FLToptim 0.4.0

Fast Legendre-transform convex optimisation for energy-storage operation and spatial economic dispatch

FLToptim — Fast Legendre Transform Optim

Fast convex optimisation for energy-storage operation and spatial economic dispatch, built around the Legendre-transform dynamic program for convex piecewise-linear (and quadratic) value functions.

What's inside

• cplfunction / cpqfunction — the convex piecewise-linear/quadratic value-function DP (OptimMargInt). Each function is stored as a map<position, slope-increment>, so the inf-convolutions of the Legendre / dynamic-programming recursion stay near-linear. This is the original dynprogstorage core (Girard, Barbesant, Foucault, Kariniotakis, 2013).
• param_simplex — a bespoke parametric right-hand-side dual simplex that traces the exact injection-cost curve φ_n(y) of a small dense network LP in a single pass (one dual pivot per breakpoint), carrying its basis across hours.
• elec / mr_decompose — the spatial-LP ↔ storage-DP decomposition for perfect-foresight annual dispatch: alternate a per-hour spatial network LP with the per-node storage DP, passing each node's convex injection-cost curve (not a scalar price) so the scheme is curvature-damped and converges to the monolithic optimum. Handles reservoirs, batteries (efficiency kink) and coupled multi-energy (electricity + hydrogen) networks, with optional parallelism (hour-chunk curve build; Jacobi across storages).

Install / build

pip install fltoptim          # from PyPI (builds from source on platforms without a wheel)
# or, from a checkout:
pip install -e .              # builds the Cython DP extension + the parametric-simplex shared library
# or
python setup.py build_ext --inplace

Building from source needs a C++17 compiler (Linux/macOS); numpy and highspy are the runtime dependencies. The reference frontal solves in the decomposition use Gurobi when available (optional).

The test suite ships with the package:

pip install "fltoptim[test]"
python -m pytest --pyargs FLToptim.tests -m "not slow" -q

Reference

R. Girard, V. Barbesant, F. Foucault, G. Kariniotakis, Fast dynamic programming with application to storage planning, 2013. Please cite it if you use this software (see CITATION.cff).