Make LearningSolver work with persistent solvers

miplearn/solvers.py

@@ -57,7 +57,7 @@ class LearningSolver:
                         var[index].value = 0
 
         # Solve MILP
-        self.parent_solver.solve(model, tee=tee, warmstart=True)
+        self._solve(model, tee=tee)
 
         # Update y_train
         for category in var_split.keys():
@@ -78,5 +78,9 @@ class LearningSolver:
             self.ws_predictors[category] = WarmStartPredictor()
             self.ws_predictors[category].fit(x_train, y_train)
 
-    def _solve(self, tee):
+    def _solve(self, model, tee=False):
-        self.parent_solver.solve(tee=tee)
+        if hasattr(self.parent_solver, "set_instance"):
+            self.parent_solver.set_instance(model)
+            self.parent_solver.solve(tee=tee, warmstart=True)
+        else:
+            self.parent_solver.solve(model, tee=tee, warmstart=True)