less conservative value for the big-M value

flexmeasures/conftest.py

@@ -777,9 +777,45 @@ def create_test_battery_assets(
         ),
     )
     db.session.add(test_battery_sensor_no_prices)
+
+    test_small_battery = GenericAsset(
+        name="Test small battery",
+        owner=setup_accounts["Prosumer"],
+        generic_asset_type=battery_type,
+        latitude=10,
+        longitude=100,
+        attributes=dict(
+            capacity_in_mw=0.01,
+            max_soc_in_mwh=0.01,
+            min_soc_in_mwh=0,
+            soc_in_mwh=0.005,
+            soc_datetime="2040-01-01T00:00+01",
+            soc_udi_event_id=203,
+            market_id=setup_markets["epex_da"].id,
+            is_consumer=True,
+            is_producer=True,
+            can_curtail=True,
+            can_shift=True,
+        ),
+    )
+
+    test_battery_sensor_small = Sensor(
+        name="power",
+        generic_asset=test_small_battery,
+        event_resolution=timedelta(minutes=15),
+        unit="MW",
+        attributes=dict(
+            daily_seasonality=True,
+            weekly_seasonality=True,
+            yearly_seasonality=True,
+        ),
+    )
+    db.session.add(test_battery_sensor_small)
+
     return {
         "Test battery": test_battery,
         "Test battery with no known prices": test_battery_no_prices,
+        "Test small battery": test_small_battery,
     }
 
 

flexmeasures/data/models/planning/linear_optimization.py

@@ -93,14 +93,12 @@ def device_scheduler(  # noqa C901
                 % (resolution, resolution_c)
             )
 
+    bigM_columns = ["derivative max", "derivative min", "derivative equals"]
     # Compute a good value for M
-    M = 0.1
-    for device_constraint in device_constraints:
-        M = max(
-            M,
-            device_constraint["derivative max"].max(),
-            -device_constraint["derivative min"].min(),
-        )
+    M = np.nanmax([np.nanmax(d[bigM_columns].abs()) for d in device_constraints])
+
+    # M has to be 1 MW, at least
+    M = max(M, 1)
 
     # Turn prices per commitment into prices per commitment flow
     if len(commitment_downwards_deviation_price) != 0:

flexmeasures/data/models/planning/tests/test_solver.py

@@ -58,10 +58,16 @@ def test_storage_loss_function(
 
 
 @pytest.mark.parametrize("use_inflexible_device", [False, True])
+@pytest.mark.parametrize("battery_name", ["Test battery", "Test small battery"])
 def test_battery_solver_day_1(
-    add_battery_assets, add_inflexible_device_forecasts, use_inflexible_device
+    add_battery_assets,
+    add_inflexible_device_forecasts,
+    use_inflexible_device,
+    battery_name,
 ):
-    epex_da, battery = get_sensors_from_db(add_battery_assets)
+    epex_da, battery = get_sensors_from_db(
+        add_battery_assets, battery_name=battery_name
+    )
     tz = pytz.timezone("Europe/Amsterdam")
     start = tz.localize(datetime(2015, 1, 1))
     end = tz.localize(datetime(2015, 1, 2))
@@ -997,7 +1003,7 @@ def compute_schedule(flex_model):
         compute_schedule(flex_model)
 
 
-def get_sensors_from_db(battery_assets):
+def get_sensors_from_db(battery_assets, battery_name="Test battery"):
     # get the sensors from the database
     epex_da = Sensor.query.filter(Sensor.name == "epex_da").one_or_none()
     battery = battery_assets["Test battery"].sensors[0]