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Add two-stage stochastic optimization feature #1082

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9 tasks
datejada opened this issue Mar 11, 2025 · 1 comment
Open
9 tasks

Add two-stage stochastic optimization feature #1082

datejada opened this issue Mar 11, 2025 · 1 comment

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@datejada
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Description

The new functionality will calculate a two-stage stochastic problem with unique investment variables for all stochastic scenarios. So, we need to add the stochastic scenario index to the model and modify the objective function and constraints accordingly.

Sub issues

  • Update the mathematical formulation in the documentation:
    - New parameters and changes in the equations
  • Add a concepts section in the documentation:
    - Explain how the stochastic scenarios are considered in the model
  • (?) Update TulipaClustering to get the stochastic scenarios:
    - Maybe we need to have options to export the new parameters for the formulation (e.g., mapping between representatives and stochastic scenario)
  • Update input files and create new ones:
    - Modify the code to read that data and modify/create the internal tables
    - New tables include the mapping between representatives and stochastic scenarios and stochastic scenario probabilities
  • Modify the model to include the new stochastic scenario index
    - Objective function
    - Constraints
  • Update outputs (if needed)
  • Create a test case study to check all is correct in the formulation (add to the test)
  • Create a How-to-use in the documentation
  • Create a tutorial (if needed)
@datejada
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@g-moralesespana this is the general list of things we need to do to implement the two-stage stochastic feature. Please double-check if I am missing something. I will start with the formulation and concepts before moving to the code.

@abelsiqueira, after I have the formulation and concepts written down, I will come to you to help me implement the other steps in the code. Thanks!

@datejada datejada changed the title Add two-stage stochastic feature Add two-stage stochastic optimization feature Mar 11, 2025
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