cobre-solver

LP/MIP solver abstraction for the Cobre power systems ecosystem.

Defines a backend-agnostic SolverInterface trait for LP and MIP problem construction, solving, dual extraction, and basis warm-starting. The default backend is HiGHS, a production-grade open-source solver well-suited to the iterative LP workloads of power system optimization. The crate includes a 12-level retry escalation strategy for numerically difficult LPs: when HiGHS returns an infeasible or numerically unstable status, the solver retries with progressively more aggressive scaling, presolve, and simplex strategy options before propagating failure. Additional backends (Clp, CPLEX, Gurobi) can be added behind feature flags without changing algorithm crates.

When to Use

Depend on cobre-solver directly when you are writing an optimization algorithm that needs to build and solve LP subproblems and you want backend-portability without coupling to HiGHS internals. If you only need to run the full SDDP pipeline, depend on cobre-sddp instead, which manages the solver lifecycle for you.

Key Types

• SolverInterface — the core trait every backend must implement; defines problem construction, solve, and dual/basis extraction methods
• HighsSolver — the default HiGHS backend; feature-gated behind highs (enabled by default)
• Basis — LP basis snapshot for warm-starting a subsequent solve on a structurally related problem
• LpSolution — solved LP result carrying primal values, duals, and objective value
• SolverStatistics — per-solve diagnostics including iteration count, wall-clock time, basis rejections, and retry escalation level reached
• StageTemplate — pre-built LP structure for a single time stage, cloned and patched each iteration to avoid repeated matrix assembly

Links

Status

Alpha — API is functional but not yet stable.

License

Apache-2.0