Improve Mosek interface to select optimal solution#667
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mgrabovsky wants to merge 3 commits intoPyPSA:masterfrom
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Improve Mosek interface to select optimal solution#667mgrabovsky wants to merge 3 commits intoPyPSA:masterfrom
mgrabovsky wants to merge 3 commits intoPyPSA:masterfrom
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Mosek can produce two distinct solutions with separate statuses: an interior-point solution (soltype.itr) and a basic solution (soltype.bas) obtained by basis identification (crossover). Previously, linopy's Mosek interface only read the IPM solution. If the IPM terminated with solsta.dual_infeas_cer but crossover then recovers an optimal basic solution, linopy would report infeasible_or_unbounded with Objective: nan and the actual optimal solution would be silently discarded, even though Mosek itself had it. After this change, linopy picks the solution (between bas, itr and itg) with the best score, with the order being solsta.[integer_]optimal > any other defined status > undefined. If both bas and itr are optimal, the itr solution is chosen to preserve backward compatibility with the previous behavior. A similar bug was present in cvxpy (see cvxpy/cvxpy#335), fixed by @aszekMosek in cvxpy/cvxpy#347. Patch co-authored with Claude Opus 4.7. Fixes PyPSA#665
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Closes #665
Changes proposed in this Pull Request
Mosek can produce two distinct solutions with separate statuses: an interior-point solution (soltype.itr) and a basic solution (soltype.bas) obtained by basis identification (crossover).
Previously, linopy's Mosek interface only read the IPM solution. If the IPM terminated with solsta.dual_infeas_cer but crossover then recovers an optimal basic solution, linopy would report infeasible_or_unbounded with Objective: nan and the actual optimal solution would be silently discarded, even though Mosek itself had it.
After this change, linopy picks the solution (between bas, itr and itg) with the best score, with the order being solsta.[integer_]optimal > any other defined status > undefined. If both bas and itr are optimal, the itr solution is chosen to preserve backward compatibility with the previous behavior.
This patch was co-authored with Claude Opus 4.7.
Checklist
doc.doc/release_notes.rstof the upcoming release is included.