Fix investment results in repeated solving

[jokochems]

Problem statement

I want to fix investment results and re-optimize a model in order to be able to interpret dual values (as prices which I can't as long as investments are endogenously optimized). This could be achieved by fixing investment variables using the .fix() method from pyomo on them on a solved model instance (i.e. effectively transforming them into parameters) and then re-optimizing the model.

Idea for implementation

• My idea would be to introduce a new boolean attribute fix_investments into the Model class.
• If this was set to True (False should be the default), a method to fix investment-related variables should be called by the dedicated child blocks of the model, i.e. InvestmentFlowBlock, GenericInvestmentStorageBlock resp. the SinkDSM investment blocks which iterates over the indices of the variables and fixes each value.
• In case no model solution is there yet, an Error should be raised.

In my head, this doesn't seem to be to hard to add to the current status quo. I'll self-assign and try to provide the feature.

What do you think, @p-snft, @simnh, @nailend and @uvchik? Am I overlooking something or do you think it is reasonable like I described?

Outlook

In principle, I think a more general version of this feature could not be limited to the investment variables, but unfortunately, I do not have a use case nor capacities to tackle such a broad approach.

[nailend]

I just had the time to have a look at this. Do I understand right, that after fixing you still get the same dispatch optimization results as before, but you are now able to interpret the duals as they are not influenced by the investment variables any more? I remember sth like this from OR-lecture...

[jokochems]

I just had the time to have a look at this. Do I understand right, that after fixing you still get the same dispatch optimization results as before, but you are now able to interpret the duals as they are not influenced by the investment variables any more? I remember sth like this from OR-lecture...

Yes, you are right about that. It is hard / impossible to sensibly interpret dual variables in the presence of investments. It might be (and is even not so super unlikely in the case of a system optimized for costs) that your system is so scarce that for supplying one more marginal unit, you'd have to invest and then you'd end up with the investment-related costs cluttering up your dual variable. Classically, you might want to interpret something like the duals of an electricity bus or gas bus as electricity price or gas price or the duals of an emissions constraint as a(n implicit) carbon price.