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warmstarting is limited to SCS specific hacks
until https://github.com/JuliaOpt/SCS.jl/pull/138 is merged
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@ -173,22 +173,38 @@ end
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#
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###############################################################################
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function warmstart_scs!(m::JuMP.Model, warmstart)
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solver_name(m) == "SCS" || throw("warmstarting defined only for SCS!")
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primal, dual, slack = warmstart
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m.moi_backend.optimizer.model.optimizer.sol.primal = primal
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m.moi_backend.optimizer.model.optimizer.sol.dual = dual
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m.moi_backend.optimizer.model.optimizer.sol.slack = slack
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return m
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end
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function getwarmstart_scs(m::JuMP.Model)
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solver_name(m) == "SCS" || return (primal=Float64[], dual=Float64[], slack=Float64[])
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warmstart = (
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primal = m.moi_backend.optimizer.model.optimizer.sol.primal,
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dual = m.moi_backend.optimizer.model.optimizer.sol.dual,
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slack = m.moi_backend.optimizer.model.optimizer.sol.slack
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)
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return warmstart
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end
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function solve(m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=nothing)
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set_optimizer(m, with_optimizer)
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MOIU.attach_optimizer(m)
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if warmstart != nothing
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p_sol, d_sol, s = warmstart
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MathProgBase.SolverInterface.setwarmstart!(m.internalModel, p_sol;
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dual_sol=d_sol, slack=s);
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warmstart_scs!(m, warmstart)
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end
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optimize!(m)
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status = termination_status(m)
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return status, (λ, P, warmstart)
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return status, getwarmstart_scs(m)
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end
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function solve(solverlog::String, m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=nothing)
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