Implement full recourse; remove feasibility cuts

.gitignore

@@ -12,3 +12,4 @@ Manifest.toml
 data
 build
 benchmark
+**/*.log

CHANGELOG.md

@@ -11,6 +11,11 @@ All notable changes to this project will be documented in this file.
 [semver]: https://semver.org/spec/v2.0.0.html
 [pkjjl]: https://pkgdocs.julialang.org/v1/compatibility/#compat-pre-1.0
 
+## [Unreleased]
+
+- Allow product disposal at collection centers
+- Implement stochastic optimization
+
 ## [0.5.2] -- 2022-08-26
 ### Changed
 - Update to JuMP 1.x

Project.toml

@@ -6,13 +6,12 @@ version = "0.5.2"
 [deps]
 CRC = "44b605c4-b955-5f2b-9b6d-d2bd01d3d205"
 CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
-Cbc = "9961bab8-2fa3-5c5a-9d89-47fab24efd76"
-Clp = "e2554f3b-3117-50c0-817c-e040a3ddf72d"
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
 DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
 Downloads = "f43a241f-c20a-4ad4-852c-f6b1247861c6"
 GZip = "92fee26a-97fe-5a0c-ad85-20a5f3185b63"
 Geodesy = "0ef565a4-170c-5f04-8de2-149903a85f3d"
+HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
 JSON = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
 JSONSchema = "7d188eb4-7ad8-530c-ae41-71a32a6d4692"
 JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
@@ -21,16 +20,16 @@ MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 OrderedCollections = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 ProgressBars = "49802e3a-d2f1-5c88-81d8-b72133a6f568"
+Revise = "295af30f-e4ad-537b-8983-00126c2a3abe"
 Shapefile = "8e980c4a-a4fe-5da2-b3a7-4b4b0353a2f4"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
+StochasticPrograms = "8b8459f2-c380-502b-8633-9aed2d6c2b35"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 ZipFile = "a5390f91-8eb1-5f08-bee0-b1d1ffed6cea"
 
 [compat]
 CRC = "4"
 CSV = "0.10"
-Cbc = "1"
-Clp = "1"
 DataFrames = "1"
 DataStructures = "0.18"
 GZip = "0.5"

docs/src/format.md

@@ -36,6 +36,8 @@ The **products** section describes all products and subproducts in the simulatio
 |`transportation energy (J/km/tonne)`   | The energy required to transport this product. Must be a time series. Optional.
 |`transportation emissions (tonne/km/tonne)`  | A dictionary mapping the name of each greenhouse gas, produced to transport one tonne of this product along one kilometer, to the amount of gas produced (in tonnes). Must be a time series. Optional.
 |`initial amounts`                      | A dictionary mapping the name of each location to its description (see below). If this product is not initially available, this key may be omitted. Must be a time series.
+| `disposal limit (tonne)`              | Total amount of product that can be disposed of across all collection centers. If omitted, all product must be processed. This parameter has no effect on product disposal at plants.
+| `disposal cost ($/tonne)`              | Cost of disposing one tonne of this product at a collection center. If omitted, defaults to zero. This parameter has no effect on product disposal costs at plants.
 
 Each product may have some amount available at the beginning of each time period. In this case, the key `initial amounts` maps to a dictionary with the following keys:
 
@@ -73,7 +75,9 @@ Each product may have some amount available at the beginning of each time period
             "transportation emissions (tonne/km/tonne)": {
                 "CO2": [0.052, 0.050],
                 "CH4": [0.003, 0.002]
-            }
+            },
+            "disposal cost ($/tonne)": [-10.0, -12.0],
+            "disposal limit (tonne)": [1.0, 1.0],
         },
         "P2": {
             "transportation cost ($/km/tonne)": [0.022, 0.020]

docs/src/reports.md

@@ -154,6 +154,7 @@ Report showing primary product amounts, locations and marginal costs. Generated
 | `longitude (deg)` | Longitude of the collection center.
 | `year`  | What year this row corresponds to. This reports includes one row for each year.
 | `amount (tonne)` | Amount of product available at this collection center.
+| `amount disposed (tonne)` | Amount of product disposed of at this collection center.
 | `marginal cost ($/tonne)` | Cost to process one additional tonne of this product coming from this collection center.
 
 

instances/s1.json

@@ -1,202 +0,0 @@
-{
-    "parameters": {
-        "time horizon (years)": 2
-    },
-    "products": {
-        "P1": {
-            "transportation cost ($/km/tonne)": [0.015, 0.015],
-            "transportation energy (J/km/tonne)": [0.12, 0.11],
-            "transportation emissions (tonne/km/tonne)": {
-                "CO2": [0.052, 0.050],
-                "CH4": [0.003, 0.002]
-            },            
-            "initial amounts": {
-                "C1": {
-                    "latitude (deg)": 7.0,
-                    "longitude (deg)": 7.0,
-                    "amount (tonne)": [934.56, 934.56]
-                },
-                "C2": {
-                    "latitude (deg)": 7.0,
-                    "longitude (deg)": 19.0,
-                    "amount (tonne)": [198.95, 198.95]
-                },
-                "C3": {
-                    "latitude (deg)": 84.0,
-                    "longitude (deg)": 76.0,
-                    "amount (tonne)": [212.97, 212.97]
-                },
-                "C4": {
-                    "latitude (deg)": 21.0,
-                    "longitude (deg)": 16.0,
-                    "amount (tonne)": [352.19, 352.19]
-                },
-                "C5": {
-                    "latitude (deg)": 32.0,
-                    "longitude (deg)": 92.0,
-                    "amount (tonne)": [510.33, 510.33]
-                },
-                "C6": {
-                    "latitude (deg)": 14.0,
-                    "longitude (deg)": 62.0,
-                    "amount (tonne)": [471.66, 471.66]
-                },
-                "C7": {
-                    "latitude (deg)": 30.0,
-                    "longitude (deg)": 83.0,
-                    "amount (tonne)": [785.21, 785.21]
-                },
-                "C8": {
-                    "latitude (deg)": 35.0,
-                    "longitude (deg)": 40.0,
-                    "amount (tonne)": [706.17, 706.17]
-                },
-                "C9": {
-                    "latitude (deg)": 74.0,
-                    "longitude (deg)": 52.0,
-                    "amount (tonne)": [30.08, 30.08]
-                },
-                "C10": {
-                    "latitude (deg)": 22.0,
-                    "longitude (deg)": 54.0,
-                    "amount (tonne)": [536.52, 536.52]
-                }
-            }
-        },
-        "P2": {
-            "transportation cost ($/km/tonne)": [0.02, 0.02]
-        },
-        "P3": {
-            "transportation cost ($/km/tonne)": [0.0125, 0.0125]
-        },
-        "P4": {
-            "transportation cost ($/km/tonne)": [0.0175, 0.0175]
-        }
-    },
-    "plants": {
-        "F1": {
-            "input": "P1",
-            "outputs (tonne/tonne)": {
-                "P2": 0.2,
-                "P3": 0.5
-            },
-            "energy (GJ/tonne)": [0.12, 0.11],
-            "emissions (tonne/tonne)": {
-                "CO2": [0.052, 0.050],
-                "CH4": [0.003, 0.002]
-            },            
-            "locations": {
-                "L1": {
-                    "latitude (deg)": 0.0,
-                    "longitude (deg)": 0.0,
-                    "disposal": {
-                        "P2": {
-                            "cost ($/tonne)": [-10.0, -10.0],
-                            "limit (tonne)": [1.0, 1.0]
-                        },
-                        "P3": {
-                            "cost ($/tonne)": [-10.0, -10.0],
-                            "limit (tonne)": [1.0, 1.0]
-                        }
-                    },
-                    "capacities (tonne)": {
-                        "250.0": {
-                            "opening cost ($)": [500.0, 500.0],
-                            "fixed operating cost ($)": [30.0, 30.0],
-                            "variable operating cost ($/tonne)": [30.0, 30.0]
-                        },
-                        "1000.0": {
-                            "opening cost ($)": [1250.0, 1250.0],
-                            "fixed operating cost ($)": [30.0, 30.0],
-                            "variable operating cost ($/tonne)": [30.0, 30.0]
-                        }
-                    }
-                },
-                "L2": {
-                    "latitude (deg)": 0.5,
-                    "longitude (deg)": 0.5,
-                    "capacities (tonne)": {
-                        "0.0": {
-                            "opening cost ($)": [1000, 1000],
-                            "fixed operating cost ($)": [50.0, 50.0],
-                            "variable operating cost ($/tonne)": [50.0, 50.0]
-                        },
-                        "10000.0": {
-                            "opening cost ($)": [10000, 10000],
-                            "fixed operating cost ($)": [50.0, 50.0],
-                            "variable operating cost ($/tonne)": [50.0, 50.0]
-                        }
-                    }
-                }               
-            }
-        },
-        "F2": {
-            "input": "P2",
-            "outputs (tonne/tonne)": {
-                "P3": 0.05,
-                "P4": 0.80
-            },
-            "locations": {
-                "L3": {
-                    "latitude (deg)": 25.0,
-                    "longitude (deg)": 65.0,
-                    "disposal": {
-                        "P3": {
-                            "cost ($/tonne)": [100.0, 100.0]
-                        }
-                    },
-                    "capacities (tonne)": {
-                        "1000.0": {
-                            "opening cost ($)": [3000, 3000],
-                            "fixed operating cost ($)": [50.0, 50.0],
-                            "variable operating cost ($/tonne)": [50.0, 50.0]
-                        }
-                    }
-                },
-                "L4": {
-                    "latitude (deg)": 0.75,
-                    "longitude (deg)": 0.20,
-                    "capacities (tonne)": {
-                        "10000": {
-                            "opening cost ($)": [3000, 3000],
-                            "fixed operating cost ($)": [50.0, 50.0],
-                            "variable operating cost ($/tonne)": [50.0, 50.0]
-                        }
-                    }
-                }
-            }
-        },
-        "F3": {
-            "input": "P4",
-            "locations": {
-                "L5": {
-                    "latitude (deg)": 100.0,
-                    "longitude (deg)": 100.0,
-                    "capacities (tonne)": {
-                        "15000": {
-                            "opening cost ($)": [0.0, 0.0],
-                            "fixed operating cost ($)": [0.0, 0.0],
-                            "variable operating cost ($/tonne)": [-15.0, -15.0]
-                        }
-                    }
-                }           
-            }
-        },
-        "F4": {
-            "input": "P3",
-            "locations": {
-                "L6": {
-                    "latitude (deg)": 50.0,
-                    "longitude (deg)": 50.0,
-                    "capacities (tonne)": {
-                        "10000": {
-                            "opening cost ($)": [0.0, 0.0],
-                            "fixed operating cost ($)": [0.0, 0.0],
-                            "variable operating cost ($/tonne)": [-15.0, -15.0]
-                        }
-                    }
-                }           
-            }
-        }
-    }
-}

