Reproducible Operations Research. An Application to Energy
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Reproducible
Operations Research
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
Reproducible Operations Research.
An Application to Energy Systems
Optimization
Investigación Operativa Reproducible. Aplicación a la
optimización de sistemas energéticos
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
Emilio L. Cano1
1 DEIO,
Javier M. Moguerza1
Universidad Rey Juan Carlos, Madrid
IV Jornadas de Usuarios de R, Barcelona
15 y 16 de noviembre de 2012
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Outline
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
1
Introduction
Reproducible Research
2
Integrated Framework
Symbolic Model Specification
3
Application
The EnRima Project
DSS Description
Solver Manager
Reporting
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Outline
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
1
Introduction
Reproducible Research
2
Integrated Framework
Symbolic Model Specification
3
Application
The EnRima Project
DSS Description
Solver Manager
Reporting
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Reproducible OResearch
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
The goal of reproducible research is to tie
specific instructions to data analysis and
experimental data so that results can be
recreated, better understood and verified
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Reproducible
Operations Research
Workflow
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Needs
Introduction
Reproducible Research
Statistical Software
Framework
Symbolic Model Specification
Data Visualization
Application
EnRiMa Project
DSS Description
Data Analysis
Solver Manager
Reporting
Bibliography
Mathematical
Representation
Solver Input Generation
Output Documentation
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Approaches
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Copy-paste
Introduction
Reproducible Research
Inconsistencies
Errors
Out-of-date
non-reproducible
Painful changes
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
Black box
Compiled software for specific solutions
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Outline
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
1
Introduction
Reproducible Research
2
Integrated Framework
Symbolic Model Specification
3
Application
The EnRima Project
DSS Description
Solver Manager
Reporting
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
R as an Integrated Environment
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Advantages
Open Source
Reproducible Research
Framework
Symbolic Model Specification
Application
Reproducible Research and Literate Programming
capabilities.
EnRiMa Project
DSS Description
Solver Manager
Reporting
Integrated framework for SMS, data, equations
and solvers.
Bibliography
Data Analysis (pre- and post-), graphics and
reporting.
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Symbolic Model Specification
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
The SMS contains the mathematical
representation of optimization models for
all relevant energy subsystems and their
interactions.
This mathematical representation is
composed of variables, parameters, and
relations between them. Individual
entities (variables and parameters) are
identified through the indices representing
the elements in different set.
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Reproducible
Operations Research
Data-driven Modelling
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Sets and Indices
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
> head(SMSsets(model1SMS)[,c(1,3,4,6,7,8,9)])
1
2
3
4
5
6
id tag
sDes loc inSet aux subSet
1 NA Energy-creating technology sub
NA NA FALSE
2 NA Energy-storing technology sub
NA NA FALSE
3 NA
Type of energy sub
NA NA FALSE
4 NA
Type of pollutant sub
NA NA FALSE
5 NA
Energy market sub
NA NA FALSE
6 NA
Long-term period sup
NA NA FALSE
DSS Description
Solver Manager
> cat(getSets(model1SMS, format = "tex", compact = FALSE))
Reporting
Bibliography
\begin{description}
\item[$i$] Energy-creating technology.
\item[$j$] Energy-storing technology.
\item[$k$] Type of energy.
\item[$l$] Type of pollutant.
\item[$n$] Energy market.
\item[$p$] Long-term period.
\item[$m$] Mid-term period.
\item[$t$] Short-term period.
\item[$a$] Technology age. a = 0,...,P-1
\end{description}
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Operations Research
Decision Variables
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
> head(SMSvars(model1SMS)[,c(1,2,4, 7,9)])
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
1
2
3
4
5
6
id symbol
sDes
1
si
Generators to be installed
2
sd
Generators to be decommissioned
3
s
Available generation capacity
4
xi
Storing devices to be installed
5
xd Storing devices to be decommissioned
6
x
Available storing capacity
units
ind
Devices
1, 6
Devices 1, 6, 9
kW
1, 6
Devices
2, 6
Devices 2, 6, 9
kWh
2, 6
Solver Manager
Reporting
Bibliography
> cat(getVars(model1SMS, format = "tex"))
\begin{description}
... ...
