Infeasible solution after increasing the time horizon

[InDZone]

Respected Sir,

I am working on the code and it solves perfectly when the time period of my study is 18 but increasing my time frame above that causes my program to result in an infeasible solution. What might be the problem?  

Thank you.

[Johan Löfberg]

The problem is simply what you are saying. 

I presume you are doing MPC. The following non-sense model will behave exactly the same

x(k+1) = 1.1*x(k) + 0*u

minimize what ever subject to what ever and x <= 5.56, with x(1)=1

[InDZone]

Actually I am solving the cost optimization for the IEEE 33 bus power distribution system with energy storage model.

[InDZone]

The energy storage model has the following constraint. Is it affecting my program as I could not identify what is causing the problem for the simulation for more than 18 time period?

CONS_CAES = [ CONS_CAES;
    H(1,T+1)-H(1,T)==((h(1,T)*etaex*deltat-h(2,T)*deltat/etaex))/(baseMVA*1000);
    pr(1,T+1)-pr(1,T)==Kp*(m(1,T)-m(2,T))/1000;
];

[Johan Löfberg]

I am just saying that it can easily be that you have a problem which works on a short horizon but not on a long. I can have a money spending strategy that works great for 18 month plan, but then in a 19 month plan it fails, as I run out of money and simply cannot fulfill my obligations.

To find out what the problem is, you do standard feasibility analysis by removing/slacking constraints

https://yalmip.github.io/debugginginfeasible