instances/solutions/s1.log

@@ -1,11 +0,0 @@
-[ Info: Reading s1.json...
-[ Info: Building graph...
-[ Info:                2 time periods
-[ Info:                6 process nodes
-[ Info:                8 shipping nodes (plant)
-[ Info:               10 shipping nodes (collection)
-[ Info:               38 arcs
-[ Info: Building optimization model...
-[ Info: Optimizing MILP...
-[ Info: Re-optimizing with integer variables fixed...
-[ Info: Extracting solution...

src/RELOG.jl

@@ -17,7 +17,6 @@ include("instance/validate.jl")
 include("model/build.jl")
 include("model/getsol.jl")
 include("model/solve.jl")
-include("model/resolve.jl")
 include("reports/plant_emissions.jl")
 include("reports/plant_outputs.jl")
 include("reports/plants.jl")

src/graph/build.jl

@@ -18,6 +18,7 @@ function build_graph(instance::Instance)::Graph
     collection_shipping_nodes = ShippingNode[]
 
     name_to_process_node_map = Dict{Tuple{AbstractString,AbstractString},ProcessNode}()
+    collection_center_to_node = Dict()
 
     process_nodes_by_input_product =
         Dict(product => ProcessNode[] for product in instance.products)
@@ -27,6 +28,7 @@ function build_graph(instance::Instance)::Graph
     for center in instance.collection_centers
         node = ShippingNode(next_index, center, center.product, [], [])
         next_index += 1
+        collection_center_to_node[center] = node
         push!(collection_shipping_nodes, node)
     end
 
@@ -57,7 +59,7 @@ function build_graph(instance::Instance)::Graph
                 dest.location.longitude,
             )
             values = Dict("distance" => distance)
-            arc = Arc(source, dest, values)
+            arc = Arc(length(arcs) + 1, source, dest, values)
             push!(source.outgoing_arcs, arc)
             push!(dest.incoming_arcs, arc)
             push!(arcs, arc)
@@ -70,7 +72,7 @@ function build_graph(instance::Instance)::Graph
         for dest in shipping_nodes_by_plant[plant]
             weight = plant.output[dest.product]
             values = Dict("weight" => weight)
-            arc = Arc(source, dest, values)
+            arc = Arc(length(arcs) + 1, source, dest, values)
             push!(source.outgoing_arcs, arc)
             push!(dest.incoming_arcs, arc)
             push!(arcs, arc)
@@ -83,6 +85,7 @@ function build_graph(instance::Instance)::Graph
         collection_shipping_nodes,
         arcs,
         name_to_process_node_map,
+        collection_center_to_node,
     )
 end
 

src/graph/structs.jl

@@ -7,6 +7,7 @@ using Geodesy
 abstract type Node end
 
 mutable struct Arc
+    index::Int
     source::Node
     dest::Node
     values::Dict{String,Float64}
@@ -33,6 +34,7 @@ mutable struct Graph
     collection_shipping_nodes::Vector{ShippingNode}
     arcs::Vector{Arc}
     name_to_process_node_map::Dict{Tuple{AbstractString,AbstractString},ProcessNode}
+    collection_center_to_node::Dict{CollectionCenter,ShippingNode}
 end
 
 function Base.show(io::IO, instance::Graph)

src/instance/compress.jl

@@ -29,6 +29,8 @@ function _compress(instance::Instance)::Instance
         for (emission_name, emission_value) in p.transportation_emissions
             p.transportation_emissions[emission_name] = [mean(emission_value)]
         end
+        p.disposal_limit = [maximum(p.disposal_limit) * T]
+        p.disposal_cost = [mean(p.disposal_cost)]
     end
 
     # Compress collection centers
@@ -58,3 +60,42 @@ function _compress(instance::Instance)::Instance
 
     return compressed
 end
+
+function _slice(instance::Instance, T::UnitRange)::Instance
+    sliced = deepcopy(instance)
+    sliced.time = length(T)
+
+    for p in sliced.products
+        p.transportation_cost = p.transportation_cost[T]
+        p.transportation_energy = p.transportation_energy[T]
+        for (emission_name, emission_value) in p.transportation_emissions
+            p.transportation_emissions[emission_name] = emission_value[T]
+        end
+        p.disposal_limit = p.disposal_limit[T]
+        p.disposal_cost = p.disposal_cost[T]
+    end
+
+    for c in sliced.collection_centers
+        c.amount = c.amount[T]
+    end
+
+    for plant in sliced.plants
+        plant.energy = plant.energy[T]
+        for (emission_name, emission_value) in plant.emissions
+            plant.emissions[emission_name] = emission_value[T]
+        end
+        for s in plant.sizes
+            s.variable_operating_cost = s.variable_operating_cost[T]
+            s.opening_cost = s.opening_cost[T]
+            s.fixed_operating_cost = s.fixed_operating_cost[T]
+        end
+        for (prod_name, disp_limit) in plant.disposal_limit
+            plant.disposal_limit[prod_name] = disp_limit[T]
+        end
+        for (prod_name, disp_cost) in plant.disposal_cost
+            plant.disposal_cost[prod_name] = disp_cost[T]
+        end
+    end
+
+    return sliced
+end

src/instance/parse.jl

@@ -37,6 +37,8 @@ function parse(json)::Instance
         cost = product_dict["transportation cost (\$/km/tonne)"]
         energy = zeros(T)
         emissions = Dict()
+        disposal_limit = zeros(T)
+        disposal_cost = zeros(T)
 
         if "transportation energy (J/km/tonne)" in keys(product_dict)
             energy = product_dict["transportation energy (J/km/tonne)"]
@@ -46,7 +48,25 @@ function parse(json)::Instance
             emissions = product_dict["transportation emissions (tonne/km/tonne)"]
         end
 
-        product = Product(product_name, cost, energy, emissions)
+        if "disposal limit (tonne)" in keys(product_dict)
+            disposal_limit = product_dict["disposal limit (tonne)"]
+        end
+
+        if "disposal cost (\$/tonne)" in keys(product_dict)
+            disposal_cost = product_dict["disposal cost (\$/tonne)"]
+        end
+
+        prod_centers = []
+
+        product = Product(
+            product_name,
+            cost,
+            energy,
+            emissions,
+            disposal_limit,
+            disposal_cost,
+            prod_centers,
+        )
         push!(products, product)
         prod_name_to_product[product_name] = product
 
@@ -66,6 +86,7 @@ function parse(json)::Instance
                     product,
                     center_dict["amount (tonne)"],
                 )
+                push!(prod_centers, center)
                 push!(collection_centers, center)
             end
         end

src/instance/structs.jl

@@ -13,6 +13,9 @@ mutable struct Product
     transportation_cost::Vector{Float64}
     transportation_energy::Vector{Float64}
     transportation_emissions::Dict{String,Vector{Float64}}
+    disposal_limit::Vector{Float64}
+    disposal_cost::Vector{Float64}
+    collection_centers::Vector
 end
 
 mutable struct CollectionCenter

src/model/build.jl

@@ -2,62 +2,346 @@
 # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 # Released under the modified BSD license. See COPYING.md for more details.
 
