*                                                        #Consumption of the producer KW
PARAMETER DEMAND(t)                /
$include %path%DEMAND.inc
/
;
display   DEMAND;

*##data for electricity price##########
*######################################

$call =xls2gms r=b2:b11;d2:d11 i=%path%case_1.xls o=%path%EL_PRICE.inc
*                                                        #Electricity price input data
PARAMETER EL_PRICE(t)               /
$include %path%EL_PRICE.inc
/
;
display   EL_PRICE;

*##data for different senaria####
*################################

$call =xls2gms r=b2:b11;f2:f11 i=%path%case_1.xls o=%path%A_SCENARIO.inc
*                                                        #Probability of Scenario to be examined
PARAMETER A_SCENARIO(s)             /
$include %path%A_SCENARIO.inc
/
;
display   A_SCENARIO;


*##data for activation of DSM####
*################################

TABLE

BINARY_ACTIVATION(t, s)

        1      2    3   4    5    6    7    8    9   10
1       1      0    1   0    0    0    1    0    0    0
2       1      1    0   0    0    0    0    0    0    0
3       0      0    0   1    0    1    0    0    0    0
4       0      0    0   0    1    0    0    0    0    0
5       0      0    1   0    0    0    1    0    1    0
6       1      0    0   0    0    0    1    1    0    0
7       0      0    0   0    0    0    0    0    0    0
8       0      0    0   1    1    0    0    0    0    0
9       1      1    0   1    0    0    0    0    1    0
10      1      0    0   0    0    1    1    1    0    0

;

display BINARY_ACTIVATION ;



PARAMETERS

CONSUMPTION_PER_UNIT                                    #Electricity consumption per 1 unit tonne production of chlorine           /3.4/

PRODUCT_PRICE                                           #The price that industry shell their product                               /850/

UNSHEDABLE_LOAD                                         #The capacity that cannot be offered to grid MW                            /30/

PENALTY_PRICE                                           #Price that producer has to pay for penalty                                /100/

REMUNERATION_RESERVATION                                #The price that ELIA remunarates producer for offering flexibility         /1.41/

REMUNERATION_ACTIVATION                                 #The price that ELIA remunarates producer for activation of DSM €\MWh      /78/

HOURS_ACTIVE_DSM                                        #Total time in Hours that DSM is activated- defined in contract            /3/

TIME                                                    #Total time of contracted period

SHEDDIND_LIMIT                                          #Marginal level real demand under this level when DSM activated            /60/

ACTIV

BIG  /15/

;

TIME = card(t);
ACTIV = smax(t, DEMAND(t));

POSITIVE VARIABLES

        dsm(t,s)                                        #Demand response for each time interval

        real_load(t,s)                                  #Actual load consumed demand response is applied

        units(t,s)                                      #Units produced per time interval by selling the product

        total_DSM                                       #Total activation of DSM during the whole period

        revenue_sales(t,s)                              #Revenue the T time slot earning by selling each unit

        reservetion_advance_revenue                     #Revenue come from DSM reservation price                                                                            €

        activ_remun_revenue(t,s)                        #Revenue come from each MW activated as DSM

        contract_volume

        advance

        reference_actual(s)

        extra_remuneration(s)

        extra_penal_1(s)

        extra_penal_2(s)

        activation(s)

        activ2(s)
        dsmreal(s)


;


BINARY VARIABLE

         u1
         u2
         u3
;
VARIABLES


        cost                                            #Total cost of industry from production procces and DSM activation

        divergence_contract(s)                          #The difference between the signed contract and the sumation of DSM all over the period

        payback_or_revenue(s)                           #Extra remuneration or penalty according to the reference per actual provision of reserve


;
*************
**Equations**
*************


EQUATIONS

        ob_funct                                        #Objective function (maximize profit for producer)
        real_demand(t,s)                                #Calculation of the actual consumption (after modification of DSM)
        n_units(t,s)                                    #Number of units (Depends on the hourly actual consumption)
        revenues(t,s)                                   #Calculation of revenue the T time slot came from sell of each unit
        least_unshedable_load(t,s)                      #The unshedable load level of industry
        advance_calc                                    #Calculation of reservation revenue advance that elia pays to the customer for flexibility
        activation_remuneration(t,s)                    #Calculation of activation revenue
        diverg_contract(s)                              #Residue from the agreed contract volume

        condition(t,s)                                  #Condition to ensure that product respects the limits set by ELIA = 5 MW
        contract_volume_max
        interruptible_DSM(t,s)
        ref_per_act(s)                                  #Reference per actual provision of reserve

*        extra_remun_calc(s)
*        extra_pen_calc_1(s)
*        extra_pen_calc_2(s)

