Course Project for Advanced Optimization and Game Theory for Energy Systems (Prof Jalal Kazempour, DTU, January 2021)

Author: Sebastian Troitzsch

Installation

1. Check requirements:
   • Anaconda Python 3.7 environment
   • Gurobi Optimizer (tested with version 9.1.0)
2. In Anaconda Prompt, from this directory, run:
   1. conda install -c conda-forge cvxpy numpy pandas tslearn scikit-learn==0.23
   2. pip install -v -e fledge

Contents

• step_1.pdf: Report for Step 1: Solving the problem in a deterministic manner.
• step_2.pdf: Report for Step 2: Solving the problem under uncertainty.
• step_3.pdf: Report for Step 3: Solving the problem as a bilevel program.
• step_4.pdf: Report for Step 4: Solving the problem in a decomposed manner
• scripts/step_1.py: Run script for Step 1: Solving the problem in a deterministic manner.
• scripts/step_2.py: Run script for Step 2: Solving the problem under uncertainty.
• scripts/step_3.py: Run script for Step 3: Solving the problem a bilevel program.
• scripts/step_4.py: Run script for Step 4: Solving the problem in a decomposed manner
• results/: Results from the run scripts.

Github

This code is also available on GitHub: https://github.com/stroitzsch/advanced_optimization_course_project