Add gmi_dual

test/src/Cuts/tableau/test_gmi_dual.jl

@@ -0,0 +1,22 @@
+#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
+#  Copyright (C) 2020-2024, UChicago Argonne, LLC. All rights reserved.
+#  Released under the modified BSD license. See COPYING.md for more details.
+
+using HiGHS
+
+function test_cuts_tableau_gmi_dual()
+    mps_filename = "$BASEDIR/../fixtures/bell5.mps.gz"
+    h5_filename = "$BASEDIR/../fixtures/bell5.h5"
+    stats = collect_gmi_dual(mps_filename, optimizer = HiGHS.Optimizer)
+    h5 = H5File(h5_filename, "r")
+    try
+        cuts_basis_vars = h5.get_array("cuts_basis_vars")
+        cuts_basis_sizes = h5.get_array("cuts_basis_sizes")
+        cuts_rows = h5.get_array("cuts_rows")
+        @test size(cuts_basis_vars) == (15, 402)
+        @test size(cuts_basis_sizes) == (15,4)
+        @test size(cuts_rows) == (15,)
+    finally
+        h5.close()
+    end
+end

test/src/MIPLearnT.jl

@@ -20,6 +20,7 @@ include("components/test_cuts.jl")
 include("components/test_lazy.jl")
 include("Cuts/BlackBox/test_cplex.jl")
 include("Cuts/tableau/test_gmi.jl")
+include("Cuts/tableau/test_gmi_dual.jl")
 include("problems/test_setcover.jl")
 include("problems/test_stab.jl")
 include("problems/test_tsp.jl")

test/src/components/test_cuts.jl

@@ -33,7 +33,7 @@ function test_cuts()
     comp = MemorizingCutsComponent(clf = clf, extractor = extractor)
     solver = LearningSolver(components = [comp])
     solver.fit(data_filenames)
-    stats = solver.optimize(
+    model, stats = solver.optimize(
         data_filenames[1],
         data -> build_stab_model_jump(data, optimizer = SCIP.Optimizer),
     )

test/src/components/test_lazy.jl

@@ -36,7 +36,7 @@ function test_lazy()
     comp = MemorizingLazyComponent(clf = clf, extractor = extractor)
     solver = LearningSolver(components = [comp])
     solver.fit(data_filenames)
-    stats = solver.optimize(
+    model, stats = solver.optimize(
         data_filenames[1],
         data -> build_tsp_model_jump(data, optimizer = GLPK.Optimizer),
     )