5. conv_opt package¶

class conv_opt.core.Model(name='', variables=None, objective_direction=<ObjectiveDirection.min: 1>, objective_terms=None, constraints=None)[source]¶

Bases: object

A mathematical model

name[source]¶

name

Type: str

variables[source]¶

the variables, \(x\)

Type: list of Variable

objective_direction[source]¶

objective direction

Type: ObjectiveDirection

objective_terms[source]¶

the elements of the objective, \(c\) and \(Q\)

Type: list of LinearTerm

constraints[source]¶

the constraints, \(A\) and \(b\)

Type: list of LinearTerm

convert(options=None)[source]¶

Generate a data structure for the model for another package

Parameters: options (SolveOptions, optional) – options
Returns: model in a data structure for another package
Return type: object
Raises: ConvOptError – if the solver is not supported

export(filename, format=None, solver=None)[source]¶

Export a model to a file in one of these support formats

alp: model with generic names in lp format, where the variable names are annotated to indicate the type and bounds of each variable
cbf
dpe: dual perturbed model
dua: dual
jtask: Jtask format
lp
mps
opf
ppe: perturbed model
rew: model with generic names in mps format
rlp: model with generic names in lp format
sav
task: Task format
xml: OSiL

Parameters

filename (str) – path to save model
format (str, optional) – export format; if the format is not provided, the format is inferred from the filename
solver (Solver, optional) – desired solver to do the exporting; if none, a supported solver will be found

Raises

ConvOptError – if the format is not supported

get_type()[source]¶

Get the type of the model

Returns: model type
Return type: ModelType

set_solver_options()[source]¶: Set solver options

solve(options=None)[source]¶

Solve the model

Parameters: options (SolveOptions, optional) – options
Returns: result
Return type: Result
Raises: ConvOptError – if the solver is not supported

class conv_opt.core.ModelType[source]¶

Bases: enum.Enum

Model type

fixed_milp = 0[source]¶

fixed_miqp = 1[source]¶

lp = 2[source]¶

milp = 3[source]¶

miqp = 4[source]¶

qp = 5[source]¶

class conv_opt.core.ObjectiveDirection[source]¶

Bases: enum.Enum

Direction to solve a mathematical model

max = 0[source]¶

maximize = 0[source]¶

min = 1[source]¶

minimize = 1[source]¶

class conv_opt.core.Presolve[source]¶

Bases: enum.Enum

Presolve mode

auto = 0[source]¶

off = 2[source]¶

on = 1[source]¶

class conv_opt.core.QuadraticTerm(variable_1, variable_2, coefficient)[source]¶

Bases: conv_opt.core.Term

Quadtratic term (of an objective or contraint)

variable_1[source]¶

first variable

Type: Variable

variable_2[source]¶

second variable

Type: Variable

class conv_opt.core.Result(status_code, status_message, value, primals, reduced_costs, duals)[source]¶

Bases: object

The result of solving a mathematical model

status_code[source]¶

status code

Type: StatusCode

status_message[source]¶

status message

Type: str

value[source]¶

objective value

Type: float

primals[source]¶

primal values

Type: numpy.ndarray

reduced_costs[source]¶

reduced costs

Type: numpy.ndarray

duals[source]¶

dual values/shadow prices

Type: numpy.ndarray

class conv_opt.core.SolveOptions(solver=<Solver.cplex: 1>, tune=False, presolve=<Presolve.off: 2>, precision=64, round_results_to_bounds=True, verbosity=<Verbosity.off: 0>, solver_options=None)[source]¶

Bases: object

Options for Model.solve

solver[source]¶

solver

Type: Solver

tune[source]¶

tune (used by Gurobi)

Type: bool

presolve[source]¶

presolve

Type: Presolve

precision[source]¶

number of bits of numerical precision

Type: int

round_results_to_bounds[source]¶

if True, round the results to the variable bounds

Type: bool

verbosity[source]¶

determines how much status, warnings, and errors is printed out

Type: Verbosity

solver_options[source]¶

solver options

Type: attrdict.AttrDict

class conv_opt.core.Solver[source]¶

Bases: enum.Enum

cbc = 0[source]¶

cplex = 1[source]¶

cvxopt = 2[source]¶

glpk = 3[source]¶

gurobi = 4[source]¶

minos = 9[source]¶

mosek = 5[source]¶

quadprog = 6[source]¶

scipy = 7[source]¶

soplex = 10[source]¶

xpress = 8[source]¶

class conv_opt.core.SolverModel(model, options=None)[source]¶

Bases: object

A solver

_model[source]¶

model

Type: Model

options[source]¶

options

Type: SolveOptions

get_model()[source]¶

Get the model in the raw format of the solver. This is useful for acessing specific properties and methods of the solver.

Returns: the model in the format of the solver
Return type: object

abstract get_stats()[source]¶

Get diagnostic information about the model

Returns: diagnostic information about the model
Return type: object

abstract load(conv_opt_model)[source]¶

Load a model to the data structure of the solver

Parameters: conv_opt_model (Model) – model
Returns: the model in the data structure of the solver
Return type: object

abstract solve()[source]¶

Solve the model

Returns: result
Return type: Result

class conv_opt.core.StatusCode[source]¶

Bases: enum.Enum

Status code for the result of solving a mathematical model

infeasible = 1[source]¶

optimal = 0[source]¶

other = 2[source]¶

class conv_opt.core.Term(of an objective or contraint)[source]¶

Bases: object

coefficient[source]¶

coefficient

Type: float

class conv_opt.core.Variable(name='', type=<VariableType.continuous: 1>, lower_bound=None, upper_bound=None)[source]¶

Bases: object

A variable

name[source]¶

name

Type: str

type[source]¶

type

Type: VariableType

lower_bound[source]¶

lower bound

Type: float

upper_bound[source]¶

upper bound

Type: float

primal[source]¶

primal value

Type: float

reduced_cost[source]¶

reduced cost

Type: float

class conv_opt.core.VariableType[source]¶

Bases: enum.Enum

Variable type

binary = 0[source]¶

continuous = 1[source]¶

integer = 2[source]¶

partially_integer = 5[source]¶

semi_continuous = 4[source]¶

semi_integer = 3[source]¶

class conv_opt.core.Verbosity[source]¶

Bases: enum.Enum

Verbosity level

error = 1[source]¶

off = 0[source]¶

status = 3[source]¶

warning = 2[source]¶

5. conv_opt package¶

5.1. Subpackages¶

5.2. Submodules¶

5.3. conv_opt._version module¶

5.4. conv_opt.core module¶

5.5. Module contents¶