Add Xpress solver configuration support (#2006)

Author: brunoficoxpress

config/config.default.yaml

@@ -1237,6 +1237,18 @@ solving:
       GPUMode: 1
       PDLPTol: 1.0e-05
       Crossover: 0
+    "xpress-default":
+      threads: 8
+      lpflags: 4
+      crossover: 0
+      bargaptarget: 1.0e-05
+      baralg: 2
+    "xpress-gpu":
+      lpflags: 4
+      crossover: 0
+      baralg: 4
+      barhggpu: 1
+      barhgreltol: 1.0e-05
     "cbc-default": {}
     "glpk-default": {}
   check_objective:

doc/installation.rst

@@ -111,6 +111,7 @@ Nevertheless, you can still use open-source solvers for smaller problems.
     The rules :mod:`cluster_network` solves a mixed-integer quadratic optimisation problem for clustering.
     The open-source solvers HiGHS, Cbc and GlPK cannot handle this. A fallback to SCIP is implemented in this case, which is included in the standard environment specifications.
     For an open-source solver setup install for example HiGHS **and** SCIP in your ``conda`` environment on OSX/Linux.
+
     To install the default solver Gurobi, run
 
     .. code:: console
@@ -119,3 +120,27 @@ Nevertheless, you can still use open-source solvers for smaller problems.
         $ conda install -c gurobi gurobi"=12.0.1"
 
     Additionally, you need to setup your `Gurobi license <https://www.gurobi.com/solutions/licensing/>`__.
+
+    To use Xpress, install the ``xpress`` Python package and ensure you have:
+
+    - ``XPRESSDIR`` environment variable pointing to your Xpress installation
+    - ``XPAUTH_PATH`` environment variable pointing to your license directory
+    - A valid Xpress license file
+
+    Then configure the solver in your config file:
+
+    .. code:: yaml
+
+        solving:
+          solver:
+            name: xpress
+            options: xpress-default
+
+    For GPU-accelerated solving, use:
+
+    .. code:: yaml
+
+        solving:
+          solver:
+            name: xpress
+            options: xpress-gpu

doc/release_notes.rst

@@ -9,6 +9,8 @@ Release Notes
 Upcoming Release
 ================
 
+* Added Xpress solver configuration options (``xpress-default`` and ``xpress-gpu``) with barrier method settings optimized for large-scale linear programming problems.
+
 * Added missing bidding zone data sources to data layer (https://github.com/PyPSA/pypsa-eur/pull/1991).
 
 * Fix virtual bus naming when building the transmission network from raw OSM data to use persistent names (https://github.com/PyPSA/pypsa-eur/pull/1956).

scripts/lib/validation/config/solving.py

@@ -313,6 +313,20 @@ class SolvingConfig(BaseModel):
                 "PDLPTol": 1e-5,
                 "Crossover": 0,
             },
+            "xpress-default": {
+                "threads": 8,
+                "lpflags": 4,
+                "crossover": 0,
+                "bargaptarget": 1e-5,
+                "baralg": 2,
+            },
+            "xpress-gpu": {
+                "lpflags": 4,
+                "crossover": 0,
+                "baralg": 4,
+                "barhggpu": 1,
+                "barhgreltol": 1e-5,
+            },
             "cbc-default": {},
             "glpk-default": {},
         },