Reproducible Operations Research. An Application to Energy Systems Optimization
•
2 j'aime•955 vues
Presentación en las IV Jornadas de usuarios de R, Barcelona 15-16 noviembre 2012
Recommandé
Recommandé
Contenu connexe
En vedette
En vedette (19)
Similaire à Reproducible Operations Research. An Application to Energy Systems Optimization
Similaire à Reproducible Operations Research. An Application to Energy Systems Optimization (20)
Plus de Emilio L. Cano
Plus de Emilio L. Cano (20)
Dernier
Dernier (20)
Reproducible Operations Research. An Application to Energy Systems Optimization
- 1. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Reproducible Operations Research. An Application to Energy Systems Optimization Investigaci´on Operativa Reproducible. Aplicaci´on a la optimizaci´on de sistemas energ´eticos Emilio L. Cano1 Javier M. Moguerza1 1DEIO, Universidad Rey Juan Carlos, Madrid IV Jornadas de Usuarios de R, Barcelona 15 y 16 de noviembre de 2012 IV Jornadas de Usuarios de R, 2012 1/35
- 2. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Outline 1 Introduction Reproducible Research 2 Integrated Framework Symbolic Model Specification 3 Application The EnRima Project DSS Description Solver Manager Reporting IV Jornadas de Usuarios de R, 2012 2/35
- 3. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Outline 1 Introduction Reproducible Research 2 Integrated Framework Symbolic Model Specification 3 Application The EnRima Project DSS Description Solver Manager Reporting IV Jornadas de Usuarios de R, 2012 3/35
- 4. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Reproducible OResearch The goal of reproducible research is to tie specific instructions to data analysis and experimental data so that results can be recreated, better understood and verified IV Jornadas de Usuarios de R, 2012 4/35
- 5. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Workflow Needs Statistical Software Data Visualization Data Analysis Mathematical Representation Solver Input Generation Output Documentation IV Jornadas de Usuarios de R, 2012 5/35
- 6. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Approaches Copy-paste Inconsistencies Errors Out-of-date non-reproducible Painful changes Black box Compiled software for specific solutions IV Jornadas de Usuarios de R, 2012 6/35
- 7. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Outline 1 Introduction Reproducible Research 2 Integrated Framework Symbolic Model Specification 3 Application The EnRima Project DSS Description Solver Manager Reporting IV Jornadas de Usuarios de R, 2012 7/35
- 8. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography R as an Integrated Environment Advantages Open Source Reproducible Research and Literate Programming capabilities. Integrated framework for SMS, data, equations and solvers. Data Analysis (pre- and post-), graphics and reporting. IV Jornadas de Usuarios de R, 2012 8/35
- 9. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Symbolic Model Specification The SMS contains the mathematical representation of optimization models for all relevant energy subsystems and their interactions. This mathematical representation is composed of variables, parameters, and relations between them. Individual entities (variables and parameters) are identified through the indices representing the elements in different set. IV Jornadas de Usuarios de R, 2012 9/35
- 10. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Data-driven Modelling IV Jornadas de Usuarios de R, 2012 10/35
