Thank you.

My questions are introduced as follows:

1.The value of Pmin in the case file and in the results are different while
they have to be the same. Why they are different when I am doing runmarket?
2. The value MU_Pmin for dispatachable load and generators are computed in
different way, i.e. for generators it is calculated as explained in the
manual while for the dispatchable loads I don't know how they are
calculated. I want to know this(when I am doing runmarket).
3. How MU_Pmax is calculated?
4. Also, for voltage how they are calculated (MU_Vmin&max when I am doing
runmarket)

I am so sorry for asking many questions.

Best Regards

C.F.



On Thu, Mar 29, 2012 at 21:28, Ray Zimmerman <[email protected]> wrote:

> PMIN is a lower limit on the amount of generation PG in MW. This is an
> input value set in the case file. The value of MU_PMIN is the sensitivity
> of the objective to this constraint, a shadow price computed by the
> optimization. Similarly for PMAX and MU_PMAX. If you don't understand
> shadow prices you will need to get that from a course or book on
> optimization theory.
>
> When using the smart market code (runmarket.m) PMIN (for loads) and PMAX
> (for generators) are modified according to the bid and offered quantities
> before calling the OPF.
>
> Does that help?
>
>   --
> Ray Zimmerman
> Senior Research Associate
> 419A Warren Hall, Cornell University, Ithaca, NY 14853
> phone: (607) 255-9645
>
>
>
>
> On Mar 29, 2012, at 12:27 PM, Carol Francesca wrote:
>
> 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 <[email protected]> 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 <[email protected]> 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
>>>
>>>
>>>
>>
>>
>
>

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