Thank you for your response. My problem is the first: I don't understand how PMIN is computed in the result(it is different from the Pmin set in the case file)? MU_PMAX?
MU_PMin for dispatchable loads and generators are calculated in a different way. I cannot understand this also why? Could you please explain these? Best Regards Carol Francesca On Thu, Mar 29, 2012 at 17:10, Ray Zimmerman <r...@cornell.edu> wrote: > Are you saying you do not understand what a shadow price on a constraint > is? Or that you do not understand a specific optimization algorithm (such > as the interior point method used by MIPS) and how these multipliers are > computed? > > If it is the first, I will just say, it is the sensitivity of the > objective function to the constraint. In other words, in the case of > MU_PMIN, for example, a shadow price of $X/MW means that the objective > function would decrease by $X*Y if you were to relax the PMIN limit by Y MW > for some tiny value of Y. > > If it is the second, I suggest that you take a course or read a book on > non-linear optimization. The algorithmic details of how these shadow prices > are actually computed is different for each algorithm and beyond the scope > of what I can explain in an e-mail. > > -- > Ray Zimmerman > Senior Research Associate > 419A Warren Hall, Cornell University, Ithaca, NY 14853 > phone: (607) 255-9645 > > > > > On Mar 28, 2012, at 4:13 PM, Carol Francesca wrote: > > Dear Dr. Zimmerman, > > I read the manual but I didn't understand how Pmin mu for dispatchable > loads as well as Pmax for generators are calculated. I really confused. If > it is possible please explain, because It is not clear for me how it has > been computed. > > Best Regards > > Carol Francesca > > > > On Mon, Mar 26, 2012 at 15:16, Ray Zimmerman <r...@cornell.edu> wrote: > >> MU_PMIN and MU_QMIN are shadow prices on the minimum generation limits >> for real and reactive power. Constraint shadow prices, also called >> Kuhn-Tucker multipliers, are a standard output of most all constrained >> optimization solvers. See any book on constrained optimization for a >> description of their meaning and how they are computed for any given >> algorithm. >> >> In MATPOWER, the shadow prices are computed by whichever solver is used. >> For example, in the case of the default MIPS solver, they are included in >> the mu variable in equation (A.32) in Appendix A. The value is computed in >> mips.m. >> >> I should probably mention also that in the case of trapezoidal generator >> capability curves (see Section 5.4.3 in the manual), if one of the sloped >> portions of the curve is binding, its shadow price is decomposed into >> components for the corresponding real and reactive limits. >> >> -- >> Ray Zimmerman >> Senior Research Associate >> 419A Warren Hall, Cornell University, Ithaca, NY 14853 >> phone: (607) 255-9645 >> >> >> >> >> On Mar 25, 2012, at 7:08 PM, Carol Francesca wrote: >> >> Dear Prof. Zimmerman, >> >> I have a question: >> >> When I do runmarkt sometimes price and Lambdas are not equal and its >> because of network congestion and losses. >> In MATPOWER, how MU_PMIN and MU_QMIN are calculated? Could you please >> address the m.file which calculates these? >> How they affect the prices? There is no sufficient explanation about it >> in the manual. I am sorry but I cannot understand how they are calculated. >> >> Best Regards >> >> Carol >> >> >> > >