- 11. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Sets and Indices > head(SMSsets(model1SMS)[,c(1,3,4,6,7,8,9)]) id tag sDes loc inSet aux subSet 1 1 NA Energy-creating technology sub NA NA FALSE 2 2 NA Energy-storing technology sub NA NA FALSE 3 3 NA Type of energy sub NA NA FALSE 4 4 NA Type of pollutant sub NA NA FALSE 5 5 NA Energy market sub NA NA FALSE 6 6 NA Long-term period sup NA NA FALSE > cat(getSets(model1SMS, format = "tex", compact = FALSE)) begin{description} item[$i$] Energy-creating technology. item[$j$] Energy-storing technology. item[$k$] Type of energy. item[$l$] Type of pollutant. item[$n$] Energy market. item[$p$] Long-term period. item[$m$] Mid-term period. item[$t$] Short-term period. item[$a$] Technology age. a = 0,...,P-1 end{description} IV Jornadas de Usuarios de R, 2012 11/35
- 12. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Decision Variables > head(SMSvars(model1SMS)[,c(1,2,4, 7,9)]) id symbol sDes units ind 1 1 si Generators to be installed Devices 1, 6 2 2 sd Generators to be decommissioned Devices 1, 6, 9 3 3 s Available generation capacity kW 1, 6 4 4 xi Storing devices to be installed Devices 2, 6 5 5 xd Storing devices to be decommissioned Devices 2, 6, 9 6 6 x Available storing capacity kWh 2, 6 > cat(getVars(model1SMS, format = "tex")) begin{description} ... ... item[$ mathit{s}_{i}^{p}$] Available generation capacity (kW). ... ... item[$ mathit{r}_{j,k}^{p,m,t}$] Energy stored (kWh). item[$ mathit{c}_{}^{}$] TotalCost (EUR). item[$ mathit{e}_{}^{p,m,t}$] Primary energy consumed (kWh). end{description} IV Jornadas de Usuarios de R, 2012 12/35
- 13. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Parameters > head(SMSpars(model1SMS)[, c(1,2,4,7, 10)]) id symbol sDes units ind 1 1 D Energy demand kWh 3, 6, 7, 8 2 2 G Generation capacity kW/Device 1 3 3 GS Storage capacity kW/Device 2 4 4 AG Generation aging factor kW/kWh 1, 11 5 5 AS Storage aging factor kW/kW 2, 11 6 6 AV Technology availability factor kW/kW 1, 6, 7, 8 > cat(getPars(model1SMS, format = "tex")) begin{description} item[$ mathit{D}_{k}^{p,m,t}$] Energy demand (kWh). item[$ mathit{G}_{i}^{}$] Generation capacity (kW/Device). item[$ mathit{GS}_{j}^{}$] Storage capacity (kW/Device). ... ... item[$ mathit{IL}_{}^{}$] Investment limit (EUR). ... ... end{description} IV Jornadas de Usuarios de R, 2012 13/35
- 14. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Equations > head(SMSeqs(model1SMS)[,c(1,2,6,7,8)]) id symbol nature relation domain 1 1 eqAvailg constraint eq 1, 6 2 2 eqAvails constraint eq 2, 6 3 3 eqDecomLimg constraint lte 1, 6 4 4 eqDecomLims constraint lte 2, 6 5 5 eqEnergyBal constraint gte 3, 6, 7, 8 6 6 eqOutputCalc constraint eq 1, 6, 7, 8, 20 > head(model1SMS@terms[,c(1,6,7,8,9,10,11)]) id eq side parent nature item setSums 1 1 1 l NA vars 3 NA 2 2 1 r NA pars 2 NA 3 3 1 r 2 pars 4 NA 4 4 1 r 3 vars 1 NA 5 5 1 r 3 vars 2 NA 6 1 2 l NA vars 6 NA > cat(getEq(model1SMS, 1, format = "tex")) IV Jornadas de Usuarios de R, 2012 14/35
- 15. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Equations (cont.) mathit{s}_{i}^{p} = mathit{G}_{i}^{} cdot sum _{ mathit{a'} leq mathit{p} , mathit{a'} geq mathit{0} } mathit{AG}_{i}^{mathit{p}-mathit{a'}} cdot left ( mathit{si}_{i}^{mathit{a'}}- sum _{ mathit{a''} leq mathit{p} , mathit{a''} > mathit{a'} } mathit{sd}_{i}^{mathit{a'},mathit{a''}} right) qquad forall ;i in mathcal{I},; p in mathcal{P} IV Jornadas de Usuarios de R, 2012 15/35
- 16. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Complete Model IV Jornadas de Usuarios de R, 2012 16/35
- 17. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Outline 1 Introduction Reproducible Research 2 Integrated Framework Symbolic Model Specification 3 Application The EnRima Project DSS Description Solver Manager Reporting IV Jornadas de Usuarios de R, 2012 17/35
