Automatically use getvalue() for all variables in model - JuMP

Specific Domains Optimization (Mathematical)
1

Hi,
After solving my JuMP model, I would like to use getvalue() on all variables in my model in an automated way. Say I have the following example problem:

using JuMP
using Clp
m=Model(solver=ClpSolver())
@variable(m,x[1:3]>=0)
@variable(m,y[1:3]>=0)
@constraint(m,[i=1:3],x[i]<=3)
@constraint(m,[i=1:3],y[i]<=4)
@objective(m,Max,sum(x[i] + 2*y[i] for i=1:3))
status=solve(m)

I could then do the following in order to obtain the optimal values of the variables:

x_res = getvalue(x)
y_res = getvalue(y)

How could I do this in an automated fashion, looping through all variables that the JuMP model contains and saving them similarly to the example above?
Is there a list/dictionary associated with a JuMP model that contains all the variables, that I could then loop through?
Thank you already in advance

2

As of JuMP v0.18 (the current version), this trick won’t apply to the future JuMP v0.19 version, you can have the list of variables of a model m using

Variable.(m, 1:m.numCols)
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3

JuMP stores a dictionary of the named objects, so you can go

x_res = getvalue(m[:x])

However, this won’t work if you have anonymous variables, or two variables with the same name.

Is it sufficient to go

variables = [:x, :y]
variablevalues = Dict()
for v in variables
    variablevalues[v] = getvalue(m[v])
end

variablevalues[:x][2] # 3

or

variables = [x, y]
variablevalues = Dict()
for v in variables
    variablevalues[v] = getvalue(m, v)
end

variablevalues[x][2] # 3
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4

Thank you. For future reference, how would this look like in v0.19?

5

In JuMP master, you can currently do

using MathOptInterface
const MOI = MathOptInterface
vars = JuMP.Variable(m, MOI.get(m.moibackend, MOI.ListOfVariableIndices()))
JuMP.resultvalue.(vars)

but we might have a nicer syntax on JuMP v0.19 like MOI.get(m, MOI.ListOfVariableIndices()) to get the list of variables.

1 Like