rewrite MIP constraint to respect relative range limits

Signed-off-by: belthlemar <[email protected]>

docs/castor/linear-problem/discrete-pst-tap-filler.md

@@ -24,8 +24,8 @@ information [here](/input-data/crac/json.md#range-actions))
 
 | Name                                         | Symbol             | Details                                                                                                   | Type    | Index                                             | Unit                     | Lower bound | Upper bound |
 |----------------------------------------------|--------------------|-----------------------------------------------------------------------------------------------------------|---------|---------------------------------------------------|--------------------------|-------------|-------------|
-| PstRangeAction tap upward variation          | $\Delta t^{+} (r)$ | upward tap variation of PstRangeAction $r$, between two iterations of the optimisation                    | Integer | One variable for every element of PstRangeActions | No unit (number of taps) | $-\infty$   | $+\infty$   |
-| PstRangeAction tap downward variation        | $\Delta t^{-} (r)$ | downward tap variation of PstRangeAction $r$, between two iterations of the optimisation                  | Integer | One variable for every element of PstRangeActions | No unit (number of taps) | $-\infty$   | $+\infty$   |
+| PstRangeAction tap upward variation          | $\Delta t^{+} (r)$ | upward tap variation of PstRangeAction $r$, between two iterations of the optimisation                    | Integer | One variable for every element of PstRangeActions | No unit (number of taps) | 0           | $+\infty$   |
+| PstRangeAction tap downward variation        | $\Delta t^{-} (r)$ | downward tap variation of PstRangeAction $r$, between two iterations of the optimisation                  | Integer | One variable for every element of PstRangeActions | No unit (number of taps) | 0           | $+\infty$   |
 | PstRangeAction tap upward variation binary   | $\delta ^{+} (r)$  | indicates whether the tap of PstRangeAction $r$ has increased, between two iterations of the optimisation | Binary  | One variable for every element of PstRangeActions | No unit                  | 0           | 1           |
 | PstRangeAction tap downward variation binary | $\delta ^{-} (r)$  | indicates whether the tap of PstRangeAction $r$ has decreased, between two iterations of the optimisation | Binary  | One variable for every element of PstRangeActions | No unit                  | 0           | 1           |
 
@@ -112,8 +112,14 @@ $$
 
 $$
 \begin{equation}
-t^-(r) \leq \Delta t^+(r, s) + \Delta t^-(r, s) - (\Delta t^+(r, s') + \Delta t^-(r, s')) \leq t^+(r)
+0 \leq \Delta t^+(r, s) - \Delta t^+(r, s') \leq t^+(r)
 \end{equation}
 $$
 
-with $\Delta t(r,s')$ the setpoint of the last range action on the same element as $r$ but a state preceding $s$.
+$$
+\begin{equation}
+0 \leq \Delta t^-(r, s) - \Delta t^-(r, s') \leq t^-(r)
+\end{equation}
+$$
+
+with $\Delta t(r,s')$ the tap variation of the last range action on the same element as $r$ but in the state preceding $s$.

ra-optimisation/search-tree-rao/src/main/java/com/powsybl/openrao/searchtreerao/linearoptimisation/algorithms/fillers/DiscretePstTapFiller.java

@@ -92,15 +92,18 @@ private void buildPstTapVariablesAndConstraints(LinearProblem linearProblem, Pst
         if (lastAvailableRangeAction != null) {
             RangeAction<?> preventiveRangeAction = lastAvailableRangeAction.getKey();
             Pair<Double, Double> pstLimits = getMinAndMaxRelativeTaps(pstRangeAction, linearProblem.infinity());
-            double maxRelativeTap = pstLimits.getRight();
-            double minRelativeTap = pstLimits.getLeft();
-            OpenRaoMPConstraint relativeTapConstraint = linearProblem.addPstRelativeTapConstraint(minRelativeTap, maxRelativeTap, pstRangeAction, state);
+            double maxRelativeTap = Math.max(0, pstLimits.getRight());
+            double minRelativeTap = -Math.min(0, pstLimits.getLeft());
+
+            OpenRaoMPConstraint relativeTapConstraintUpward = linearProblem.addPstRelativeTapConstraint(0, maxRelativeTap, pstRangeAction, state, LinearProblem.VariationDirectionExtension.UPWARD);
             OpenRaoMPVariable preventivePstTapUpwardVariationVariable = linearProblem.getPstTapVariationVariable((PstRangeAction) preventiveRangeAction, optimizationPerimeter.getMainOptimizationState(), LinearProblem.VariationDirectionExtension.UPWARD);
+            relativeTapConstraintUpward.setCoefficient(pstTapUpwardVariationVariable, 1);
+            relativeTapConstraintUpward.setCoefficient(preventivePstTapUpwardVariationVariable, -1);
+
+            OpenRaoMPConstraint relativeTapConstraintDownard = linearProblem.addPstRelativeTapConstraint(0, minRelativeTap, pstRangeAction, state, LinearProblem.VariationDirectionExtension.DOWNWARD);
             OpenRaoMPVariable preventivePstTapDownwardVariationVariable = linearProblem.getPstTapVariationVariable((PstRangeAction) preventiveRangeAction, optimizationPerimeter.getMainOptimizationState(), LinearProblem.VariationDirectionExtension.DOWNWARD);
-            relativeTapConstraint.setCoefficient(pstTapUpwardVariationVariable, 1);
-            relativeTapConstraint.setCoefficient(pstTapDownwardVariationVariable, 1);
-            relativeTapConstraint.setCoefficient(preventivePstTapUpwardVariationVariable, -1);
-            relativeTapConstraint.setCoefficient(preventivePstTapDownwardVariationVariable, -1);
+            relativeTapConstraintDownard.setCoefficient(pstTapDownwardVariationVariable, 1);
+            relativeTapConstraintDownard.setCoefficient(preventivePstTapDownwardVariationVariable, -1);
         }
 