- 18. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Objective The overall objective of EnRiMa is to develop a decision-support system (DSS) for operators of energy-efficient buildings and spaces of public use. IV Jornadas de Usuarios de R, 2012 18/35
- 19. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Consortium IV Jornadas de Usuarios de R, 2012 19/35
- 20. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography EnRiMa DSS IV Jornadas de Usuarios de R, 2012 20/35
- 21. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Decision Scope EnRiMaDSS Strategic Module Operational Module StrategicDVs Strategic Constraints Upper-Level Operational DVs Upper-Level Energy-Balance Constraints Lower-Level Energy-Balance Constraints Lower-Level Operational DVs IV Jornadas de Usuarios de R, 2012 21/35
- 22. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Instance IV Jornadas de Usuarios de R, 2012 22/35
- 23. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Instance (cont.) > instancePars(model1Instance, "CI")[sort(sample(1:975, 10, FALSE )),] i p a value 251 CHP 22 19 1021.45984 313 CHP 25 12 830.54032 450 PV 16 4 18.57636 476 PV 17 14 24.96507 517 PV 20 1 17.00000 578 PV 22 21 30.70389 581 PV 23 2 17.51000 586 PV 23 7 20.29889 669 Wind 6 3 212.18000 758 Wind 15 2 206.00000 > instanceSets(model1Instance, c("i")) [1] "CHP" "PV" "Wind" IV Jornadas de Usuarios de R, 2012 23/35
- 24. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Problem > wProblem(example1Instance, "basicExample.gms", "gams", "lp") *GAMS file created with R $if NOT set outfile $set outfile outSol Sets i Technology / RTE, PV, CHP/ j Period / winter, spring, summer, autumn/ t Year / 2013, 2014, 2015, 2016, 2017/ ; ... parameter D(j,t) Demand Level / winter .2013 = 5.25 spring .2013 = 5.83333333333333 ... autumn .2017 = 7.75833333333333 / ; Variables x(i, t) y(i, j, t) s(i, t) z ; Positive variable x ; IV Jornadas de Usuarios de R, 2012 24/35
- 25. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Problem (cont.) Positive variable y ; Positive variable s ; ; Equations eqAvail (i,t) Available technologies capacity calculation eqDemand (j,t) Production plan for demand eqCapacity (i,j,t) Technologies capacity Cost Total Cost ; eqAvail(i,t) .. s(i,t) =e= s(i,t-1)+x(i,t)-x(i,t-LT(i)) ; eqDemand(j,t) .. Sum((i), y(i,j,t)) =e= D(j,t) ; eqCapacity(i,j,t) .. y(i,j,t) =l= G(i,j,t)*s(i,t) ; Cost .. z =e= Sum((t), (Sum((i), CI(i,t)*x(i,t))+Sum((i,j), CO(i,j,t)*DT(j,t)*y(i,j,t)))) Model Deterministic1 /all/; solve Deterministic1 using lp minimizing z ; scalars modelstat, solvestat, obj; modelstat = Deterministic1.modelstat; solvestat = Deterministic1.solvestat; obj = Deterministic1.objVal; execute_unload '%outfile%', modelstat, solvestat, obj, x, y, s, z ; IV Jornadas de Usuarios de R, 2012 25/35
- 26. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Architecture IV Jornadas de Usuarios de R, 2012 26/35
- 27. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Architecture (cont.) > # .... Data preparation > load("./data/exampleCMS.RData") > wProblem(mod1Instance, "example.gms", "gams", "lp") > # > # solve > gams("example.gms --outfile=exampleSol.gdx") > # > ## import solution > oldOpt <- options(stringsAsFactors= FALSE) > importGams(model1Instance)<- "exampleSol.gdx" > options(oldOpt) > # > getsolution(model1Instance) IV Jornadas de Usuarios de R, 2012 27/35
- 28. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography DSS Integration IV Jornadas de Usuarios de R, 2012 28/35
- 29. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Solution and report Sweave file example: % documentclass[a4paper]{article} usepackage{Sweave} title{Example Symbolic Model Specification} author{urjc} begin{document} maketitle section{Data analysis} <<>>= # Some code for importing the # Symbolic Model and analyzing the # input data ... #Generate tex file wProblem(myImplem, filename = "myImplem.tex", IV Jornadas de Usuarios de R, 2012 29/35
