Remove big Ms from MGA formulations #965
Labels
Type: improvement
Improve something that already exists
Zone: model implementation
How the formulation is implemented in code
See below description from the link (https://spine-tools.github.io/SpineOpt.jl/latest/advanced_concepts/mga/#How-to-set-up-an-MGA-problem):
The original MGA formulation is non-convex (maximization problem of an absolute function), but has been linearized through big M method. For this purpose, one should always make sure that units_invested_big_m_mga, connections_invested_big_m_mga, or storages_invested_big_m_mga, respectively, is sufficently large to always be larger the the maximum possible difference per MGA iteration. (Typically the number of candidates could suffice.)
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