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create dir for solver log, if necessary
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@ -181,6 +181,8 @@ function solve_logged(model::JuMP.Model, varλ::JuMP.Variable, varP, warmstart=n
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return λ, P, ws
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end
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isdir(dirname(solverlog)) || mkpath(dirname(solverlog))
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log = open(solverlog, "a+")
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λ, P, warmstart = redirect_stdout(f, log)
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close(log)
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