Monday, February 18, 2013

option optcr?

In the following paper an MIQP formulation is proposed for an optimal dispatch problem for power generators where some of the generators have certain output levels that are not allowed. Often we see minimum and maximum output levels, but here we have some regions inside the range [minimum_output,maximum_output] where we don’t want to be. Of course using a MIP formulation we can formulate OR constraints to model this.

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As the fuel usage is a quadratic function of output, we end up with a MIQP model.

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The examples are small and solve easily with Cplex or Gurobi. For the largest example with 40 generators however we get a better solution than reported:

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May be they solved without option optcr=0…. I would love to pocket the difference.

See also: http://yetanothermathprogrammingconsultant.blogspot.com/2012/12/option-optcr.html

PS. To check a given solution, do something like:

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That will (almost) make sure the model is formulated correctly.