ConvertTight: Detect and fix sub-optimality

miplearn/solvers/gurobi.py

@@ -162,6 +162,12 @@ class GurobiSolver(InternalSolver):
             "Warm start value": self._extract_warm_start_value(log),
         }
 
+    def get_sense(self):
+        if self.model.modelSense == 1:
+            return "min"
+        else:
+            return "max"
+
     def get_solution(self):
         self._raise_if_callback()
 
@@ -179,9 +185,12 @@ class GurobiSolver(InternalSolver):
     def is_infeasible(self):
         return self.model.status in [self.GRB.INFEASIBLE, self.GRB.INF_OR_UNBD]
 
-    def get_farkas_dual(self, cid):
+    def get_dual(self, cid):
         c = self.model.getConstrByName(cid)
-        return c.farkasDual
+        if self.is_infeasible():
+            return c.farkasDual
+        else:
+            return c.pi
 
     def _get_value(self, var):
         if self.cb_where == self.GRB.Callback.MIPSOL:

miplearn/solvers/internal.py

@@ -200,11 +200,20 @@ class InternalSolver(ABC):
         pass
 
     @abstractmethod
-    def get_farkas_dual(self, cid):
+    def get_dual(self, cid):
         """
-        If the model is infeasible, returns a portion of the infeasibility certificate
-        corresponding to the given constraint. If the model is feasible, calling this
-        function raises an error.
+        If the model is feasible and has been solved to optimality, returns the optimal
+        value of the dual variable associated with this constraint. If the model is infeasible,
+        returns a portion of the infeasibility certificate corresponding to the given constraint.
+
+        Solve must be called prior to this method.
+        """
+        pass
+
+    @abstractmethod
+    def get_sense(self):
+        """
+        Returns the sense of the problem (either "min" or "max").
         """
         pass
 

miplearn/solvers/pyomo/base.py

@@ -267,5 +267,8 @@ class BasePyomoSolver(InternalSolver):
     def is_infeasible(self):
         raise Exception("Not implemented")
 
-    def get_farkas_dual(self, cid):
+    def get_dual(self, cid):
+        raise Exception("Not implemented")
+
+    def get_sense(self):
         raise Exception("Not implemented")