Initial version

miplearn/solvers.py

@@ -0,0 +1,25 @@
+# MIPLearn: A Machine-Learning Framework for Mixed-Integer Optimization
+# Copyright (C) 2019-2020 Argonne National Laboratory. All rights reserved.
+# Written by Alinson S. Xavier <axavier@anl.gov>
+
+import pyomo.environ as pe
+
+class LearningSolver:
+    """
+    LearningSolver is a Mixed-Integer Linear Programming (MIP) solver that uses information from
+    previous runs to accelerate the solution of new, unseen instances.
+    """
+    
+    def __init__(self):
+        self.parent_solver = pe.SolverFactory('cplex_persistent')
+        self.parent_solver.options["threads"] = 4
+        
+    def solve(self, params):
+        """
+        Solve the optimization problem represented by the given parameters.
+        The parameters and the obtained solution is recorded.
+        """
+        model = params.to_model()
+        self.parent_solver.set_instance(model)
+        self.parent_solver.solve(tee=True)
+