morales, pineda 2012. gams

Juan Miguel MoralesSalvador Pineda

Tools for decision making under uncertainty in electricity markets

GAMS Introduction

Tools for decision making under uncertainty in electricity markets2 Lecture 1: “When uncertainty matters”

GAMS download

www.gams.com

Tools for decision making under uncertainty in electricity markets3 Lecture 1: “When uncertainty matters”

GAMS appearence

Tools for decision making under uncertainty in electricity markets4 Lecture 1: “When uncertainty matters”

GAMS files

Tools for decision making under uncertainty in electricity markets5 Lecture 1: “When uncertainty matters”

GAMS files

Tools for decision making under uncertainty in electricity markets6 Lecture 1: “When uncertainty matters”

• Definition of sets, parameters, tables, variables, etc.

• Definition of objective function

• Definition of equality constraints

• Definition of inequality constraints

• Definition of the model

• Solve statement

• Display solution (optional)

GAMS file structure

Tools for decision making under uncertainty in electricity markets7 Lecture 1: “When uncertainty matters”

GAMS basic commands

Tools for decision making under uncertainty in electricity markets8 Lecture 1: “When uncertainty matters”

SETS

Tools for decision making under uncertainty in electricity markets9 Lecture 1: “When uncertainty matters”

SCALARS

Tools for decision making under uncertainty in electricity markets10 Lecture 1: “When uncertainty matters”

PARAMETERS

Tools for decision making under uncertainty in electricity markets11 Lecture 1: “When uncertainty matters”

TABLES

Tools for decision making under uncertainty in electricity markets12 Lecture 1: “When uncertainty matters”

VARIABLES

Tools for decision making under uncertainty in electricity markets13 Lecture 1: “When uncertainty matters”

EQUATIONS

Tools for decision making under uncertainty in electricity markets14 Lecture 1: “When uncertainty matters”

MODEL

Tools for decision making under uncertainty in electricity markets15 Lecture 1: “When uncertainty matters”

SOLVE

Tools for decision making under uncertainty in electricity markets16 Lecture 1: “When uncertainty matters”

SOLVE

Tools for decision making under uncertainty in electricity markets17 Lecture 1: “When uncertainty matters”

DISPLAY

Tools for decision making under uncertainty in electricity markets18 Lecture 1: “When uncertainty matters”

FUNCTIONS

Tools for decision making under uncertainty in electricity markets19 Lecture 1: “When uncertainty matters”

FUNCTIONS SUM and PROD

Tools for decision making under uncertainty in electricity markets20 Lecture 1: “When uncertainty matters”

FUNCTION $

Tools for decision making under uncertainty in electricity markets21 Lecture 1: “When uncertainty matters”

FUNCTION FOR

Tools for decision making under uncertainty in electricity markets22 Lecture 1: “When uncertainty matters”

FUNCTION WHILE

Tools for decision making under uncertainty in electricity markets23 Lecture 1: “When uncertainty matters”

Example

Transport problem

Tools for decision making under uncertainty in electricity markets24 Lecture 1: “When uncertainty matters”

Transport problem example

Tools for decision making under uncertainty in electricity markets25 Lecture 1: “When uncertainty matters”

Transport problem example

Tools for decision making under uncertainty in electricity markets26 Lecture 1: “When uncertainty matters”

Transport problem example

Tools for decision making under uncertainty in electricity markets27 Lecture 1: “When uncertainty matters”

Transport problem example

Tools for decision making under uncertainty in electricity markets28 Lecture 1: “When uncertainty matters”

Transport problem example

Tools for decision making under uncertainty in electricity markets29 Lecture 1: “When uncertainty matters”

Transport problem GAMS

Tools for decision making under uncertainty in electricity markets30 Lecture 1: “When uncertainty matters”

Transport problem GAMS

Tools for decision making under uncertainty in electricity markets31 Lecture 1: “When uncertainty matters”

Transport problem GAMS

Tools for decision making under uncertainty in electricity markets32 Lecture 1: “When uncertainty matters”

Transport problem GAMS

Tools for decision making under uncertainty in electricity markets33 Lecture 1: “When uncertainty matters”

Transport problem GAMS

Tools for decision making under uncertainty in electricity markets34 Lecture 1: “When uncertainty matters”

Transport problem GAMS

Tools for decision making under uncertainty in electricity markets35 Lecture 1: “When uncertainty matters”

Transport problem GAMS

Tools for decision making under uncertainty in electricity markets36 Lecture 1: “When uncertainty matters”

Transport problem GAMS

Tools for decision making under uncertainty in electricity markets37 Lecture 1: “When uncertainty matters”

Transport problem GAMS

Tools for decision making under uncertainty in electricity markets38 Lecture 1: “When uncertainty matters”

Example

Run the model

Tools for decision making under uncertainty in electricity markets39 Lecture 1: “When uncertainty matters”

.lst file

Tools for decision making under uncertainty in electricity markets40 Lecture 1: “When uncertainty matters”

.lst file

Tools for decision making under uncertainty in electricity markets41 Lecture 1: “When uncertainty matters”

.lst file

Tools for decision making under uncertainty in electricity markets42 Lecture 1: “When uncertainty matters”

.lst file

Tools for decision making under uncertainty in electricity markets43 Lecture 1: “When uncertainty matters”

.lst file

Tools for decision making under uncertainty in electricity markets44 Lecture 1: “When uncertainty matters”

Thanks for your attention!