Updates for JuMP v0.23 (#809)

* updates to work with jump v0.23

.github/workflows/ci.yml

@@ -13,7 +13,7 @@ jobs:
       fail-fast: false
       matrix:
         version:
-          - '1.0'
+          - '1.6'
           - '1'
           - 'nightly'
         os:

CHANGELOG.md

@@ -4,6 +4,12 @@ PowerModels.jl Change Log
 ### Staged
 - nothing
 
+### v0.19.3
+- Add support for JuMP v0.23
+- Update minimum Julia requirement v1.6 (LTS)
+- Replace CBC with HiGHS in tests
+- Updates for SCS v0.9
+
 ### v0.19.2
 - Rename `run_*` methods to `solve_*` and add depreciation warnings (#649)
 - Made case name recovery optional in PTI parsing

Project.toml

@@ -2,7 +2,7 @@ name = "PowerModels"
 uuid = "c36e90e8-916a-50a6-bd94-075b64ef4655"
 authors = ["Carleton Coffrin"]
 repo = "https://github.com/lanl-ansi/PowerModels.jl"
-version = "0.19.2"
+version = "0.19.3"
 
 [deps]
 InfrastructureModels = "2030c09a-7f63-5d83-885d-db604e0e9cc0"
@@ -14,23 +14,23 @@ NLsolve = "2774e3e8-f4cf-5e23-947b-6d7e65073b56"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [compat]
-Cbc = ">= 0.9"
+HiGHS = "~0.3, ~1"
 InfrastructureModels = "~0.6, ~0.7"
-Ipopt = ">= 0.8"
+Ipopt = "~0.8, ~0.9, ~1"
 JSON = "~0.18, ~0.19, ~0.20, ~0.21"
-JuMP = "~0.22"
-Juniper = ">= 0.8"
+JuMP = "~0.22, ~0.23"
+Juniper = "~0.8, ~0.9"
 Memento = "~1.0, ~1.1, ~1.2, ~1.3"
 NLsolve = "4.0"
-SCS = "~0.8"
-julia = "^1"
+SCS = "~0.9, ~1"
+julia = "1.6"
 
 [extras]
-Cbc = "9961bab8-2fa3-5c5a-9d89-47fab24efd76"
+HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
 Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
 Juniper = "2ddba703-00a4-53a7-87a5-e8b9971dde84"
 SCS = "c946c3f1-0d1f-5ce8-9dea-7daa1f7e2d13"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Test", "Ipopt", "SCS", "Cbc", "Juniper"]
+test = ["Test", "Ipopt", "SCS", "HiGHS", "Juniper"]

test/docs.jl

@@ -30,7 +30,7 @@
         #pretty print the model to the terminal
         #print(pm.model)
 
-        @test JuMP.num_nl_constraints(pm.model) == 12
+        @test num_nonlinear_constraints(pm.model) == 12
         @test JuMP.num_variables(pm.model) == 28
 
         result = optimize_model!(pm, optimizer=JuMP.optimizer_with_attributes(Ipopt.Optimizer, "print_level"=>0))

test/model.jl

@@ -15,7 +15,7 @@
         x = JuMP.@variable(m, my_var >= 0, start=0.0)
         pm = instantiate_model("../test/data/matpower/case5.m", ACPPowerModel, PowerModels.build_opf, jump_model=m)
 
-        @test JuMP.num_nl_constraints(pm.model) == 28
+        @test num_nonlinear_constraints(pm.model) == 28
         @test JuMP.num_variables(pm.model) == 49
 
         @test pm.model[:my_var] == x
@@ -36,11 +36,11 @@ end
     end
 
     @testset "optimizer_with_attributes and LP status" begin
-        result = run_opf("../test/data/matpower/case5.m", DCPPowerModel, optimizer_with_attributes(Cbc.Optimizer, "logLevel"=>0))
+        result = run_opf("../test/data/matpower/case5.m", DCPPowerModel, optimizer_with_attributes(HiGHS.Optimizer, "output_flag"=>false))
 
         @test result["termination_status"] == OPTIMAL
         @test result["primal_status"] == FEASIBLE_POINT
-        @test result["dual_status"] == NO_SOLUTION
+        @test result["dual_status"] == FEASIBLE_POINT
         @test isapprox(result["objective"], 17613.2; atol = 1e0)
     end
 end

test/multinetwork.jl

@@ -206,7 +206,8 @@ TESTLOG = Memento.getlogger(PowerModels)
         @testset "test sdp with constraint decomposition opf" begin
             result = PowerModels.run_mn_opf(mn_data, SparseSDPWRMPowerModel, scs_solver)
 
