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Support for integer/binary vars for MOSEK #275

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merged 4 commits into from
May 3, 2024
Merged

Support for integer/binary vars for MOSEK #275

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54e09e4
add support for integer/binary vars for MOSEK
ulfworsoe Apr 29, 2024
92b2bf2
Merge remote-tracking branch 'pypsa/master'
ulfworsoe Apr 29, 2024
07089b4
Merge branch 'master' into master
FabianHofmann May 3, 2024
ac58def
io: apply stylistic change
FabianHofmann May 3, 2024
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13 changes: 12 additions & 1 deletion linopy/io.py
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Original file line number Diff line number Diff line change
Expand Up @@ -364,6 +364,17 @@
bux = [b if b < np.inf else 0.0 for b in M.ub]
task.putvarboundslice(0, model.nvars, bkx, blx, bux)

if len(model.binaries.labels) + len(model.integers.labels) > 0:
j = [i for (i, v) in enumerate(M.vtypes) if v in ["B", "I"]]
task.putvartypelist(j, [mosek.variabletype.type_int] * len(j))

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if len(model.binaries.labels) > 0:
task.putvarboundlistconst(
[i for (i, v) in enumerate(M.vtypes) if v == "B"],
mosek.boundkey.ra,
0.0,
1.0,
)

## Constraints

if len(model.constraints) > 0:
Expand Down Expand Up @@ -396,7 +407,7 @@
if model.is_quadratic:
Q = (0.5 * tril(M.Q + M.Q.transpose())).tocoo()
task.putqobj(Q.row, Q.col, Q.data)
task.putclist(np.arange(model.nvars), M.c)
task.putclist(list(np.arange(model.nvars)), M.c)

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if model.objective.sense == "max":
task.putobjsense(mosek.objsense.maximize)
Expand Down
3 changes: 1 addition & 2 deletions linopy/solvers.py
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Expand Up @@ -913,9 +913,8 @@
"Keyword argument `io_api` has to be one of `lp`, `mps`, `direct` or None"
)

problem_fn = model.to_file(problem_fn)

if io_api != "direct" and io_api is not None:
problem_fn = model.to_file(problem_fn)

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problem_fn = maybe_convert_path(problem_fn)
log_fn = maybe_convert_path(log_fn)
warmstart_fn = maybe_convert_path(warmstart_fn)
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