Fail fast when a myopic stage has no solution

CHANGELOG.md

@@ -7,6 +7,11 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## Unreleased
 
+### Fixed
+
+- Stop myopic multistage runs immediately when a stage has no primal solution,
+reporting the solver statuses instead of failing in a later stage (#918).
+
 ## [0.4.6] - 2026-01-06
 
 ### Fixed

src/multi_stage/myopic.jl

@@ -17,6 +17,17 @@ returns:
   * models\_d – Dictionary which contains a JuMP model for each model stage, modified by this method.
   * inputs\_d – Dictionary of inputs for each model stage, generated by the load\_inputs() method, modified by this method.
 """
+function _assert_myopic_stage_has_solution(model::Model, stage::Integer)
+    has_values(model) && return nothing
+
+    error(
+        "Myopic multistage stage $stage has no primal solution " *
+        "(termination_status=$(termination_status(model)), " *
+        "primal_status=$(primal_status(model)), raw_status=$(raw_status(model))). " *
+        "Aborting before subsequent stages.",
+    )
+end
+
 function run_myopic_multistage(outpath::AbstractString, models_d::Dict, setup::Dict, inputs_d::Dict)
     settings_d = setup["MultiStageSettingsDict"]
     @assert settings_d["Myopic"] == 1 "run_myopic_multistage is only valid for myopic models. update your settings to have Myopic: 1."
@@ -49,6 +60,7 @@ function run_myopic_multistage(outpath::AbstractString, models_d::Dict, setup::D
         # Solve the model at time t
         @objective(models_d[t], Min, models_d[t][:eObj])
         models_d[t], inputs_d[t]["solve_time"] = solve_model(models_d[t], setup)
+        _assert_myopic_stage_has_solution(models_d[t], t)
 
         if write_intermittent_outputs
             outpath_cur = joinpath(outpath, "results_p$t")
@@ -57,5 +69,4 @@ function run_myopic_multistage(outpath::AbstractString, models_d::Dict, setup::D
     end
 
     return models_d, inputs_d
-
-end
+end

test/test_multistage.jl

@@ -257,4 +257,55 @@ with_logger(ConsoleLogger(stderr, Logging.Error)) do
     test_can_retire_validation()
 end
 
+function test_myopic_stage_solution_guard()
+    @testset "Myopic run stops at a stage without a solution" begin
+        stage_1 = Model(HiGHS.Optimizer)
+        set_silent(stage_1)
+        @variable(stage_1, x)
+        @constraint(stage_1, x >= 1)
+        @constraint(stage_1, x <= 0)
+        @expression(stage_1, eObj, x)
+
+        models = Dict(1 => stage_1, 2 => Model(HiGHS.Optimizer))
+        setup = Dict(
+            "ComputeConflicts" => 0,
+            "NetworkExpansion" => 0,
+            "MultiStageSettingsDict" => Dict(
+                "Myopic" => 1,
+                "NumStages" => 2,
+                "WriteIntermittentOutputs" => 0
+            )
+        )
+        stage_1_inputs = Dict(
+            "STOR_ALL" => Int[],
+            "STOR_ASYMMETRIC" => Int[],
+            "VRE_STOR" => Int[],
+            "Z" => 1
+        )
+        inputs = Dict(1 => stage_1_inputs, 2 => Dict{String, Any}())
+
+        caught_error = try
+            with_logger(ConsoleLogger(stderr, Logging.Error)) do
+                redirect_stdout(devnull) do
+                    run_myopic_multistage("", models, setup, inputs)
+                end
+            end
+            nothing
+        catch error
+            error
+        end
+
+        @test caught_error isa ErrorException
+        if caught_error isa ErrorException
+            message = sprint(showerror, caught_error)
+            @test occursin("Myopic multistage stage 1 has no primal solution", message)
+            @test occursin("termination_status=INFEASIBLE", message)
+            @test occursin("primal_status=NO_SOLUTION", message)
+            @test occursin("raw_status=", message)
+        end
+    end
+end
+
+test_myopic_stage_solution_guard()
+
 end # module TestMultiStage