Home > matpower6.0 > @opt_model > compute_cost.m

compute_cost

PURPOSE ^

COMPUTE_COST Computes a user-defined cost.

SYNOPSIS ^

function f = compute_cost(om, x, name, idx)

DESCRIPTION ^

COMPUTE_COST  Computes a user-defined cost.
   F_U = COMPUTE_COST(OM, X)
   F_U = COMPUTE_COST(OM, X, NAME)
   F_U = COMPUTE_COST(OM, X, NAME, IDX)

   Computes the value of a user defined cost, either for all user
   defined costs or for a named set of costs. Requires calling
   BUILD_COST_PARAMS first to build the full set of parameters.

   Let X be the full set of optimization variables and F_U(X, CP) be the
   user-defined cost at X, corresponding to the set of cost parameters in
   the CP struct returned by GET_COST_PARAMS, where CP is a struct with the
   following fields:
       N      - nw x nx sparse matrix
       Cw     - nw x 1 vector
       H      - nw x nw sparse matrix (optional, all zeros by default)
       dd, mm - nw x 1 vectors (optional, all ones by default)
       rh, kk - nw x 1 vectors (optional, all zeros by default)

   These parameters are used as follows to compute F_U(X, CP)

       R  = N*x - rh

               /  kk(i),  R(i) < -kk(i)
       K(i) = <   0,     -kk(i) <= R(i) <= kk(i)
               \ -kk(i),  R(i) > kk(i)

       RR = R + K

       U(i) =  /  0, -kk(i) <= R(i) <= kk(i)
               \  1, otherwise

       DDL(i) = /  1, dd(i) = 1
                \  0, otherwise

       DDQ(i) = /  1, dd(i) = 2
                \  0, otherwise

       Dl = diag(mm) * diag(U) * diag(DDL)
       Dq = diag(mm) * diag(U) * diag(DDQ)

       w = (Dl + Dq * diag(RR)) * RR

       F_U(X, CP) = 1/2 * w'*H*w + Cw'*w

   See also OPT_MODEL, ADD_COSTS, BUILD_COST_PARAMS, GET_COST_PARAMS.

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function f = compute_cost(om, x, name, idx)
0002 %COMPUTE_COST  Computes a user-defined cost.
0003 %   F_U = COMPUTE_COST(OM, X)
0004 %   F_U = COMPUTE_COST(OM, X, NAME)
0005 %   F_U = COMPUTE_COST(OM, X, NAME, IDX)
0006 %
0007 %   Computes the value of a user defined cost, either for all user
0008 %   defined costs or for a named set of costs. Requires calling
0009 %   BUILD_COST_PARAMS first to build the full set of parameters.
0010 %
0011 %   Let X be the full set of optimization variables and F_U(X, CP) be the
0012 %   user-defined cost at X, corresponding to the set of cost parameters in
0013 %   the CP struct returned by GET_COST_PARAMS, where CP is a struct with the
0014 %   following fields:
0015 %       N      - nw x nx sparse matrix
0016 %       Cw     - nw x 1 vector
0017 %       H      - nw x nw sparse matrix (optional, all zeros by default)
0018 %       dd, mm - nw x 1 vectors (optional, all ones by default)
0019 %       rh, kk - nw x 1 vectors (optional, all zeros by default)
0020 %
0021 %   These parameters are used as follows to compute F_U(X, CP)
0022 %
0023 %       R  = N*x - rh
0024 %
0025 %               /  kk(i),  R(i) < -kk(i)
0026 %       K(i) = <   0,     -kk(i) <= R(i) <= kk(i)
0027 %               \ -kk(i),  R(i) > kk(i)
0028 %
0029 %       RR = R + K
0030 %
0031 %       U(i) =  /  0, -kk(i) <= R(i) <= kk(i)
0032 %               \  1, otherwise
0033 %
0034 %       DDL(i) = /  1, dd(i) = 1
0035 %                \  0, otherwise
0036 %
0037 %       DDQ(i) = /  1, dd(i) = 2
0038 %                \  0, otherwise
0039 %
0040 %       Dl = diag(mm) * diag(U) * diag(DDL)
0041 %       Dq = diag(mm) * diag(U) * diag(DDQ)
0042 %
0043 %       w = (Dl + Dq * diag(RR)) * RR
0044 %
0045 %       F_U(X, CP) = 1/2 * w'*H*w + Cw'*w
0046 %
0047 %   See also OPT_MODEL, ADD_COSTS, BUILD_COST_PARAMS, GET_COST_PARAMS.
0048 
0049 %   MATPOWER
0050 %   Copyright (c) 2008-2016, Power Systems Engineering Research Center (PSERC)
0051 %   by Ray Zimmerman, PSERC Cornell
0052 %
0053 %   This file is part of MATPOWER.
0054 %   Covered by the 3-clause BSD License (see LICENSE file for details).
0055 %   See http://www.pserc.cornell.edu/matpower/ for more info.
0056 
0057 if nargin < 3
0058     cp = get_cost_params(om);
0059 elseif nargin < 4
0060     cp = get_cost_params(om, name);
0061 else
0062     cp = get_cost_params(om, name, idx);
0063 end
0064 
0065 [N, Cw, H, dd, rh, kk, mm] = deal(cp.N, cp.Cw, cp.H, cp.dd, ...
0066                                     cp.rh, cp.kk, cp.mm);
0067 nw = size(N, 1);
0068 r = N * x - rh;                 %% Nx - rhat
0069 iLT = find(r < -kk);            %% below dead zone
0070 iEQ = find(r == 0 & kk == 0);   %% dead zone doesn't exist
0071 iGT = find(r > kk);             %% above dead zone
0072 iND = [iLT; iEQ; iGT];          %% rows that are Not in the Dead region
0073 iL = find(dd == 1);             %% rows using linear function
0074 iQ = find(dd == 2);             %% rows using quadratic function
0075 LL = sparse(iL, iL, 1, nw, nw);
0076 QQ = sparse(iQ, iQ, 1, nw, nw);
0077 kbar = sparse(iND, iND, [   ones(length(iLT), 1);
0078                             zeros(length(iEQ), 1);
0079                             -ones(length(iGT), 1)], nw, nw) * kk;
0080 rr = r + kbar;                  %% apply non-dead zone shift
0081 M = sparse(iND, iND, mm(iND), nw, nw);  %% dead zone or scale
0082 diagrr = sparse(1:nw, 1:nw, rr, nw, nw);
0083 
0084 %% linear rows multiplied by rr(i), quadratic rows by rr(i)^2
0085 w = M * (LL + QQ * diagrr) * rr;
0086 
0087 f = full((w' * H * w) / 2 + Cw' * w);

Generated on Fri 16-Dec-2016 12:45:37 by m2html © 2005