Add XpressPyomoSolver

miplearn/solvers/pyomo/xpress.py

@@ -0,0 +1,34 @@
+#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
+#  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+#  Released under the modified BSD license. See COPYING.md for more details.
+
+import sys
+import logging
+from io import StringIO
+from pyomo import environ as pe
+from scipy.stats import randint
+
+from .base import BasePyomoSolver
+from .. import RedirectOutput
+
+logger = logging.getLogger(__name__)
+
+
+class XpressPyomoSolver(BasePyomoSolver):
+    """
+    An InternalSolver that uses XPRESS and the Pyomo modeling language.
+
+    Parameters
+    ----------
+    params: dict
+        Dictionary of options to pass to the Pyomo solver. For example,
+        {"Threads": 4} to set the number of threads.
+    """
+
+    def __init__(self, params=None):
+        super().__init__(
+            solver_factory=pe.SolverFactory("xpress_persistent"),
+            params={
+                "randomseed": randint(low=0, high=1000).rvs(),
+            },
+        )