Temperature, humidity, light and soil moisture are often the 4 most important variables for plant growth.  The relationship between variables is connected by thermodynamics.  As temperatures rise, soils dry out quicker and the relative humidity of the air drops.  Light provides the source for photosynthesis; however, is also a heat source.  Many species will only thrive if these variables are controlled in a tight range.  For producers, yield will be compromised if the conditions are sub-optimal.  

Grow lights are both a light and heat source.  Inefficiencies in their operation cause heat to be output.  Furthermore, light incident on surfaces other than green plant material may be reflected or absorbed.  When absorbed, the photons are converted to heat.  Even photons absorbed by photosynthesis produce some heat due to thermodynamic inefficiencies in the light cycle pathway. 

So how much light is actually used and how much goes into heat?  Under ideal environmental conditions, the most rapidly growing plants are only 3.5%-4.3% (C3 and C4 plants respectively) efficient in converting solar radiation to useful botanical byproducts via photosynthesis (Blankenship, 2011).  However, more typical is 1% or less for crops when seasonal average is taken into account.  Roughly half of solar radiation falls outside PAR.  Hence, if grow lights only output light within the PAR range, we can double the published solar radiation efficiencies for argument's sake.  That's still only 7%-8.6% conversion efficiency at best with around 2% being more typical.  The rest turns into heat.

The energy converted to heat causes temperature rise in the growing area unless a cooling source is applied.  In a greenhouse, evaporative cooling, fans or vents are the most common devices to remove warm air. However, generally, the supplemental grow lights produce less light than solar irradiance so the heating effect of the lights is somewhat negligible.  But there are some applications where the heat from grow lights heating the greenhouse is a desired effect, such as the intentional use of rather inefficient metal halide bulbs for over-wintering greenhouses in northern latitudes like Scandinavia.  

For indoor setups, air conditioning is the most common method of cooling.  An AC's efficiency is specified by its Energy Efficiency Ratio (EER) or Seasonal Energy Efficiency Ratio (SEER).  The calculations are a bit complicated since average efficiency depends on a variety of outside weather conditions.  However, the gist is that EER and SEER characterize how many BTUs of heat per hour are removed by 1 watt of electricity used by the AC.  There's .293 watts of heat per BTU/hr.  EER for most room conditions is around 10 so that's 2.93 watts of heat removed per watt of electrical energy.  Or reciprocally, that's .341 watts of electricity required by the AC to remove 1 watt of heat.  Thus, if we make a generous assumption that only 90% of the grow light input is converted to heat then that's .9 x .341 = .31 watts of AC cooling are needed per input watt in a grow light. See a cost comparison for a grow shelf system for a breakdown of how this affects long term costs.  Grow light efficiencies are even more pronounced when examining thermodynamic effects.

Plants under grow lights experience localized environments.  Many factors including lighting PPFD, air flow and room humidification will determine the localized temperature, leaf temperature and local humidity.  In some instances, additional heat may be beneficial (such as growing lowland plants accustomed to sea level in the tropics).  However, for the multitude of interesting cloud forest species, rises in temperature may be detrimental to catastrophic for growth.  Even if a room AC is working full blast to stabilize the average room temperature, the localized environment may not cool down to sufficient levels. This can be highly problematic if you're already close to the upper temperature limits of a tolerance range.

My experience growing Heliamphora indoors in warm climates has been a good example for this.  Under 4 bulb fixtures of T5HO fluorescents, I've noticed rises in temperature of around 10°F (5.5°C) when lights are suspended 18" above. Using high efficiency LEDs has brought this down to 4-5°F (2.2-2.8°C).  This has been a game changer for the Tepui species which are subject to rapid fungal takeover when temperatures exceed their threshold for too long (above ~83°F or ~28.3°C).  Since replacing all fluorescent with high efficiency LEDs, I have not experienced any of these fungal issues*.  The same has also been true for many cloud forest Nepenthes species and cool growing orchids.

*AC is used to drop temps over night.

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