SOLVER_EXTENSION module

BYU-PRISM / GEKKO

GEKKO Python for Machine Learning and Dynamic Optimization

https://machinelearning.byu.edu

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SOLVER_EXTENSION module #176

Closed alma-walmsley closed 10 months ago

alma-walmsley commented 10 months ago

This pull request adds the solver_extension module to GEKKO. The solver_extension module is used to access more solvers. The module works through amplpy, allowing access to a large range of solvers available with AMPL. While the converter between GEKKO and AMPL does not provide the full functionality available in GEKKO, it captures the fundamental aspects of mathematical programming that are common in both libraries. Documentation has been included, see docs/solver_extension.rst.

APMonitor commented 10 months ago

Great contribution! The pyampl interface is a very nice package and this interface will accelerate the work of those who need access to additional solvers. Here are a few observations:

The limited number of variables can be surpassed by writing an NL file directly instead of writing the MOD file
pyomo has code that generates an NL file. A future interface could be through pyomo to bypass the limit.

alma-walmsley commented 10 months ago

Thanks, that's great to hear! Definitely, connecting to pyomo is an option for improvement in the future.