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How can I implement an "if" in optimization problem?

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Danny
Danny on 19 Oct 2021
Edited: Danny on 20 Oct 2021
In the example https://www.mathworks.com/matlabcentral/fileexchange/73139-microgrid-energy-management-system-ems-using-optimization?s_tid=srchtitle energy management optimization has been done in presence of an energy storage system. The optimproblem has been set as follow:
%% Define Decision variables
PgridV = optimvar('PgridV',N);
PbattV = optimvar('PbattV',N,'LowerBound',batteryMinMax.Pmin,'UpperBound',batteryMinMax.Pmax);
EbattV = optimvar('EbattV',N,'LowerBound',batteryMinMax.Emin,'UpperBound',batteryMinMax.Emax);
%% Objective Function
% Minimize cost of electricity from the grid
prob.ObjectiveSense = 'minimize';
% prob.Objective = dt*C'*PgridV - FinalWeight*EbattV(N);
prob.Objective = dt*C'*PgridV - FinalWeight*EbattV(N);
%% Constraints
% Power input/output to battery
prob.Constraints.energyBalance = optimconstr(N);
prob.Constraints.energyBalance(1) = EbattV(1) == Einit;
prob.Constraints.energyBalance(2:N) = EbattV(2:N) == EbattV(1:N-1) - PbattV(1:N-1)*dt;
Last line describes energy storage behaviour, without considering the efficiency. Setting eta_c and eta_d as charge and discharge efficiency rispectively, how can I implement an "if" problem in such a constraint? I mean something like:
if PbattV>0 prob.Constraints.energyBalance(2:N) = EbattV(2:N) == EbattV(1:N-1) - PbattV(1:N-1)*dt/eta_d;
if PbattV<0 prob.Constraints.energyBalance(2:N) = EbattV(2:N) == EbattV(1:N-1) - PbattV(1:N-1)*dt*eta_c;
I don't manage to figure it out because PbattV is an optimvar.
Please, do you have any advice?

Accepted Answer

Alan Weiss
Alan Weiss on 19 Oct 2021
Yoou might be able to find some techniques in the new documentation topic Integer and Logical Modeling.
Alan Weiss
MATLAB mathematical toolbox documentation
  1 Comment
Danny
Danny on 20 Oct 2021
Hi Alan,
thanks for your advice and attention. I've followed your suggestion and I have considered the battery as reservoir flow problem formulated in the documentation. I've set the problem as follow:
% Decision variables
PgridV=optimvar('PgridV',N);
EbattV = optimvar('EbattV',N,'LowerBound',batteryMinMax.Emin,'UpperBound',batteryMinMax.Emax);
M=400e3; %max power rate
Pbatt_ch = optimvar('Pbatt_ch',N,'LowerBound',0,'UpperBound',M);
Pbatt_disch = optimvar('Pbatt_disch',N,'LowerBound',0,'UpperBound',M);
%Binary variables
z_in = optimvar('z_in',N,'Type','integer','LowerBound',0,'UpperBound',1); % charging binary variable array
z_out= optimvar('z_out',N,'Type','integer','LowerBound',0,'UpperBound',1); % discharging binary variable array
%% Constraints
%Binary variables
prob.Constraints.charge_on = Pbatt_ch <= M*zin_;
prob.Constraints.discharge_on = Pbatt_disch <= M*z_out;
prob.Constraints.notbothpositive = z_in + z_out <= 1;
% Power input/output to battery
prob.Constraints.energyBalance = optimconstr(N);
prob.Constraints.energyBalance(1) = EbattV(1) == Einit;
prob.Constraints.energyBalance(2:N) = EbattV(2:N) == EbattV(1:N-1) +(Pbatt_ch(1:N-1)*eta_c)*dt-(Pbatt_disch(1:N-1)/eta_d)*dt;
%%Objective function (minimize cost of electricity from the grid)
prob.ObjectiveSense='minimize';
prob.Objective=dt*C'*PgridV-FinalWeight*EbattV(N);
I'm not pretty sure about last line of energyBalance constraint and I don't know if I got it.
Best Regards,
Danny

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