Open Ragnar-the-mighty opened 2 weeks ago
This situation happen in the Swedish market since they have a fix tax rebate for selling and a VAT percentage for buying.
Not sure it has to be fix, it is a unusual situation, but wanted it to be documented.
You are absolutely right. We encountered this situation a couple of times, too, always having decided it's an unusual situation and choosing to not yet follow up with changes to our scheduler. It's already great knowing this situation happens in more price settings than we previously knew. It deserved opening an issue indeed.
The situation with consumption price lower than production price is not modeled completely. To model it properly you need introduce binary variables (to make sure only consumption or production happens in any moment, never both).
As it is now, it is an unbounded problem and therefore has no solution. The solver would become slower if the binary variables were added.