support reuse of Gurobi environment for multistage models

[NLaws]

Description

This PR allows for the use of the Gurobi.Optimizer with multistage models.

When running a multistage model with a "single use" Gurobi license like:

using GenX
using Gurobi

run_genx_case!(dirname(@__FILE__), Gurobi.Optimizer)

one will get

ERROR: LoadError: Gurobi Error 10009: Single-use license. Another Gurobi process with pid 12345 running.

The solution looks like:

using GenX
using Gurobi

if !(@isdefined GRB_ENV)  # the whole point is to only create GRB_ENV once per Julia session
    const GRB_ENV = Gurobi.Env()
end

run_genx_case!(dirname(@__FILE__), () -> Gurobi.Optimizer(GRB_ENV))

What type of PR is this? (check all applicable)

• Bug Fix
• Documentation Update

Checklist

• Code changes are sufficiently documented; i.e. new functions contain docstrings and .md files under /docs/src have been updated if necessary.
• The latest changes on the target branch have been incorporated, so that any conflicts are taken care of before merging. This can be accomplished either by merging in the target branch (e.g. 'git merge develop') or by rebasing on top of the target branch (e.g. 'git rebase develop'). Please do not hesitate to reach out to the GenX development team if you need help with this.
• Code has been tested to ensure all functionality works as intended.
• CHANGELOG.md has been updated (if this is a 'notable' change).
• I consent to the release of this PR's code under the GNU General Public license.

How this can be tested

see examples above

[lbonaldo]

Hi @NLaws, thanks so much for this contribution! I’m updating the target branch to develop since we're preparing for an upcoming release that will include this update along with other fixes.

[lbonaldo]

Looks good to me. Thank you, @NLaws.

[NLaws]

Thanks @lbonaldo. I cannot merge the PR since I'm not a contributor. Can you please merge it?

[lbonaldo]

Absolutely. I've just rebased it with the latest develop and updated the changelog. Thanks again, @NLaws, for this addition!