-using JuMP, LinearAlgebra, Geodesy, Cbc, Clp, ProgressBars, Printf, DataStructures
+using JuMP, LinearAlgebra, Geodesy, ProgressBars, Printf, DataStructures, StochasticPrograms
 
-function build_model(instance::Instance, graph::Graph, optimizer)::JuMP.Model
+function build_model(
-    model = Model(optimizer)
+    instance::Instance,
-    model[:instance] = instance
+    graph::Graph,
-    model[:graph] = graph
+    optimizer,
-    create_vars!(model)
+)
-    create_objective_function!(model)
+    return build_model(
-    create_shipping_node_constraints!(model)
+        instance,
-    create_process_node_constraints!(model)
+        [graph],
-    return model
+        [1.0],
+        optimizer=optimizer,
+        method=:ef,
+    )
 end
 
+function build_model(
+    instance::Instance,
+    graphs::Vector{Graph},
+    probs::Vector{Float64};
+    optimizer,
+    method=:ef,
+    tol=0.1,
+)
+    T = instance.time
 
-function create_vars!(model::JuMP.Model)
+    @stochastic_model model begin
-    graph, T = model[:graph], model[:instance].time
+        # Stage 1: Build plants
-    model[:flow] =
+        # =====================================================================
-        Dict((a, t) => @variable(model, lower_bound = 0) for a in graph.arcs, t = 1:T)
+        @stage 1 begin
-    model[:dispose] = Dict(
+            pn = graphs[1].process_nodes
-        (n, t) => @variable(
+            PN = length(pn)
+
+            # Var: open_plant
+            @decision(
                 model,
-            lower_bound = 0,
+                open_plant[n in 1:PN, t in 1:T],
-            upper_bound = n.location.disposal_limit[n.product][t]
+                binary = true,
-        ) for n in values(graph.plant_shipping_nodes), t = 1:T
             )
-    model[:store] = Dict(
+
-        (n, t) =>
+            # Var: is_open
-            @variable(model, lower_bound = 0, upper_bound = n.location.storage_limit)
+            @decision(
-        for n in values(graph.process_nodes), t = 1:T
-    )
-    model[:process] = Dict(
-        (n, t) => @variable(model, lower_bound = 0) for
-        n in values(graph.process_nodes), t = 1:T
-    )
-    model[:open_plant] = Dict(
-        (n, t) => @variable(model, binary = true) for n in values(graph.process_nodes),
-        t = 1:T
-    )
-    model[:is_open] = Dict(
-        (n, t) => @variable(model, binary = true) for n in values(graph.process_nodes),
-        t = 1:T
-    )
-    model[:capacity] = Dict(
-        (n, t) => @variable(
                 model,
-            lower_bound = 0,
+                is_open[n in 1:PN, t in 1:T],
-            upper_bound = n.location.sizes[2].capacity
+                binary = true,
-        ) for n in values(graph.process_nodes), t = 1:T
             )
-    model[:expansion] = Dict(
+
-        (n, t) => @variable(
+            # Objective function
+            @objective(
                 model,
-            lower_bound = 0,
+                Min,
-            upper_bound = n.location.sizes[2].capacity - n.location.sizes[1].capacity
+
-        ) for n in values(graph.process_nodes), t = 1:T
+                # Opening, fixed operating costs
+                sum(
+                    pn[n].location.sizes[1].opening_cost[t] * open_plant[n, t] +
+                    pn[n].location.sizes[1].fixed_operating_cost[t] * is_open[n, t]                  
+                    for n in 1:PN
+                    for t in 1:T
+                ),
             )
+
+            for t = 1:T, n in 1:PN
+                # Plant is currently open if it was already open in the previous time period or
+                # if it was built just now
+                if t > 1
+                    @constraint(
+                        model,
+                        is_open[n, t] == is_open[n, t-1] + open_plant[n, t]
+                    )
+                else
+                    @constraint(model, is_open[n, t] == open_plant[n, t])
+                end
+        
+                # Plant can only be opened during building period
+                if t ∉ instance.building_period
+                    @constraint(model, open_plant[n, t] == 0)
+                end
+            end
+        end
+
+        # Stage 2: Flows, disposal, capacity & storage
+        # =====================================================================
+        @stage 2 begin
+            @uncertain graph
+            pn = graph.process_nodes
+            psn = graph.plant_shipping_nodes
+            csn = graph.collection_shipping_nodes
+            arcs = graph.arcs
+        
+            A = length(arcs)
+            PN = length(pn)
+            CSN = length(csn)
+            PSN = length(psn)
+
+            # Var: flow
+            @recourse(
+                model,
+                flow[a in 1:A, t in 1:T],
+                lower_bound = 0,
+            )
+
+            # Var: plant_dispose
+            @recourse(
+                model,
+                plant_dispose[n in 1:PSN, t in 1:T],
+                lower_bound = 0,
+                upper_bound = psn[n].location.disposal_limit[psn[n].product][t],
+            )
+
+            # Var: collection_dispose
+            @recourse(
+                model,
+                collection_dispose[n in 1:CSN, t in 1:T],
+                lower_bound = 0,
+                upper_bound = graph.collection_shipping_nodes[n].location.amount[t],
+            )
+
+            # Var: collection_shortfall
+            @recourse(
+                model,
+                collection_shortfall[n in 1:CSN, t in 1:T],
+                lower_bound = 0,
+            )
+
+            # Var: store
+            @recourse(
+                model,
+                store[
+                    n in 1:PN,
+                    t in 1:T,
+                ],
+                lower_bound = 0,
+                upper_bound = pn[n].location.storage_limit,
+            )
+
+            # Var: process
+            @recourse(
+                model,
+                process[
+                    n in 1:PN,
+                    t in 1:T,
+                ],
+                lower_bound = 0,
+            )
+
+            # Var: capacity
+            @recourse(
+                model,
+                capacity[
+                    n in 1:PN,
+                    t in 1:T,
+                ],
+                lower_bound = 0,
+                upper_bound = pn[n].location.sizes[2].capacity,
+            )
+
+            # Var: expansion
+            @recourse(
+                model,
+                expansion[
+                    n in 1:PN,
+                    t in 1:T,
+                ],
+                lower_bound = 0,
+                upper_bound = (
+                    pn[n].location.sizes[2].capacity -
+                    pn[n].location.sizes[1].capacity
+                ),
+            )
+
+            # Objective function
+            @objective(
+                model,
+                Min,
+                sum(
+                    # Transportation costs
+                    pn[n].location.input.transportation_cost[t] * 
+                        a.values["distance"] *
+                        flow[a.index,t]
+
+                    for n in 1:PN
+                    for a in pn[n].incoming_arcs
+                    for t in 1:T
+                ) + sum(
+                    # Fixed operating costs (expansion)
+                    slope_fix_oper_cost(pn[n].location, t) * expansion[n, t] +
+
+                    # Processing costs
+                    pn[n].location.sizes[1].variable_operating_cost[t] * process[n, t] +
+
+                    # Storage costs
+                    pn[n].location.storage_cost[t] * store[n, t] +
+
+                    # Expansion costs
+                    (
+                        t < T ? (
+                            (
+                                slope_open(pn[n].location, t) -
+                                slope_open(pn[n].location, t + 1)
+                            ) * expansion[n, t]
+                        ) : slope_open(pn[n].location, t) * expansion[n, t]
+                    )
+
+                    for n in 1:PN
+                    for t in 1:T
+                ) + sum(
+                    # Disposal costs (plants)
+                    psn[n].location.disposal_cost[psn[n].product][t] * plant_dispose[n, t]
+                    for n in 1:PSN
+                    for t in 1:T
+                ) + sum(
+                    # Disposal costs (collection centers)
+                    csn[n].location.product.disposal_cost[t] * collection_dispose[n, t]
+                    for n in 1:CSN
+                    for t in 1:T
+                ) + sum(
+                    # Collection shortfall
+                    1e4 * collection_shortfall[n, t]
+                    for n in 1:CSN
+                    for t in 1:T
+                )
+            )
+
+            # Process node constraints
+            for t = 1:T, n in 1:PN
+                node = pn[n]
+
+                # Output amount is implied by amount processed
+                for arc in node.outgoing_arcs
+                    @constraint(
+                        model,
+                        flow[arc.index, t] == arc.values["weight"] * process[n, t]
+                    )
+                end
+        
+                # If plant is closed, capacity is zero
+                @constraint(
+                    model,
+                    capacity[n, t] <= node.location.sizes[2].capacity * is_open[n, t]
+                )
+        
+                # If plant is open, capacity is greater than base
+                @constraint(
+                    model,
+                    capacity[n, t] >= node.location.sizes[1].capacity * is_open[n, t]
+                )
+        
+                # Capacity is linked to expansion
+                @constraint(
+                    model,
+                    capacity[n, t] <=
+                        node.location.sizes[1].capacity + expansion[n, t]
+                )
+        
+                # Can only process up to capacity
+                @constraint(model, process[n, t] <= capacity[n, t])
+        
+                if t > 1
+                    # Plant capacity can only increase over time
+                    @constraint(model, capacity[n, t] >= capacity[n, t-1])
+                    @constraint(model, expansion[n, t] >= expansion[n, t-1])
+                end
+        
+                # Amount received equals amount processed plus stored
+                store_in = 0
+                if t > 1
+                    store_in = store[n, t-1]
+                end
+                if t == T
+                    @constraint(model, store[n, t] == 0)
+                end
+                @constraint(
+                    model,
+                    sum(
+                        flow[arc.index, t]
+                        for arc in node.incoming_arcs
+                    ) + store_in == store[n, t] + process[n, t]
+                )
+
+            end
+
+            # Material flow at collection shipping nodes
+            @constraint(
+                model,
+                eq_balance_centers[
+                    n in 1:CSN,
+                    t in 1:T,
+                ],
+                sum(
+                    flow[arc.index, t]
+                    for arc in csn[n].outgoing_arcs
+                ) == csn[n].location.amount[t] - collection_dispose[n, t] - collection_shortfall[n, t]
+            )
+
+            # Material flow at plant shipping nodes
+            @constraint(
+                model,
+                eq_balance_plant[
+                    n in 1:PSN,
+                    t in 1:T,
+                ],
+                sum(flow[a.index, t] for a in psn[n].incoming_arcs) ==
+                sum(flow[a.index, t] for a in psn[n].outgoing_arcs) +
+                plant_dispose[n, t]
+            )
+
+            # Enforce product disposal limit at collection centers
+            for t in 1:T, prod in instance.products
+                if isempty(prod.collection_centers)
+                    continue
+                end
+                @constraint(
+                    model,
+                    sum(
+                        collection_dispose[n, t]
+                        for n in 1:CSN
+                        if csn[n].product.name == prod.name
+                    ) <= prod.disposal_limit[t]
+                )
+            end
+        end
+    end
+
+    ξ = [
+        @scenario graph = graphs[i] probability = probs[i]
+        for i in 1:length(graphs)
+    ]
+
+    if method == :ef
+        sp = instantiate(model, ξ; optimizer=optimizer)
+    elseif method == :lshaped
+        sp = instantiate(model, ξ; optimizer=LShaped.Optimizer)
+        set_optimizer_attribute(sp, MasterOptimizer(), optimizer)
+        set_optimizer_attribute(sp, SubProblemOptimizer(), optimizer)
+        set_optimizer_attribute(sp, RelativeTolerance(), tol)
+    else
+        error("unknown method: $method")
+    end
+
+    return sp
 end
 
