Hello Robert,
You need to cancel first all the invoices related to particular purchase orders. Also, cancel all the receipt stock pickings.
you can do like this. Here the self is particular purchase order.

picking_order = self.env["stock.picking"].search([
('partner_id', '=', self.partner_id.id),
('origin', '=', self.name)])
for picking in picking_order:
   if picking.state != 'cancel':        
	​picking.action_cancel()
if self.invoice_ids:
    for invoice in self.invoice_ids:
        invoice.button_draft() 
	​	​invoice.button_cancel()
record.button_cancel()

Kind Regards,

You can manully delete them from data base.

check the model name  goto the respective table

and delete the record 

also delete other related records like receipt , delivery details

Just an indication for those like me who have the same problem but who do *not* have installed the warehouse module, you won't be able to see the menu "Warehouse".

Then to cancel the order proceed as follow :

- Purchases / Invoice Control / Incoming shipments

- cancel the appropriate line

- then go back to the order and you will be able to cancel it.

Kind regards