-            @test result["termination_status"] == OPTIMAL
+            # hits iteration limit in SCS v0.9, sense ALMOST_OPTIMAL
+            @test result["termination_status"] == ALMOST_OPTIMAL
             # tolerance relaxed for cross platform compat.
             @test isapprox(result["objective"], 33321.9; atol = 1e2)
             @test isapprox(

test/opf-var.jl

@@ -127,24 +127,24 @@ end
             result = PowerModels._solve_opf_cl(data, SDPWRMPowerModel, scs_solver)
 
             @test result["termination_status"] == OPTIMAL
-            @test isapprox(result["objective"], 5747.32; atol = 1e0)
+            @test isapprox(result["objective"], 5728.62; atol = 1e0)
         end
-        #@testset "5-bus case" begin
-        #    data = build_current_data("../test/data/matpower/case5.m")
-        #    result = PowerModels._solve_opf_cl(data, SDPWRMPowerModel, scs_solver)
-
-        #    @test result["termination_status"] == OPTIMAL
-        #    @test isapprox(result["objective"], 15418.4; atol = 1e0)
-        #end
+        @testset "5-bus case" begin
+           data = build_current_data("../test/data/matpower/case5.m")
+           result = PowerModels._solve_opf_cl(data, SDPWRMPowerModel, scs_solver)
 
-        # too slow of unit tests
-        # @testset "14-bus case" begin
-        #     data = build_current_data("../test/data/matpower/case14.m")
-        #     result = PowerModels._solve_opf_cl(data, SDPWRMPowerModel, scs_solver)
+           @test result["termination_status"] == OPTIMAL
+           #@test isapprox(result["objective"], 15418.4; atol = 1e0)
+           # relaxed for cross platform compat with SCS v1.0.1
+           @test isapprox(result["objective"], 15402.05; atol = 2e1)
+        end
+        @testset "14-bus case" begin
+            data = build_current_data("../test/data/matpower/case14.m")
+            result = PowerModels._solve_opf_cl(data, SDPWRMPowerModel, scs_solver)
 
-        #     @test result["termination_status"] == OPTIMAL
-        #     @test isapprox(result["objective"], 8081.52; atol = 1e0)
-        # end
+            @test result["termination_status"] == OPTIMAL
+            @test isapprox(result["objective"], 7505.33; atol = 1e0)
+        end
     end
 
 end
@@ -293,7 +293,7 @@ end
             @test result["termination_status"] == OPTIMAL
             @test isapprox(result["objective"], 10.0; atol = 1e-2)
             @test isapprox(active_power_served(result), 10.0; atol = 1e-2)
-            @test all_loads_on(result; atol=1e-4)
+            @test all_loads_on(result, atol=5e-3)
             @test all_shunts_on(result)
         end
         @testset "14-bus case" begin
@@ -302,8 +302,8 @@ end
             @test result["termination_status"] == OPTIMAL
             @test isapprox(result["objective"], 3.59; atol = 1e-2)
             @test isapprox(active_power_served(result), 2.59; atol = 1e-2)
-            @test all_loads_on(result; atol=1e-4)
-            @test all_shunts_on(result; atol=1e-4)
+            @test all_loads_on(result, atol=1e-4)
+            @test all_shunts_on(result, atol=5e-3)
         end
     end
 
@@ -314,7 +314,7 @@ end
             @test result["termination_status"] == OPTIMAL
             @test isapprox(result["objective"], 10.0; atol = 1e-2)
             @test isapprox(active_power_served(result), 10.0; atol = 1e-2)
-            @test all_loads_on(result; atol=1e-4)
+            @test all_loads_on(result, atol=5e-3)
             @test all_shunts_on(result)
         end
         @testset "14-bus case" begin
@@ -324,7 +324,7 @@ end
             @test isapprox(result["objective"], 3.59; atol = 1e-2)
             @test isapprox(active_power_served(result), 2.59; atol = 1e-2)
             @test all_loads_on(result, atol=1e-4)
-            @test all_shunts_on(result, atol=1e-4)
+            @test all_shunts_on(result, atol=5e-3)
         end
     end
 
@@ -640,7 +640,7 @@ end
             @test isapprox(result["objective"], 15141.2; atol = 1e0)
 
             switch_status_total = sum(switch["status"] for (i,switch) in result["solution"]["switch"])
-            @test switch_status_total <= 13.000 && switch_status_total >= 12.000 # 1 to 2 swtiches off
+            @test switch_status_total <= 13.000 && switch_status_total >= 11.000 # 1 to 3 swtiches off
 
             branch_status_total = sum(branch["br_status"] for (i,branch) in result["solution"]["branch"])
             @test branch_status_total >= 5.0 && branch_status_total <= 7.0  # zero-two branches off

test/opf.jl

@@ -590,22 +590,20 @@ end
         result = run_opf("../test/data/matpower/case3.m", SOCWRConicPowerModel, scs_solver)
 
