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perf(optimizer): use direct HiGHS for shared storage #883

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Merged
frahlg merged 2 commits into from
Aug 11, 2026
Merged

perf(optimizer): use direct HiGHS for shared storage #883

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19825e4
perf(optimizer): use direct HiGHS for shared storage
frahlg Aug 10, 2026
f379aed
fix(optimizer): validate post-curtailment baseline flows
frahlg Aug 11, 2026
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13 changes: 13 additions & 0 deletions .changeset/shared-storage-direct-highs.md
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Original file line number Diff line number Diff line change
@@ -0,0 +1,13 @@
---
"ftw": patch
---

The optional optimizer now uses highspy instead of CVXPY by default for
eligible shared storage plans, sending a sparse linear model straight to
HiGHS. It keeps the same shared-action constraints, service-first solve,
scenario risk cost and replay checks as the CVXPY model. It checks meter flow
against the post-curtailment baseline and retries an exact mixed-integer HiGHS
model within the same time budget when a relaxed candidate crosses import and
export. Auto mode uses this path only for continuous, cycle-safe HIGHS requests
with storage alone; commercial constraints, flexible loads, thermal loads,
guarded tariffs and direct-solver failures stay on CVXPY.
3 changes: 2 additions & 1 deletion go/internal/mpc/external_optimizer_test.go
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Expand Up @@ -298,7 +298,8 @@ func TestExternalOptimizerEndToEnd(t *testing.T) {
if err != nil {
t.Fatalf("Optimize: %v", err)
}
if plan.Solver == nil || plan.Solver.Engine != "cvxpy" || plan.Solver.Backend != "highs" {
if plan.Solver == nil || plan.Solver.Engine != "highspy" || plan.Solver.Backend != "highs" ||
plan.Solver.ScenarioPolicy != "shared" || plan.Solver.PolicyVersion != "shared-v1" {
t.Fatalf("unexpected solver metadata: %+v", plan.Solver)
}
if plan.Actions[0].BatteryW <= 0 || plan.Actions[1].BatteryW >= 0 {
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