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Classes:

Master

Master problem parameter.

Specify how the integer variables are taken into account in Xpansion master problem. For problems with several investment candidates with large max-units, using master = relaxed can accelerate the Antares-Xpansion algorithm very significantly.

Attributes:

  • INTEGER –

    The investment problem is solved by taking into account unit-size constraints of the candidates. The master problem is a MILP (Mixed-Integer Linear Program).

  • RELAXED –

    The integer variables are relaxed, and the level constraints of the investment candidates (cf. unit_size) will not be necessarily respected. The master problem is linear.

UcType

Unit-commitment type parameter.

Specify the simulation mode used by Antares to evaluate the operating costs of the electrical system.

Attributes:

  • EXPANSION_FAST –

    Deactivate the flexibility constraints of the thermal units (Pmin constraints and minimum up and down times), and do not take into account either the start-up costs or the impact of the day-ahead reserve.

  • EXPANSION_ACCURATE –

    Unit-commitment variables are relaxed. The flexibility constraints of the thermal units as well as the start-up costs are taken into account.

XpansionSettings dataclass 

XpansionSettings(
    master: Master = INTEGER,
    uc_type: UcType = EXPANSION_FAST,
    optimality_gap: float = 1,
    relative_gap: float = 1e-06,
    relaxed_optimality_gap: float = 1e-05,
    max_iteration: int = 1000,
    solver: XpansionSolver = XPRESS,
    log_level: int = 0,
    separation_parameter: float = 0.5,
    batch_size: int = 96,
    yearly_weights: Optional[str] = None,
    additional_constraints: Optional[str] = None,
    timelimit: int = int(1000000000000.0),
    master_solution_tolerance: float = 0.0001,
    cut_coefficient_tolerance: float = 0.005,
)

Xpansion settings.

Attributes:

  • master (Master) –

    Master problem parameter for the treatment of integers (INTEGER or RELAXED)

  • uc_type (UcType) –

    Unit-commitment type (EXPANSION_FAST or EXPANSION_ACCURATE)

  • optimality_gap (float) –

    Optimality gap, tolerance on the absolute gap for the Antares-Xpansion algorithm in €. At each iteration, the algorithm computes upper and lower bounds on the optimal cost. The algorithm stops as soon as the quantity best_upper_bound - best_lower_bound falls below optimality_gap. Note that if optimality_gap = 0, Antares-Xpansion will continue its search until the optimal solution of the investment problem is found.

  • relative_gap (float) –

    At each iteration, the algorithm computes upper and lower bounds on the optimal cost. The algorithm stops as soon as the quantity (best_upper_bound - best_lower_bound) / max(|best_upper_bound|, |best_lower_bound|) falls below relative_gap. For a relative gap \(\alpha\), the cost of the solution returned by the algorithm satisfies: $\(\frac{{\scriptstyle\texttt{xpansion solution cost}} - {\scriptstyle\texttt{optimal cost}}}{{\scriptstyle\texttt{optimal cost}}} < \alpha\)$.

  • relaxed_optimality_gap (float) –

    The relaxed_optimality_gap parameter only has effect when master = integer. In this case, the master problem is relaxed in the first iterations. The relaxed_optimality_gap is the threshold from which to switch back from the relaxed to the integer master formulation.

  • max_iteration (int) –

    Maximum number of iterations for the Benders decomposition algorithm.

  • solver (XpansionSolver) –

    Solver used by the Bender decomposition (CBC, COIN or XPRESS).

  • log_level (int) –

    Solver's log severity. Possible values: - log_level = 0 displays progress information for the investment on candidates and costs (see reportbenders.txt). - log_level >= 1 displays information on the progress of the Benders algorithm (see benders_solver.log) - log_level >= 1 display logs of the solver called for the resolution of each master or subproblem (see solver_log_proc_<proc_num>.txt).

  • separation_parameter (float) –

    Define the step size for the in-out separation.

  • batch_size (int) –

    Number of subproblems per batch. If set to 0, then all subproblems are in the same batch, hence a classical Benders problem.

  • yearly_weights (Optional[str]) –

    Filename of the array of weights. It allows to assume that the Monte Carlo years simulated in the Antares study are not equally probable

  • additional_constraints (Optional[str]) –

    Filename located in the user/expansion/constraints folder of the Antares study. See the format of the file here.

  • timelimit (int) –

    Maximum allowed time in seconds for the execution of a Benders step of Antares-Xpansion.