\item[$ \mathit{s}_{i}^{p}$] Available generation capacity (kW).
... ...
\item[$ \mathit{r}_{j,k}^{p,m,t}$] Energy stored (kWh).
\item[$ \mathit{c}_{}^{}$] TotalCost (EUR).
\item[$ \mathit{e}_{}^{p,m,t}$] Primary energy consumed (kWh).
\end{description}
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Operations Research
Parameters
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
> head(SMSpars(model1SMS)[, c(1,2,4,7, 10)])
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
1
2
3
4
5
6
id symbol
sDes
units
ind
1
D
Energy demand
kWh 3, 6, 7, 8
2
G
Generation capacity kW/Device
1
3
GS
Storage capacity kW/Device
2
4
AG
Generation aging factor
kW/kWh
1, 11
5
AS
Storage aging factor
kW/kW
2, 11
6
AV Technology availability factor
kW/kW 1, 6, 7, 8
Solver Manager
Reporting
Bibliography
> cat(getPars(model1SMS, format = "tex"))
\begin{description}
\item[$ \mathit{D}_{k}^{p,m,t}$] Energy demand (kWh).
\item[$ \mathit{G}_{i}^{}$] Generation capacity (kW/Device).
\item[$ \mathit{GS}_{j}^{}$] Storage capacity (kW/Device).
... ...
\item[$ \mathit{IL}_{}^{}$] Investment limit (EUR).
... ...
\end{description}
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Reproducible
Operations Research
Equations
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
> head(SMSeqs(model1SMS)[,c(1,2,6,7,8)])
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
1
2
3
4
5
6
id
symbol
1
eqAvailg
2
eqAvails
3 eqDecomLimg
4 eqDecomLims
5 eqEnergyBal
6 eqOutputCalc
nature relation
domain
constraint
eq
1, 6
constraint
eq
2, 6
constraint
lte
1, 6
constraint
lte
2, 6
constraint
gte
3, 6, 7, 8
constraint
eq 1, 6, 7, 8, 20
Solver Manager
Reporting
Bibliography
> head(model1SMS@terms[,c(1,6,7,8,9,10,11)])
1
2
3
4
5
6
id eq side parent nature item setSums
1 1
l
NA
vars
3
NA
2 1
r
NA
pars
2
NA
3 1
r
2
pars
4
NA
4 1
r
3
vars
1
NA
5 1
r
3
vars
2
NA
1 2
l
NA
vars
6
NA
> cat(getEq(model1SMS, 1, format = "tex"))
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Operations Research
Equations (cont.)
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
\mathit{s}_{i}^{p} =
\mathit{G}_{i}^{} \cdot
\sum _{ \mathit{a'} \leq \mathit{p} , \mathit{a'}
\geq \mathit{0} } \mathit{AG}_{i}^{\mathit{p}-\mathit{a'}}
\cdot \left ( \mathit{si}_{i}^{\mathit{a'}}\sum _{ \mathit{a''} \leq \mathit{p} ,
\mathit{a''} > \mathit{a'} }
\mathit{sd}_{i}^{\mathit{a'},\mathit{a''}} \right)
\qquad \forall \;i \in \mathcal{I},\; p \in \mathcal{P}
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Reproducible
Operations Research
Complete Model
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Outline
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
1
Introduction
Reproducible Research
2
Integrated Framework
Symbolic Model Specification
3
Application
The EnRima Project
DSS Description
Solver Manager
Reporting
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Objective
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
The overall objective of EnRiMa is to
develop a decision-support system (DSS)
for operators of energy-efficient buildings
and spaces of public use.
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Reproducible
Operations Research
Consortium
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
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Reproducible
Operations Research
EnRiMa DSS
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Decision Scope
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Strategic DVs
Framework
EnRiMaDSS
Strategic
Module
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Upper-Level
Operational DVs
Strategic
Constraints
Solver Manager
Upper-Level
Energy-Balance
Constraints
Reporting
Bibliography
Operational
Module
IV Jornadas de Usuarios de R, 2012
Lower-Level
Operational DVs
Lower-Level
Energy-Balance
Constraints
21/35
Reproducible
Operations Research
Instance
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Instance (cont.)