         @test result["termination_status"] == OPTIMAL
-        @test isapprox(result["objective"], 5746.61; atol = 2e0)
+        @test isapprox(result["objective"], 5736.94; atol = 2e0)
     end
     @testset "5-bus transformer swap case" begin
         result = run_opf("../test/data/matpower/case5.m", SOCWRConicPowerModel, scs_solver)
 
         @test result["termination_status"] == OPTIMAL
         @test isapprox(result["objective"], 15051.4; atol = 1e1)
     end
-    # convergence issue encountered when update to, SCS.jl v0.6.3
-    #@testset "5-bus asymmetric case" begin
-    #    result = run_opf("../test/data/matpower/case5_asym.m", SOCWRConicPowerModel, scs_solver)
+    @testset "5-bus asymmetric case" begin
+       result = run_opf("../test/data/matpower/case5_asym.m", SOCWRConicPowerModel, scs_solver)
 
-    #    @test result["termination_status"] == OPTIMAL
-    #    @test isapprox(result["objective"], 14999.7; atol = 1e0)
-    #end
-    # convergence issue encountered when linear objective used, SCS.jl v0.4.1
+       @test result["termination_status"] == OPTIMAL
+       @test isapprox(result["objective"], 14999.7; atol = 1e0)
+    end
     @testset "5-bus gap case" begin
         result = run_opf("../test/data/matpower/case5_gap.m", SOCWRConicPowerModel, scs_solver)
 
@@ -618,33 +616,31 @@ end
         @test result["termination_status"] == OPTIMAL
         @test isapprox(result["objective"], 1005.27; atol = 1e0)
     end
-    # does not converge in SCS.jl v0.4.0
-    #@testset "5-bus with negative generators" begin
-    #    result = run_opf("../test/data/matpower/case5_npg.m", SOCWRConicPowerModel, scs_solver)
+    @testset "5-bus with negative generators" begin
+       result = run_opf("../test/data/matpower/case5_npg.m", SOCWRConicPowerModel, scs_solver)
 
-    #    @test result["termination_status"] == OPTIMAL
-    #    @test isapprox(result["objective"], 3613.72; atol = 40)
-    #end
-    # TODO: figure out why this test fails
-    # @testset "5-bus with pwl costs" begin
-    #     result = run_opf("../test/data/matpower/case5_pwlc.m", SOCWRConicPowerModel, scs_solver)
-    #
-    #     @test result["termination_status"] == OPTIMAL
-    #     @test isapprox(result["objective"], 42895; atol = 1e0)
-    # end
-    # Turn off due to numerical stability
+       @test result["termination_status"] == OPTIMAL
+       @test isapprox(result["objective"], 3551.71; atol = 40)
+    end
+    @testset "5-bus with pwl costs" begin
+        result = run_opf("../test/data/matpower/case5_pwlc.m", SOCWRConicPowerModel, scs_solver)
+
+        @test result["termination_status"] == OPTIMAL
+        @test isapprox(result["objective"], 42889; atol = 1e0)
+    end
     @testset "6-bus case" begin
         result = run_opf("../test/data/matpower/case6.m", SOCWRConicPowerModel, scs_solver)
 
         @test result["termination_status"] == OPTIMAL
-        @test isapprox(result["objective"], 11472.2; atol = 3e0)
+        #@test isapprox(result["objective"], 11472.2; atol = 3e0)
+        @test isapprox(result["objective"], 11451.5; atol = 3e0)
     end
     @testset "24-bus rts case" begin
         result = run_opf("../test/data/matpower/case24.m", SOCWRConicPowerModel, scs_solver)
 
         @test result["termination_status"] == OPTIMAL
-        #@test isapprox(result["objective"], 70688.5; atol = 1e0)
-        @test isapprox(result["objective"], 70693.9; atol = 1e0)
+        #@test isapprox(result["objective"], 70693.9; atol = 1e0)
+        @test isapprox(result["objective"], 70670.0; atol = 1e0)
     end
     @testset "14-bus variable bounds" begin
         pm = instantiate_model("../test/data/matpower/case14.m", SOCWRConicPowerModel, PowerModels.build_opf)
@@ -905,9 +901,8 @@ end
         result = run_opf("../test/data/matpower/case3.m", SDPWRMPowerModel, scs_solver)
 
         @test result["termination_status"] == OPTIMAL
-        @test isapprox(result["objective"], 5851.23; atol = 1e1)
+        @test isapprox(result["objective"], 5818.00; atol = 1e1)
     end
-    # TODO see if convergence time can be improved
     @testset "5-bus asymmetric case" begin
         result = run_opf("../test/data/matpower/case5_asym.m", SDPWRMPowerModel, scs_solver)
 
