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Add faster primal, shadow price and reduced cost accessors to the Gurobi interface.

Open cdiener opened this issue 3 years ago • 2 comments

  • [X] description of feature/fix
  • [X] tests added/passed
  • [x] add an entry to the next release

This adds faster accessors to the interface. This probably only works for Gurobi 9.5+ so we should enforce that version from now on.

cdiener avatar Apr 04 '22 23:04 cdiener

Let me know when you're ready for a review. Looks good so far 🙂

Midnighter avatar Apr 06 '22 09:04 Midnighter

Yep go ahead. Still trying to figure out what to do about CI. Have to deactivate Python 3.6 if I want to test Gurobi in the CI but can't activate 3.10 because nose is broken there. Also not sure which Gurobi versions will work with those changes, so we may want to limit it to Gurobi >= 9.5.

cdiener avatar Apr 06 '22 16:04 cdiener