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
> instancePars(model1Instance, "CI")[sort(sample(1:975,
10, FALSE )),]
i p
251 CHP 22
313 CHP 25
450
PV 16
476
PV 17
517
PV 20
578
PV 22
581
PV 23
586
PV 23
669 Wind 6
758 Wind 15
a
value
19 1021.45984
12 830.54032
4
18.57636
14
24.96507
1
17.00000
21
30.70389
2
17.51000
7
20.29889
3 212.18000
2 206.00000
> instanceSets(model1Instance, c("i"))
[1] "CHP"
"PV"
"Wind"
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Reproducible
Operations Research
Problem
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
> wProblem(example1Instance, "basicExample.gms", "gams", "lp")
Introduction
*GAMS file created with R
$if NOT set outfile $set outfile outSol
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
Sets
i Technology / RTE, PV, CHP/
j Period / winter, spring, summer, autumn/
t Year / 2013, 2014, 2015, 2016, 2017/
;
...
parameter
D(j,t)
Demand Level
/ winter .2013 = 5.25
spring .2013 = 5.83333333333333
...
autumn .2017 = 7.75833333333333
/ ;
Variables
x(i, t)
y(i, j, t)
s(i, t)
z
;
Positive variable
x ;
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Reproducible
Operations Research
Problem (cont.)
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Positive variable
Positive variable
;
y ;
s ;
Equations
eqAvail (i,t) Available technologies capacity calculation
eqDemand (j,t) Production plan for demand
eqCapacity (i,j,t) Technologies capacity
Cost Total Cost
;
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
eqAvail(i,t) .. s(i,t) =e= s(i,t-1)+x(i,t)-x(i,t-LT(i)) ;
eqDemand(j,t) .. Sum((i), y(i,j,t)) =e= D(j,t) ;
eqCapacity(i,j,t) .. y(i,j,t) =l= G(i,j,t)*s(i,t) ;
Cost .. z =e= Sum((t), (Sum((i), CI(i,t)*x(i,t))+Sum((i,j), CO(i,j,t)*DT(j,t)*y(i,j,t))))
Bibliography
Model Deterministic1 /all/;
solve Deterministic1 using lp minimizing z ;
scalars modelstat, solvestat, obj;
modelstat = Deterministic1.modelstat;
solvestat = Deterministic1.solvestat;
obj = Deterministic1.objVal;
execute_unload '%outfile%', modelstat, solvestat, obj,
IV Jornadas de Usuarios de R, 2012
x, y, s, z ;
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Reproducible
Operations Research
Architecture
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Architecture (cont.)
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
>
>
>
>
>
>
>
>
>
>
>
>
>
# .... Data preparation
load("./data/exampleCMS.RData")
wProblem(mod1Instance, "example.gms", "gams", "lp")
#
# solve
gams("example.gms --outfile=exampleSol.gdx")
#
## import solution
oldOpt <- options(stringsAsFactors= FALSE)
importGams(model1Instance)<- "exampleSol.gdx"
options(oldOpt)
#
getsolution(model1Instance)
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Reproducible
Operations Research
DSS Integration
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Solution and report
IV Jornadas R
Sweave file example:
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
%
\documentclass[a4paper]{article}
\usepackage{Sweave}
Framework
Symbolic Model Specification
Application
\title{Example Symbolic Model Specification}
\author{urjc}
EnRiMa Project
DSS Description
Solver Manager
\begin{document}
Reporting
Bibliography
\maketitle
\section{Data analysis}
<<>>=
# Some code for importing the
# Symbolic Model and analyzing the
# input data ...
#Generate tex file
wProblem(myImplem,
filename = "myImplem.tex",
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Reproducible
Operations Research
Solution and report (cont.)
