Add support for relax_integrality in run methods (#755)

* add relax_integrality support
* add note to changelog

CHANGELOG.md

@@ -2,6 +2,7 @@ PowerModels.jl Change Log
 =========================
 
 ### Staged
+- Added support for `relax_integrality` in `run_model`
 - Added `export_pti` to write a PSSE file (#752)
 - Added `parse_files` to create a PM-multinetwork from multiples files
 - Add support for convering matpower ramp rates into per-unit (#561)

Project.toml

@@ -16,7 +16,7 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [compat]
 Cbc = ">= 0.4"
-InfrastructureModels = "~0.5.3"
+InfrastructureModels = "~0.5.4"
 Ipopt = ">= 0.4"
 JSON = "~0.18, ~0.19, ~0.20, ~0.21"
 JuMP = "~0.19.1, ~0.20, ~0.21"

src/core/base.jl

@@ -28,7 +28,10 @@ function run_model(file::String, model_type::Type, optimizer, build_method; kwar
 end
 
 ""
-function run_model(data::Dict{String,<:Any}, model_type::Type, optimizer, build_method; ref_extensions=[], solution_processors=[], multinetwork=false, multiconductor=false, kwargs...)
+function run_model(data::Dict{String,<:Any}, model_type::Type, optimizer, build_method;
+        ref_extensions=[], solution_processors=[], relax_integrality=false,
+        multinetwork=false, multiconductor=false, kwargs...)
+
     if multinetwork != _IM.ismultinetwork(data)
         model_requirement = multinetwork ? "multi-network" : "single-network"
         data_type = _IM.ismultinetwork(data) ? "multi-network" : "single-network"
@@ -46,7 +49,7 @@ function run_model(data::Dict{String,<:Any}, model_type::Type, optimizer, build_
     Memento.debug(_LOGGER, "pm model build time: $(time() - start_time)")
 
     start_time = time()
-    result = optimize_model!(pm, optimizer=optimizer, solution_processors=solution_processors)
+    result = optimize_model!(pm, relax_integrality=relax_integrality, optimizer=optimizer, solution_processors=solution_processors)
     Memento.debug(_LOGGER, "pm model solve and solution time: $(time() - start_time)")
 
     return result

test/model.jl

@@ -43,4 +43,26 @@ end
         @test result["dual_status"] == NO_SOLUTION
         @test isapprox(result["objective"], 17613.2; atol = 1e0)
     end
-end
+end
+
+
+
+@testset "relax integrality" begin
+    @testset "relax OTS model" begin
+        result = run_ots("../test/data/matpower/case5.m", DCPPowerModel, ipopt_solver, relax_integrality=true)
+
+        @test result["termination_status"] == LOCALLY_SOLVED
+        @test isapprox(result["objective"], 14810.0; atol = 1e0)
+
+        br_status_total = sum(branch["br_status"] for (i,branch) in result["solution"]["branch"])
+        @test isapprox(br_status_total, 5.100; atol = 1e-2)
+    end
+
+    @testset "relax TNEP model" begin
+        result = run_tnep("../test/data/matpower/case5_tnep.m", SOCWRPowerModel, ipopt_solver, relax_integrality=true)
+
+        @test result["termination_status"] == LOCALLY_SOLVED
+        @test isapprox(result["objective"], 0.1236; atol = 1e-2)
+    end
+end
+