perf: use xpress c interface, xpress solution order of operations improvement, remove writing of redundant solution files (#497)

* perf: use xpress c interface and order of operations improvement

* perf: only write solution file if requested or needed

* refactor: adds no_solution_file_solvers constant

Author: CharlieFModo

linopy/model.py

@@ -59,7 +59,12 @@
 from linopy.matrices import MatrixAccessor
 from linopy.objective import Objective
 from linopy.remote import OetcHandler, RemoteHandler
-from linopy.solvers import IO_APIS, available_solvers, quadratic_solvers
+from linopy.solvers import (
+    IO_APIS,
+    NO_SOLUTION_FILE_SOLVERS,
+    available_solvers,
+    quadratic_solvers,
+)
 from linopy.types import (
     ConstantLike,
     ConstraintLike,
@@ -1190,7 +1195,11 @@ def solve(
         if problem_fn is None:
             problem_fn = self.get_problem_file(io_api=io_api)
         if solution_fn is None:
-            solution_fn = self.get_solution_file()
+            if solver_name in NO_SOLUTION_FILE_SOLVERS and not keep_files:
+                # these (solver, keep_files=False) combos do not need a solution file
+                solution_fn = None
+            else:
+                solution_fn = self.get_solution_file()
 
         if sanitize_zeros:
             self.constraints.sanitize_zeros()

linopy/solvers.py

@@ -50,6 +50,17 @@
     "mindopt",
 ]
 
+# Solvers that don't need a solution file when keep_files=False
+NO_SOLUTION_FILE_SOLVERS = [
+    "xpress",
+    "gurobi",
+    "highs",
+    "mosek",
+    "scip",
+    "copt",
+    "mindopt",
+]
+
 FILE_IO_APIS = ["lp", "lp-polars", "mps"]
 IO_APIS = FILE_IO_APIS + ["direct"]
 
@@ -1578,8 +1589,7 @@ def solve_problem_from_file(
 
         if solution_fn is not None:
             try:
-                # TODO: possibly update saving of solution file
-                m.writesol(path_to_string(solution_fn))
+                m.writebinsol(path_to_string(solution_fn))
             except Exception as err:
                 logger.info("Unable to save solution file. Raised error: %s", err)
 
@@ -1591,13 +1601,15 @@ def solve_problem_from_file(
         def get_solver_solution() -> Solution:
             objective = m.getObjVal()
 
-            var = [str(v) for v in m.getVariable()]
-
-            sol = pd.Series(m.getSolution(var), index=var, dtype=float)
+            var = m.getnamelist(xpress.Namespaces.COLUMN, 0, m.attributes.cols - 1)
+            sol = pd.Series(m.getSolution(), index=var, dtype=float)
 
             try:
-                dual_ = [str(d) for d in m.getConstraint()]
-                dual = pd.Series(m.getDual(dual_), index=dual_, dtype=float)
+                _dual = m.getDual()
+                constraints = m.getnamelist(
+                    xpress.Namespaces.ROW, 0, m.attributes.rows - 1
+                )
+                dual = pd.Series(_dual, index=constraints, dtype=float)
             except (xpress.SolverError, xpress.ModelError, SystemError):
                 logger.warning("Dual values of MILP couldn't be parsed")
                 dual = pd.Series(dtype=float)