Small fixes (#68)

* fix: bug when changing variable names

Only update the _variables_to_constriants_mapping dict when new_name !=
old_name

* feat: allow infeasible primals to be retrieved

Only _round_primals_to_bounds if solution is optimal

* feat: add a tolerance option to scipy_interface

Default is set to 1e-9

optlang/interface.py

@@ -295,7 +295,8 @@ def primal(self):
             if primal is not None:
                 if self.type in ("integer", "binary"):
                     primal = round(primal)
-                primal = self._round_primal_to_bounds(primal)
+                if self.problem.status == OPTIMAL:
+                    primal = self._round_primal_to_bounds(primal)
             return primal
         else:
             return None

optlang/scipy_interface.py

@@ -234,15 +234,15 @@ def get_constraint_slack(self, name):
             index = self._get_constraint_index(name)
             return self._slacks[index]
 
-    def optimize(self, method="simplex", verbosity=False, **kwargs):
+    def optimize(self, method="simplex", verbosity=False, tolerance=1e-9, **kwargs):
         """Run the linprog function on the problem. Returns None."""
         c = np.array([self.objective.get(name, 0) for name in self._variables])
         if self.direction == "max":
             c *= -1
 
         bounds = list(six.itervalues(self.bounds))
         solution = linprog(c, self.A, self.upper_bounds, bounds=bounds, method=method,
-                           options={"maxiter": 10000, "disp": verbosity}, **kwargs)
+                           options={"maxiter": 10000, "disp": verbosity, "tol": tolerance}, **kwargs)
         self._solution = solution
         self._status = solution.status
         if SCIPY_STATUS[self._status] == interface.OPTIMAL:
@@ -484,9 +484,10 @@ def set_linear_coefficients(self, coefficients):
 
 @six.add_metaclass(inheritdocstring)
 class Configuration(interface.MathematicalProgrammingConfiguration):
-    def __init__(self, verbosity=0, *args, **kwargs):
+    def __init__(self, verbosity=0, tolerance=1e-9, *args, **kwargs):
         super(Configuration, self).__init__(*args, **kwargs)
         self._verbosity = verbosity
+        self.tolerance = tolerance
 
     @property
     def verbosity(self):
@@ -514,6 +515,14 @@ def timeout(self, value):
         if value is not None:
             raise ValueError("Scipy interface does not support timeout")
 
+    @property
+    def tolerance(self):
+        return self._tolerance
+
+    @tolerance.setter
+    def tolerance(self, value):
+        self._tolerance = value
+
 
 @six.add_metaclass(inheritdocstring)
 class Model(interface.Model):
@@ -578,7 +587,7 @@ def _remove_constraints(self, constraints):
             super(Model, self)._remove_constraints(constraints)
 
     def _optimize(self):
-        self.problem.optimize(verbosity=bool(self.configuration.verbosity))
+        self.problem.optimize(verbosity=bool(self.configuration.verbosity), tolerance=self.configuration.tolerance)
         status = self.problem.status
         return status