update deps

Project.toml

@@ -10,20 +10,21 @@ PowerModels = "c36e90e8-916a-50a6-bd94-075b64ef4655"
 Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 
 [compat]
-ChainRulesCore = "~1.14"
+ChainRulesCore = "~1.25"
 JuMP = "~1"
 PowerModels = "~0.19, 0.21"
 Reexport = "~1.2"
 julia = "^1.6"
+NonconvexBayesian = "^v0.1.5"
 
 [extras]
 ChainRulesTestUtils = "cdddcdb0-9152-4a09-a978-84456f9df70a"
-Clp = "e2554f3b-3117-50c0-817c-e040a3ddf72d"
+HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
 Downloads = "f43a241f-c20a-4ad4-852c-f6b1247861c6"
 Nonconvex = "01bcebdf-4d21-426d-b5c4-6132c1619978"
 NonconvexBayesian = "fb352abc-de7b-48de-9ebd-665b54b5d9b3"
 NonconvexIpopt = "bf347577-a06d-49ad-a669-8c0e005493b8"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Test", "Clp", "Nonconvex", "NonconvexBayesian", "NonconvexIpopt", "ChainRulesTestUtils", "Downloads"]
+test = ["Test", "HiGHS", "Nonconvex", "NonconvexBayesian", "NonconvexIpopt", "ChainRulesTestUtils", "Downloads"]

README.md

@@ -29,7 +29,7 @@ In order to exemplify some of the functionalities available, let's use the inter
 ```julia
 using OptimalBids
 using OptimalBids.PowerModelsMarkets
-using Clp # Market Clearing Solver
+using HiGHS # Market Clearing Solver
 using Plots # For some evaluation plots at the end
 
 #=
@@ -66,7 +66,7 @@ market = build_market(
     PowerModelsMarket,
     network_data,
     generator_indexes,
-    Clp.Optimizer,
+    HiGHS.Optimizer,
 )
 
 # New generators are added with 0.0 max capacity (a.k.a bid/offer), so lets change their volume offers:

docs/Project.toml

@@ -1,7 +1,7 @@
 [deps]
 AbstractGPs = "99985d1d-32ba-4be9-9821-2ec096f28918"
 BilevelJuMP = "485130c0-026e-11ea-0f1a-6992cd14145c"
-Clp = "e2554f3b-3117-50c0-817c-e040a3ddf72d"
+HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 Downloads = "f43a241f-c20a-4ad4-852c-f6b1247861c6"
 Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"

docs/src/examples/GaussianProcesses.md

@@ -13,7 +13,7 @@ This a example on how to use [AbstractGPs.jl](https://github.com/JuliaGaussianPr
 ```@example AbstractGPs
 using OptimalBids
 using OptimalBids.PowerModelsMarkets
-using Clp # Market Clearing Solver
+using HiGHS # Market Clearing Solver
 using JuMP: optimizer_with_attributes
 
 using AbstractGPs
@@ -72,7 +72,7 @@ market = build_market(
     PowerModelsMarket,
     network_data,
     generator_indexes,
-    optimizer_with_attributes(Clp.Optimizer, "LogLevel" => 0),
+    optimizer_with_attributes(HiGHS.Optimizer, "LogLevel" => 0),
 )
 
 # Relative distribution of offers are sometimes predefined and cannot be changed at bidding time.

docs/src/examples/Nonconvex.md

@@ -11,7 +11,7 @@ This a example on how to use [Nonconvex.jl](https://github.com/JuliaNonconvex/No
 ```@example Nonconvex
 using OptimalBids
 using OptimalBids.PowerModelsMarkets
-using Clp # Market Clearing Solver
+using HiGHS # Market Clearing Solver
 using JuMP: optimizer_with_attributes
 
 using Nonconvex
@@ -70,7 +70,7 @@ market = build_market(
     PowerModelsMarket,
     network_data,
     generator_indexes,
-    optimizer_with_attributes(Clp.Optimizer, "LogLevel" => 0),
+    optimizer_with_attributes(HiGHS.Optimizer, "LogLevel" => 0),
 )
 
 # Relative distribution of offers are sometimes predefined and cannot be changed at bidding time.

docs/src/examples/Optim.md

@@ -11,7 +11,7 @@ This a example on how to use [Optim.jl](https://github.com/JuliaNLSolvers/Optim.
 ```@example Optim
 using OptimalBids
 using OptimalBids.PowerModelsMarkets
-using Clp # Market Clearing Solver
+using HiGHS # Market Clearing Solver
 using JuMP: optimizer_with_attributes
 
