Improve solve_lp performance

This commit is contained in:
2020-02-25 08:00:33 -06:00
parent d2a2de9183
commit b1f674fcc6

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@@ -20,27 +20,27 @@ class InternalSolver:
pass
def solve_lp(self, tee=False):
self.solver.set_instance(self.model)
# Relax domain
from pyomo.core.base.set_types import Reals
original_domain = {}
for var in self.model.component_data_objects(Var):
original_domain[str(var)] = var.domain
original_domains = []
for (idx, var) in enumerate(self.model.component_data_objects(Var)):
original_domains += [var.domain]
lb, ub = var.bounds
var.setlb(lb)
var.setub(ub)
var.domain = Reals
self.solver.update_var(var)
# Solve LP relaxation
self.solver.set_instance(self.model)
results = self.solver.solve(tee=tee)
# Restore domains
for var in self.model.component_data_objects(Var):
var.domain = original_domain[str(var)]
for (idx, var) in enumerate(self.model.component_data_objects(Var)):
var.domain = original_domains[idx]
self.solver.update_var(var)
# Reload original model
self.solver.set_instance(self.model)
return {
"Optimal value": results["Problem"][0]["Lower bound"],
}