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less conservative value for the big-M value #905

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merged 6 commits into from
Nov 27, 2023
Merged

less conservative value for the big-M value #905

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c25d5c1
less conservative value for the big-M value
victorgarcia98 Nov 21, 2023
ca883a6
add comment (also to try codecoverage)
victorgarcia98 Nov 21, 2023
b645d83
add test
victorgarcia98 Nov 22, 2023
e9ac31a
Merge remote-tracking branch 'origin/main' into hotfix/planning/big-M…
victorgarcia98 Nov 22, 2023
34110f7
add changelog
victorgarcia98 Nov 22, 2023
9585ee6
Merge branch 'main' into hotfix/planning/big-M-estimation
victorgarcia98 Nov 27, 2023
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9 changes: 2 additions & 7 deletions flexmeasures/data/models/planning/linear_optimization.py
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Original file line number Diff line number Diff line change
Expand Up @@ -94,13 +94,8 @@ def device_scheduler( # noqa C901
)

# Compute a good value for M
M = 0.1
for device_constraint in device_constraints:
M = max(
M,
device_constraint["derivative max"].max(),
-device_constraint["derivative min"].min(),
)
M = np.nanmax([np.nanmax(d.abs()) for d in device_constraints])
M = max(M, 1)

# Turn prices per commitment into prices per commitment flow
if len(commitment_downwards_deviation_price) != 0:
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