How can I update parameter values for instantiated model?
I have a scheduling optimisation problem that I am running over and over with different exogenous variable data sets. I would like to use the persistent solver via the python API to update the parameter values without reconstructing the model from scratch each time.
In this post: https://groups.google.com/forum/#!topic/pyomo-forum/GceDX47MpPQ
I read that a) there is no equivalent of update_var for parameters, b) there is a hack whereby a variable may be fixed and hence used as a parameter.
Unfortunately for me this approach doesn't work because my proxy model with variables-as-parameters gives an "Objective Q not PSD" error upon instantiation.
Are there any other options for updating parameters without reconstructing the model from scratch? I'm guessing not, as the mapping from model parameter to matrix form will be discarded during construction, but I thought I would ask just in case!
Thanks in advance for your help with this,
Diarmid
Diarmid
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