A Framework for Optimizing Decentralized Portfolios
Project description
The Energy Asset Optimization (EAO) package
The EAO package is a modular Python framework, designed to enable practitioners to use, build and optimize energy and commodity trading portfolios using linear or mixed integer programming as well as stochastic linear programming. It provides an implementation of
- standard assets such as contracts, transport and storages
- addition of new asset types
- their combination to complex portfolios using network structures
- (de-) serialization to JSON
- basic input & output functionality
We found that the approach is useful for modeling very different problem settings, such as decentral and renewable power generation, green power supply and PPAs and sector coupling in ad-hoc analysis, market modeling or daily operation.
Further information:
- documentation along with several sample notebooks:
EAO documentation - extensive technical report:
Report
Please feel free to contact us if you have questions or if you are interested in using EAO: Contact
To install: pip install eaopack
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