Pyomo-NB: repository of Jupyter notebooks of MILP problems and solutions using Pyomo

Author: Igor V. Kuvychko

Pyomo materials

• Pyomo homepage
• Bynum, M. L., Hackebeil, G. A., Hart, W. E., Laird, C. D., Nicholson, B. L., Siirola, J. D., Watson, J.-P. Woodruff, D. L. Pyomo – Optimization Modeling in Python. Third Edition. Springer Optimization and Its Applications Vol. 67. Springer, 2021.
• Late Jeff Kantor's Pyomo Cookbook
• Mustafa Ç. Pınar, Deniz Akkaya Problems and Solutions for Integer and Combinatorial Optimization: Building Skills in Discrete Optimization

Installation using Conda

• Create pyomo_env conda environment per environment.yml: conda env create -f environment.yml
• Activate new environment: conda activate pyomo_env

Note: this will install Coin-OR IPOPT (Interior Point OPTimizer for non-linear optimization).

Install CBC (plus GLPK and CLP)

• Navigate to https://www.coin-or.org/download/binary/Cbc/
• Pick the right binary for your system. Most likely you need Cbc-master-win64-msvc16-mt.zip
  • msvc16 refers to MSVC 2019 C++ compiler (part of the Visual Studio 2019 toolset)
  • mt is a runtime library flag (Multi-Threaded statically linked)
• Unpack the zip file into a local folder (e.g., C:\Solvers\Cbc)
• Set System PATH variable to include C:\Solvers\Cbc\bin (it needs to point to cbc.exe)
• You may need to reboot your computer for new environmental variable to take effect

Install HiGHS

HiGHS project does not maintain compiled binaries, but Julia community does. Follow this link to download a desired version. I used HiGHSstatic.v1.8.0.x86_64-w64-mingw32.tar.gz.

• Download the file and unpack it (e.g., I put it in C:\Solvers\HiGHS)
• Set System PATH variable to include C:\Solvers\HiGHS\bin (it needs to point to cbc.exe)
• You may need to reboot your computer for new environmental variable to take effect
• Install highspy (without this library Pyomo cannot find HiGHS solver even when it is installed and is in the PATH)

NOTE: to use HiGHS in Pyomo, specify SolverFactory("appsi_highs") (NOT SolverFactory("highs")).