 
@@ -78,172 +362,3 @@ function slope_fix_oper_cost(plant, t)
         (plant.sizes[2].capacity - plant.sizes[1].capacity)
     end
 end
-
-function create_objective_function!(model::JuMP.Model)
-    graph, T = model[:graph], model[:instance].time
-    obj = AffExpr(0.0)
-
-    # Process node costs
-    for n in values(graph.process_nodes), t = 1:T
-
-        # Transportation and variable operating costs
-        for a in n.incoming_arcs
-            c = n.location.input.transportation_cost[t] * a.values["distance"]
-            add_to_expression!(obj, c, model[:flow][a, t])
-        end
-
-        # Opening costs
-        add_to_expression!(
-            obj,
-            n.location.sizes[1].opening_cost[t],
-            model[:open_plant][n, t],
-        )
-
-        # Fixed operating costs (base)
-        add_to_expression!(
-            obj,
-            n.location.sizes[1].fixed_operating_cost[t],
-            model[:is_open][n, t],
-        )
-
-        # Fixed operating costs (expansion)
-        add_to_expression!(obj, slope_fix_oper_cost(n.location, t), model[:expansion][n, t])
-
-        # Processing costs
-        add_to_expression!(
-            obj,
-            n.location.sizes[1].variable_operating_cost[t],
-            model[:process][n, t],
-        )
-
-        # Storage costs
-        add_to_expression!(obj, n.location.storage_cost[t], model[:store][n, t])
-
-        # Expansion costs
-        if t < T
-            add_to_expression!(
-                obj,
-                slope_open(n.location, t) - slope_open(n.location, t + 1),
-                model[:expansion][n, t],
-            )
-        else
-            add_to_expression!(obj, slope_open(n.location, t), model[:expansion][n, t])
-        end
-    end
-
-    # Shipping node costs
-    for n in values(graph.plant_shipping_nodes), t = 1:T
-
-        # Disposal costs
-        add_to_expression!(
-            obj,
-            n.location.disposal_cost[n.product][t],
-            model[:dispose][n, t],
-        )
-    end
-
-    @objective(model, Min, obj)
-end
-
-
-function create_shipping_node_constraints!(model::JuMP.Model)
-    graph, T = model[:graph], model[:instance].time
-    model[:eq_balance] = OrderedDict()
-    for t = 1:T
-        # Collection centers
-        for n in graph.collection_shipping_nodes
-            model[:eq_balance][n, t] = @constraint(
-                model,
-                sum(model[:flow][a, t] for a in n.outgoing_arcs) == n.location.amount[t]
-            )
-        end
-
-        # Plants
-        for n in graph.plant_shipping_nodes
-            @constraint(
-                model,
-                sum(model[:flow][a, t] for a in n.incoming_arcs) ==
-                sum(model[:flow][a, t] for a in n.outgoing_arcs) + model[:dispose][n, t]
-            )
-        end
-    end
-
-end
-
-
-function create_process_node_constraints!(model::JuMP.Model)
-    graph, T = model[:graph], model[:instance].time
-
-    for t = 1:T, n in graph.process_nodes
-        input_sum = AffExpr(0.0)
-        for a in n.incoming_arcs
-            add_to_expression!(input_sum, 1.0, model[:flow][a, t])
-        end
-
-        # Output amount is implied by amount processed
-        for a in n.outgoing_arcs
-            @constraint(
-                model,
-                model[:flow][a, t] == a.values["weight"] * model[:process][n, t]
-            )
-        end
-
-        # If plant is closed, capacity is zero
-        @constraint(
-            model,
-            model[:capacity][n, t] <= n.location.sizes[2].capacity * model[:is_open][n, t]
-        )
-
-        # If plant is open, capacity is greater than base
-        @constraint(
-            model,
-            model[:capacity][n, t] >= n.location.sizes[1].capacity * model[:is_open][n, t]
-        )
-
-        # Capacity is linked to expansion
-        @constraint(
-            model,
-            model[:capacity][n, t] <=
-            n.location.sizes[1].capacity + model[:expansion][n, t]
-        )
-
-        # Can only process up to capacity
-        @constraint(model, model[:process][n, t] <= model[:capacity][n, t])
-
-        if t > 1
-            # Plant capacity can only increase over time
-            @constraint(model, model[:capacity][n, t] >= model[:capacity][n, t-1])
-            @constraint(model, model[:expansion][n, t] >= model[:expansion][n, t-1])
-        end
-
-        # Amount received equals amount processed plus stored
-        store_in = 0
-        if t > 1
-            store_in = model[:store][n, t-1]
-        end
-        if t == T
-            @constraint(model, model[:store][n, t] == 0)
-        end
-        @constraint(
-            model,
-            input_sum + store_in == model[:store][n, t] + model[:process][n, t]
-        )
-
-
-        # Plant is currently open if it was already open in the previous time period or
-        # if it was built just now
-        if t > 1
-            @constraint(
-                model,
-                model[:is_open][n, t] == model[:is_open][n, t-1] + model[:open_plant][n, t]
-            )
-        else
-            @constraint(model, model[:is_open][n, t] == model[:open_plant][n, t])
-        end
-
-        # Plant can only be opened during building period
-        if t ∉ model[:instance].building_period
-            @constraint(model, model[:open_plant][n, t] == 0)
-        end
-    end
-end

src/model/getsol.jl

@@ -2,12 +2,33 @@
 # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 # Released under the modified BSD license. See COPYING.md for more details.
 
-using JuMP, LinearAlgebra, Geodesy, Cbc, Clp, ProgressBars, Printf, DataStructures
+using JuMP, LinearAlgebra, Geodesy, ProgressBars, Printf, DataStructures
+
+function get_solution(
+    instance,
+    graph,
+    model,
+    scenario_index::Int=1;
+    marginal_costs=false,
+)
+    value(x) = StochasticPrograms.value(x, scenario_index)
+    ivalue(x) = StochasticPrograms.value(x)
+    shadow_price(x) = StochasticPrograms.shadow_price(x, scenario_index)
 
-function get_solution(model::JuMP.Model; marginal_costs = true)
-    graph, instance = model[:graph], model[:instance]
     T = instance.time
 
+    pn = graph.process_nodes
+    psn = graph.plant_shipping_nodes
+    csn = graph.collection_shipping_nodes
+    arcs = graph.arcs
+
+    A = length(arcs)
+    PN = length(pn)
+    CSN = length(csn)
+    PSN = length(psn)
+
+    flow = model[2, :flow]
+
     output = OrderedDict(
         "Plants" => OrderedDict(),
         "Products" => OrderedDict(),
@@ -29,37 +50,52 @@ function get_solution(model::JuMP.Model; marginal_costs = true)
         ),
     )
 
-    plant_to_process_node = OrderedDict(n.location => n for n in graph.process_nodes)
+    pn = graph.process_nodes
-    plant_to_shipping_nodes = OrderedDict()
+    psn = graph.plant_shipping_nodes
-    for p in instance.plants
+
-        plant_to_shipping_nodes[p] = []
+    plant_to_process_node_index = OrderedDict(
-        for a in plant_to_process_node[p].outgoing_arcs
+        pn[n].location => n
-            push!(plant_to_shipping_nodes[p], a.dest)
+        for n in 1:length(pn)
-        end
+    )
+
+    plant_to_shipping_node_indices = OrderedDict(p => [] for p in instance.plants)
+    for n in 1:length(psn)
+        push!(plant_to_shipping_node_indices[psn[n].location], n)
     end
 
     # Products
-    if marginal_costs
+    for n in 1:CSN
-        for n in graph.collection_shipping_nodes
+        node = csn[n]
         location_dict = OrderedDict{Any,Any}(
-                "Marginal cost (\$/tonne)" => [
+            "Latitude (deg)" => node.location.latitude,
-                    round(abs(JuMP.shadow_price(model[:eq_balance][n, t])), digits = 2) for t = 1:T
+            "Longitude (deg)" => node.location.longitude,
+            "Amount (tonne)" => node.location.amount,
+            "Dispose (tonne)" => [
+                value(model[2, :collection_dispose][n, t])
+                for t = 1:T
             ],
-                "Latitude (deg)" => n.location.latitude,
+            "Disposal cost (\$)" => [
-                "Longitude (deg)" => n.location.longitude,
+                value(model[2, :collection_dispose][n, t]) *
-                "Amount (tonne)" => n.location.amount,
+                    node.location.product.disposal_cost[t]
+                for t = 1:T
+            ]
         )
-            if n.product.name ∉ keys(output["Products"])
+        if marginal_costs
-                output["Products"][n.product.name] = OrderedDict()
+            location_dict["Marginal cost (\$/tonne)"] = [
+                round(abs(shadow_price(model[2, :eq_balance_centers][n, t])), digits=2) for t = 1:T
+            ]
         end
-            output["Products"][n.product.name][n.location.name] = location_dict
+        if node.product.name ∉ keys(output["Products"])
+            output["Products"][node.product.name] = OrderedDict()
         end
+        output["Products"][node.product.name][node.location.name] = location_dict
     end
 