- 30. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Solution and report (cont.) format = "tex", solver = "lp" ) #generate gams file wProblem(initStochImplem, filename = "myImplem.gms", format = "gams", solver = "lp" ) @ section{Symbolic Model Specification} %Write the LaTeX equations input{myImplem} section{Call to solver} <<>>= require(gdxrrw) gams("myImplem.gms --outfile=mySol.gdx") @ section{Solution Analysis} <<>>= lst <- list(name='solvestat',form='full',compress=TRUE) IV Jornadas de Usuarios de R, 2012 30/35
- 31. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Solution and report (cont.) solverResults <- rgdx("mySol.gdx", lst) #Some analysis and charts over solverResults object @ end{document} 0.2 0.4 0.6 0.2 0.4 0.6 PPSP 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 Time Periods Price(EUR/kWh) Energy Type Electricity NG Energy Prices Simulation Optimisation Result − Operational Decisions Technology by Year OperationLevel 5 10 15 20 2013 2014 2015 2016 2017 CHP 2013 2014 2015 2016 2017 PV 5 10 15 20 RTE IV Jornadas de Usuarios de R, 2012 31/35
- 32. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Summary In this presentation the method used to represent and solve the optimization models developed within the EnRiMa DSS have been described IV Jornadas de Usuarios de R, 2012 32/35
- 33. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Summary In this presentation the method used to represent and solve the optimization models developed within the EnRiMa DSS have been described Outlook Algebraic Modeling Languages for R solvers and APIs Extend representation formats: HTML, ODF, . . . Further formats: AMPL, XML, . . . user-friendly input release roptim library IV Jornadas de Usuarios de R, 2012 32/35
- 34. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Acknowledgements R-project GAMS Software EnRiMa project partners This work has been partially funded by the projects: Energy Efficiency and Risk Management in Public Buildings (EnRiMa) EC’s FP7 project (number 260041) Project RIESGOS-CM: code S2009/ESP-1685 AGORANET project (IPT-430000-2010-32) HAUS: IPT-2011-1049-430000 EDUCALAB: IPT-2011-1071-430000 DEMOCRACY4ALL: IPT-2011-0869-430000 CORPORATE COMMUNITY: IPT-2011-0871-430000 IV Jornadas de Usuarios de R, 2012 33/35
- 35. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography References COIN-OR Foundation. Internet, 2012. URL http://www.coin-or.org/. retrieved 2012-06-12. EnRiMa. Energy efficiency and risk management in public buildings. www.enrima-project.eu, 2012. GAMS. gdxrrw: interfacing gams and R. Internet, 2012. URL http://support.gams-software.com/doku.php?id=gdxrrw: interfacing_gams_and_r. retrieved 2012-03-06. Josef Kallrath. Algebraic modeling languages: Introduction and overview. In Josef Kallrath, editor, Algebraic Modeling Systems, volume 104 of Applied Optimization, pages 3–10. Springer Berlin Heidelberg, 2012. ISBN 978-3-642-23591-7. doi: 10.1007/978-3-642-23592-4 1. URL http://dx.doi.org/10.1007/978-3-642-23592-4_1. R Development Core Team. R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna, Austria, 2012. URL http://www.R-project.org/. ISBN 3-900051-07-0. Stefan Theussl. CRAN task view: Optimization and mathematical programming, 2012. URL http://cran.r-project.org/. IV Jornadas de Usuarios de R, 2012 34/35
- 36. Reproducible Operations Research IV Jornadas R Emilio L. Cano Javier M. Moguerza Introduction Reproducible Research Framework Symbolic Model Specification Application EnRiMa Project DSS Description Solver Manager Reporting Bibliography Discussion ¡ Gracias ! emilio.lopez@urjc.es @emilopezcano IV Jornadas de Usuarios de R, 2012 35/35