add xpress patch

src/core/definitions.jl

@@ -61,6 +61,7 @@ const NO_SERVICE_NAME_PROVIDED = ""
 const CONTAINER_KEY_EMPTY_META = ""
 const UPPER_BOUND = "ub"
 const LOWER_BOUND = "lb"
+const MAX_OPTIMIZE_TRIES = 2
 
 # File Names definitions
 const PROBLEM_SERIALIZATION_FILENAME = "operation_problem.bin"

src/core/optimization_container.jl

@@ -671,17 +671,35 @@
     optimizer_stats = get_optimizer_stats(container)
 
     jump_model = get_jump_model(container)
-    _,
-    optimizer_stats.timed_solve_time,
-    optimizer_stats.solve_bytes_alloc,
-    optimizer_stats.sec_in_gc = @timed JuMP.optimize!(jump_model)
-    model_status = JuMP.primal_status(jump_model)
-    if model_status != MOI.FEASIBLE_POINT::MOI.ResultStatusCode
-        @error "Optimizer returned $model_status"
-        if get_calculate_conflict(get_settings(container))
-            compute_conflict!(container)
+
+    model_status = MOI.NO_SOLUTION::MOI.ResultStatusCode
+    conflict_status = MOI.COMPUTE_CONFLICT_NOT_CALLED
+
+    try_count = 0
+    while model_status != MOI.FEASIBLE_POINT::MOI.ResultStatusCode
+        _,
+        optimizer_stats.timed_solve_time,
+        optimizer_stats.solve_bytes_alloc,
+        optimizer_stats.sec_in_gc = @timed JuMP.optimize!(jump_model)
+        model_status = JuMP.primal_status(jump_model)
+
+        if model_status != MOI.FEASIBLE_POINT::MOI.ResultStatusCode
+            if get_calculate_conflict(get_settings(container))
+                @warn "Optimizer returned $model_status computing conflict"
+                conflict_status = compute_conflict!(container)
+                if conflict_status == MOI.CONFLICT_FOUND
+                    return RunStatus.FAILED
+                end
+            else
+                @warn "Optimizer returned $model_status trying optimize! again"
+            end
+
+            try_count += 1
+            if try_count > MAX_OPTIMIZE_TRIES
+                @error "Optimizer returned $model_status after $MAX_OPTIMIZE_TRIES optimize! attempts"
+                return RunStatus.FAILED
+            end
         end
-        return RunStatus.FAILED
     end
 
     status = RunStatus.SUCCESSFUL
@@ -699,13 +717,19 @@
 
 function compute_conflict!(container::OptimizationContainer)
     jump_model = get_jump_model(container)
+    settings = get_settings(container)
     JuMP.unset_silent(jump_model)
     jump_model.is_model_dirty = false
     conflict = container.infeasibility_conflict
     try
         JuMP.compute_conflict!(jump_model)
-        if MOI.get(jump_model, MOI.ConflictStatus()) != MOI.CONFLICT_FOUND
-            @error "No conflict could be found for the model. $(MOI.get(jump_model, MOI.ConflictStatus()))"
+        conflict_status = MOI.get(jump_model, MOI.ConflictStatus())
+        if conflict_status != MOI.CONFLICT_FOUND
+            @error "No conflict could be found for the model. Status: $conflict_status"
+            if !get_optimizer_solve_log_print(settings)
+                JuMP.set_silent(jump_model)
+            end
+            return conflict_status
         end
 
         for (key, field_container) in get_constraints(container)
@@ -718,6 +742,8 @@
             end
         end
         @error "$(conflict)"
+
+        return conflict_status
     catch e
         jump_model.is_model_dirty = true
         if isa(e, MethodError)
@@ -727,7 +753,7 @@
         end
     end
 
-    return
+    return MOI.NO_CONFLICT_EXISTS
 end
 
 function write_optimizer_stats!(container::OptimizationContainer)

src/core/optimizer_stats.jl

@@ -10,6 +10,7 @@ mutable struct OptimizerStats
     has_duals::Bool
     # Candidate solution
     objective_bound::Union{Missing, Float64}
+    relative_gap::Union{Missing, Float64}
     # Use missing instead of nothing so that CSV writting doesn't fail
     dual_objective_value::Union{Missing, Float64}
     # Work counters
@@ -37,6 +38,7 @@ function OptimizerStats()
         false,
         missing,
         missing,
+        missing,
         NaN,
         missing,
         missing,

src/operation/decision_model.jl

@@ -473,7 +473,6 @@ function solve!(
                 @info "\n$(RUN_OPERATION_MODEL_TIMER)\n"
             catch e
                 @error "Decision Problem solve failed" exception = (e, catch_backtrace())
-                # TODO: Run IIS here if the solve called failed
                 set_run_status!(model, RunStatus.FAILED)
             end
         end

src/operation/operation_model_interface.jl

@@ -88,6 +88,10 @@
         settings = get_settings(model)
         model_name = get_name(model)
         ts = get_current_timestamp(model)
+        output_dir = get_output_dir(model)
+        infeasible_opt_path = joinpath(output_dir, "infeasible_$(model_name)_$(ts).json")
+        serialize_optimization_model(container, infeasible_opt_path)
+        @error("Infeasible Problem Serialized at $(infeasible_opt_path)")
         if !get_allow_fails(settings)
             error("Solving model $(model_name) failed at $(ts)")
         else

src/utils/jump_utils.jl

@@ -243,6 +243,7 @@ function _summary_to_dict!(optimizer_stats::OptimizerStats, jump_model::JuMP.Mod
         :objective_bound, # Union{Missing,Float64}
         :dual_objective_value, # Union{Missing,Float64}
         # Work counters
+        :relative_gap, # Union{Missing,Int}
         :barrier_iterations, # Union{Missing,Int}
         :simplex_iterations, # Union{Missing,Int}
         :node_count, # Union{Missing,Int}