Implement parsing of GLPK interior-point solution

[wangzhixuan]

To whom it may concern,

For some reason, I have to use an interior point solver to my problem. I know GLPK has a interior point solver function glp_interior. (Actually it is mentioned in the deprecated code glpk_direct)

However, I don't see such options in the main glpk class. And I could not find any examples/documents on that neither.

So I'm wondering

1. if GLPK interior point solver is accessible in pyomo?
2. If Yes, is there any examples on how to use that?
3. Is there any other non-commercial interior point solver I can use via pyomo?

Thanks,
Zhixuan

[ghackebeil]

The only working interface we have to GLPK is through the glpsol command-line executable, using an LP or MPS file as input. The command-line flag to activate the interior-point solver for the glpsol executable is “--interior”. The syntax for specifying this kind of option through Pyomo is

glpk = SolverFactory("glpk")
glpk.options["interior"] = ""

That is, for command-line options that do not take a value, you just set them to an empty string in the solver options dictionary and Pyomo will take care of the rest.

[wangzhixuan]

Thanks @ghackebeil

I followed your instruction and tried the following code

import pyomo.environ as pe
m = pe.ConcreteModel()
m.x = pe.Var(range(3), bounds=(0,5))
m.y = pe.Var(bounds=(0,None))
m.obj = pe.Objective(expr=m.x[0] + m.x[1] + m.x[2] + m.y)
m.c = pe.Constraint(expr=m.y >= -2*m.x[0] - 2*m.x[1] - m.x[2] + 5)
opt = pe.SolverFactory('glpk')
opt.options['interior'] = ''
results = opt.solve(m)#

m.display()

print m.x[0].value
print m.x[1].value
print m.x[2].value
print m.y.value

It worked fine is I removed line output interior point method, but with that line, it now gives me this error.

ERROR: 'GLPKSHELL' object has no attribute '_process_soln_ipt'
Traceback (most recent call last):
  File "test_pyomo3.py", line 9, in <module>
    results = opt.solve(m)#
  File "/Library/Python/2.7/site-packages/pyomo/opt/base/solvers.py", line 631, in solve
    result = self._postsolve()
  File "/Library/Python/2.7/site-packages/pyomo/opt/solver/shellcmd.py", line 268, in _postsolve
    results = self.process_output(self._rc)
  File "/Library/Python/2.7/site-packages/pyomo/opt/solver/shellcmd.py", line 329, in process_output
    self.process_soln_file(results)
  File "/Library/Python/2.7/site-packages/pyomo/solvers/plugins/solvers/GLPK.py", line 363, in process_soln_file
    raise ValueError(msg)
ValueError: Error parsing solution data file, line 8

How should I resolve this problem?
Or did I miss anything?

Thanks,
Zhixuan

[ghackebeil]

Well it looks like someone needs to implement a parser for a GLPK interior point solution (_process_soln_ipt in pyomo/solvers/plugins/solvers/GLPK.py). I'm going to convert this ticket to be an action item for that. We would gladly accept a pull request if you want to figure out how to do that yourself, using _process_soln_mip and _process_soln_bas in that same file as examples.

[srggrs]

hey guys I tried to already point that out in this issues #275 but I was not clear enough sorry. Anyhow I'd try to work on it too.