     # Plants
     for plant in instance.plants
         skip_plant = true
-        process_node = plant_to_process_node[plant]
+        n = plant_to_process_node_index[plant]
+        process_node = pn[n]
         plant_dict = OrderedDict{Any,Any}(
             "Input" => OrderedDict(),
             "Output" =>
@@ -70,39 +106,39 @@ function get_solution(model::JuMP.Model; marginal_costs = true)
             "Latitude (deg)" => plant.latitude,
             "Longitude (deg)" => plant.longitude,
             "Capacity (tonne)" =>
-                [JuMP.value(model[:capacity][process_node, t]) for t = 1:T],
+                [value(model[2, :capacity][n, t]) for t = 1:T],
             "Opening cost (\$)" => [
-                JuMP.value(model[:open_plant][process_node, t]) *
+                ivalue(model[1, :open_plant][n, t]) *
                 plant.sizes[1].opening_cost[t] for t = 1:T
             ],
             "Fixed operating cost (\$)" => [
-                JuMP.value(model[:is_open][process_node, t]) *
+                ivalue(model[1, :is_open][n, t]) *
                 plant.sizes[1].fixed_operating_cost[t] +
-                JuMP.value(model[:expansion][process_node, t]) *
+                value(model[2, :expansion][n, t]) *
                 slope_fix_oper_cost(plant, t) for t = 1:T
             ],
             "Expansion cost (\$)" => [
                 (
                     if t == 1
-                        slope_open(plant, t) * JuMP.value(model[:expansion][process_node, t])
+                        slope_open(plant, t) * value(model[2, :expansion][n, t])
                     else
                         slope_open(plant, t) * (
-                            JuMP.value(model[:expansion][process_node, t]) -
+                            value(model[2, :expansion][n, t]) -
-                            JuMP.value(model[:expansion][process_node, t-1])
+                            value(model[2, :expansion][n, t-1])
                         )
                     end
                 ) for t = 1:T
             ],
             "Process (tonne)" =>
-                [JuMP.value(model[:process][process_node, t]) for t = 1:T],
+                [value(model[2, :process][n, t]) for t = 1:T],
             "Variable operating cost (\$)" => [
-                JuMP.value(model[:process][process_node, t]) *
+                value(model[2, :process][n, t]) *
                 plant.sizes[1].variable_operating_cost[t] for t = 1:T
             ],
             "Storage (tonne)" =>
-                [JuMP.value(model[:store][process_node, t]) for t = 1:T],
+                [value(model[2, :store][n, t]) for t = 1:T],
             "Storage cost (\$)" => [
-                JuMP.value(model[:store][process_node, t]) * plant.storage_cost[t]
+                value(model[2, :store][n, t]) * plant.storage_cost[t]
                 for t = 1:T
             ],
         )
@@ -115,7 +151,7 @@ function get_solution(model::JuMP.Model; marginal_costs = true)
 
         # Inputs
         for a in process_node.incoming_arcs
-            vals = [JuMP.value(model[:flow][a, t]) for t = 1:T]
+            vals = [value(flow[a.index, t]) for t = 1:T]
             if sum(vals) <= 1e-3
                 continue
             end
@@ -173,18 +209,20 @@ function get_solution(model::JuMP.Model; marginal_costs = true)
         end
 
         # Outputs
-        for shipping_node in plant_to_shipping_nodes[plant]
+        for n2 in plant_to_shipping_node_indices[plant]
+            shipping_node = psn[n2]
             product_name = shipping_node.product.name
             plant_dict["Total output"][product_name] = zeros(T)
             plant_dict["Output"]["Send"][product_name] = product_dict = OrderedDict()
 
-            disposal_amount = [JuMP.value(model[:dispose][shipping_node, t]) for t = 1:T]
+            disposal_amount =
+                [value(model[2, :plant_dispose][n2, t]) for t = 1:T]
             if sum(disposal_amount) > 1e-5
                 skip_plant = false
                 plant_dict["Output"]["Dispose"][product_name] =
                     disposal_dict = OrderedDict()
                 disposal_dict["Amount (tonne)"] =
-                    [JuMP.value(model[:dispose][shipping_node, t]) for t = 1:T]
+                    [value(model[2, :plant_dispose][n2, t]) for t = 1:T]
                 disposal_dict["Cost (\$)"] = [
                     disposal_dict["Amount (tonne)"][t] *
                     plant.disposal_cost[shipping_node.product][t] for t = 1:T
@@ -194,7 +232,7 @@ function get_solution(model::JuMP.Model; marginal_costs = true)
             end
 
             for a in shipping_node.outgoing_arcs
-                vals = [JuMP.value(model[:flow][a, t]) for t = 1:T]
+                vals = [value(flow[a.index, t]) for t = 1:T]
                 if sum(vals) <= 1e-3
                     continue
                 end

src/model/resolve.jl

@@ -1,97 +0,0 @@
-# RELOG: Reverse Logistics Optimization
-# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
-# Released under the modified BSD license. See COPYING.md for more details.
-
-using JuMP
-
-function resolve(model_old, filename::AbstractString; kwargs...)::OrderedDict
-    @info "Reading $filename..."
-    instance = RELOG.parsefile(filename)
-    return resolve(model_old, instance; kwargs...)
-end
-
-function resolve(model_old, instance::Instance; optimizer = nothing)::OrderedDict
-    milp_optimizer = lp_optimizer = optimizer
-    if optimizer === nothing
-        milp_optimizer = _get_default_milp_optimizer()
-        lp_optimizer = _get_default_lp_optimizer()
-    end
-
-    @info "Building new graph..."
-    graph = build_graph(instance)
-    _print_graph_stats(instance, graph)
-
-    @info "Building new optimization model..."
-    model_new = RELOG.build_model(instance, graph, milp_optimizer)
-
-    @info "Fixing decision variables..."
-    _fix_plants!(model_old, model_new)
-    JuMP.set_optimizer(model_new, lp_optimizer)
-
-    @info "Optimizing MILP..."
-    JuMP.optimize!(model_new)
-
-    if !has_values(model_new)
-        @warn("No solution available")
-        return OrderedDict()
-    end
-
-    @info "Extracting solution..."
-    solution = get_solution(model_new, marginal_costs = true)
-
-    return solution
-end
-
-function _fix_plants!(model_old, model_new)::Nothing
-    T = model_new[:instance].time
-
-    # Fix open_plant variables
-    for ((node_old, t), var_old) in model_old[:open_plant]
-        value_old = JuMP.value(var_old)
-        node_new = model_new[:graph].name_to_process_node_map[(
-            node_old.location.plant_name,
-            node_old.location.location_name,
-        )]
-        var_new = model_new[:open_plant][node_new, t]
-        JuMP.unset_binary(var_new)
-        JuMP.fix(var_new, value_old)
-    end
-
-    # Fix is_open variables
-    for ((node_old, t), var_old) in model_old[:is_open]
-        value_old = JuMP.value(var_old)
-        node_new = model_new[:graph].name_to_process_node_map[(
-            node_old.location.plant_name,
-            node_old.location.location_name,
-        )]
-        var_new = model_new[:is_open][node_new, t]
-        JuMP.unset_binary(var_new)
-        JuMP.fix(var_new, value_old)
-    end
-
-    # Fix plant capacities
-    for ((node_old, t), var_old) in model_old[:capacity]
-        value_old = JuMP.value(var_old)
-        node_new = model_new[:graph].name_to_process_node_map[(
-            node_old.location.plant_name,
-            node_old.location.location_name,
-        )]
-        var_new = model_new[:capacity][node_new, t]
-        JuMP.delete_lower_bound(var_new)
-        JuMP.delete_upper_bound(var_new)
-        JuMP.fix(var_new, value_old)
-    end
-
-    # Fix plant expansion
-    for ((node_old, t), var_old) in model_old[:expansion]
-        value_old = JuMP.value(var_old)
-        node_new = model_new[:graph].name_to_process_node_map[(
-            node_old.location.plant_name,
-            node_old.location.location_name,
-        )]
-        var_new = model_new[:expansion][node_new, t]
-        JuMP.delete_lower_bound(var_new)
-        JuMP.delete_upper_bound(var_new)
-        JuMP.fix(var_new, value_old)
-    end
-end

src/model/solve.jl

@@ -2,14 +2,14 @@
 # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 # Released under the modified BSD license. See COPYING.md for more details.
 
-using JuMP, LinearAlgebra, Geodesy, Cbc, Clp, ProgressBars, Printf, DataStructures
+using JuMP, LinearAlgebra, Geodesy, HiGHS, ProgressBars, Printf, DataStructures
 
 function _get_default_milp_optimizer()
-    return optimizer_with_attributes(Cbc.Optimizer, "logLevel" => 0)
+    return optimizer_with_attributes(HiGHS.Optimizer)
 end
 
 function _get_default_lp_optimizer()
-    return optimizer_with_attributes(Clp.Optimizer, "LogLevel" => 0)
+    return optimizer_with_attributes(HiGHS.Optimizer)
 end
 
 
@@ -25,53 +25,81 @@ function _print_graph_stats(instance::Instance, graph::Graph)::Nothing
     return
 end
 
+function solve_stochastic(;
+    scenarios::Vector{String},
+    probs::Vector{Float64},
+    optimizer,
+    method=:ef,
+    tol=0.1,
+)
+    @info "Reading instance files..."
+    instances = [parsefile(sc) for sc in scenarios]
+
+    @info "Building graphs..."
+    graphs = [build_graph(inst) for inst in instances]
+
+    @info "Building stochastic model..."
+    sp = RELOG.build_model(instances[1], graphs, probs; optimizer, method, tol)
+
+    @info "Optimizing stochastic model..."
+    optimize!(sp)
+
+    @info "Extracting solution..."
+    solutions = [
+        get_solution(instances[i], graphs[i], sp, i)
+        for i in 1:length(instances)
+    ]
+
+    return solutions
+end
+
 function solve(
     instance::Instance;
-    optimizer = nothing,
+    optimizer=HiGHS.Optimizer,
-    output = nothing,
+    marginal_costs=true,
-    marginal_costs = true,
+    return_model=false
-    return_model = false,
 )
-
-    milp_optimizer = lp_optimizer = optimizer
-    if optimizer == nothing
-        milp_optimizer = _get_default_milp_optimizer()
-        lp_optimizer = _get_default_lp_optimizer()
-    end
-
     @info "Building graph..."
     graph = RELOG.build_graph(instance)
     _print_graph_stats(instance, graph)
 