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
format = "tex",
solver = "lp" )
#generate gams file
wProblem(initStochImplem,
filename = "myImplem.gms",
format = "gams",
solver = "lp" )
@
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
\section{Symbolic Model Specification}
%Write the LaTeX equations
\input{myImplem}
\section{Call to solver}
<<>>=
require(gdxrrw)
gams("myImplem.gms --outfile=mySol.gdx")
@
\section{Solution Analysis}
<<>>=
lst <- list(name='solvestat',form='full',compress=TRUE)
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Operations Research
Solution and report (cont.)
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
solverResults <- rgdx("mySol.gdx", lst)
#Some analysis and charts over solverResults object
@
Reproducible Research
Framework
\end{document}
Symbolic Model Specification
Application
Optimisation Result − Operational Decisions
Energy Prices Simulation
EnRiMa Project
RTE
0.6
DSS Description
20
Solver Manager
0.4
15
PP
Reporting
Bibliography
10
Energy Type
Electricity
NG
0.6
Operation Level
Price (EUR/kWh)
0.2
5
CHP
PV
20
15
0.4
SP
10
0.2
5
2013
1
2
3
4
5
6
7
8
9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
Time Periods
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2014
2015
2016
2017
2013
2014
2015
2016
2017
Technology by Year
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Reproducible
Operations Research
Summary
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
In this presentation the method used to
represent and solve the optimization
models developed within the EnRiMa
DSS have been described
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
IV Jornadas de Usuarios de R, 2012
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Reproducible
Operations Research
Summary
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
In this presentation the method used to
represent and solve the optimization
models developed within the EnRiMa
DSS have been described
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
Outlook
Algebraic Modeling Languages for R solvers
and APIs
Extend representation formats: HTML,
ODF, . . .
Further formats: AMPL, XML, . . .
user-friendly input
release roptim library
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Operations Research
Acknowledgements
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
R-project
Reproducible Research
Framework
GAMS Software
Symbolic Model Specification
Application
EnRiMa Project
EnRiMa project partners
DSS Description
Solver Manager
Reporting
This work has been partially funded by the projects:
Bibliography
Energy Efficiency and Risk Management in Public Buildings (EnRiMa) EC’s
FP7 project (number 260041)
Project RIESGOS-CM: code S2009/ESP-1685
AGORANET project (IPT-430000-2010-32)
HAUS: IPT-2011-1049-430000
EDUCALAB: IPT-2011-1071-430000
DEMOCRACY4ALL: IPT-2011-0869-430000
CORPORATE COMMUNITY: IPT-2011-0871-430000
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Operations Research
References
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
COIN-OR Foundation. Internet, 2012. URL http://www.coin-or.org/.
retrieved 2012-06-12.
EnRiMa. Energy efficiency and risk management in public buildings.
www.enrima-project.eu, 2012.
GAMS. gdxrrw: interfacing gams and R. Internet, 2012. URL
http://support.gams-software.com/doku.php?id=gdxrrw:
interfacing_gams_and_r. retrieved 2012-03-06.
Josef Kallrath. Algebraic modeling languages: Introduction and overview. In
Josef Kallrath, editor, Algebraic Modeling Systems, volume 104 of
Applied Optimization, pages 3–10. Springer Berlin Heidelberg, 2012.
ISBN 978-3-642-23591-7. doi: 10.1007/978-3-642-23592-4 1. URL
http://dx.doi.org/10.1007/978-3-642-23592-4_1.
R Development Core Team. R: A Language and Environment for Statistical
Computing. R Foundation for Statistical Computing, Vienna, Austria,
2012. URL http://www.R-project.org/. ISBN 3-900051-07-0.
Stefan Theussl. CRAN task view: Optimization and mathematical
programming, 2012. URL http://cran.r-project.org/.
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Operations Research
Discussion
IV Jornadas R
Emilio L. Cano
Javier M. Moguerza
Introduction
Reproducible Research
Framework
¡ Gracias !
Symbolic Model Specification
Application
EnRiMa Project
DSS Description
Solver Manager
Reporting
Bibliography
[email protected]
@emilopezcano
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