solve multi-stage optimization problem

15 Ansichten (letzte 30 Tage)
Duda R.
Duda R. am 2 Jul. 2019
I have data with hourly prices for a year, following geometric Brownian motion and yearly interest rate x.Pumped storage with capacity y MW, maximal capacity to inject or withdraw of z MWh and efficiency w. I need to maximize the profits of possessing the pumped storage by energy trading in time horizon of 24hours.
I use Yalmip, and get always 0 as obj. Can someone help?
% Time horizon
T = 24;
% Energy prices
pf = S(1,2:25)';
% Optimization
% Decision variables
x = sdpvar(T,2); % [charging,discharging]
s = sdpvar(T+1,1);
% Objective function and constraints
obj = pf'*(x*[-1; eff]);
con = [s(1)==0, s(T+1)==0, (0<=s),(s<=cap),...
s(2:T+1)==s(1:T)+x*[eff; - 1], ...
0<=x(:,2)<=s(1:T), 0<=x(:,2)<=maxcap, 0<=eff*x(:,1)<=maxcap];
% Optimization
options = sdpsettings('solver','linprog','verbose',0);
optimize(con,-obj,options);

Antworten (0)

Kategorien

Mehr zu Optimization Toolbox finden Sie in Help Center und File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by