Refactor batch getters of problem values (#101)

Added Model._get_primal_values, _get_constraint_values, _get_shadow_prices, _get_reduced_costs for very efficient retrieval of values

optlang/cplex_interface.py

@@ -723,40 +723,39 @@ def _set_objective_direction(self, direction):
 
     @property
     def primal_values(self):
+        # round primals
+        primal_values = [variable._round_primal_to_bounds(primal)
+                         for variable, primal in zip(self.variables, self._get_primal_values())]
+        return collections.OrderedDict(
+            zip(self._get_variables_names(), primal_values)
+        )
+
+    def _get_primal_values(self):
         try:
-            primal_values = collections.OrderedDict(
-                (variable.name, variable._round_primal_to_bounds(primal))
-                for variable, primal in zip(self.variables, self.problem.solution.get_values())
-            )
+            primal_values = self.problem.solution.get_values()
         except CplexSolverError as err:
             raise SolverError(str(err))
         return primal_values
 
-    @property
-    def reduced_costs(self):
+    def _get_reduced_costs(self):
         if self.is_integer:
             raise ValueError("Dual values are not well-defined for integer problems")
         try:
-            return collections.OrderedDict(
-                zip((variable.name for variable in self.variables), self.problem.solution.get_reduced_costs()))
+            return self.problem.solution.get_reduced_costs()
         except CplexSolverError as err:
             raise SolverError(str(err))
 
-    @property
-    def constraint_values(self):
+    def _get_constraint_values(self):
         try:
-            return collections.OrderedDict(
-                zip((constraint.name for constraint in self.constraints), self.problem.solution.get_activity_levels()))
+            return self.problem.solution.get_activity_levels()
         except CplexSolverError as err:
             raise SolverError(str(err))
 
-    @property
-    def shadow_prices(self):
+    def _get_shadow_prices(self):
         if self.is_integer:
             raise ValueError("Dual values are not well-defined for integer problems")
         try:
-            return collections.OrderedDict(
-                zip((constraint.name for constraint in self.constraints), self.problem.solution.get_dual_values()))
+            return self.problem.solution.get_dual_values()
         except CplexSolverError as err:
             raise SolverError(str(err))
 

optlang/glpk_interface.py

@@ -51,7 +51,8 @@
     glp_set_mat_row, glp_set_col_bnds, glp_set_row_bnds, GLP_FR, GLP_UP, GLP_LO, GLP_FX, GLP_DB, glp_del_rows, \
     glp_get_mat_row, glp_get_row_ub, glp_get_row_type, glp_get_row_lb, glp_get_row_name, glp_get_obj_coef, \
     glp_get_obj_dir, glp_scale_prob, GLP_SF_AUTO, glp_get_num_int, glp_get_num_bin, glp_mip_col_val, \
-    glp_mip_obj_val, glp_mip_status, GLP_ETMLIM, glp_adv_basis, glp_read_lp, glp_mip_row_val
+    glp_mip_obj_val, glp_mip_status, GLP_ETMLIM, glp_adv_basis, glp_read_lp, glp_mip_row_val, \
+    get_col_primals, get_col_duals, get_row_primals, get_row_duals
 
 
 
@@ -590,45 +591,37 @@ def objective(self, value):
 
     @property
     def primal_values(self):
-        primal_values = collections.OrderedDict()
-        is_mip = self._glpk_is_mip()
-        for index, variable in enumerate(self.variables):
-            if is_mip:
-                value = glp_mip_col_val(self.problem, index + 1)
-            else:
-                value = glp_get_col_prim(self.problem, index + 1)
-            primal_values[variable.name] = variable._round_primal_to_bounds(value)
-        return primal_values
+        # round primals
+        primal_values = [variable._round_primal_to_bounds(primal)
+                         for variable, primal in zip(self.variables, self._get_primal_values())]
+        return collections.OrderedDict(
+            zip(self._get_variables_names(), primal_values)
+        )
 
-    @property
-    def reduced_costs(self):
+    def _get_primal_values(self):
+        if self._glpk_is_mip():
+            # no vector function (element wise)
+            return [glp_mip_col_val(self.problem, index + 1)
+                    for index in range(len(self.variables))]
+        else:
+            return get_col_primals(self.problem)
+
+    def _get_reduced_costs(self):
         if self.is_integer:
             raise ValueError("Dual values are not well-defined for integer problems")
-        reduced_costs = collections.OrderedDict(
-            (var.name, glp_get_col_dual(self.problem, index + 1)) for index, var in enumerate(self.variables)
-        )
-        return reduced_costs
+        return get_col_duals(self.problem)
 