         OpenRaoMPVariable setPointVariable = linearProblem.getRangeActionSetpointVariable(pstRangeAction, state);

ra-optimisation/search-tree-rao/src/main/java/com/powsybl/openrao/searchtreerao/linearoptimisation/algorithms/linearproblem/LinearProblem.java

@@ -160,12 +160,12 @@ public OpenRaoMPConstraint addRangeActionRelativeSetpointConstraint(double lb, d
         return solver.makeConstraint(lb, ub, rangeActionRelativeSetpointConstraintId(rangeAction, state, raRangeShrinking));
     }
 
-    public OpenRaoMPConstraint addPstRelativeTapConstraint(double lb, double ub, PstRangeAction pstRangeAction, State state) {
-        return solver.makeConstraint(lb, ub, pstRangeActionRelativeTapConstraintId(pstRangeAction, state));
+    public OpenRaoMPConstraint addPstRelativeTapConstraint(double lb, double ub, PstRangeAction pstRangeAction, State state, VariationDirectionExtension variation) {
+        return solver.makeConstraint(lb, ub, pstRangeActionRelativeTapConstraintId(pstRangeAction, state, variation));
     }
 
-    public OpenRaoMPConstraint getPstRelativeTapConstraint(PstRangeAction pstRangeAction, State state) {
-        return solver.getConstraint(pstRangeActionRelativeTapConstraintId(pstRangeAction, state));
+    public OpenRaoMPConstraint getPstRelativeTapConstraint(PstRangeAction pstRangeAction, State state, VariationDirectionExtension variation) {
+        return solver.getConstraint(pstRangeActionRelativeTapConstraintId(pstRangeAction, state, variation));
     }
 
     public OpenRaoMPConstraint getRangeActionRelativeSetpointConstraint(RangeAction<?> rangeAction, State state, RaRangeShrinking raRangeShrinking) {

ra-optimisation/search-tree-rao/src/main/java/com/powsybl/openrao/searchtreerao/linearoptimisation/algorithms/linearproblem/LinearProblemIdGenerator.java

@@ -67,8 +67,8 @@ public static String rangeActionRelativeSetpointConstraintId(RangeAction<?> rang
         return rangeAction.getId() + SEPARATOR + state.getId() + SEPARATOR + RELATIVE + SEPARATOR + SET_POINT + SEPARATOR + raRangeShrinking.toString() + CONSTRAINT_SUFFIX;
     }
 
-    public static String pstRangeActionRelativeTapConstraintId(PstRangeAction pstRangeAction, State state) {
-        return pstRangeAction.getId() + SEPARATOR + state.getId() + SEPARATOR + RELATIVE + SEPARATOR + TAP + SEPARATOR + CONSTRAINT_SUFFIX;
+    public static String pstRangeActionRelativeTapConstraintId(PstRangeAction pstRangeAction, State state, LinearProblem.VariationDirectionExtension upwardOrDownward) {
+        return pstRangeAction.getId() + SEPARATOR + state.getId() + SEPARATOR + RELATIVE + SEPARATOR + TAP + SEPARATOR + upwardOrDownward.toString().toLowerCase() + SEPARATOR + CONSTRAINT_SUFFIX;
     }
 
     public static String pstTapVariableVariationId(RangeAction<?> rangeAction, State state, LinearProblem.VariationDirectionExtension upwardOrDownward) {

ra-optimisation/search-tree-rao/src/test/java/com/powsybl/openrao/searchtreerao/linearoptimisation/algorithms/fillers/DiscretePstTapFillerTest.java

