Gurobi and Cplex Persistent Solver Interfaces on Pyomo master

[Michael Bynum]

This is an announcement for new persistent solver interfaces to Gurobi and Cplex. These interfaces have recently been merged into the master branch of Pyomo. An overview of the persistent solver interfaces may be found at http://pyomo.readthedocs.io/en/latest/solvers/persistent_solvers.html. Detailed API documentation may be found at http://pyomo.readthedocs.io/en/latest/library_reference/solvers/index.html.

The idea behind the persistent solver interfaces is to make the process of solving multiple optimization problems with small changes to the model more efficient. For example, you can solve a model, change the objective, and resolve the model quite efficiently. You may also add or remove variables, constraints, and/or blocks. The performance improvement is most prominent for problems that solve quickly.