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Make cuts component compatible with Pyomo+Gurobi

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This commit is contained in:
Alinson S. Xavier
2024-01-29 00:41:29 -06:00
parent d2faa15079
commit c9eef36c4e
35 changed files with 203 additions and 87 deletions
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21
miplearn/solvers/gurobi.py
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@@ -16,6 +16,8 @@ logger = logging.getLogger(__name__)
def _gurobi_callback(model: AbstractModel, gp_model: gp.Model, where: int) -> None:
assert isinstance(gp_model, gp.Model)
# Lazy constraints
if model.lazy_separate is not None:
assert model.lazy_enforce is not None
@@ -58,6 +60,16 @@ def _gurobi_add_constr(gp_model: gp.Model, where: str, constr: Any) -> None:
gp_model.addConstr(constr)
def _gurobi_set_required_params(model: AbstractModel, gp_model: gp.Model) -> None:
# Required parameters for lazy constraints
if model.lazy_enforce is not None:
gp_model.setParam("PreCrush", 1)
gp_model.setParam("LazyConstraints", 1)
# Required parameters for user cuts
if model.cuts_enforce is not None:
gp_model.setParam("PreCrush", 1)
class GurobiModel(AbstractModel):
_supports_basis_status = True
_supports_sensitivity_analysis = True
@@ -188,14 +200,7 @@ class GurobiModel(AbstractModel):
def callback(_: gp.Model, where: int) -> None:
_gurobi_callback(self, self.inner, where)
# Required parameters for lazy constraints
if self.lazy_enforce is not None:
self.inner.setParam("PreCrush", 1)
self.inner.setParam("LazyConstraints", 1)
# Required parameters for user cuts
if self.cuts_enforce is not None:
self.inner.setParam("PreCrush", 1)
_gurobi_set_required_params(self, self.inner)
if self.lazy_enforce is not None or self.cuts_enforce is not None:
self.inner.optimize(callback)