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MILP solver parameters #356

Description

@idelder

Current solver parameters tuned for LPs can have some issues when new integer extensions are activated. Namely:

  • Disabling crossover can cause MIP solves to crash
  • Current tolerances may not be suited to integer solves
  • There are some MIP parameters available to play with.

Noting this for future users of these extensions: consider removing custom solver options in temoa_internal\run_actions.py and allowing MILP models to run with default solver settings.

elif solver_name == 'cplex':
    # Note: these parameter values match mip-dev / PyPSA
    # (see: https://pypsa-eur.readthedocs.io/en/latest/configuration.html)
    optimizer.options['lpmethod'] = 4  # barrier
    optimizer.options['solutiontype'] = 2  # non basic solution, ie no crossover
    optimizer.options['barrier convergetol'] = 1.0e-3
    optimizer.options['feasopt tolerance'] = 1.0e-4

elif solver_name == 'gurobi':
    # Note: these parameter values match mip-dev / PyPSA (see: https://pypsa-eur.readthedocs.io/en/latest/configuration.html)
    optimizer.options['Method'] = 2  # barrier
    optimizer.options['Crossover'] = 0  # non basic solution, ie no crossover
    optimizer.options['BarConvTol'] = 1.0e-3
    optimizer.options['FeasibilityTol'] = 1.0e-4
    optimizer.options['BarOrder'] = -1  # auto ordering; 2-4x faster than AMD on large models

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