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YAML math specification for multi-dimensional optimization problems

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mathspec

CI conda-forge pypi-version python-version Documentation build status

Write the specification (spec) of an optimisation model as a YAML file. Check it and print it as math, with no data and no solver.

A spec declares four things: the dimensions it runs over, such as snapshot and generator; the data it expects, such as load and cost; the decisions the solver makes, such as dispatch; and the rules those decisions obey, such as sum(dispatch, over=generator) == load. The file below is a complete spec.

  • Check specs in CI, with no data. A wrong name or dimension fails when the file loads, and the error names the fix. Errors →
  • Publish the math you solve. The equations in the paper print from the file the solver reads. Typeset →
  • One spec, many tools. Engines, renderers and analysers read the spec through one public API, so no two of them can read the file differently. Program API →
  • Write full-size specs. The spec of PyPSA's n.optimize() model is one file, with stochastic, multi-period and quadratic variants. PyPSA in one file →

Example

description: Least-cost dispatch of a generator fleet against an hourly load.

dimensions:
  snapshot: { dtype: int, description: dispatch periods }
  generator: { description: generating units }

parameters:
  capacity: { dims: [generator], description: installed capacity }
  load: { dims: [snapshot], description: demand to be met }
  cost: { dims: [generator], description: marginal cost }

variables:
  dispatch:
    description: output of a generator in a snapshot
    dims: [snapshot, generator]
    where: "capacity > 0"
    bounds: { lower: 0, upper: capacity }

constraints:
  power_balance:
    dims: [snapshot]
    expression: sum(dispatch, over=generator) == load

objective:
  sense: minimize
  expression: sum(dispatch * cost)

The math it prints

The typesetter prints the file above as math, with no data and no solver. Markdown is one of three formats, and GitHub renders it here.

Least-cost dispatch of a generator fleet against an hourly load.

Variable domains

dispatch

$$0 \le \mathit{dispatch}_{t,g} \le \mathrm{capacity}_{g} \qquad \forall\, t \in \mathcal{T},\ g \in \mathcal{G} \,:\, \mathrm{capacity}_{g} > 0$$

Objective

$$\min \sum_{t \in \mathcal{T},\ g \in \mathcal{G}} \mathit{dispatch}_{t,g} \cdot \mathrm{cost}_{g}$$

Subject to

power_balance

$$\sum_{g \in \mathcal{G}} \mathit{dispatch}_{t,g} = \mathrm{load}_{t} \qquad \forall\, t \in \mathcal{T}$$
The whole document: a symbol table, and the legend it prints

Least-cost dispatch of a generator fleet against an hourly load.

Sets

Symbol Meaning
$\mathcal{S}$ index $s$ — snapshot — dispatch periods
$\mathcal{G}$ index $g$ — generator — generating units

Parameters

Symbol Meaning
$\bar p$ capacity over $\mathcal{G}$ — installed capacity
$\ell$ load over $\mathcal{S}$ — demand to be met
$c$ cost over $\mathcal{G}$ — marginal cost

Variables

Symbol Meaning
$\mathit{dispatch}$ dispatch over $\mathcal{S} \times \mathcal{G}$ — output of a generator in a snapshot

Variable domains

dispatch

$0 \le \mathit{dispatch}_{s,g} \le \bar p_{g} \qquad \forall\, s \in \mathcal{S},\ g \in \mathcal{G} \,:\, \bar p_{g} > 0$

Objective

$\min \sum_{s \in \mathcal{S},\ g \in \mathcal{G}} \mathit{dispatch}_{s,g} \cdot c_{g}$

Subject to

power_balance

$\sum_{g \in \mathcal{G}} \mathit{dispatch}_{s,g} = \ell_{s} \qquad \forall\, s \in \mathcal{S}$

Each format is one call:

import mathspec as ms

spec = ms.to_spec('dispatch.yaml')

ms.to_markdown(spec)
ms.to_latex(spec)
ms.to_typst(spec)

A symbol table gives the names their conventional spelling, as in the folded block. Print a spec as math does the same from a shell.

Engines and other tools

mathspec builds nothing and solves nothing itself. Instead, specsolve and linopy build a model from a spec and its data, and solve it. Support in both is work in progress. Any other tool can read the same spec through the Program API. The solid boxes are mathspec; the dashed boxes are outside it.

flowchart LR
    accTitle: What mathspec does, and what other tools do with a spec
    accDescr: A YAML file loads into a Spec and the Program it lowers to. mathspec checks the spec and prints it as math, with no data. Outside mathspec, drawn dashed, an engine such as specsolve or linopy reads the same spec, takes your data and returns your answers, and any other tool, such as a renderer or an analyser, reads the same spec through the Program API.
    Y(["your spec<br/>one YAML file"]) --> SPEC["<b>Spec</b> and the <b>Program</b> it lowers to<br/><i>checked before any data exists</i>"]
    SPEC --> CHECK["<b>check it</b><br/>python -m mathspec check"]
    SPEC --> SHOW["<b>print it as math</b><br/>LaTeX · Typst · Markdown"]
    SPEC -.-> OTHER["<b>your own tool</b><br/>a renderer · an analyser · …<br/>reads the Program API"]
    SPEC -.-> ENGINE["<b>an engine</b><br/>specsolve · linopy<br/>builds and solves the model"]
    DATA[("your data")] -.-> ENGINE
    ENGINE -.-> ANS(["your answers"])
    classDef outside stroke-dasharray:5 4
    class ENGINE,DATA,ANS,OTHER outside
Loading

Documentation

The documentation is at https://mathspec.readthedocs.io.

Installation

See installation. To work on mathspec, see contributing.

Prior art

Every file under src/ was written in specsolve and extracted here. The keys come from Calliope: math in YAML, one block per component, dims: and a where: string. sum(over=) and the dimension rules take their names from linopy.

Status

Alpha, pre-1.0.

Breaking changes land without a deprecation cycle. Pin an exact version if you depend on this, and read the changelog before upgrading. The test suite passes every construct through the schema, the parsers and all three typeset formats, and compiles the LaTeX. The YAML that mathspec accepts can still change.

Licence

The code is MIT, and the prose is CC-BY-4.0.

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YAML math specification for multi-dimensional optimization problems

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