Home > matpower7.0 > lib > opf_legacy_user_cost_fcn.m

opf_legacy_user_cost_fcn

PURPOSE ^

OPF_LEGACY_USER_COST_FCN Evaluates legacy user costs and derivatives.

SYNOPSIS ^

function [f, df, d2f] = opf_legacy_user_cost_fcn(x, cp)

DESCRIPTION ^

OPF_LEGACY_USER_COST_FCN  Evaluates legacy user costs and derivatives.
   [F, DF, D2F] = OPF_LEGACY_USER_COST_FCN(X, CP)

   Evaluates the legacy user-defined costs and derivatives.

   Inputs:
     X : cell array with vectors of optimization variables
     CP : legacy user-defined cost parameter struct such as returned by
          @OPT_MODEL/GET_COST_PARAMS

   Outputs:
     F  : sum of generator polynomial costs
     DF : (optional) gradient (column vector) of polynomial costs
     D2F : (optional) Hessian of polynomial costs

   Examples:
       f = opf_legacy_user_cost_fcn(x, cp);
       [f, df] = opf_legacy_user_cost_fcn(x, cp);
       [f, df, d2f] = opf_legacy_user_cost_fcn(x, cp);

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function [f, df, d2f] = opf_legacy_user_cost_fcn(x, cp)
0002 %OPF_LEGACY_USER_COST_FCN  Evaluates legacy user costs and derivatives.
0003 %   [F, DF, D2F] = OPF_LEGACY_USER_COST_FCN(X, CP)
0004 %
0005 %   Evaluates the legacy user-defined costs and derivatives.
0006 %
0007 %   Inputs:
0008 %     X : cell array with vectors of optimization variables
0009 %     CP : legacy user-defined cost parameter struct such as returned by
0010 %          @OPT_MODEL/GET_COST_PARAMS
0011 %
0012 %   Outputs:
0013 %     F  : sum of generator polynomial costs
0014 %     DF : (optional) gradient (column vector) of polynomial costs
0015 %     D2F : (optional) Hessian of polynomial costs
0016 %
0017 %   Examples:
0018 %       f = opf_legacy_user_cost_fcn(x, cp);
0019 %       [f, df] = opf_legacy_user_cost_fcn(x, cp);
0020 %       [f, df, d2f] = opf_legacy_user_cost_fcn(x, cp);
0021 
0022 %   MATPOWER
0023 %   Copyright (c) 1996-2017, Power Systems Engineering Research Center (PSERC)
0024 %   by Carlos E. Murillo-Sanchez, PSERC Cornell & Universidad Nacional de Colombia
0025 %   and Ray Zimmerman, PSERC Cornell
0026 %
0027 %   This file is part of MATPOWER.
0028 %   Covered by the 3-clause BSD License (see LICENSE file for details).
0029 %   See https://matpower.org for more info.
0030 
0031 %%----- initialize -----
0032 %% unpack data
0033 [N, Cw, H, dd, rh, kk, mm] = ...
0034     deal(cp.N, cp.Cw, cp.H, cp.dd, cp.rh, cp.kk, cp.mm);
0035 nx = length(x);
0036 
0037 if isempty(N)
0038     f = 0;
0039     df = zeros(nx, 1);
0040     d2f = sparse(nx, nx);
0041 else
0042     nw = size(N, 1);
0043     r = N * x - rh;                 %% Nx - rhat
0044     iLT = find(r < -kk);            %% below dead zone
0045     iEQ = find(r == 0 & kk == 0);   %% dead zone doesn't exist
0046     iGT = find(r > kk);             %% above dead zone
0047     iND = [iLT; iEQ; iGT];          %% rows that are Not in the Dead region
0048     iL = find(dd == 1);             %% rows using linear function
0049     iQ = find(dd == 2);             %% rows using quadratic function
0050     LL = sparse(iL, iL, 1, nw, nw);
0051     QQ = sparse(iQ, iQ, 1, nw, nw);
0052     kbar = sparse(iND, iND, [   ones(length(iLT), 1);
0053                                 zeros(length(iEQ), 1);
0054                                 -ones(length(iGT), 1)], nw, nw) * kk;
0055     rr = r + kbar;                  %% apply non-dead zone shift
0056     M = sparse(iND, iND, mm(iND), nw, nw);  %% dead zone or scale
0057     diagrr = sparse(1:nw, 1:nw, rr, nw, nw);
0058     
0059     %% linear rows multiplied by rr(i), quadratic rows by rr(i)^2
0060     w = M * (LL + QQ * diagrr) * rr;
0061 
0062     f = (w' * H * w) / 2 + Cw' * w;
0063 
0064     %%----- evaluate cost gradient -----
0065     if nargout > 1
0066         HwC = H * w + Cw;
0067         AA = N' * M * (LL + 2 * QQ * diagrr);
0068         df = AA * HwC;
0069 
0070         %% numerical check
0071         if 0    %% 1 to check, 0 to skip check
0072             ddff = zeros(size(df));
0073             step = 1e-7;
0074             tol  = 1e-3;
0075             for k = 1:length(x)
0076                 xx = x;
0077                 xx(k) = xx(k) + step;
0078                 ddff(k) = (opf_costfcn(xx, om) - f) / step;
0079             end
0080             if max(abs(ddff - df)) > tol
0081                 idx = find(abs(ddff - df) == max(abs(ddff - df)));
0082                 fprintf('\nMismatch in gradient\n');
0083                 fprintf('idx             df(num)         df              diff\n');
0084                 fprintf('%4d%16g%16g%16g\n', [ 1:length(df); ddff'; df'; abs(ddff - df)' ]);
0085                 fprintf('MAX\n');
0086                 fprintf('%4d%16g%16g%16g\n', [ idx'; ddff(idx)'; df(idx)'; abs(ddff(idx) - df(idx))' ]);
0087                 fprintf('\n');
0088             end
0089         end     %% numeric check
0090 
0091         %% ---- evaluate cost Hessian -----
0092         if nargout > 2
0093             d2f = AA * H * AA' + 2 * N' * M * QQ * sparse(1:nw, 1:nw, HwC, nw, nw) * N;
0094         end
0095     end
0096 end

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