mirror of
https://github.com/kalmarek/PropertyT.jl.git
synced 2024-10-15 08:05:35 +02:00
65 lines
1.8 KiB
Julia
65 lines
1.8 KiB
Julia
## Low-level solve
|
|
|
|
setwarmstart!(model::JuMP.Model, ::Nothing) = model
|
|
|
|
function setwarmstart!(model::JuMP.Model, warmstart)
|
|
constraint_map = Dict(
|
|
ct => JuMP.all_constraints(model, ct...) for
|
|
ct in JuMP.list_of_constraint_types(model)
|
|
)
|
|
try
|
|
JuMP.set_start_value.(JuMP.all_variables(model), warmstart.primal)
|
|
|
|
for (ct, idx) in pairs(constraint_map)
|
|
JuMP.set_start_value.(idx, warmstart.slack[ct])
|
|
JuMP.set_dual_start_value.(idx, warmstart.dual[ct])
|
|
end
|
|
catch e
|
|
@warn "Warmstarting was not succesfull!" e
|
|
end
|
|
return model
|
|
end
|
|
|
|
function getwarmstart(model::JuMP.Model)
|
|
constraint_map = Dict(
|
|
ct => JuMP.all_constraints(model, ct...) for
|
|
ct in JuMP.list_of_constraint_types(model)
|
|
)
|
|
|
|
primal = value.(JuMP.all_variables(model))
|
|
|
|
slack = Dict(k => value.(v) for (k, v) in constraint_map)
|
|
duals = Dict(k => JuMP.dual.(v) for (k, v) in constraint_map)
|
|
|
|
return (primal = primal, dual = duals, slack = slack)
|
|
end
|
|
|
|
function solve(m::JuMP.Model, optimizer, warmstart = nothing)
|
|
JuMP.set_optimizer(m, optimizer)
|
|
MOIU.attach_optimizer(m)
|
|
|
|
m = setwarmstart!(m, warmstart)
|
|
|
|
JuMP.optimize!(m)
|
|
|
|
status = JuMP.termination_status(m)
|
|
|
|
return status, getwarmstart(m)
|
|
end
|
|
|
|
function solve(solverlog::String, m::JuMP.Model, optimizer, warmstart = nothing)
|
|
isdir(dirname(solverlog)) || mkpath(dirname(solverlog))
|
|
|
|
Base.flush(Base.stdout)
|
|
Base.Libc.flush_cstdio()
|
|
status, warmstart = open(solverlog, "a+") do logfile
|
|
redirect_stdout(logfile) do
|
|
status, warmstart = solve(m, optimizer, warmstart)
|
|
Base.Libc.flush_cstdio()
|
|
return status, warmstart
|
|
end
|
|
end
|
|
|
|
return status, warmstart
|
|
end
|