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Add XpressPyomoSolver

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Alinson S. Xavier
2021-01-19 22:27:57 -06:00
parent 34e1711081
commit 4b8672870a
6 changed files with 77 additions and 15 deletions
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docs/customization.md
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@@ -4,9 +4,11 @@
### Selecting the internal MIP solver
By default, `LearningSolver` uses [Gurobi](https://www.gurobi.com/) as its internal MIP solver, and expects models to be provided using the Pyomo modeling language. Other supported solvers and modeling languages include:
By default, `LearningSolver` uses [Gurobi](https://www.gurobi.com/) as its internal MIP solver, and expects models to be provided using the Pyomo modeling language. Supported solvers and modeling languages include:
* `CplexPyomoSolver`: [IBM ILOG CPLEX](https://www.ibm.com/products/ilog-cplex-optimization-studio) with Pyomo.
* `GurobiPyomoSolver`: Gurobi with Pyomo (default).
* `CplexPyomoSolver`: [IBM ILOG CPLEX](https://www.ibm.com/products/ilog-cplex-optimization-studio) with Pyomo.
* `XpressPyomoSolver`: [FICO XPRESS Solver](https://www.fico.com/en/products/fico-xpress-solver) with Pyomo.
* `GurobiSolver`: Gurobi without any modeling language.
To switch between solvers, provide the desired class using the `solver` argument:
@@ -16,6 +18,22 @@ from miplearn import LearningSolver, CplexPyomoSolver
solver = LearningSolver(solver=CplexPyomoSolver)
```
To configure a particular solver, use the `params` constructor argument, as shown below.
```python
from miplearn import LearningSolver, GurobiPyomoSolver
solver = LearningSolver(
solver=lambda: GurobiPyomoSolver(
params={
"TimeLimit": 900,
"MIPGap": 1e-3,
"NodeLimit": 1000,
}
),
)
```
## Customizing solver components
`LearningSolver` is composed by a number of individual machine-learning components, each targeting a different part of the solution process. Each component can be individually enabled, disabled or customized. The following components are enabled by default: