update sovler clp, cplex, scip, highs

ModelCases/MD_GTEP_clean_case/Settings/HOPE_model_settings.yml

@@ -1,13 +1,14 @@
 DataCase: Data_100RPS/            #String, the folder name of data, default Data/ GTEP example: "Data_100RPS/"; PCM example: "Data_PCM2035/"
 model_mode: GTEP                  #String,"GTEP" or "PCM" or ...
 aggregated!: 1                    #Binary,1 aggregate technology resource; 0 Does Not
-representative_day!: 0            #Binary,1 use representative days (need to set time_periods); 0 Does Not
+representative_day!: 1            #Binary,1 use representative days (need to set time_periods); 0 Does Not
 inv_dcs_bin: 0                    #Binary, 1 use integer variable for investment decisions; 0 Does Not
 time_periods:                     #representative day clustering, could define yourself
     1 : (3, 20, 6, 20)            # March 20th to June 20th;  1;srping
     2 : (6, 21, 9, 21)            # June 21st to September 21st;  2;summer
     3 : (9, 22, 12, 20)           # September 22nd to December 20th;  3;fall
     4 : (12, 21, 3, 19)           # December 21st to March 19th;  4;winter
 
-solver: gurobi                       #String, solver: cbc, gurobi
+solver: cbc                       #String, solver: cbc, clp, scip, highs, cplex, gurobi
 debug: 0                          #Float, flag for turning on the Method of Debug, 0 = not active; 1 = active conflict method; 2 = active penalty method
+#(please refer to https://jump.dev/JuMP.jl/stable/tutorials/getting_started/debugging/, https://jump.dev/JuMP.jl/stable/manual/solutions/#Conflicts for more detal)

ModelCases/MD_PCM_Excel_case/Settings/HOPE_model_settings.yml

@@ -9,6 +9,7 @@ time_periods:                     #representative day clustering for time peroid
     3 : (9, 22, 12, 20)           # September 22nd to December 20th;  3;fall
     4 : (12, 21, 3, 19)           # December 21st to March 19th;  4;winter
 unit_commitment: 0                #Int, 0 no UC constraints;, 1 integer UC; 2 convexified UC
-solver: gurobi                       #String,solver: cbc, gurobi
+solver: cbc                       #String, solver: cbc, clp, scip, highs, cplex, gurobi
 debug: 0                          #Binary, flag for turning on the Method of Debug, 0 = not active; 1 = active conflict method; 2 = active penalty method
+#(please refer to https://jump.dev/JuMP.jl/stable/tutorials/getting_started/debugging/, https://jump.dev/JuMP.jl/stable/manual/solutions/#Conflicts for more detal)
 

ModelCases/MD_PCM_clean_case_holistic_test/Settings/HOPE_model_settings.yml

@@ -9,6 +9,7 @@ time_periods:                     #representative day clustering for time peroid
     3 : (9, 22, 12, 20)           # September 22nd to December 20th;  3;fall
     4 : (12, 21, 3, 19)           # December 21st to March 19th;  4;winter
 unit_commitment: 0                #Int, 0 no UC constraints;, 1 integer UC; 2 convexified UC
-solver: gurobi                       #String,solver: cbc, gurobi
+solver: cbc                       #String, solver: cbc, clp, scip, highs, cplex, gurobi
 debug: 0                          #Binary, flag for turning on the Method of Debug, 0 = not active; 1 = active conflict method; 2 = active penalty method
+#(please refer to https://jump.dev/JuMP.jl/stable/tutorials/getting_started/debugging/, https://jump.dev/JuMP.jl/stable/manual/solutions/#Conflicts for more detal)
 

ModelCases/PJM_MD100_GTEP_case/Settings/HOPE_model_settings.yml

@@ -8,5 +8,6 @@ time_periods:                     #representative day clustering, could define y
     2 : (6, 21, 9, 21)            # June 21st to September 21st;  2;summer
     3 : (9, 22, 12, 20)           # September 22nd to December 20th;  3;fall
     4 : (12, 21, 3, 19)           # December 21st to March 19th;  4;winter
-solver: gurobi                    #solver: cbc, gurobi
+solver: cbc                       #String, solver: cbc, clp, scip, highs, cplex, gurobi
 debug: 0                          #Flag for turning on the Method of Debug, 0 = not active; 1 = active conflict method; 2 = active penalty method
+#(please refer to https://jump.dev/JuMP.jl/stable/tutorials/getting_started/debugging/, https://jump.dev/JuMP.jl/stable/manual/solutions/#Conflicts for more detal)

ModelCases/PJM_MD100_PCM_case/Settings/HOPE_model_settings.yml

@@ -9,6 +9,6 @@ time_periods:                     #representative day clustering, could define y
     3 : (9, 22, 12, 20)           # September 22nd to December 20th;  3;fall
     4 : (12, 21, 3, 19)           # December 21st to March 19th;  4;winter
 unit_commitment: 0                #Int, 0 no UC constraints;, 1 integer UC; 2 convexified UC
-solver: gurobi                    #solver: cbc, gurobi
+solver: cbc                       #String, solver: cbc, clp, scip, highs, cplex, gurobi
 debug: 0                          #Flag for turning on the Method of Debug, 0 = not active; 1 = active conflict method; 2 = active penalty method 
 #(please refer to https://jump.dev/JuMP.jl/stable/tutorials/getting_started/debugging/, https://jump.dev/JuMP.jl/stable/manual/solutions/#Conflicts for more detal)

src/solver_config.jl

@@ -1,7 +1,7 @@
 function initiate_solver(solver_name::String, path::String)
 	solver_settings = YAML.load(open(path*"Settings/"*solver_name*"_settings.yml"))
 	if solver_name == "cbc"
-			# Optional solver parameters ############################################
+		# Optional solver parameters ############################################
 		Myseconds = 1e-6
 			if(haskey(solver_settings, "TimeLimit")) Myseconds = solver_settings["TimeLimit"] end
 		MylogLevel = 1e-6
@@ -28,6 +28,120 @@ function initiate_solver(solver_name::String, path::String)
 			"threads" => Mythreads
 		)
 	end
+	if solver_name == "clp"
+			# Optional solver parameters ############################################
+			Myfeasib_Tol = 1e-7
+				if(haskey(solver_settings, "Feasib_Tol")) Myfeasib_Tol = solver_settings["Feasib_Tol"] end
+			Myseconds = -1
+				if(haskey(solver_settings, "TimeLimit")) Myseconds = solver_settings["TimeLimit"] end
+			Mypre_solve = 0
+				if(haskey(solver_settings, "Pre_Solve")) Mypre_solve = solver_settings["Pre_Solve"] end
+			Mymethod = 5
+				if(haskey(solver_settings, "Method")) Mymethod = solver_settings["Method"] end
+			MyDualObjectiveLimit = 1e308
+				if(haskey(solver_settings, "DualObjectiveLimit")) MymaxNodes = solver_settings["DualObjectiveLimit"] end
+			MyMaximumIterations = 2147483647
+				if(haskey(solver_settings, "MaximumIterations")) MyallowableGap = solver_settings["MaximumIterations"] end
+			MyLogLevel= 1 
+				if(haskey(solver_settings, "LogLevel")) MyLogLevel = solver_settings["LogLevel"] end
+			MyInfeasibleReturn = 0
+				if(haskey(solver_settings, "InfeasibleReturn")) MyInfeasibleReturn = solver_settings["InfeasibleReturn"] end
+			MyScaling = 3
+				if(haskey(solver_settings, "Scaling")) MyScaling = solver_settings["Scaling"] end
+			MyPerturbation = 100
+				if(haskey(solver_settings, "Perturbation")) MyPerturbation = solver_settings["Perturbation"] end
+
+			OPTIMIZER = optimizer_with_attributes(Clp.Optimizer,
+				"PrimalTolerance" => Myfeasib_Tol,
+				"DualObjectiveLimit" => MyDualObjectiveLimit,
+				"MaximumIterations" => MyMaximumIterations,
+				"MaximumSeconds" => Myseconds,
+				"LogLevel" => MyLogLevel,
+				"PresolveType" => Mypre_solve,
+				"SolveType" => Mymethod,
+				"InfeasibleReturn" => MyInfeasibleReturn,
+				"Scaling" => MyScaling,
+				"Perturbation" => MyPerturbation
+			)
+	end
+
+	if solver_name == "highs"
+		# Optional solver parameters ############################################
+		Myfeasib_Tol = 1e-6
+			if(haskey(solver_settings, "Feasib_Tol")) Myfeasib_Tol = solver_settings["Feasib_Tol"] end
+		MyOptimal_Tol = 1e-4
+			if(haskey(solver_settings, "Optimal_Tol")) MyOptimal_Tol = solver_settings["Optimal_Tol"] end
+		Myseconds = 1.0e23
+			if(haskey(solver_settings, "TimeLimit")) Myseconds = solver_settings["TimeLimit"] end
+		Mypre_solve = "choose"
+			if(haskey(solver_settings, "Pre_Solve")) Mypre_solve = solver_settings["Pre_Solve"] end
+		Mymethod = "ipm"
+			if(haskey(solver_settings, "Method")) Mymethod = solver_settings["Method"] end
+
+		OPTIMIZER = optimizer_with_attributes(HiGHS.Optimizer,
+			"primal_feasibility_tolerance" => Myfeasib_Tol,
+			"dual_feasibility_tolerance" => MyOptimal_Tol,
+			"time_limit" => Myseconds,
+			"presolve" => Mypre_solve,
+			"solver" => Mymethod
+		)
+	end
+
+	if solver_name == "scip"
+		# Optional solver parameters ############################################
+		MyDispverblevel = 0
+			if(haskey(solver_settings, "Dispverblevel")) MyDispverblevel = solver_settings["Dispverblevel"] end
+		Mylimitsgap = 0.05
+			if(haskey(solver_settings, "limitsgap")) Mylimitsgap = solver_settings["limitsgap"] end
+
+		OPTIMIZER = optimizer_with_attributes(SCIP.Optimizer,
+			"display_verblevel" => MyDispverblevel,
+			"limits_gap" => Mylimitsgap
+		)
+	end
+
+	if solver_name == "cplex"
+		# Optional solver parameters ############################################
+		Myfeasib_Tol = 1e-7 #https://www.ibm.com/docs/en/cofz/12.9.0?topic=parameters-solution-type-lp-qp
+			if(haskey(solver_settings, "Feasib_Tol")) Myfeasib_Tol = solver_settings["Feasib_Tol"] end
+		MyOptimal_Tol = 1e-4 #https://www.ibm.com/docs/en/cofz/12.9.0?topic=parameters-optimality-tolerance
+			if(haskey(solver_settings, "Optimal_Tol")) MyOptimal_Tol = solver_settings["Optimal_Tol"] end
+		MyAggFill= 10 #https://www.ibm.com/docs/en/cofz/12.9.0?topic=parameters-preprocessing-aggregator-fill
+			if(haskey(solver_settings, "AggFill")) MyAggFill = solver_settings["AggFill"] end	
+		Mypre_dual = 0 #https://www.ibm.com/docs/en/cofz/12.9.0?topic=parameters-presolve-dual-setting
+			if(haskey(solver_settings, "PreDual")) Mypre_dual = solver_settings["PreDual"] end
+		Myseconds = 1e+75 #https://www.ibm.com/docs/en/cofz/12.9.0?topic=parameters-optimizer-time-limit-in-seconds
+			if(haskey(solver_settings, "TimeLimit")) Myseconds = solver_settings["TimeLimit"] end
+		MyMIPGap = 1e-3 #https://www.ibm.com/docs/en/cofz/12.9.0?topic=parameters-relative-mip-gap-tolerance
+			if(haskey(solver_settings, "MIPGap")) MyMIPGap = solver_settings["MIPGap"] end
+		Mymethod = 0 #https://www.ibm.com/docs/en/cofz/12.9.0?topic=optimizers-using-parallel-in-component-libraries
+			if(haskey(solver_settings, "Method")) Mymethod = solver_settings["Method"] end
+		Mypre_solve = 1 # https://www.ibm.com/docs/en/icos/12.8.0.0?topic=parameters-presolve-switch
+			if(haskey(solver_settings, "Pre_Solve")) Mypre_solve = solver_settings["Pre_Solve"] end
+		MyBarConvTol = 1e-8 #https://www.ibm.com/docs/en/cofz/12.9.0?topic=parameters-convergence-tolerance-lp-qp-problems
+			if(haskey(solver_settings, "BarConvTol")) MyBarConvTol = solver_settings["BarConvTol"] end
+		MyNumericFocus = 0 #https://www.ibm.com/docs/en/cofz/12.9.0?topic=parameters-numerical-precision-emphasis
+			if(haskey(solver_settings, "NumericFocus")) MyNumericFocus = solver_settings["NumericFocus"] end
+		MyBarObjRng = 1e+75 #https://www.ibm.com/docs/en/cofz/12.9.0?topic=parameters-barrier-objective-range
+			if(haskey(solver_settings, "BarObjRng")) MyBarObjRng = solver_settings["BarObjRng"] end
+		MySolutionType = 2 #https://www.ibm.com/docs/en/cofz/12.9.0?topic=parameters-solution-type-lp-qp
+			if(haskey(solver_settings, "SolutionType")) MySolutionType = solver_settings["SolutionType"] end
+
+		OPTIMIZER = optimizer_with_attributes(CPLEX.Optimizer,
+			"CPX_PARAM_EPRHS" => Myfeasib_Tol,
+            "CPX_PARAM_EPOPT" => MyOptimal_Tol,
+            "CPX_PARAM_AGGFILL" => MyAggFill,
+            "CPX_PARAM_PREDUAL" => Mypre_dual,
+            "CPX_PARAM_TILIM" => Myseconds,
+            "CPX_PARAM_EPGAP" => MyMIPGap,
+            "CPX_PARAM_LPMETHOD" => Mymethod,
+			"CPX_PARAM_PREIND" => Mypre_solve,
+            "CPX_PARAM_BAREPCOMP" => MyBarConvTol,
+            "CPX_PARAM_NUMERICALEMPHASIS" => MyNumericFocus,
+            "CPX_PARAM_BAROBJRNG" => MyBarObjRng,
+            "CPX_PARAM_SOLUTIONTYPE" => MySolutionType
+		)
+	end
 	if solver_name == "gurobi"
 		# Optional solver parameters ############################################
 		MyFeasibilityTol = 1e-6 # Constraint (primal) feasibility tolerances. See https://www.gurobi.com/documentation/8.1/refman/feasibilitytol.html