Assigning value to next state in PROC OPTMODEL Constraints

nehajain23 — Sun, 11 Nov 2018 17:41:58 GMT

Hello,

I am new to SAS and also using PROC OPTMODEL for the first time. I am trying to do unit commitment of generators.

I have loads from hour 1 to 24.

In a particular constraint, I wish to assign the next state of a variable based on a condition.

Code :

con count{i in PLANTS, j in HOUROP}:
if sum{i in PLANTS, j in HOUROP} use_plant[i,j] < pl_minup[i] then use_plant[i,j+1] = 1;

However, since my loads (j in HOUROP) has values from only 1 to 24, the following error appears

Error:

ERROR: The array subscript 'use_plant[1,25]' is invalid at line 217 column 68.

ERROR: The array subscript 'use_plant[2,25]' is invalid at line 217 column 68.

I need to limit this constraint to work only till hour =23. I am finding trouble in doing so. Would appreciate any kind of help.

Thank you!

Re: Assigning value to next state in PROC OPTMODEL Constraints

RobPratt — Tue, 13 Nov 2018 16:32:40 GMT

To avoid the error, you can use a logical condition in the constraint declaration:

con count{i in PLANTS, j in HOUROP: j+1 in HOUROP}:

But you also need to rewrite the IF-THEN logic as a linear constraint. Your desired implication is equivalent to its contrapositive:

/* if use_plant[i,j+1] = 0 then sum{i in PLANTS, j in HOUROP} use_plant[i,j] >= pl_minup[i] */

You can capture this with a big-M constraint:

pl_minup[i] - sum{i in PLANTS, j in HOUROP} use_plant[i,j] <= (pl_minup[i] - 0) * use_plant[i,j+1];

This simplifies to:

sum{i in PLANTS, j in HOUROP} use_plant[i,j] >= pl_minup[i] * (1 - use_plant[i,j+1]);