Dear Julia community,
This is Edgar a completely newbie in Julia that has been looking for an alternative to R and Matlab for solving optimization problems. After reading some examples available at JuliaOpt I think that is the right tool for solving my problem. However I did not fin anything relating with my specific question mentioned in the title.
Giving some context I am trying to solve the unit commitment problem . Lets denote G as the set containing generator g=1,2… and T the set containing the number of periods t=1,2… of the optimization.
My problem is that despite of having defined my objetive function (which is basically the fuel costs + the startup/shutdown costs) and the prediction of all my constrains (which basically are the power demand + the maximum available capacity depending on the weather conditions) I do not know how to implement that my lower and upper bounds of the problem (min and max capacity) are changing over the time. Basically I want to implement that:
lb_i \leq x_it \leq ub_i
lb_it \leq x_it \leq ub_it
Has anyone tried something like that before?
Thank you in advance