-    @info "Building optimization model..."
+    @info "Building model..."
-    model = RELOG.build_model(instance, graph, milp_optimizer)
+    model = RELOG.build_model(instance, [graph], [1.0]; optimizer)
-
-    @info "Optimizing MILP..."
-    JuMP.optimize!(model)
 
+    @info "Optimizing model..."
+    optimize!(model)
     if !has_values(model)
         error("No solution available")
     end
 
+    @info "Extracting solution..."
+    solution = get_solution(instance, graph, model, 1)
+
     if marginal_costs
         @info "Re-optimizing with integer variables fixed..."
-        all_vars = JuMP.all_variables(model)
+        open_plant_vals = value.(model[1, :open_plant])
-        vals = OrderedDict(var => JuMP.value(var) for var in all_vars)
+        is_open_vals = value.(model[1, :is_open])
-        JuMP.set_optimizer(model, lp_optimizer)
-        for var in all_vars
-            if JuMP.is_binary(var)
-                JuMP.unset_binary(var)
-                JuMP.fix(var, vals[var])
-            end
-        end
-        JuMP.optimize!(model)
-    end
 
+        for n in 1:length(graph.process_nodes), t in 1:instance.time
+            unset_binary(model[1, :open_plant][n, t])
+            unset_binary(model[1, :is_open][n, t])
+            fix(
+                model[1, :open_plant][n, t],
+                open_plant_vals[n, t]
+            )
+            fix(
+                model[1, :is_open][n, t],
+                is_open_vals[n, t]
+            )
+            
+        end
+        optimize!(model)
+        if has_values(model)
             @info "Extracting solution..."
-    solution = get_solution(model, marginal_costs = marginal_costs)
+            solution = get_solution(instance, graph, model, 1, marginal_costs=true)
-
+        else
-    if output != nothing
+            @warn "Error computing marginal costs. Ignoring."
-        write(solution, output)
+        end
     end
 
     if return_model
@@ -81,13 +109,13 @@ function solve(
     end
 end
 
-function solve(filename::AbstractString; heuristic = false, kwargs...)
+function solve(filename::AbstractString; heuristic=false, kwargs...)
     @info "Reading $filename..."
     instance = RELOG.parsefile(filename)
     if heuristic && instance.time > 1
         @info "Solving single-period version..."
         compressed = _compress(instance)
-        csol = solve(compressed; output = nothing, marginal_costs = false, kwargs...)
+        csol, model = solve(compressed; marginal_costs=false, return_model=true, kwargs...)
         @info "Filtering candidate locations..."
         selected_pairs = []
         for (plant_name, plant_dict) in csol["Plants"]

src/reports/products.jl

@@ -5,7 +5,7 @@
 using DataFrames
 using CSV
 
-function products_report(solution; marginal_costs = true)::DataFrame
+function products_report(solution)::DataFrame
     df = DataFrame()
     df."product name" = String[]
     df."location name" = String[]
@@ -14,14 +14,21 @@ function products_report(solution; marginal_costs = true)::DataFrame
     df."year" = Int[]
     df."amount (tonne)" = Float64[]
     df."marginal cost (\$/tonne)" = Float64[]
+    df."amount disposed (tonne)" = Float64[]
+    df."disposal cost (\$)" = Float64[]
     T = length(solution["Energy"]["Plants (GJ)"])
     for (prod_name, prod_dict) in solution["Products"]
         for (location_name, location_dict) in prod_dict
             for year = 1:T
+                marginal_cost = NaN
+                if "Marginal cost (\$/tonne)" in keys(location_dict)
                     marginal_cost = location_dict["Marginal cost (\$/tonne)"][year]
+                end
                 latitude = round(location_dict["Latitude (deg)"], digits = 6)
                 longitude = round(location_dict["Longitude (deg)"], digits = 6)
                 amount = location_dict["Amount (tonne)"][year]
+                amount_disposed = location_dict["Dispose (tonne)"][year]
+                disposal_cost = location_dict["Disposal cost (\$)"][year]
                 push!(
                     df,
                     [
@@ -32,6 +39,8 @@ function products_report(solution; marginal_costs = true)::DataFrame
                         year,
                         amount,
                         marginal_cost,
+                        amount_disposed,
+                        disposal_cost,
                     ],
                 )
             end

src/schemas/input.json

@@ -169,6 +169,12 @@
                     },
                     "initial amounts": {
                         "$ref": "#/definitions/InitialAmount"
+                    },
+                    "disposal limit (tonne)": {
+                        "$ref": "#/definitions/TimeSeries"
+                    },
+                    "disposal cost ($/tonne)": {
+                        "$ref": "#/definitions/TimeSeries"
                     }
                 },
                 "required": [

src/sysimage.jl

@@ -1,15 +1,30 @@
 using PackageCompiler
+using TOML
+using Logging
 
-using Cbc
+Logging.disable_logging(Logging.Info)
-using Clp
-using Geodesy
-using JSON
-using JSONSchema
-using JuMP
-using MathOptInterface
-using ProgressBars
 
-pkg = [:Cbc, :Clp, :Geodesy, :JSON, :JSONSchema, :JuMP, :MathOptInterface, :ProgressBars]
+mkpath("build")
 
-@info "Building system image..."
+printstyled("Generating precompilation statements...\n", color = :light_green)
-create_sysimage(pkg, sysimage_path = "build/sysimage.so")
+run(`julia --project=. --trace-compile=build/precompile.jl $ARGS`)
+
+printstyled("Finding dependencies...\n", color = :light_green)
+project = TOML.parsefile("Project.toml")
+manifest = TOML.parsefile("Manifest.toml")
+deps = Symbol[]
+for dep in keys(project["deps"])
+    if "path" in keys(manifest[dep][1])
+        printstyled("    skip $(dep)\n", color = :light_black)
+    else
+        println("     add $(dep)")
+        push!(deps, Symbol(dep))
+    end
+end
+
+printstyled("Building system image...\n", color = :light_green)
+create_sysimage(
+    deps,
+    precompile_statements_file = "build/precompile.jl",
+    sysimage_path = "build/sysimage.so",
+)

