Rough investigation: Open-source solver time and memory penalties

[Olexandr]

Very interesting discussion! Thanks for initiating it @willcattoneeca.
Out of curiosity I've also done some benchmarking on the version of TIMES-DK available here: https://github.com/olejandro/times-dk_gams
Total execution time was 5927 and 288 seconds for running with HiGHS and CPLEX respectively.

Regarding the prototype, I could probably try converting this pyomo example (https://github.com/olejandro/times-gams-pyomo-demo) from the previous feasibility study to Julia to kick start the process. What do you think @Antti-L?