ADD_LEGACY_COST Adds a set of user costs to the model.
OM.ADD_LEGACY_COST(NAME, CP);
OM.ADD_LEGACY_COST(NAME, CP, VARSETS);
OM.ADD_LEGACY_COST(NAME, IDX_LIST, CP);
OM.ADD_LEGACY_COST(NAME, IDX_LIST, CP, VARSETS);
Adds a named block of user-defined costs to the model. Each set is
defined by the CP struct described below. All user-defined sets of
costs are combined together into a single set of cost parameters in
a single CP struct by BULD_COST_PARAMS. This full aggregate set of
cost parameters can be retreived from the model by GET_COST_PARAMS.
Examples:
cp1 = struct('N', N1, 'Cw', Cw1);
cp2 = struct('N', N2, 'Cw', Cw2, 'H', H, 'dd', dd, ...
'rh', rh, 'kk', kk, 'mm', mm);
om.add_legacy_cost('usr1', cp1, {'Pg', 'Qg', 'z'});
om.add_legacy_cost('usr2', cp2, {'Vm', 'Pg', 'Qg', 'z'});
om.init_indexed_name('c', {2, 3});
for i = 1:2
for j = 1:3
om.add_legacy_cost('c', {i, j}, cp(i,j), ...);
end
end
Let x refer to the vector formed by combining the specified VARSETS,
and f_u(x, CP) be the cost at x corresponding to the cost parameters
contained in CP, where CP is a struct with the following fields:
N - nw x nx sparse matrix (optional, identity matrix by default)
Cw - nw x 1 vector
H - nw x nw sparse matrix (optional, all zeros by default)
dd, mm - nw x 1 vectors (optional, all ones by default)
rh, kk - nw x 1 vectors (optional, all zeros by default)
These parameters are used as follows to compute f_u(x, CP)
R = N*x - rh
/ kk(i), R(i) < -kk(i)
K(i) = < 0, -kk(i) <= R(i) <= kk(i)
\ -kk(i), R(i) > kk(i)
RR = R + K
U(i) = / 0, -kk(i) <= R(i) <= kk(i)
\ 1, otherwise
DDL(i) = / 1, dd(i) = 1
\ 0, otherwise
DDQ(i) = / 1, dd(i) = 2
\ 0, otherwise
Dl = diag(mm) * diag(U) * diag(DDL)
Dq = diag(mm) * diag(U) * diag(DDQ)
w = (Dl + Dq * diag(RR)) * RR
f_u(x, CP) = 1/2 * w'*H*w + Cw'*w
See also OPT_MODEL, PARAMS_LEGACY_COST, EVAL_LEGACY_COST.0001 function om = add_legacy_cost(om, name, idx, varargin) 0002 %ADD_LEGACY_COST Adds a set of user costs to the model. 0003 % 0004 % OM.ADD_LEGACY_COST(NAME, CP); 0005 % OM.ADD_LEGACY_COST(NAME, CP, VARSETS); 0006 % OM.ADD_LEGACY_COST(NAME, IDX_LIST, CP); 0007 % OM.ADD_LEGACY_COST(NAME, IDX_LIST, CP, VARSETS); 0008 % 0009 % Adds a named block of user-defined costs to the model. Each set is 0010 % defined by the CP struct described below. All user-defined sets of 0011 % costs are combined together into a single set of cost parameters in 0012 % a single CP struct by BULD_COST_PARAMS. This full aggregate set of 0013 % cost parameters can be retreived from the model by GET_COST_PARAMS. 0014 % 0015 % Examples: 0016 % cp1 = struct('N', N1, 'Cw', Cw1); 0017 % cp2 = struct('N', N2, 'Cw', Cw2, 'H', H, 'dd', dd, ... 0018 % 'rh', rh, 'kk', kk, 'mm', mm); 0019 % om.add_legacy_cost('usr1', cp1, {'Pg', 'Qg', 'z'}); 0020 % om.add_legacy_cost('usr2', cp2, {'Vm', 'Pg', 'Qg', 'z'}); 0021 % 0022 % om.init_indexed_name('c', {2, 3}); 0023 % for i = 1:2 0024 % for j = 1:3 0025 % om.add_legacy_cost('c', {i, j}, cp(i,j), ...); 0026 % end 0027 % end 0028 % 0029 % Let x refer to the vector formed by combining the specified VARSETS, 0030 % and f_u(x, CP) be the cost at x corresponding to the cost parameters 0031 % contained in CP, where CP is a struct with the following fields: 0032 % N - nw x nx sparse matrix (optional, identity