*        payback_revenue(s)                              #Calculation of extra remuneration or penalty

        condition_1(s)                                  #condition to aply the bigM conditions
        condition_2(s)
        condition_3(s)

*        condition_5(s)

;

*#################################
*######problem formulation########
*#################################

ob_funct..

        cost
                =e=
                        sum(s,

                                A_SCENARIO(s) * (

                                         + sum(t, real_load(t,s) * EL_PRICE(t))

                                         - sum(t, revenue_sales(t,s))

                                         - sum(t, activ_remun_revenue(t,s))

                                         - reservetion_advance_revenue

*                                        + payback_or_revenue(s))
                                       )
                            );




contract_volume_max..

 contract_volume =l= sum(t, DEMAND(t))/TIME - SHEDDIND_LIMIT ;
*        contract_volume =l= smax(t, DEMAND(t));




*###########################
*####CONSTRAINTS############
*###########################

*#To ensure that product respects the limits
condition(t,s)..

dsm(t,s) =l= ACTIV - UNSHEDABLE_LOAD;
*         dsm(t,s)

*                         =l= dsm(t,s) + BIG * (1 - BINARY_ACTIVATION(t,s));


*#In this ICH product  target is fixed the shedding limit
interruptible_DSM(t,s)..

        dsm(t,s)

                          =g=

                              (DEMAND(t) - SHEDDIND_LIMIT)* BINARY_ACTIVATION(t,s);


*#Actual Offtake energy from grid [MW]
real_demand(t,s)..

        real_load(t,s) =e= DEMAND(t) - dsm(t,s)* BINARY_ACTIVATION(t,s) ;


*#Number of units produced per time slot
n_units(t,s)..

        units(t,s) =e= real_load(t,s) / CONSUMPTION_PER_UNIT ;


*#Calculation of revenue the T time slot, came from sell of each unit
revenues(t,s)..

        revenue_sales(t,s) =e= units(t,s) * PRODUCT_PRICE ;


*#To ensure that we don't overpass the unshedable load level of industry
least_unshedable_load(t,s)..

        real_load(t,s) =g= UNSHEDABLE_LOAD ;


*#Calculation of activation remuneration revenue in €
activation_remuneration(t,s)..

        activ_remun_revenue(t,s)

                =e= dsm(t,s) * BINARY_ACTIVATION(t,s) * REMUNERATION_ACTIVATION ;


*#Calculation of reservation revenue,advances
advance_calc..

        reservetion_advance_revenue

                =e= TIME * REMUNERATION_RESERVATION * contract_volume ;
*                   hours           €/ÌW/ h               MW


*#calculation if there is a residue from the agreed contract volume
diverg_contract(s)..

        divergence_contract(s)

                =e= sum(t, BINARY_ACTIVATION(t,s) * (contract_volume - dsm(t,s)) ) ;


*#reference per actual provision of reserve
ref_per_act(s)..

         reference_actual(s)

                =e= sum(t, BINARY_ACTIVATION(t,s) * dsm(t,s)) /

                                 ( sum(t,BINARY_ACTIVATION(t,s) * contract_volume) + 0.000001 ) ;



*#we use these binary variables to take the different cases of reference per actual provision of reserve
*condition_1(s)..

u1(s) + u2(s) + u3(s) =e= 1   ;


*#if the average power reserve actually provided is between  97-100% of the reference power reserve
condition_2(s)..


          reference_actual(s)  =l=  0.97 + BIG * u2(s) ;



*#if the average power reserve actually provided is more than  100% of the reference power reserve
*#should be changed

condition_3(s)..

         reference_actual(s) =l=  1 + BIG * u1(s)  ;


*extra_remun_calc(s)..

*         extra_remuneration(s)

*                 =e=

*                          u1(s)  *      ( - divergence_contract(s) * 1.2 * REMUNERATION_RESERVATION )  ;

*extra_pen_calc_1(s)..

*         extra_penal_1(s)

*                 =e=
*                          u2(s)  *        reservetion_advance_revenue ;

*extra_pen_calc_2(s)..

*         extra_penal_2(s)

*                  =e=
*                          u3(s) * (
*                                         + divergence_contract(s) * 1.2 * REMUNERATION_RESERVATION
*                                         + reservetion_advance_revenue )  ;




*#calculiation of extra remuneration or penalty to be paid in ELIA
*payback_revenue(s)..

*                payback_or_revenue(s)


*                                          =e=

*                                                + extra_remuneration(s)


*                                                - extra_penal_1(s)


*                                                - extra_penal_2(s)   ;
;


MODEL Minimization_cost /all/;


SOLVE Minimization_cost USING minlp  minimization cost ;




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