FlexMeasures / flexmeasures / 29584648083

82%

push

github

Speed up device_scheduler with a recursive stock balance (#2282)

* Speed up device_scheduler with a recursive stock balance

`_get_stock_change` expressed a device's stock at step j as a running sum
over all earlier steps, so the number of model nonzeros grew quadratically
with the scheduling horizon (e.g. ~12k nonzeros at 12h, ~349k at 3 days).
That dominated solve time on longer horizons.

Introduce an explicit `device_stock` variable coupled by a recursive
`device_stock_balance` constraint (stock[j] = a*stock[j-1] + b*change[j],
with a, b the per-step loss coefficients that apply_stock_changes_and_losses
computes). This is mathematically equivalent -- verified identical
objectives across horizons and against the planning test suite -- and keeps
the number of nonzeros linear in the horizon. Solve time drops ~10x at the
2-day default horizon and ~23x at 3 days.

Found while investigating SeitaBV/ems#172.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01LeqGFrHfGrBHAJyjdAyr3y

* Reference PR #2282 in the changelog entry

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01LeqGFrHfGrBHAJyjdAyr3y

* Address review: apply changelog suggestion and cache stock-group device lists

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

* Fix degenerate optimum in alignment regression test after merging main

The recursion formulation lands on a cost-equal alternative vertex (A charges 3,
B discharges 1 for free under net site metering). Make device B lossy in both
directions so the optimum is unique again.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

---------

Co-authored-by: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

22 of 22 new or added lines in 1 file covered. (100.0%)

14698 of 18021 relevant lines covered (81.56%)

0.82 hits per line