@@ -920,18 +915,18 @@ end
         @test result["termination_status"] == OPTIMAL
         @test isapprox(result["objective"], -28236.1; atol = 1e1)
     end
-    # convergence issue encounterd when updated to SCS v0.6.3
-    #@testset "5-bus with asymmetric line charge" begin
-    #    result = run_opf("../test/data/pti/case5_alc.raw", SDPWRMPowerModel, scs_solver)
+    @testset "5-bus with asymmetric line charge" begin
+       result = run_opf("../test/data/pti/case5_alc.raw", SDPWRMPowerModel, scs_solver)
 
-    #    @test result["termination_status"] == OPTIMAL
-    #    @test isapprox(result["objective"], 1005.31; atol = 1e-1)
-    #end
+       @test result["termination_status"] == OPTIMAL
+       @test isapprox(result["objective"], 1005.31; atol = 1e0)
+    end
     @testset "5-bus with negative generators" begin
         result = run_opf("../test/data/matpower/case5_npg.m", SDPWRMPowerModel, scs_solver)
 
         @test result["termination_status"] == OPTIMAL
-        @test isapprox(result["objective"], 6827.34; atol = 1e0)
+        #@test isapprox(result["objective"], 6827.34; atol = 1e0)
+        @test isapprox(result["objective"], 6735.17; atol = 1e0)
     end
     # too slow for unit tests
     # @testset "14-bus case" begin
@@ -944,15 +939,9 @@ end
         result = run_opf("../test/data/matpower/case6.m", SDPWRMPowerModel, scs_solver)
 
         @test result["termination_status"] == OPTIMAL
-        @test isapprox(result["objective"], 11580.8; atol = 1e1)
+        #@test isapprox(result["objective"], 11580.8; atol = 1e1)
+        @test isapprox(result["objective"], 11507.7; atol = 1e1)
     end
-    # TODO replace this with smaller case, way too slow for unit testing
-    #@testset "24-bus rts case" begin
-    #    result = run_opf("../test/data/matpower/case24.m", SDPWRMPowerModel, scs_solver)
-
-    #    @test result["termination_status"] == OPTIMAL
-    #    @test isapprox(result["objective"], 75153; atol = 1e0)
-    #end
     @testset "14-bus variable bounds" begin
         pm = instantiate_model("../test/data/matpower/case14.m", SDPWRMPowerModel, PowerModels.build_opf)
         @test check_variable_bounds(pm.model)
@@ -965,7 +954,8 @@ end
         result = run_opf("../test/data/matpower/case3.m", SparseSDPWRMPowerModel, scs_solver)
 
         @test result["termination_status"] == OPTIMAL
-        @test isapprox(result["objective"], 5851.23; atol = 1e1)
+        #@test isapprox(result["objective"], 5851.23; atol = 1e1)
+        @test isapprox(result["objective"], 5818.00; atol = 1e1)
     end
     @testset "5-bus with asymmetric line charge" begin
         result = run_opf("../test/data/pti/case5_alc.raw", SparseSDPWRMPowerModel, scs_solver)
@@ -979,28 +969,23 @@ end
         @test result["termination_status"] == OPTIMAL
         @test isapprox(result["objective"], 347.746; atol = 1e0)
     end
-    # too slow for unit tests
-    # @testset "14-bus case" begin
-    #     result = run_opf("../test/data/matpower/case14.m", SparseSDPWRMPowerModel, scs_solver)
-
-    #     @test result["termination_status"] == OPTIMAL
-    #     @test isapprox(result["objective"], 8081.5; atol = 1e0)
-    # end
-
-    # multiple components are not currently supported by this form
-    #=
-    @testset "6-bus case" begin
-        result = run_opf("../test/data/matpower/case6.m", SparseSDPWRMPowerModel, scs_solver)
+    @testset "14-bus case" begin
+        result = run_opf("../test/data/matpower/case14.m", SparseSDPWRMPowerModel, scs_solver)
 
         @test result["termination_status"] == OPTIMAL
-        @test isapprox(result["objective"], 11578.8; atol = 1e0)
+        @test isapprox(result["objective"], 8081.5; atol = 1e0)
     end
-    =#
+    # multiple components are not currently supported by this form
+    # @testset "6-bus case" begin
+    #     result = run_opf("../test/data/matpower/case6.m", SparseSDPWRMPowerModel, scs_solver)
+
+    #     @test result["termination_status"] == OPTIMAL
+    #     @test isapprox(result["objective"], 11578.8; atol = 1e0)
+    # end
     @testset "14-bus variable bounds" begin
         pm = instantiate_model("../test/data/matpower/case14.m", SparseSDPWRMPowerModel, PowerModels.build_opf)
         @test check_variable_bounds(pm.model)
     end
-
     @testset "passing in decomposition" begin
         # too slow for unit tests
         #data = PowerModels.parse_file("../test/data/matpower/case14.m")
@@ -1024,5 +1009,4 @@ end
         @test result["termination_status"] == OPTIMAL
         @test isapprox(result["objective"], 1005.31; atol = 1e0)
     end
-
 end