1Main Content
This program reproduces the article “Feature-Driven Economic Improvement for Network-Constrained Unit Commitment: A Closed-Loop Predict-and-Optimize Framework”. The program primarily implements a data-driven power system unit commitment scheduling model, using the IEEE 24-bus system as the research object. The innovation of this model lies in the proposal of a Closed-Loop Predict-and-Optimize (C-PO) framework, which utilizes the structure of the NCUC model and relevant feature data to train a cost-oriented RES prediction model. This model evaluates prediction quality based on induced NCUC costs rather than statistical prediction errors, and employs Lagrangian relaxation during the optimization process to accelerate the training. The theoretical depth of this model is significant, and the code is complex. This free sharing is provided for reference by students in related fields.
Original Model and Some Results:
2Some Code
Number_day = Validate_day_end - Validate_day_1st + 1;First_day_intuition = Validate_day_1st;Final_day_intuition = Validate_day_end;Scaler_load = 0.22;Scaler_SPG = 0.39;Scaler_WPG = 0.39;R_for_load = 0.10;R_for_RES = 0.05;Method_flag = 'CPO';Number_hour = 24;Number_RES = 5;%% -----------------------------SPO tuning----------------------------- %%lamda = 100000;Number_training_day = 2;Number_day_H_validity = 7; % The frequency of updating Predictor H.Number_historic_day = 7;Solver_flag = 'g';Solver_gap = 3;Solver_time = 10;%% -----------------------Prepare box for recorder---------------------- %%% Rec for UCRec_Decision_UC_I = cell(Number_day, 1);Rec_Decision_UC_P = cell(Number_day, 1);Rec_Decision_UC_R_h = cell(Number_day, 1);Rec_Decision_UC_R_c = cell(Number_day, 1);Rec_cost_UC_expected = cell(Number_day, 1);Rec_cost_UC_SUSD = cell(Number_day, 1);Rec_RES_prediction = cell(Number_day, 1);Rec_infea_UC_flag = cell(Number_day, 1);Rec_UC_time = cell(Number_day, 1);% Rec for EDRec_cost_ACT = cell(Number_day, 1);Rec_cost_UC = cell(Number_day, 1);Rec_cost_SUSD_all = cell(Number_day, 1);Rec_cost_SUSD_UC = cell(Number_day, 1);Rec_cost_SUSD_ED = cell(Number_day, 1);Rec_cost_P = cell(Number_day, 1);Rec_cost_LS = cell(Number_day, 1);Rec_cost_loss_ACT = cell(Number_day, 1);Rec_cost_loss_UC = cell(Number_day, 1);Rec_infea_ED_flag = cell(Number_day, 1);%% --------------------------Prepare box for CPO------------------------ %%% CostCPO_cost_ACT = zeros(Number_day, 1);CPO_cost_UC = zeros(Number_day, 1);CPO_cost_SUSD_all = zeros(Number_day, 1);CPO_cost_SUSD_UC = zeros(Number_day, 1);CPO_cost_SUSD_ED = zeros(Number_day, 1);CPO_cost_P = zeros(Number_day, 1);CPO_cost_LS = zeros(Number_day, 1);CPO_cost_loss_ACT = zeros(Number_day, 1);CPO_cost_loss_UC = zeros(Number_day, 1);% FlagCPO_infeasible_UC = zeros(Number_day, 1);CPO_infeasible_ED = zeros(Number_day, 1);%% -------------------------Set updating frequency---------------------- %%Number_period = ceil(Number_day/Number_day_H_validity);if Number_period == floor(Number_day/Number_day_H_validity) Number_day_in_period_full = Number_day_H_validity; Number_day_in_period_last = Number_day_H_validity; Period_size_list = ones(Number_period,1); Period_1st_list = zeros(Number_period,1); Period_end_list = zeros(Number_period,1); Period_size_list(1:Number_period-1) = Number_day_in_period_full; Period_size_list(Number_period) = Number_day_in_period_last;endif Number_period > floor(Number_day/Number_day_H_validity) Number_day_in_period_full = Number_day_H_validity; Number_day_in_period_last = Number_day - (Number_period - 1)*Number_day_H_validity; Period_size_list = ones(Number_period,1); Period_1st_list = zeros(Number_period,1); Period_end_list = zeros(Number_period,1); Period_size_list(1:Number_period-1) = Number_day_in_period_full; Period_size_list(Number_period) = Number_day_in_period_last;endfor i_period = 1:Number_period Period_1st_list(i_period) = (Validate_day_end+1) - sum(Period_size_list(i_period:end)); Period_end_list(i_period) = (Validate_day_1st-1) + sum(Period_size_list(1:i_period));end%% ------------------Prepare box for training details------------------- %%% Training detailCPO_TRA_Predictor_H = cell(Number_period, 1);CPO_TRA_Predictor_H_ele = cell(Number_period, 1);CPO_TRA_obj = zeros(Number_period, 1);CPO_TRA_cost_ERM = zeros(Number_period, 1);CPO_TRA_regulation = zeros(Number_period, 1);CPO_TRA_time = zeros(Number_period, 1);%% --------------------------Prepare box for pick----------------------- %%Picked_TRA_intuition = zeros(Number_training_day,Number_period);Picked_TRA_feature = cell(Number_period,1);Picked_TRA_load_city = cell(Number_period,1);Picked_TRA_reserve_load_req = cell(Number_period,1);Picked_TRA_reserve_RES_req = cell(Number_period,1);Picked_TRA_cost_perfect = cell(Number_period,1);%% ------------------------------Let's go------------------------------- %%for Current_period = 1:Number_period Number_dispatch_day = Period_size_list(Current_period); Dispatch_day_1st = Period_1st_list(Current_period); Dispatch_day_end = Period_end_list(Current_period); %% -----------------------Select training day----------------------- %% [Picked_TRA_intuition(:,Current_period),... Picked_TRA_feature{Current_period},... Picked_TRA_load_city{Current_period},... Picked_TRA_reserve_load_req{Current_period},... Picked_TRA_reserve_RES_req{Current_period},... Picked_TRA_cost_perfect{Current_period}]... = Step_00_Select_train_day(Dispatch_day_1st,... Dispatch_day_end,... Number_training_day,... Number_dispatch_day,... Scaler_load,... Scaler_SPG,... Scaler_WPG,... R_for_load,... R_for_RES,... Number_historic_day); %% -----------------------------Setp 01----------------------------- %% [CPO_TRA_Predictor_H{Current_period},... CPO_TRA_Predictor_H_ele{Current_period},... CPO_TRA_obj(Current_period),... CPO_TRA_cost_ERM(Current_period),... CPO_TRA_regulation(Current_period),... CPO_TRA_time(Current_period)]... = Step_01_CPO_train(lamda,... Scaler_load,... Scaler_SPG,... Scaler_WPG,... Solver_flag, Solver_gap, Solver_time,... Picked_TRA_feature{Current_period},... Picked_TRA_load_city{Current_period},... Picked_TRA_reserve_load_req{Current_period},... Picked_TRA_reserve_RES_req{Current_period},... Picked_TRA_cost_perfect{Current_period},... Number_training_day,... Method_flag);3Program Results
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