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Enabled warm-start flag for MOSEK10 and moved var initialization to _add_vars #2647

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merged 4 commits into from
Jan 10, 2023
Merged

Enabled warm-start flag for MOSEK10 and moved var initialization to _add_vars #2647

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15f85b4
Enabled warm-start flag for MOSEK10 and moved var initialization to _…
Utkarsh-Detha Dec 2, 2022
d68e198
Merge branch 'main' into master
mrmundt Dec 2, 2022
ba4f65a
Merge branch 'Pyomo:main' into master
Utkarsh-Detha Dec 21, 2022
e15746d
Moved var init back to warm-start func as @jsiirola suggested
Utkarsh-Detha Jan 3, 2023
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29 changes: 20 additions & 9 deletions pyomo/solvers/plugins/solvers/mosek_direct.py
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Original file line number Diff line number Diff line change
Expand Up @@ -39,6 +39,7 @@

mosek, mosek_available = attempt_import('mosek')


class DegreeError(ValueError):
pass

Expand Down Expand Up @@ -566,6 +567,16 @@ def _add_block(self, block):
"support multiple objectives.")
self._set_objective(obj)

def _set_whichsol(self):
itr_soltypes = [mosek.problemtype.qo, mosek.problemtype.qcqo,
mosek.problemtype.conic]
if (self._solver_model.getnumintvar() >= 1):
self._whichsol = mosek.soltype.itg
elif (self._solver_model.getprobtype() in itr_soltypes):
self._whichsol = mosek.soltype.itr
elif (self._solver_model.getprobtype() == mosek.problemtype.lo):
self._whichsol = mosek.soltype.bas

def _postsolve(self):

extract_duals = False
Expand All @@ -589,19 +600,15 @@ def _postsolve(self):

msk_task = self._solver_model

itr_soltypes = [mosek.problemtype.qo, mosek.problemtype.qcqo,
mosek.problemtype.conic]
self._set_whichsol()

if (msk_task.getnumintvar() >= 1):
self._whichsol = mosek.soltype.itg
if (self._whichsol == mosek.soltype.itg):
if extract_reduced_costs:
logger.warning("Cannot get reduced costs for MIP.")
if extract_duals:
logger.warning("Cannot get duals for MIP.")
extract_reduced_costs = False
extract_duals = False
elif (msk_task.getprobtype() in itr_soltypes):
self._whichsol = mosek.soltype.itr

whichsol = self._whichsol
sol_status = msk_task.getsolsta(whichsol)
Expand Down Expand Up @@ -975,11 +982,15 @@ def warm_start_capable(self):
return True

def _warm_start(self):
self._set_whichsol()
for pyomo_var, mosek_var in self._pyomo_var_to_solver_var_map.items():
if pyomo_var.value is not None:
for solType in mosek.soltype.values:
self._solver_model.putxxslice(
solType, mosek_var, mosek_var + 1, [(pyomo_var.value)])
self._solver_model.putxxslice(
self._whichsol, mosek_var, mosek_var + 1, [(pyomo_var.value)])

if (self._version[0] > 9) & (self._whichsol == mosek.soltype.itg):
self._solver_model.putintparam(
mosek.iparam.mio_construct_sol, mosek.onoffkey.on)

def _load_vars(self, vars_to_load=None):
var_map = self._pyomo_var_to_solver_var_map
Expand Down