MultiStageStochasticBlock

test/MultiStageStochasticBlock

A tester which provides initial tests for MultiStageStochasticBlock, the SMS++ Block that aggregates one TwoStageStochasticBlock per outer-stage scenario and ties the first-stage variables across them with an outer set of non-anticipativity constraints, as well as for quite a lot of the mechanics of the "core" SMS++ library.

This executable, given the filename of a netCDF file containing the description of a MultiStageStochasticBlock, solves its deterministic equivalent (the extensive form of the whole multi-stage scenario tree) with a :MILPSolver, comparing the result against an optional reference objective value passed on the command line. The running time is printed. The relative tolerance for the comparison is fixed at 1e-5.

The usage of the executable is the following:

   ./MSSB_test MSSB-file [BSC-file ws ref]
   BSC-file: BlockSolverConfig description [BSPar-MS.txt]
   ws:       0 = LagrangianDualSolver, 1 = reserved [0]
   ref:      reference objective value to compare against [none]

The inner Block of each TwoStageStochasticBlock can be any SMS++ Block: the tester is problem-agnostic. The instances shipped under batches/ happen to embed a UCBlock (for energy-community-type applications), but nothing in the executable assumes a specific inner Block type.

For the instances produced by csv2nc4.jl --multistage, the multi-stage extensive form coincides with the flattened TwoStageStochasticBlock one, so the reference objective values under batches/batch-ec are exactly those of the corresponding TSSB_EC_* instances of tests/TwoStageStochasticBlock.

A makefile is also provided that builds the executable including the MultiStageStochasticBlock, TwoStageStochasticBlock, LagrangianDualSolver, BundleSolver, MILPSolver modules and the core SMS++ library, together with the inner-Block module needed by the instances in batches/ (currently UCBlock).

Configuration files

• BSPar-MS.txt — outer BlockSolverConfig registering a :MILPSolver (default GRBMILPSolver) on the deterministic equivalent.
• MILPCfg.txt — ComputeConfig of the :MILPSolver (continuous relaxation, used to match the EnergyCommunity.jl linear reference).
• InnerBCfg.txt — "meta"-BlockConfig mapping each inner-Block classname (ThermalUnitBlock, DCNetworkBlock, ...) to its own BlockConfig (TUBCfg.txt, DCNBCfg.txt, ACBCfg.txt, PFBCfg.txt), applied recursively over the whole Block tree.

Authors

• Antonio Frangioni
  Dipartimento di Informatica
  Università di Pisa

• Donato Meoli
  Dipartimento di Informatica
  Università di Pisa

License

This code is provided free of charge under the GNU Lesser General Public License version 3.0 - see the LICENSE file for details.