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Adding xpress postsolve if necessary #421

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@come-bissuel come-bissuel commented Feb 20, 2025

Closes #420 (if applicable).

Changes proposed in this Pull Request

Small modification to allow a post solve in Xpress, only if necessary, ie if the calculations were stopped.
This correction was tested on an internal problem.

Checklist

  • Code changes are sufficiently documented; i.e. new functions contain docstrings and further explanations may be given in doc.
  • Unit tests for new features were added (if applicable).
  • A note for the release notes doc/release_notes.rst of the upcoming release is included.
  • I consent to the release of this PR's code under the MIT license.

@coroa
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coroa commented Mar 11, 2025

Thanks for linking to the documentation in the issue. The way i understand it:

  1. After aborting a run due to whatever reason one needs to run postsolve before one can modify the constraints or variables again.
  2. Running postsolve is a no-op if the matrix is not in presolved state.
  3. Since they state they keep a full copy of the original matrix and are effectively only restoring the previous one, i expect the call to be instant, but correct me if that is not your impression.

Do you know whether there is any situation where one would like to continue instead with the presolved matrix instead of throwing that away?

If not i'll merge the PR in. It is working fine for me on my problems too (ie. i don't experience any drawbacks).

@FabianHofmann
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yes, feel free to merge @coroa

@coroa
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coroa commented Mar 18, 2025

@come-bissuel , are you still around and can answer the question i had above?

Do you know whether there is any situation where one would like to continue instead with the presolved matrix instead of throwing that away?

@come-bissuel
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Hello, sorry for my lack of answer, I thought the answer of @FabianHofmann was enough :).
I don't think anyone would like to use the matrix in its presolved state, especially since we are in a function dealing with getting the solution. Anyway, if someone wants to use the presolved matrix, it will still be possible to do that before my postsolving addition.

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Xpress : impossible to get solution if timelimit is set
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