 using Optim
@@ -61,7 +61,7 @@ market = build_market(
     PowerModelsMarket,
     network_data,
     generator_indexes,
-    optimizer_with_attributes(Clp.Optimizer, "LogLevel" => 0),
+    optimizer_with_attributes(HiGHS.Optimizer, "LogLevel" => 0),
 )
 
 # Relative distribution of offers are sometimes predefined and cannot be changed at bidding time.

examples/PowerModelsMarkets/BilevelJuMP/Project.toml

@@ -1,7 +1,7 @@
 [deps]
 AbstractGPs = "99985d1d-32ba-4be9-9821-2ec096f28918"
 BilevelJuMP = "485130c0-026e-11ea-0f1a-6992cd14145c"
-Clp = "e2554f3b-3117-50c0-817c-e040a3ddf72d"
+HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 Downloads = "f43a241f-c20a-4ad4-852c-f6b1247861c6"
 Gurobi = "2e9cd046-0924-5485-92f1-d5272153d98b"

src/PowerModelsMarkets/case_modifiers.jl

@@ -12,7 +12,7 @@ function add_generator(nw_data::Dict, bus_index::Int)
         error("crazy generator indexes")
 
     nw_data["gen"][string(gen_idx)] = Dict(
-        "ncost" => 1,
+        "ncost" => 2,
         "qc1max" => 0.0,
         "pg" => 0.0,
         "model" => 2,
@@ -29,7 +29,7 @@ function add_generator(nw_data::Dict, bus_index::Int)
         "source_id" => Any["gen", gen_idx],
         "pc2" => 0.0,
         "index" => gen_idx,
-        "cost" => 0.0,
+        "cost" => [0.0; 0.0],
         "qmax" => 0.0,
         "gen_status" => 1,
         "qmin" => 0.00,

test/powermodelsmarkets.jl

@@ -30,27 +30,28 @@
 
         # test PowerModelsMarket functions
         market = nothing
+        solver = optimizer_with_attributes(HiGHS.Optimizer, "output_flag" => false)
         @testset "build_market" begin
             @test_throws MethodError build_market(
                 PowerModelsMarket,
                 network_data,
                 collect(1:num_strategic_buses),
                 collect(1:num_strategic_buses),
-                Clp.Optimizer,
+                solver,
             )
             @test_throws BoundsError build_market(
                 PowerModelsMarket,
                 network_data,
                 generator_indexes,
                 bus_indexes[1:(end - 1)],
-                Clp.Optimizer,
+                solver,
             )
             @test_throws DomainError build_market(
                 PowerModelsMarket,
                 network_data,
                 generator_indexes,
                 [bus_indexes[1:(end - 1)]; "44"],
-                Clp.Optimizer,
+                solver,
             )
 
             sg_aux =
@@ -59,11 +60,11 @@
                     network_data,
                     generator_indexes,
                     bus_indexes,
-                    Clp.Optimizer,
+                    solver,
                 ).strategic_generators
 
             market = build_market(
-                PowerModelsMarket, network_data, generator_indexes, Clp.Optimizer
+                PowerModelsMarket, network_data, generator_indexes, solver
             )
             @test all(market.strategic_generators .== sg_aux)
         end
@@ -125,7 +126,8 @@
             model = Model()
             set_objective!(model, profit_function; flags=[:expensive])
             addvar!(model, [min_total_volume], [max_total_volume])
-            add_ineq_constraint!(model, x -> -1) # Errors when no inequality is added! 
+            # add_ineq_constraint!(model, x -> -10.0) # Errors when no inequality is added! 
+            # add_ineq_constraint!(model, x -> -10.0) # Errors when no inequality is added! 
 
             alg = BayesOptAlg(IpoptAlg())
             options = BayesOptOptions(;

test/runtests.jl

@@ -1,4 +1,4 @@
-using Clp
+using HiGHS
 using OptimalBids
 using OptimalBids.PowerModelsMarkets
 using Test