Backport PR #832: fix: infeasible problem due to float precision error (

#832) * limit equal_v to be in the [min_v, max_v] range Signed-off-by: Victor Garcia Reolid <victor@seita.nl> * fix: equal_v out of bound Signed-off-by: Victor Garcia Reolid <victor@seita.nl> * remove wrong changes Signed-off-by: Victor Garcia Reolid <victor@seita.nl> * add test Signed-off-by: Victor Garcia Reolid <victor@seita.nl> * revert (wrong) merge change Signed-off-by: Victor Garcia Reolid <victor@seita.nl> * test for CBC and HiGHS Signed-off-by: Victor Garcia Reolid <victor@seita.nl> * test: floating point case for minimum constraint Signed-off-by: F.N. Claessen <felix@seita.nl> * docs: changelog entry Signed-off-by: F.N. Claessen <felix@seita.nl> * docs: set patch release date Signed-off-by: F.N. Claessen <felix@seita.nl> --------- Signed-off-by: Victor Garcia Reolid <victor@seita.nl> Signed-off-by: Victor <victor@seita.nl> Signed-off-by: F.N. Claessen <felix@seita.nl> Co-authored-by: F.N. Claessen <felix@seita.nl> Signed-off-by: F.N. Claessen <felix@seita.nl>
FlexMeasures · Aug 28, 2023 · 65f9896 · 65f9896
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diff --git a/documentation/changelog.rst b/documentation/changelog.rst
@@ -3,12 +3,13 @@
 FlexMeasures Changelog
 **********************
 
-v0.15.1 | August XX, 2023
+v0.15.1 | August 28, 2023
 ============================
 
 Bugfixes
 -----------
 
+* Fix infeasible problem due to floating point error in :abbr:`SoC (state of charge)` targets [see `PR #832 <https://github.com/FlexMeasures/flexmeasures/pull/832>`_]
 * Use the `source` to filter beliefs in the `AggregatorReporter` and fix the case of having multiple sources [see `PR #819 <https://github.com/FlexMeasures/flexmeasures/pull/819>`_]
 * Disable HiGHS logs on the standard output when `LOGGING_LEVEL=INFO` [see `PR #824 <https://github.com/FlexMeasures/flexmeasures/pull/824>`_ and `PR #826 <https://github.com/FlexMeasures/flexmeasures/pull/826>`_]
 * Fix showing sensor data on the asset page of public assets, and searching for annotations on public assets [see `PR #830 <https://github.com/FlexMeasures/flexmeasures/pull/830>`_]

diff --git a/flexmeasures/data/models/planning/linear_optimization.py b/flexmeasures/data/models/planning/linear_optimization.py
@@ -140,19 +140,29 @@ def commitment_quantity_select(m, c, j):
         return commitment_quantities[c].iloc[j]
 
     def device_max_select(m, d, j):
+        min_v = device_constraints[d]["min"].iloc[j]
         max_v = device_constraints[d]["max"].iloc[j]
         equal_v = device_constraints[d]["equals"].iloc[j]
         if np.isnan(max_v) and np.isnan(equal_v):
             return infinity
         else:
+            if not np.isnan(equal_v):
+                # make min_v < equal_v
+                equal_v = np.nanmax([equal_v, min_v])
+
             return np.nanmin([max_v, equal_v])
 
     def device_min_select(m, d, j):
         min_v = device_constraints[d]["min"].iloc[j]
+        max_v = device_constraints[d]["max"].iloc[j]
         equal_v = device_constraints[d]["equals"].iloc[j]
         if np.isnan(min_v) and np.isnan(equal_v):
             return -infinity
         else:
+            if not np.isnan(equal_v):
+                # make equal_v <= max_v
+                equal_v = np.nanmin([equal_v, max_v])
+
             return np.nanmax([min_v, equal_v])
 
     def device_derivative_max_select(m, d, j):

diff --git a/flexmeasures/data/models/planning/tests/test_solver.py b/flexmeasures/data/models/planning/tests/test_solver.py
@@ -990,3 +990,77 @@ def get_sensors_from_db(battery_assets):
     assert battery.get_attribute("market_id") == epex_da.id
 
     return epex_da, battery
+
+
+@pytest.mark.parametrize("solver", ["appsi_highs", "cbc"])
+def test_numerical_errors(app, setup_planning_test_data, solver):
+    """Test that a soc-target = soc-max can exceed this value due to numerical errors in the operations
+    to compute the device constraint DataFrame.
+    In the case of HiGHS, the tiny difference creates an infeasible constraint.
+    """
+
+    epex_da = Sensor.query.filter(Sensor.name == "epex_da").one_or_none()
+    charging_station = setup_planning_test_data[
+        "Test charging station (bidirectional)"
+    ].sensors[0]
+    assert charging_station.get_attribute("capacity_in_mw") == 2
+    assert charging_station.get_attribute("market_id") == epex_da.id
+
+    tz = pytz.timezone("Europe/Amsterdam")
+    start = tz.localize(datetime(2015, 1, 2))
+    end = tz.localize(datetime(2015, 1, 3))
+    resolution = timedelta(minutes=5)
+
+    duration_until_next_target = timedelta(hours=1)
+    target_soc_datetime_1 = pd.Timestamp(start + duration_until_next_target).isoformat()
+    target_soc_datetime_2 = pd.Timestamp(
+        start + 2 * duration_until_next_target
+    ).isoformat()
+
+    # select which solver to use
+    app.config["FLEXMEASURES_LP_SOLVER"] = solver
+
+    scheduler = StorageScheduler(
+        charging_station,
+        start,
+        end,
+        resolution,
+        flex_model={
+            "soc-at-start": 0.01456,
+            "soc-min": 0.01295,
+            "soc-max": 0.056,
+            "roundtrip-efficiency": 0.85,
+            "storage-efficiency": 1,
+            "soc-targets": [
+                {"value": 0.01295, "datetime": target_soc_datetime_1},
+                {"value": 0.056, "datetime": target_soc_datetime_2},
+            ],
+            "soc-unit": "MWh",
+        },
+    )
+
+    (
+        sensor,
+        start,
+        end,
+        resolution,
+        soc_at_start,
+        device_constraints,
+        ems_constraints,
+        commitment_quantities,
+        commitment_downwards_deviation_price,
+        commitment_upwards_deviation_price,
+    ) = scheduler._prepare(skip_validation=True)
+
+    _, _, results, model = device_scheduler(
+        device_constraints,
+        ems_constraints,
+        commitment_quantities,
+        commitment_downwards_deviation_price,
+        commitment_upwards_deviation_price,
+        initial_stock=soc_at_start * (timedelta(hours=1) / resolution),
+    )
+
+    assert device_constraints[0]["equals"].max() > device_constraints[0]["max"].max()
+    assert device_constraints[0]["equals"].min() < device_constraints[0]["min"].min()
+    assert results.solver.status == "ok"
diff --git a/setup.cfg b/setup.cfg
@@ -13,4 +13,3 @@ ignore = E501, W503, E203
 addopts = --strict-markers
 markers =
     skip_github: skip test in GitHub Actions. Useful in case the test passes, but breaks the test suite on GH Actions.
-