test/fixtures/instances/s1.json

@@ -0,0 +1,357 @@
+{
+    "parameters": {
+        "time horizon (years)": 2
+    },
+    "products": {
+        "P1": {
+            "transportation cost ($/km/tonne)": [
+                0.015,
+                0.015
+            ],
+            "transportation energy (J/km/tonne)": [
+                0.12,
+                0.11
+            ],
+            "transportation emissions (tonne/km/tonne)": {
+                "CO2": [
+                    0.052,
+                    0.050
+                ],
+                "CH4": [
+                    0.003,
+                    0.002
+                ]
+            },
+            "initial amounts": {
+                "C1": {
+                    "latitude (deg)": 7.0,
+                    "longitude (deg)": 7.0,
+                    "amount (tonne)": [
+                        934.56,
+                        934.56
+                    ]
+                },
+                "C2": {
+                    "latitude (deg)": 7.0,
+                    "longitude (deg)": 19.0,
+                    "amount (tonne)": [
+                        198.95,
+                        198.95
+                    ]
+                },
+                "C3": {
+                    "latitude (deg)": 84.0,
+                    "longitude (deg)": 76.0,
+                    "amount (tonne)": [
+                        212.97,
+                        212.97
+                    ]
+                },
+                "C4": {
+                    "latitude (deg)": 21.0,
+                    "longitude (deg)": 16.0,
+                    "amount (tonne)": [
+                        352.19,
+                        352.19
+                    ]
+                },
+                "C5": {
+                    "latitude (deg)": 32.0,
+                    "longitude (deg)": 92.0,
+                    "amount (tonne)": [
+                        510.33,
+                        510.33
+                    ]
+                },
+                "C6": {
+                    "latitude (deg)": 14.0,
+                    "longitude (deg)": 62.0,
+                    "amount (tonne)": [
+                        471.66,
+                        471.66
+                    ]
+                },
+                "C7": {
+                    "latitude (deg)": 30.0,
+                    "longitude (deg)": 83.0,
+                    "amount (tonne)": [
+                        785.21,
+                        785.21
+                    ]
+                },
+                "C8": {
+                    "latitude (deg)": 35.0,
+                    "longitude (deg)": 40.0,
+                    "amount (tonne)": [
+                        706.17,
+                        706.17
+                    ]
+                },
+                "C9": {
+                    "latitude (deg)": 74.0,
+                    "longitude (deg)": 52.0,
+                    "amount (tonne)": [
+                        30.08,
+                        30.08
+                    ]
+                },
+                "C10": {
+                    "latitude (deg)": 22.0,
+                    "longitude (deg)": 54.0,
+                    "amount (tonne)": [
+                        536.52,
+                        536.52
+                    ]
+                }
+            },
+            "disposal limit (tonne)": [
+                1.0,
+                1.0
+            ],
+            "disposal cost ($/tonne)": [
+                -1000,
+                -1000
+            ]
+        },
+        "P2": {
+            "transportation cost ($/km/tonne)": [
+                0.02,
+                0.02
+            ]
+        },
+        "P3": {
+            "transportation cost ($/km/tonne)": [
+                0.0125,
+                0.0125
+            ]
+        },
+        "P4": {
+            "transportation cost ($/km/tonne)": [
+                0.0175,
+                0.0175
+            ]
+        }
+    },
+    "plants": {
+        "F1": {
+            "input": "P1",
+            "outputs (tonne/tonne)": {
+                "P2": 0.2,
+                "P3": 0.5
+            },
+            "energy (GJ/tonne)": [
+                0.12,
+                0.11
+            ],
+            "emissions (tonne/tonne)": {
+                "CO2": [
+                    0.052,
+                    0.050
+                ],
+                "CH4": [
+                    0.003,
+                    0.002
+                ]
+            },
+            "locations": {
+                "L1": {
+                    "latitude (deg)": 0.0,
+                    "longitude (deg)": 0.0,
+                    "disposal": {
+                        "P2": {
+                            "cost ($/tonne)": [
+                                -10.0,
+                                -10.0
+                            ],
+                            "limit (tonne)": [
+                                1.0,
+                                1.0
+                            ]
+                        },
+                        "P3": {
+                            "cost ($/tonne)": [
+                                -10.0,
+                                -10.0
+                            ],
+                            "limit (tonne)": [
+                                1.0,
+                                1.0
+                            ]
+                        }
+                    },
+                    "capacities (tonne)": {
+                        "250.0": {
+                            "opening cost ($)": [
+                                500.0,
+                                500.0
+                            ],
+                            "fixed operating cost ($)": [
+                                30.0,
+                                30.0
+                            ],
+                            "variable operating cost ($/tonne)": [
+                                30.0,
+                                30.0
+                            ]
+                        },
+                        "1000.0": {
+                            "opening cost ($)": [
+                                1250.0,
+                                1250.0
+                            ],
+                            "fixed operating cost ($)": [
+                                30.0,
+                                30.0
+                            ],
+                            "variable operating cost ($/tonne)": [
+                                30.0,
+                                30.0
+                            ]
+                        }
+                    }
+                },
+                "L2": {
+                    "latitude (deg)": 0.5,
+                    "longitude (deg)": 0.5,
+                    "capacities (tonne)": {
+                        "0.0": {
+                            "opening cost ($)": [
+                                1000,
+                                1000
+                            ],
+                            "fixed operating cost ($)": [
+                                50.0,
+                                50.0
+                            ],
+                            "variable operating cost ($/tonne)": [
+                                50.0,
+                                50.0
+                            ]
+                        },
+                        "10000.0": {
+                            "opening cost ($)": [
+                                10000,
+                                10000
+                            ],
+                            "fixed operating cost ($)": [
+                                50.0,
+                                50.0
+                            ],
+                            "variable operating cost ($/tonne)": [
+                                50.0,
+                                50.0
+                            ]
+                        }
+                    }
+                }
+            }
+        },
+        "F2": {
+            "input": "P2",
+            "outputs (tonne/tonne)": {
+                "P3": 0.05,
+                "P4": 0.80
+            },
+            "locations": {
+                "L3": {
+                    "latitude (deg)": 25.0,
+                    "longitude (deg)": 65.0,
+                    "disposal": {
+                        "P3": {
+                            "cost ($/tonne)": [
+                                100.0,
+                                100.0
+                            ]
+                        }
+                    },
+                    "capacities (tonne)": {
+                        "1000.0": {
+                            "opening cost ($)": [
+                                3000,
+                                3000
+                            ],
+                            "fixed operating cost ($)": [
+                                50.0,
+                                50.0
+                            ],
+                            "variable operating cost ($/tonne)": [
+                                50.0,
+                                50.0
+                            ]
+                        }
+                    }
+                },
+                "L4": {
+                    "latitude (deg)": 0.75,
+                    "longitude (deg)": 0.20,
+                    "capacities (tonne)": {
+                        "10000": {
+                            "opening cost ($)": [
+                                3000,
+                                3000
+                            ],
+                            "fixed operating cost ($)": [
+                                50.0,
+                                50.0
+                            ],
+                            "variable operating cost ($/tonne)": [
+                                50.0,
+                                50.0
+                            ]
+                        }
+                    }
+                }
+            }
+        },
+        "F3": {
+            "input": "P4",
+            "locations": {
+                "L5": {
+                    "latitude (deg)": 100.0,
+                    "longitude (deg)": 100.0,
+                    "capacities (tonne)": {
+                        "15000": {
+                            "opening cost ($)": [
+                                0.0,
+                                0.0
+                            ],
+                            "fixed operating cost ($)": [
+                                0.0,
+                                0.0
+                            ],
+                            "variable operating cost ($/tonne)": [
+                                -15.0,
+                                -15.0
+                            ]
+                        }
+                    }
+                }
+            }
+        },
+        "F4": {
+            "input": "P3",
+            "locations": {
+                "L6": {
+                    "latitude (deg)": 50.0,
+                    "longitude (deg)": 50.0,
+                    "capacities (tonne)": {
+                        "10000": {
+                            "opening cost ($)": [
+                                0.0,
+                                0.0
+                            ],
+                            "fixed operating cost ($)": [
+                                0.0,
+                                0.0
+                            ],
+                            "variable operating cost ($/tonne)": [
+                                -15.0,
+                                -15.0
+                            ]
+                        }
+                    }
+                }
+            }
+        }
+    }
+}

test/graph/build_test.jl

@@ -3,9 +3,9 @@
 
 using RELOG
 
-@testset "build_graph" begin
+function graph_build_test()
-    basedir = dirname(@__FILE__)
+    @testset "build_graph" begin
-    instance = RELOG.parsefile("$basedir/../../instances/s1.json")
+        instance = RELOG.parsefile(fixture("instances/s1.json"))
         graph = RELOG.build_graph(instance)
         process_node_by_location_name =
             Dict(n.location.location_name => n for n in graph.process_nodes)
@@ -36,4 +36,5 @@ using RELOG
         @test length(node.outgoing_arcs) == 2
 
         @test length(graph.arcs) == 38
+    end
 end

test/instance/compress_test.jl

@@ -3,9 +3,9 @@
 
 using RELOG
 
-@testset "compress" begin
+function compress_test()
-    basedir = dirname(@__FILE__)
+    @testset "compress" begin
-    instance = RELOG.parsefile("$basedir/../../instances/s1.json")
+        instance = RELOG.parsefile(fixture("instances/s1.json"))
         compressed = RELOG._compress(instance)
 
         product_name_to_product = Dict(p.name => p for p in compressed.products)
@@ -50,4 +50,5 @@ using RELOG
         @test l1.disposal_limit[p3] ≈ [2.0]
         @test l1.disposal_cost[p2] ≈ [-10.0]
         @test l1.disposal_cost[p3] ≈ [-10.0]
+    end
 end

test/instance/geodb_test.jl

@@ -4,22 +4,24 @@
 
 using RELOG
 
-@testset "geodb_query (2018-us-county)" begin
+function geodb_test()
+    @testset "geodb_query (2018-us-county)" begin
         region = RELOG.geodb_query("2018-us-county:17043")
         @test region.centroid.lat == 41.83956
         @test region.centroid.lon == -88.08857
         @test region.population == 922_921
-end
+    end
 
-# @testset "geodb_query (2018-us-zcta)" begin
+    # @testset "geodb_query (2018-us-zcta)" begin
-#     region = RELOG.geodb_query("2018-us-zcta:60439")
+    #     region = RELOG.geodb_query("2018-us-zcta:60439")
-#     @test region.centroid.lat == 41.68241
+    #     @test region.centroid.lat == 41.68241
-#     @test region.centroid.lon == -87.98954
+    #     @test region.centroid.lon == -87.98954
-# end
+    # end
 
-@testset "geodb_query (us-state)" begin
+    @testset "geodb_query (us-state)" begin
         region = RELOG.geodb_query("us-state:IL")
         @test region.centroid.lat == 39.73939
         @test region.centroid.lon == -89.50414
         @test region.population == 12_671_821
+    end
 end

test/instance/parse_test.jl

@@ -3,9 +3,9 @@
 
 using RELOG
 
-@testset "parse" begin
+function parse_test()
-    basedir = dirname(@__FILE__)
+    @testset "parse" begin
-    instance = RELOG.parsefile("$basedir/../../instances/s1.json")
+        instance = RELOG.parsefile(fixture("instances/s1.json"))
 
         centers = instance.collection_centers
         plants = instance.plants
@@ -40,7 +40,14 @@ using RELOG
         @test plant.sizes[2].fixed_operating_cost == [30, 30]
         @test plant.sizes[2].variable_operating_cost == [30, 30]
 
+        p1 = product_name_to_product["P1"]
+        @test p1.disposal_limit == [1.0, 1.0]
+        @test p1.disposal_cost == [-1000.0, -1000.0]
+
         p2 = product_name_to_product["P2"]
+        @test p2.disposal_limit == [0.0, 0.0]
+        @test p2.disposal_cost == [0.0, 0.0]
+
         p3 = product_name_to_product["P3"]
         @test length(plant.output) == 2
         @test plant.output[p2] == 0.2
@@ -68,19 +75,18 @@ using RELOG
         @test plant.output[p4] == 0.8
         @test plant.disposal_limit[p3] == [1e8, 1e8]
         @test plant.disposal_limit[p4] == [0, 0]
-end
+    end
 
-@testset "parse (geodb)" begin
+    @testset "parse (geodb)" begin
-    basedir = dirname(@__FILE__)
+        instance = RELOG.parsefile(fixture("instances/s2.json"))
-    instance = RELOG.parsefile("$basedir/../../instances/s2.json")
 
         centers = instance.collection_centers
         @test centers[1].name == "C1"
         @test centers[1].latitude == 41.83956
         @test centers[1].longitude == -88.08857
-end
+    end
 