@@ -55,7 +55,7 @@ void testFillAndUpdateMethods() throws IOException {
             .withTapToAngleConversionMap(tapToAngle)
             .newTapRange()
             .withMinTap(-10)
-            .withMaxTap(10)
+            .withMaxTap(7)
             .withRangeType(RangeType.RELATIVE_TO_PREVIOUS_INSTANT)
             .add()
             .add();
@@ -110,7 +110,8 @@ void testFillAndUpdateMethods() throws IOException {
         OpenRaoMPConstraint upOrDownC = linearProblem.getUpOrDownPstVariationConstraint(pstRangeAction, state);
         OpenRaoMPConstraint upVariationC = linearProblem.getIsVariationInDirectionConstraint(pstRangeAction, state, LinearProblem.VariationReferenceExtension.PREVIOUS_ITERATION, LinearProblem.VariationDirectionExtension.UPWARD);
         OpenRaoMPConstraint downVariationC = linearProblem.getIsVariationInDirectionConstraint(pstRangeAction, state, LinearProblem.VariationReferenceExtension.PREVIOUS_ITERATION, LinearProblem.VariationDirectionExtension.DOWNWARD);
-        OpenRaoMPConstraint craRelativeTapC = linearProblem.getPstRelativeTapConstraint(cra, curativeState);
+        OpenRaoMPConstraint craRelativeTapUpC = linearProblem.getPstRelativeTapConstraint(cra, curativeState, LinearProblem.VariationDirectionExtension.UPWARD);
+        OpenRaoMPConstraint craRelativeTapDownC = linearProblem.getPstRelativeTapConstraint(cra, curativeState, LinearProblem.VariationDirectionExtension.DOWNWARD);
 
         assertNotNull(setpointV);
         assertNotNull(variationUpV);
@@ -121,7 +122,8 @@ void testFillAndUpdateMethods() throws IOException {
         assertNotNull(upOrDownC);
         assertNotNull(upVariationC);
         assertNotNull(downVariationC);
-        assertNotNull(craRelativeTapC);
+        assertNotNull(craRelativeTapUpC);
+        assertNotNull(craRelativeTapDownC);
 
         // check variable bounds
         assertEquals(0, variationUpV.lb(), 1e-6);
@@ -155,12 +157,15 @@ void testFillAndUpdateMethods() throws IOException {
         assertEquals(1, downVariationC.getCoefficient(variationDownV), 1e-6);
         assertEquals(-15, downVariationC.getCoefficient(binaryDownV), 1e-6);
 
-        assertEquals(-10, craRelativeTapC.lb(), 1e-6);
-        assertEquals(10, craRelativeTapC.ub(), 1e-6);
-        assertEquals(1, craRelativeTapC.getCoefficient(craVariationUpV));
-        assertEquals(1, craRelativeTapC.getCoefficient(craVariationDownV));
-        assertEquals(-1, craRelativeTapC.getCoefficient(variationUpV));
-        assertEquals(-1, craRelativeTapC.getCoefficient(variationDownV));
+        assertEquals(7, craRelativeTapUpC.ub(), 1e-6);
+        assertEquals(0, craRelativeTapUpC.lb(), 1e-6);
+        assertEquals(1, craRelativeTapUpC.getCoefficient(craVariationUpV));
+        assertEquals(-1, craRelativeTapUpC.getCoefficient(variationUpV));
+
+        assertEquals(10, craRelativeTapDownC.ub(), 1e-6);
+        assertEquals(0, craRelativeTapDownC.lb(), 1e-6);
+        assertEquals(1, craRelativeTapDownC.getCoefficient(craVariationDownV));
+        assertEquals(-1, craRelativeTapDownC.getCoefficient(variationDownV));
 
         // update linear problem, with a new PST tap equal to -4
         double alphaBeforeUpdate = tapToAngle.get(-4);

tests/src/test/resources/com/powsybl/openrao/tests/features/epic19_specific_rao_parameters/US19_11.feature

@@ -17,12 +17,7 @@ Feature: US 19.11: Handle maximum number of elementary actions per TSO
     And the tap of PstRangeAction "pst_fr" should be 13 after "co1_fr2_fr3_1" at "curative"
     And the worst margin is -218.5 A
 
-  @fast @rao @second-preventive @flaky
-  # TODO : fix this test with global 2P is fixed
-  # for some reason, SCIP and CBC activate 3 range actions at the root leaf of the 2P (2 curative + 1 preventive)
-  # and XPRESS only 2 (curative). Oddly, both situations seem to produce the same margins.
-  # We should start by checking the iidm at the end of the optimization of the root leaf, to see if it is necessary to
-  # activate the preventive (BE) PST in order to achieve these margins, then see what's wrong.
+  @fast @rao @second-preventive
   Scenario: US.19.11.9.bis: Same case with global optimization: should have the same results
     Given network file is "epic19/small-network-2P.uct"
     Given crac file is "epic19/SL_ep19us11case9.json"