65 lines
1.8 KiB
Julia
65 lines
1.8 KiB
Julia
## Low-level solve
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setwarmstart!(model::JuMP.Model, ::Nothing) = model
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function setwarmstart!(model::JuMP.Model, warmstart)
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constraint_map = Dict(
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ct => JuMP.all_constraints(model, ct...) for
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ct in JuMP.list_of_constraint_types(model)
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)
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try
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JuMP.set_start_value.(JuMP.all_variables(model), warmstart.primal)
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for (ct, idx) in pairs(constraint_map)
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JuMP.set_start_value.(idx, warmstart.slack[ct])
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JuMP.set_dual_start_value.(idx, warmstart.dual[ct])
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end
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catch e
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@warn "Warmstarting was not succesfull!" e
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end
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return model
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end
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function getwarmstart(model::JuMP.Model)
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constraint_map = Dict(
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ct => JuMP.all_constraints(model, ct...) for
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ct in JuMP.list_of_constraint_types(model)
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)
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primal = value.(JuMP.all_variables(model))
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slack = Dict(k => value.(v) for (k, v) in constraint_map)
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duals = Dict(k => JuMP.dual.(v) for (k, v) in constraint_map)
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return (primal = primal, dual = duals, slack = slack)
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end
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function solve(m::JuMP.Model, optimizer, warmstart = nothing)
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JuMP.set_optimizer(m, optimizer)
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MOIU.attach_optimizer(m)
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m = setwarmstart!(m, warmstart)
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JuMP.optimize!(m)
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status = JuMP.termination_status(m)
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return status, getwarmstart(m)
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end
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function solve(solverlog::String, m::JuMP.Model, optimizer, warmstart = nothing)
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isdir(dirname(solverlog)) || mkpath(dirname(solverlog))
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Base.flush(Base.stdout)
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Base.Libc.flush_cstdio()
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status, warmstart = open(solverlog, "a+") do logfile
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redirect_stdout(logfile) do
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status, warmstart = solve(m, optimizer, warmstart)
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Base.Libc.flush_cstdio()
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return status, warmstart
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end
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end
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return status, warmstart
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end
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