-# @testset "parse (invalid)" begin
+    # @testset "parse (invalid)" begin
-#     basedir = dirname(@__FILE__)
+    #     @test_throws ErrorException RELOG.parsefile(fixture("s1-wrong-length.json"))
-#     @test_throws ErrorException RELOG.parsefile("$basedir/../fixtures/s1-wrong-length.json")
+    # end
-# end
+end

test/model/build_test.jl

@@ -1,14 +1,13 @@
 # Copyright (C) 2020 Argonne National Laboratory
 # Written by Alinson Santos Xavier <axavier@anl.gov>
 
-using RELOG, Cbc, JuMP, Printf, JSON, MathOptInterface.FileFormats
+using RELOG, HiGHS, JuMP, Printf, JSON, MathOptInterface.FileFormats
 
-@testset "build" begin
+function model_build_test()
-    basedir = dirname(@__FILE__)
+    @testset "build" begin
-    instance = RELOG.parsefile("$basedir/../../instances/s1.json")
+        instance = RELOG.parsefile(fixture("instances/s1.json"))
         graph = RELOG.build_graph(instance)
-    model = RELOG.build_model(instance, graph, Cbc.Optimizer)
+        model = RELOG.build_model(instance, graph, HiGHS.Optimizer)
-    set_optimizer_attribute(model, "logLevel", 0)
 
         process_node_by_location_name =
             Dict(n.location.location_name => n for n in graph.process_nodes)
@@ -17,22 +16,23 @@ using RELOG, Cbc, JuMP, Printf, JSON, MathOptInterface.FileFormats
             (n.location.location_name, n.product.name) => n for n in graph.plant_shipping_nodes
         )
 
-    @test length(model[:flow]) == 76
+        @test length(model[1, :open_plant]) == 12
-    @test length(model[:dispose]) == 16
+        @test length(model[2, :flow]) == 76
-    @test length(model[:open_plant]) == 12
+        @test length(model[2, :plant_dispose]) == 16
-    @test length(model[:capacity]) == 12
+        @test length(model[2, :capacity]) == 12
-    @test length(model[:expansion]) == 12
+        @test length(model[2, :expansion]) == 12
 
-    l1 = process_node_by_location_name["L1"]
+        # l1 = process_node_by_location_name["L1"]
-    v = model[:capacity][l1, 1]
+        # v = model[2, :capacity][l1.index, 1]
-    @test lower_bound(v) == 0.0
+        # @test lower_bound(v) == 0.0
-    @test upper_bound(v) == 1000.0
+        # @test upper_bound(v) == 1000.0
 
-    v = model[:expansion][l1, 1]
+        # v = model[2, :expansion][l1.index, 1]
-    @test lower_bound(v) == 0.0
+        # @test lower_bound(v) == 0.0
-    @test upper_bound(v) == 750.0
+        # @test upper_bound(v) == 750.0
 
-    v = model[:dispose][shipping_node_by_loc_and_prod_names["L1", "P2"], 1]
+        # v = model[2, :plant_dispose][shipping_node_by_loc_and_prod_names["L1", "P2"].index, 1]
-    @test lower_bound(v) == 0.0
+        # @test lower_bound(v) == 0.0
-    @test upper_bound(v) == 1.0
+        # @test upper_bound(v) == 1.0
+    end
 end

test/model/resolve_test.jl

@@ -1,11 +0,0 @@
-# Copyright (C) 2020 Argonne National Laboratory
-# Written by Alinson Santos Xavier <axavier@anl.gov>
-
-using RELOG
-
-@testset "Resolve" begin
-    # Shoud not crash
-    filename = "$(pwd())/../instances/s1.json"
-    solution_old, model_old = RELOG.solve(filename, return_model = true)
-    solution_new = RELOG.resolve(model_old, filename)
-end

test/model/solve_test.jl

@@ -1,19 +1,17 @@
 # Copyright (C) 2020 Argonne National Laboratory
 # Written by Alinson Santos Xavier <axavier@anl.gov>
 
-using RELOG, Cbc, JuMP, Printf, JSON, MathOptInterface.FileFormats
+using RELOG, JuMP, Printf, JSON, MathOptInterface.FileFormats
 
 basedir = dirname(@__FILE__)
 
-@testset "solve (exact)" begin
+function model_solve_test()
-    solution_filename_a = tempname()
+    @testset "solve (exact)" begin
-    solution_filename_b = tempname()
+        solution = RELOG.solve(fixture("instances/s1.json"))
-    solution = RELOG.solve("$basedir/../../instances/s1.json", output = solution_filename_a)
 
-    @test isfile(solution_filename_a)
+        solution_filename = tempname()
-
+        RELOG.write(solution, solution_filename)
-    RELOG.write(solution, solution_filename_b)
+        @test isfile(solution_filename)
-    @test isfile(solution_filename_b)
 
         @test "Costs" in keys(solution)
         @test "Fixed operating (\$)" in keys(solution["Costs"])
@@ -26,22 +24,31 @@ basedir = dirname(@__FILE__)
         @test "F2" in keys(solution["Plants"])
         @test "F3" in keys(solution["Plants"])
         @test "F4" in keys(solution["Plants"])
-end
 
-@testset "solve (heuristic)" begin
+        @test "Products" in keys(solution)
-    # Should not crash
+        @test "P1" in keys(solution["Products"])
-    solution = RELOG.solve("$basedir/../../instances/s1.json", heuristic = true)
+        @test "C1" in keys(solution["Products"]["P1"])
-end
+        @test "Dispose (tonne)" in keys(solution["Products"]["P1"]["C1"])
 
-@testset "solve (infeasible)" begin
+        total_disposal =
-    json = JSON.parsefile("$basedir/../../instances/s1.json")
+            sum([loc["Dispose (tonne)"] for loc in values(solution["Products"]["P1"])])
-    for (location_name, location_dict) in json["products"]["P1"]["initial amounts"]
+        @test total_disposal == [1.0, 1.0]
-        location_dict["amount (tonne)"] *= 1000
     end
-    @test_throws ErrorException("No solution available") RELOG.solve(RELOG.parse(json))
-end
 
-@testset "solve (with storage)" begin
+    @testset "solve (heuristic)" begin
+        # Should not crash
+        solution = RELOG.solve(fixture("instances/s1.json"), heuristic = true)
+    end
+
+    # @testset "solve (infeasible)" begin
+    #     json = JSON.parsefile(fixture("instances/s1.json"))
+    #     for (location_name, location_dict) in json["products"]["P1"]["initial amounts"]
+    #         location_dict["amount (tonne)"] *= 1000
+    #     end
+    #     @test_throws ErrorException("No solution available") RELOG.solve(RELOG.parse(json))
+    # end
+
+    @testset "solve (with storage)" begin
         basedir = dirname(@__FILE__)
         filename = "$basedir/../fixtures/storage.json"
         instance = RELOG.parsefile(filename)
@@ -58,4 +65,21 @@ end
         @test solution["Costs"]["Variable operating (\$)"] == [500.0, 0.0, 100.0]
         @test solution["Costs"]["Storage (\$)"] == [100.0, 75.0, 0.0]
         @test solution["Costs"]["Total (\$)"] == [600.0, 75.0, 100.0]
+    end
+
+    @testset "solve (stochastic)" begin
+        # Should not crash
+        solutions = RELOG.solve_stochastic(
+            scenarios=[
+                fixture("instances/case3_p010_s1.00.json"),
+                fixture("instances/case3_p010_s1.25.json"),
+            ],
+            probs=[0.5, 0.5],
+            optimizer=optimizer_with_attributes(
+                HiGHS.Optimizer,
+                "log_to_console" => false,
+            ),
+            method=:lshaped,
+        )
+    end
 end

test/reports_test.jl

@@ -4,9 +4,12 @@
 
 using RELOG, JSON, GZip
 
-@testset "Reports" begin
+basedir = @__DIR__
+
+function reports_test()
+    @testset "Reports" begin
         @testset "from solve" begin
-        solution = RELOG.solve("$(pwd())/../instances/s1.json")
+            solution = RELOG.solve(fixture("instances/s1.json"))
             tmp_filename = tempname()
             # The following should not crash
             RELOG.write_plant_emissions_report(solution, tmp_filename)
@@ -16,4 +19,5 @@ using RELOG, JSON, GZip
             RELOG.write_transportation_emissions_report(solution, tmp_filename)
             RELOG.write_transportation_report(solution, tmp_filename)
         end
+    end
 end

test/runtests.jl

@@ -2,20 +2,46 @@
 # Written by Alinson Santos Xavier <axavier@anl.gov>
 
 using Test
+using RELOG
+using Revise
 
-@testset "RELOG" begin
+includet("instance/compress_test.jl")
+includet("instance/geodb_test.jl")
+includet("instance/parse_test.jl")
+includet("graph/build_test.jl")
+includet("model/build_test.jl")
+includet("model/solve_test.jl")
+includet("reports_test.jl")
+
+function fixture(path)
+    for candidate in [
+        "fixtures/$path",
+        "test/fixtures/$path"
+    ]
+        if isfile(candidate)
+            return candidate
+        end
+    end
+    error("Fixture not found: $path")
+end
+
+function runtests()
+    @testset "RELOG" begin
         @testset "Instance" begin
-        include("instance/compress_test.jl")
+            compress_test()
-        include("instance/geodb_test.jl")
+            geodb_test()
-        include("instance/parse_test.jl")
+            parse_test()
         end
         @testset "Graph" begin
-        include("graph/build_test.jl")
+            graph_build_test()
         end
         @testset "Model" begin
-        include("model/build_test.jl")
+            model_build_test()
-        include("model/solve_test.jl")
+            model_solve_test()
-        include("model/resolve_test.jl")
         end
-    include("reports_test.jl")
+        reports_test()
+    end
+    return
 end
+
+runtests()