mirror of
https://github.com/kalmarek/PropertyT.jl.git
synced 2024-11-14 14:15:28 +01:00
warmstarting is limited to SCS specific hacks
until https://github.com/JuliaOpt/SCS.jl/pull/138 is merged
This commit is contained in:
parent
689bae035e
commit
49c8ffa900
@ -173,22 +173,38 @@ end
|
||||
#
|
||||
###############################################################################
|
||||
|
||||
function warmstart_scs!(m::JuMP.Model, warmstart)
|
||||
solver_name(m) == "SCS" || throw("warmstarting defined only for SCS!")
|
||||
primal, dual, slack = warmstart
|
||||
m.moi_backend.optimizer.model.optimizer.sol.primal = primal
|
||||
m.moi_backend.optimizer.model.optimizer.sol.dual = dual
|
||||
m.moi_backend.optimizer.model.optimizer.sol.slack = slack
|
||||
return m
|
||||
end
|
||||
|
||||
function getwarmstart_scs(m::JuMP.Model)
|
||||
solver_name(m) == "SCS" || return (primal=Float64[], dual=Float64[], slack=Float64[])
|
||||
warmstart = (
|
||||
primal = m.moi_backend.optimizer.model.optimizer.sol.primal,
|
||||
dual = m.moi_backend.optimizer.model.optimizer.sol.dual,
|
||||
slack = m.moi_backend.optimizer.model.optimizer.sol.slack
|
||||
)
|
||||
return warmstart
|
||||
end
|
||||
|
||||
function solve(m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=nothing)
|
||||
|
||||
set_optimizer(m, with_optimizer)
|
||||
MOIU.attach_optimizer(m)
|
||||
|
||||
if warmstart != nothing
|
||||
p_sol, d_sol, s = warmstart
|
||||
MathProgBase.SolverInterface.setwarmstart!(m.internalModel, p_sol;
|
||||
dual_sol=d_sol, slack=s);
|
||||
warmstart_scs!(m, warmstart)
|
||||
end
|
||||
|
||||
optimize!(m)
|
||||
status = termination_status(m)
|
||||
|
||||
return status, (λ, P, warmstart)
|
||||
return status, getwarmstart_scs(m)
|
||||
end
|
||||
|
||||
function solve(solverlog::String, m::JuMP.Model, with_optimizer::JuMP.OptimizerFactory, warmstart=nothing)
|
||||
|
Loading…
Reference in New Issue
Block a user