  • master_solution_tolerance (float) –

    Control the tolerance used when rounding the solution variables of the master problem.

  • cut_coefficient_tolerance (float) –

    Define the tolerance under which cuts coefficients and right-hand sides are considered to be zero.

XpansionSettingsUpdate dataclass 

XpansionSettingsUpdate(
    master: Optional[Master] = None,
    uc_type: Optional[UcType] = None,
    optimality_gap: Optional[float] = None,
    relative_gap: Optional[float] = None,
    relaxed_optimality_gap: Optional[float] = None,
    max_iteration: Optional[int] = None,
    solver: Optional[XpansionSolver] = None,
    log_level: Optional[int] = None,
    separation_parameter: Optional[float] = None,
    batch_size: Optional[int] = None,
    yearly_weights: Optional[str] = None,
    additional_constraints: Optional[str] = None,
    timelimit: Optional[int] = None,
    master_solution_tolerance: Optional[float] = None,
    cut_coefficient_tolerance: Optional[float] = None,
)

Xpansion settings update.

Attributes:

  • master (Optional[Master]) –

    Master problem parameter for the treatment of integers (INTEGER or RELAXED)

  • uc_type (Optional[UcType]) –

    Unit-commitment type (EXPANSION_FAST or EXPANSION_ACCURATE)

  • optimality_gap (Optional[float]) –

    Optimality gap, tolerance on the absolute gap for the Antares-Xpansion algorithm in €. At each iteration, the algorithm computes upper and lower bounds on the optimal cost. The algorithm stops as soon as the quantity best_upper_bound - best_lower_bound falls below optimality_gap. Note that if optimality_gap = 0, Antares-Xpansion will continue its search until the optimal solution of the investment problem is found.

  • relative_gap (Optional[float]) –

    At each iteration, the algorithm computes upper and lower bounds on the optimal cost. The algorithm stops as soon as the quantity (best_upper_bound - best_lower_bound) / max(|best_upper_bound|, |best_lower_bound|) falls below relative_gap. For a relative gap \(\alpha\), the cost of the solution returned by the algorithm satisfies: $\(\frac{{\scriptstyle\texttt{xpansion solution cost}} - {\scriptstyle\texttt{optimal cost}}}{{\scriptstyle\texttt{optimal cost}}} < \alpha\)$.

  • relaxed_optimality_gap (Optional[float]) –

    The relaxed_optimality_gap parameter only has effect when master = integer. In this case, the master problem is relaxed in the first iterations. The relaxed_optimality_gap is the threshold from which to switch back from the relaxed to the integer master formulation.

  • max_iteration (Optional[int]) –

    Maximum number of iterations for the Benders decomposition algorithm.

  • solver (Optional[XpansionSolver]) –

    Solver used by the Bender decomposition (CBC, COIN or XPRESS).

  • log_level (Optional[int]) –

    Solver's log severity. Possible values: - log_level = 0 displays progress information for the investment on candidates and costs (see reportbenders.txt). - log_level >= 1 displays information on the progress of the Benders algorithm (see benders_solver.log) - log_level >= 1 display logs of the solver called for the resolution of each master or subproblem (see solver_log_proc_<proc_num>.txt).

  • separation_parameter (Optional[float]) –

    Define the step size for the in-out separation.

  • batch_size (Optional[int]) –

    Number of subproblems per batch. If set to 0, then all subproblems are in the same batch, hence a classical Benders problem.

  • yearly_weights (Optional[str]) –

    Filename of the array of weights. It allows to assume that the Monte Carlo years simulated in the Antares study are not equally probable

  • additional_constraints (Optional[str]) –

    Filename located in the user/expansion/constraints folder of the Antares study. See the format of the file here.

  • timelimit (Optional[int]) –

    Maximum allowed time in seconds for the execution of a Benders step of Antares-Xpansion.

  • master_solution_tolerance (Optional[float]) –

    Control the tolerance used when rounding the solution variables of the master problem.

  • cut_coefficient_tolerance (Optional[float]) –

    Define the tolerance under which cuts coefficients and right-hand sides are considered to be zero.

XpansionSolver

Xpansion solver setting for the master problem.

The settings CBC and COIN are identical: depending on whether the problem has integer variables, Antares-Xpansion calls either the linear solver (Clp) or the MILP solver (Cbc) of the COIN-OR optimization suite.

Attributes: