enable usage of Highs solver

Dockerfile

@@ -12,7 +12,7 @@ WORKDIR /app
 COPY requirements /app/requirements
 
 # py dev tooling
-RUN python3 -m pip install --no-cache-dir  --upgrade pip && python3 --version && pip3 install --no-cache-dir --upgrade setuptools && pip3 install --no-cache-dir -r requirements/app.txt -r requirements/dev.txt -r requirements/test.txt
+RUN python3 -m pip install --no-cache-dir  --upgrade pip && python3 --version && pip3 install --no-cache-dir --upgrade setuptools && pip3 install highspy && pip3 install --no-cache-dir -r requirements/app.txt -r requirements/dev.txt -r requirements/test.txt
 
 # Copy code and meta/config data
 COPY setup.* .flaskenv wsgi.py /app/

documentation/changelog.rst

@@ -27,8 +27,7 @@ Infrastructure / Support
 * Add support for profiling Flask API calls using ``pyinstrument`` (if installed). Can be enabled by setting the environment variable ``FLEXMEASURES_PROFILE_REQUESTS`` to ``True`` [see `PR #722 <https://www.github.com/FlexMeasures/flexmeasures/pull/722>`_]
 * The endpoint `[POST] /health/ready <api/v3_0.html#get--api-v3_0-health-ready>`_ returns the status of the Redis connection, if configured [see `PR #699 <https://www.github.com/FlexMeasures/flexmeasures/pull/699>`_]
 * Document the `device_scheduler` linear program [see `PR #764 <https://www.github.com/FlexMeasures/flexmeasures/pull/764>`_].
-
-/api/v3_0/health/ready
+* Add support for `HiGHS <https://highs.dev/>`_ solver [see `PR #766 <https://www.github.com/FlexMeasures/flexmeasures/pull/766>`_].
 
 v0.14.2 | July 21, 2023
 ============================

documentation/configuration.rst

@@ -55,7 +55,7 @@ Default: ``False``
 FLEXMEASURES_LP_SOLVER
 ^^^^^^^^^^^^^^^^^^^^^^
 
-The command to run the scheduling solver. This is the executable command which FlexMeasures calls via the `pyomo library <http://www.pyomo.org/>`_. Other values might be ``cplex`` or ``glpk``. Consult `their documentation <https://pyomo.readthedocs.io/en/stable/solving_pyomo_models.html#supported-solvers>`_ to learn more. 
+The command to run the scheduling solver. This is the executable command which FlexMeasures calls via the `pyomo library <http://www.pyomo.org/>`_. Other values might be ``cplex``, ``glpk`` or ``appsi_highs`` for `HiGHS <https://highs.dev/>`_. Consult `their documentation <https://pyomo.readthedocs.io/en/stable/solving_pyomo_models.html#supported-solvers>`_ to learn more. 
 
 Default: ``"cbc"``
 

documentation/dev/introduction.rst

@@ -54,6 +54,11 @@ Go into the ``flexmeasures`` folder and install all dependencies including the o
 
    $ apt-get install coinor-cbc
 
+Alternatively, HiGHS solver can be installed with pip:
+
+.. code-block:: bash
+
+   $ pip install highspy
 
 Configuration
 ^^^^^^^^^^^^^^^^^^^^

documentation/host/deployment.rst

@@ -48,7 +48,7 @@ Keep in mind that FlexMeasures is based on `Flask <https://flask.palletsprojects
 Install the linear solver on the server
 ---------------------------------------
 
-To compute schedules, FlexMeasures uses the `Cbc <https://github.com/coin-or/Cbc>`_ mixed integer linear optimization solver.
+To compute schedules, FlexMeasures uses the `Cbc <https://github.com/coin-or/Cbc>`_ or `HiGHS <https://highs.dev/>`_ mixed integer linear optimization solvers.
 It is used through `Pyomo <http://www.pyomo.org>`_\ , so in principle supporting a `different solver <https://pyomo.readthedocs.io/en/stable/solving_pyomo_models.html#supported-solvers>`_ would be possible.
 
 Cbc needs to be present on the server where FlexMeasures runs, under the ``cbc`` command.
@@ -66,3 +66,10 @@ pass a directory for the installation.
 
 In case you want to install a later version, adapt the version in the script. 
 
+HiGHS can be installed using pip:
+
+.. code-block:: bash
+
+   $ pip install highspy
+
+

documentation/tut/installation.rst

@@ -226,7 +226,10 @@ For FlexMeasures to be able to send email to users (e.g. for resetting passwords
 Install an LP solver
 ^^^^^^^^^^^^^^^^^^^^
 
-For planning balancing actions, the FlexMeasures platform uses a linear program solver. Currently that is the Cbc solver. See :ref:`solver-config` if you want to change to a different solver.
+For planning balancing actions, the FlexMeasures platform uses a linear program solver. Currently that is the Cbc or HiGHS solvers. See :ref:`solver-config` if you want to change to a different solver.
+
+CBC
+*****
 
 Installing Cbc can be done on Unix via:
 
@@ -241,6 +244,17 @@ We provide a script for installing from source (without requiring ``sudo`` right
 
 More information (e.g. for installing on Windows) on `the Cbc website <https://projects.coin-or.org/Cbc>`_.
 
+HiGHS
+******
+
+HiGHS is a modern LP solver that aims at solving large problems. It can installed using pip:
+
+.. code-block:: bash
+
+   $ pip install highspy
+
+More information (e.g. for installing on Windows) on `the HiGHS website <https://highs.dev/>`_.
+
 
 Install and configure Redis
 ^^^^^^^^^^^^^^^^^^^^^^^

flexmeasures/data/models/planning/linear_optimization.py

@@ -18,7 +18,7 @@
 )
 from pyomo.environ import UnknownSolver  # noqa F401
 from pyomo.environ import value
-from pyomo.opt import SolverFactory, SolverResults
+from pyomo.opt import SolverFactory, SolverResults, TerminationCondition
 
 from flexmeasures.data.models.planning.utils import initialize_series
 from flexmeasures.utils.calculations import apply_stock_changes_and_losses
@@ -339,10 +339,16 @@ def cost_function(m):
     model.costs = Objective(rule=cost_function, sense=minimize)
 
     # Solve
+
+    # load_solutions=False to avoid a RuntimeError exception in appsi solvers when solving an infeasible problem.
     results = SolverFactory(current_app.config.get("FLEXMEASURES_LP_SOLVER")).solve(
-        model
+        model, load_solutions=False
     )
 
+    # load the results only if the termination conditions is not infeasible
+    if results.solver.termination_condition != TerminationCondition.infeasible:
+        model.solutions.load_from(results)
+
     planned_costs = value(model.costs)
     planned_power_per_device = []
     for d in model.d:

requirements/app.in

@@ -67,4 +67,4 @@ Flask-SQLAlchemy>=2.4.3,<3
 # flask should be after all the flask plugins, because setup might find they ARE flask
 # <2.3: https://github.com/Parallels/rq-dashboard/issues/417 and https://github.com/FlexMeasures/flexmeasures/issues/754 and flask-login 0.6.1 not compatible
 flask>=1.0, <=2.1.2
-werkzeug<=2.1
+werkzeug<=2.1