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Pyomo: Collect variable reduced costs

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This commit is contained in:
Alinson S. Xavier
2021-04-11 16:30:00 -05:00
parent 3cfadf4e97
commit fcb511a2c6
1 changed files with 10 additions and 2 deletions
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12
miplearn/solvers/pyomo/base.py
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@@ -197,6 +197,8 @@ class BasePyomoSolver(InternalSolver):
self.model = model self.model = model
self.model.extra_constraints = ConstraintList() self.model.extra_constraints = ConstraintList()
self.model.dual = Suffix(direction=Suffix.IMPORT) self.model.dual = Suffix(direction=Suffix.IMPORT)
self.model.rc = Suffix(direction=Suffix.IMPORT)
self.model.slack = Suffix(direction=Suffix.IMPORT)
self._pyomo_solver.set_instance(model) self._pyomo_solver.set_instance(model)
self._update_obj() self._update_obj()
self._update_vars() self._update_vars()
@@ -399,6 +401,11 @@ class BasePyomoSolver(InternalSolver):
# Bounds # Bounds
lb, ub = var.bounds lb, ub = var.bounds
# Reduced costs
rc = None
if var in self.model.rc:
rc = self.model.rc[var]
# Objective coefficient # Objective coefficient
obj_coeff = 0.0 obj_coeff = 0.0
if var.name in self._obj: if var.name in self._obj:
@@ -410,6 +417,7 @@ class BasePyomoSolver(InternalSolver):
lower_bound=float(lb), lower_bound=float(lb),
upper_bound=float(ub), upper_bound=float(ub),
obj_coeff=obj_coeff, obj_coeff=obj_coeff,
reduced_cost=rc,
) )
@overrides @overrides
@@ -461,7 +469,7 @@ class BasePyomoSolver(InternalSolver):
constr.dual_value = self.model.dual[pyomo_constr] constr.dual_value = self.model.dual[pyomo_constr]
if self._has_mip_solution or self._has_lp_solution: if self._has_mip_solution or self._has_lp_solution:
constr.slack = pyomo_constr.slack() constr.slack = self.model.slack[pyomo_constr]
# Build constraint # Build constraint
return constr return constr
@@ -503,7 +511,7 @@ class BasePyomoSolver(InternalSolver):
# "basis_status", # "basis_status",
"lower_bound", "lower_bound",
"obj_coeff", "obj_coeff",
# "reduced_cost", "reduced_cost",
# "sa_lb_down", # "sa_lb_down",
# "sa_lb_up", # "sa_lb_up",
# "sa_obj_down", # "sa_obj_down",