Retrieve MIP gap of final solution

[Vincent Brunelle]

Hi everyone,

I want to log the MIP gap of solutions obtained via Pyomo. I know it can be found in the solver's log after the optimization, but I need to retrieve the MIP gap automatically. We are working on a project where we assume that the solver will be changed frequently. Since not every solver log their steps the same way, I am looking for a way that is independant of the solver used.

Does Pyomo has already a built-in way to retrieve the MIP gap value, or should I make one script per solver to do it?

Vincent

[Gabriel Hackebeil]

If you are using the Python or LP- or MPS-file interface to Cplex or Gurobi (e.g., solver_io=‘python’, solver_io=‘lp’) you should find the absolute gap stored as results.solution.gap. However, the solution gets taken off of the results object and loaded into the model by default, so you will need to disable this by calling solve with load_solutions=False. E.g.,

results = opt.solve(model, load_solutions=False)

if len(results.solution) > 0:

    # you may need to relax these checks in certain cases

    assert str(results.solver.status) == ‘ok’

    assert str(results.solver.termination_condition) == ‘optimal'

    absgap = results.solution(0).gap

   # now load the solution

   model.solutions.load_from(results)

If you are using the AMPL interface to a solver (e.g., gurobi_ampl), the gap is often not reported by default in the standardized solution format returned by the ASL library. Sometimes you can tell solvers to return it as a suffix, which you load into the Pyomo model with the solution by adding a Suffix component to the model before the solve. See the ‘return_mipgap’ command-line option for gurobi_ampl as an example.

Gabe

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