XiongPengNUS / rsome

Robust Stochastic Optimization Made Easy
GNU General Public License v3.0
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Saving internal file #62

Open aszekMosek opened 1 month ago

aszekMosek commented 1 month ago

It would be great if in addition to display and log the solve() method would also support an argument save_file (string, default None) which gets the solver to write the internally received model to a file. In the MOSEK interface it would be used as:

        t0 = time.time()

        if save_file:
            M.writeTask(save_file)

        M.solve()

I wanted to make a PR covering MOSEK but I see it would require updating the solve() method with the extra argument everywhere and I don't want to miss something. Or maybe it can be done some other way.

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