matrix by default) 0033 % Cw - nw x 1 vector 0034 % H - nw x nw sparse matrix (optional, all zeros by default) 0035 % dd, mm - nw x 1 vectors (optional, all ones by default) 0036 % rh, kk - nw x 1 vectors (optional, all zeros by default) 0037 % 0038 % These parameters are used as follows to compute f_u(x, CP) 0039 % 0040 % R = N*x - rh 0041 % 0042 % / kk(i), R(i) < -kk(i) 0043 % K(i) = < 0, -kk(i) <= R(i) <= kk(i) 0044 % \ -kk(i), R(i) > kk(i) 0045 % 0046 % RR = R + K 0047 % 0048 % U(i) = / 0, -kk(i) <= R(i) <= kk(i) 0049 % \ 1, otherwise 0050 % 0051 % DDL(i) = / 1, dd(i) = 1 0052 % \ 0, otherwise 0053 % 0054 % DDQ(i) = / 1, dd(i) = 2 0055 % \ 0, otherwise 0056 % 0057 % Dl = diag(mm) * diag(U) * diag(DDL) 0058 % Dq = diag(mm) * diag(U) * diag(DDQ) 0059 % 0060 % w = (Dl + Dq * diag(RR)) * RR 0061 % 0062 % f_u(x, CP) = 1/2 * w'*H*w + Cw'*w 0063 % 0064 % See also OPT_MODEL, PARAMS_LEGACY_COST, EVAL_LEGACY_COST. 0065 0066 % MATPOWER 0067 % Copyright (c) 2008-2020, Power Systems Engineering Research Center (PSERC) 0068 % by Ray Zimmerman, PSERC Cornell 0069 % 0070 % This file is part of MATPOWER. 0071 % Covered by the 3-clause BSD License (see LICENSE file for details). 0072 % See https://matpower.org for more info. 0073 0074 if iscell(idx) 0075 cp = varargin{1}; 0076 args = varargin(2:end); 0077 else %% simple named set 0078 cp = idx; 0079 args = varargin; 0080 idx = {}; 0081 end 0082 0083 if isempty(args) 0084 varsets = {}; 0085 else 0086 varsets = args{1}; 0087 end 0088 0089 %% convert varsets from cell to struct array if necessary 0090 varsets = om.varsets_cell2struct(varsets); 0091 nv = om.varsets_len(varsets); %% number of variables 0092 0093 if isfield(cp, 'N') 0094 [nw, nx] = size(cp.N); 0095 else 0096 nw = length(cp.Cw); 0097 nx = nw; 0098 cp.N = speye(nw, nx); 0099 end 0100 0101 %% check sizes 0102 if nx ~= nv 0103 if nw == 0 0104 cp.N = sparse(nw, nx); 0105 else 0106 error('@opt_model/add_legacy_cost: number of columns in N (%d x %d) does not match\nnumber of variables (%d)\n', nw, nx, nv); 0107 end 0108 end 0109 if size(cp.Cw, 1) ~= nw 0110 error('@opt_model/add_legacy_cost: number of rows of Cw (%d x %d) and N (%d x %d) must match\n', size(cp.Cw), nw, nx); 0111 end 0112 if isfield(cp, 'H') && (size(cp.H, 1) ~= nw || size(cp.H, 2) ~= nw) 0113 error('@opt_model/add_legacy_cost: both dimensions of H (%d x %d) must match the number of rows in N (%d x %d)\n', size(cp.H), nw, nx); 0114 end 0115 if isfield(cp, 'dd') && size(cp.dd, 1) ~= nw 0116 error('@opt_model/add_legacy_cost: number of rows of dd (%d x %d) and N (%d x %d) must match\n', size(cp.dd), nw, nx); 0117 end 0118 if isfield(cp, 'rh') && size(cp.rh, 1) ~= nw 0119 error('@opt_model/add_legacy_cost: number of rows of rh (%d x %d) and N (%d x %d) must match\n', size(cp.rh), nw, nx); 0120 end 0121 if isfield(cp, 'kk') && size(cp.kk, 1) ~= nw 0122 error('@opt_model/add_legacy_cost: number of rows of kk (%d x %d) and N (%d x %d) must match\n', size(cp.kk), nw, nx); 0123 end 0124 if isfield(cp, 'mm') && size(cp.mm, 1) ~= nw 0125 error('@opt_model/add_legacy_cost: number of rows of mm (%d x %d) and N (%d x %d) must match\n', size(cp.mm), nw, nx); 0126 end 0127 0128 %% add the legacy cost set 0129 om.add_named_set('cost', name, idx, nw, cp, varsets);