-    @property
-    def constraint_values(self):
-        dual_values = collections.OrderedDict()
-        is_mip = self._glpk_is_mip()
-        for index, constraint in enumerate(self.constraints):
-            if is_mip:
-                value = glp_mip_row_val(self.problem, index + 1)
-            else:
-                value = glp_get_row_prim(self.problem, index + 1)
-            dual_values[constraint.name] = value
-        return dual_values
+    def _get_constraint_values(self):
+        if self._glpk_is_mip():
+            # no vector function (element wise)
+            return [glp_mip_row_val(self.problem, index + 1) for index in range(len(self.constraints))]
+        else:
+            return get_row_primals(self.problem)
 
-    @property
-    def shadow_prices(self):
+    def _get_shadow_prices(self):
         if self.is_integer:
             raise ValueError("Dual values are not well-defined for integer problems")
-        shadow_prices = collections.OrderedDict(
-            (constraint.name, glp_get_row_dual(self.problem, index + 1)) for index, constraint in enumerate(self.constraints)
-        )
-        return shadow_prices
+        return get_row_duals(self.problem)
 
     def to_lp(self):
         self.update()

optlang/interface.py

@@ -1202,16 +1202,37 @@ def status(self):
         """The solver status of the model."""
         return self._status
 
+    def _get_variables_names(self):
+        """The names of model variables.
+
+        Returns
+        -------
+        list
+        """
+        return [variable.name for variable in self.variables]
+
     @property
     def primal_values(self):
         """The primal values of model variables.
 
+        The primal values are rounded to the bounds.
         Returns
         -------
         collections.OrderedDict
         """
+        return collections.OrderedDict(
+            zip(self._get_variables_names(), self._get_primal_values())
+        )
+
+    def _get_primal_values(self):
+        """The primal values of model variables.
+
+        Returns
+        -------
+        list
+        """
         # Fallback, if nothing faster is available
-        return collections.OrderedDict([(variable.name, variable.primal) for variable in self.variables])
+        return [variable.primal for variable in self.variables]
 
     @property
     def reduced_costs(self):
@@ -1221,8 +1242,28 @@ def reduced_costs(self):
         -------
         collections.OrderedDict
         """
+        return collections.OrderedDict(
+            zip(self._get_variables_names(), self._get_reduced_costs())
+        )
+
+    def _get_reduced_costs(self):
+        """The reduced costs/dual values of all variables.
+
+        Returns
+        -------
+        list
+        """
         # Fallback, if nothing faster is available
-        return collections.OrderedDict([(variable.name, variable.dual) for variable in self.variables])
+        return [variable.dual for variable in self.variables]
+
+    def _get_constraint_names(self):
+        """The names of model constraints.
+
+        Returns
+        -------
+        list
+        """
+        return [constraint.name for constraint in self.constraints]
 
     @property
     def constraint_values(self):
@@ -1232,19 +1273,42 @@ def constraint_values(self):
         -------
         collections.OrderedDict
         """
+        return collections.OrderedDict(
+            zip(self._get_constraint_names(), self._get_constraint_values())
+        )
+
+    def _get_constraint_values(self):
+        """The primal values of all constraints.
+
+        Returns
+        -------
+        list
+        """
         # Fallback, if nothing faster is available
-        return collections.OrderedDict([(constraint.name, constraint.primal) for constraint in self.constraints])
+        return [constraint.primal for constraint in self.constraints]
 
     @property
     def shadow_prices(self):
         """The shadow prices of model (dual values of all constraints).
 
+        Returns
+        -------
+        collections.OrderedDict
+        """
+        return collections.OrderedDict(
+            zip(self._get_constraint_names(), self._get_shadow_prices())
+        )
+
+
+    def _get_shadow_prices(self):
+        """The shadow prices of model (dual values of all constraints).
+
         Returns
         -------
         collections.OrderedDict
         """
         # Fallback, if nothing faster is available
-        return collections.OrderedDict([(constraint.name, constraint.dual) for constraint in self.constraints])
+        return [constraint.dual for constraint in self.constraints]
 
     @property
     def is_integer(self):