EE7400_D_1_Risk_neutral_GEP_problem.m

clc
clear all
P_can_max=sdpvar(2,1,15,'full');
P_esixting_gen=sdpvar(2,2,15,'full');
P_can_gen=sdpvar(2,1,15,'full');


cost=[240e3;270e3;300e3;360e3;450e3;240e3;270e3;300e3;360e3;450e3;240e3;270e3;300e3;360e3;450e3];
Demand=[2000,2400;2000,2400;2000,2400;2000,2400;2000,2400;2250,2700;2250,2700;2250,2700;2250,2700;2250,2700;...
    2500,3000;2500,3000;2500,3000;2500,3000;2500,3000];

Objective=0;
for w=1:15
    Objective=Objective+(1/15)*(8760*(14*(P_esixting_gen(1,1,w)+P_esixting_gen(2,1,w))+...
        20*(P_esixting_gen(1,2,w)+P_esixting_gen(2,2,w))+...
        15*(P_can_gen(1,1,w)+P_can_gen(2,1,w)))+...
        (0.3*300000)*P_can_max(1,1,w)+0.15*cost(w)*P_can_max(2,1,w));
end

Constraints=[];
for w=1:14
    Constraints=[Constraints, P_can_max(1,1,w)==P_can_max(1,1,w+1)];
end
for w=1:15
    Constraints=[Constraints, 0<=P_can_max(1,1,w)<=1500];
    Constraints=[Constraints, 0<=P_can_max(2,1,w)<=1500];
    
    Constraints=[Constraints,P_esixting_gen(1,1,w)+P_esixting_gen(1,2,w)+P_can_gen(1,1,w)==Demand(w,1)];
    Constraints=[Constraints,P_esixting_gen(2,1,w)+P_esixting_gen(2,2,w)+P_can_gen(2,1,w)==Demand(w,2)];
    
    Constraints=[Constraints, 0<=P_esixting_gen(1,1,w)<=1000];
    Constraints=[Constraints, 0<=P_esixting_gen(2,1,w)<=1000];
    Constraints=[Constraints, 0<=P_esixting_gen(1,2,w)<=800];
    Constraints=[Constraints, 0<=P_esixting_gen(2,2,w)<=800];
    Constraints=[Constraints, 0<=P_can_gen(1,1,w)<=P_can_max(1,1,w)];
    Constraints=[Constraints, 0<=P_can_gen(2,1,w)<=P_can_max(1,1,w)+P_can_max(2,1,w)];   
end
Solution=optimize(Constraints,Objective)

P_can_max=value(P_can_max)