Make lazy constraints compatible with JuMP

test/src/components/test_cuts.jl

@@ -27,7 +27,7 @@ function gen_stab()
 end
 
 function test_cuts()
-    data_filenames = ["$BASEDIR/../fixtures/stab-n50-0000$i.pkl.gz" for i in 0:0]
+    data_filenames = ["$BASEDIR/../fixtures/stab-n50-00000.pkl.gz"]
     clf = pyimport("sklearn.dummy").DummyClassifier()
     extractor = H5FieldsExtractor(
         instance_fields=["static_var_obj_coeffs"],

test/src/components/test_lazy.jl

@@ -0,0 +1,46 @@
+#  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 GLPK
+
+function gen_tsp()
+    np = pyimport("numpy")
+    uniform = pyimport("scipy.stats").uniform
+    randint = pyimport("scipy.stats").randint
+    np.random.seed(42)
+
+    gen = TravelingSalesmanGenerator(
+        x=uniform(loc=0.0, scale=1000.0),
+        y=uniform(loc=0.0, scale=1000.0),
+        n=randint(low=20, high=21),
+        gamma=uniform(loc=1.0, scale=0.25),
+        fix_cities=true,
+        round=true,
+    )
+    data = gen.generate(1)
+    data_filenames = write_pkl_gz(data, "$BASEDIR/../fixtures", prefix="tsp-n20-")
+    collector = BasicCollector(write_mps=false)
+    collector.collect(
+        data_filenames,
+        data -> build_tsp_model_jump(data, optimizer=GLPK.Optimizer),
+        progress=true,
+        verbose=true,
+    )
+end
+
+function test_lazy()
+    data_filenames = ["$BASEDIR/../fixtures/tsp-n20-00000.pkl.gz"]
+    clf = pyimport("sklearn.dummy").DummyClassifier()
+    extractor = H5FieldsExtractor(
+        instance_fields=["static_var_obj_coeffs"],
+    )
+    comp = MemorizingLazyComponent(clf=clf, extractor=extractor)
+    solver = LearningSolver(components=[comp])
+    solver.fit(data_filenames)
+    stats = solver.optimize(
+        data_filenames[1],
+        data -> build_tsp_model_jump(data, optimizer=GLPK.Optimizer),
+    )
+    @test stats["Lazy Constraints: AOT"] > 0
+end