How to add sequential (time series) constraint to optimization problem using python PuLP?

Question

A simple optimization problem: Find the optimal control sequence for a refrigerator based on the cost of energy. The only constraint is to stay below a temperature threshold, and the objective function tries to minimize the cost of energy used. This problem is simplified so the control is simply a binary array, ie. [0, 1, 0, 1, 0], where 1 means using electricity to cool the fridge, and 0 means to turn of the cooling mechanism (which means there is no cost for this period, but the temperature will increase). We can assume each period is fixed period of time, and has a constant temperature change based on it's on/off status.

Here are the example values:

Cost of energy (for our example 5 periods): [466, 426, 423, 442, 494]
Minimum cooling periods (just as a test): 3
Starting temperature: 0
Temperature threshold(must be less than or equal): 1
Temperature change per period of cooling: -1
Temperature change per period of warming (when control input is 0): 2

And here is the code in PuLP

from pulp import LpProblem, LpMinimize, LpVariable, lpSum, LpStatus, value 
from itertools import accumulate


l = list(range(5))
costy = [466, 426, 423, 442, 494]
cost = dict(zip(l, costy))
min_cooling_periods = 3

prob = LpProblem("Fridge", LpMinimize)
si = LpVariable.dicts("time_step", l, lowBound=0, upBound=1, cat='Integer')
prob += lpSum([cost[i]*si[i] for i in l])                  # cost function to minimize
prob += lpSum([si[i] for i in l]) >= min_cooling_periods   # how many values must be positive
prob.solve()

The optimization seems to work before I try to account for the temperature threshold. With just the cost function, it returns an array of 0s, which does indeed minimize the cost (duh). With the first constraint (how many values must be positive) it picks the cheapest 3 cooling periods, and calculates the total cost correctly.

obj = value(prob.objective)
print(f'Solution is {LpStatus[prob.status]}\nThe total cost of this regime is: {obj}\n')
for v in prob.variables():
    print(f'{v.name} = {v.varValue}')

output:
Solution is Optimal
The total cost of this regime is: 1291.0

time_step_0 = 0.0
time_step_1 = 1.0
time_step_2 = 1.0
time_step_3 = 1.0
time_step_4 = 0.0

So, if our control sequence is [0, 1, 1, 1, 0], the temperature will look like this at the end of each cooling/warming period: [2, 1, 0, -1, 1]. The temperature goes up 2 whenever the control input is 1, and down 1 whenever the control input is 1. This example sequence is a valid answer, but will have to change if we add a max temperature threshold of 1, which would mean the first value must be a 1, or else the fridge will warm to a temperature of 2.

However I get incorrect results when trying to specify the sequential constraint of staying within the temperature thresholds with the condition:

up_temp_thresh = 1
down = -1
up = 2
# here is where I try to ensure that the control sequence would never cause the temperature to
# surpass the threshold. In practice I would like a lower and upper threshold but for now 
# let us focus only on the upper threshold.
prob += lpSum([e <= up_temp_thresh for e in accumulate([down if si[i] == 1. else up for i in l])]) >= len(l)

In this case the answer comes out the same as before, I am clearly not formulating it correctly as the sequence [0, 1, 1, 1, 0] would surpass the threshold.

I am trying to encode "the temperature at the end of each control sequence must be less than the threshold". I do this by turning the control sequence into an array of the temperature changes, so control sequence [0, 1, 1, 1, 0] gives us temperature changes [2, -1, -1, -1, 2]. Then using the accumulate function, it computes a cumulative sum, equal to the fridge temp after each step, which is [2, 1, 0, -1, 1]. I would like to just check if the max of this array is less than the threshold, but using lpSum I check that the sum of values in the array less than the threshold is equal to the length of the array, which should be the same thing.

However I'm clearly formulating this step incorrectly. As written this last constraint has no effect on the output, and small changes give other wrong answers. It seems the answer should be [1, 1, 1, 0, 0], which gives an acceptable temperature series of [-1, -2, -3, -1, 1]. How can I specify the sequential nature of the control input using PuLP, or another free python optimization library?

kabdulla kabdulla · Accepted Answer · 2020-11-16T01:22:42

The easiest and least error-prone approach would be to create a new set of auxillary variables of your problem which track the temperature of the fridge in each interval. These are not 'primary decision variables' because you cannot directly choose them - rather the value of them is constrained by the on/off decision variables for the fridge.

You would then add constraints on these temperature state variables to represent the dynamics. So in untested code:

l_plus_1 = list(range(6))
fridge_temp = LpVariable.dicts("fridge_temp", l_plus_1, cat='Continuos')
fridge_temp[0] = init_temp   # initial temperature of fridge - a known value

for i in l:
    prob += fridge_temp[i+1] == fridge_temp[i] + 2 - 3*s[i]

You can then sent the min/max temperature constraints on these new fridge_temp variables.

Note that in the above I've assumed that the fridge temperature variables are defined at one more intervals than the on/off decisions for the fridge. The fridge temperature variables represent the temperature at the start of an interval - and having one extra one means we can ensure the final temperature of the fridge is acceptable.

How to add sequential (time series) constraint to optimization problem using python PuLP?

1 Answers