mirror of
https://github.com/ANL-CEEESA/MIPLearn.jl.git
synced 2025-12-06 08:28:52 -06:00
Replay
This commit is contained in:
@@ -31,9 +31,9 @@ function print_progress(
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node::Node;
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time_elapsed::Float64,
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print_interval::Int,
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primal_update::Bool,
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primal_update::Bool
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)::Nothing
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if (pool.processed % print_interval == 0) || isempty(pool.pending) || primal_update
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if (pool.processed % print_interval == 0) || isempty(pool.pending)
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if isempty(node.branch_vars)
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branch_var_name = "---"
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branch_lb = "---"
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@@ -8,10 +8,10 @@ import Base.Threads: threadid
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function take(
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pool::NodePool;
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suggestions::Array{Node} = [],
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suggestions::Array{Node}=[],
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time_remaining::Float64,
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gap_limit::Float64,
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node_limit::Int,
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node_limit::Int
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)::Union{Symbol,Node}
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t = threadid()
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lock(pool.lock) do
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@@ -53,8 +53,8 @@ function offer(
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pool::NodePool;
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parent_node::Union{Nothing,Node},
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child_nodes::Vector{Node},
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time_elapsed::Float64 = 0.0,
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print_interval::Int = 100,
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time_elapsed::Float64=0.0,
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print_interval::Int=100
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)::Nothing
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lock(pool.lock) do
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primal_update = false
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@@ -101,30 +101,32 @@ function offer(
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# Update branching variable history
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branch_var = child_nodes[1].branch_vars[end]
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offset = findfirst(isequal(branch_var), parent_node.fractional_variables)
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x = parent_node.fractional_values[offset]
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obj_change_up = child_nodes[1].obj - parent_node.obj
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obj_change_down = child_nodes[2].obj - parent_node.obj
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_update_var_history(
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pool = pool,
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var = branch_var,
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x = x,
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obj_change_down = obj_change_down,
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obj_change_up = obj_change_up,
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)
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# Update global history
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pool.history.avg_pseudocost_up =
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mean(vh.pseudocost_up for vh in values(pool.var_history))
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pool.history.avg_pseudocost_down =
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mean(vh.pseudocost_down for vh in values(pool.var_history))
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if offset !== nothing
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x = parent_node.fractional_values[offset]
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obj_change_up = child_nodes[1].obj - parent_node.obj
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obj_change_down = child_nodes[2].obj - parent_node.obj
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_update_var_history(
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pool=pool,
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var=branch_var,
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x=x,
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obj_change_down=obj_change_down,
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obj_change_up=obj_change_up,
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)
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# Update global history
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pool.history.avg_pseudocost_up =
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mean(vh.pseudocost_up for vh in values(pool.var_history))
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pool.history.avg_pseudocost_down =
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mean(vh.pseudocost_down for vh in values(pool.var_history))
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end
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end
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for node in child_nodes
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print_progress(
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pool,
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node,
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time_elapsed = time_elapsed,
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print_interval = print_interval,
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primal_update = isfinite(node.obj) && isempty(node.fractional_variables),
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time_elapsed=time_elapsed,
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print_interval=print_interval,
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primal_update=isfinite(node.obj) && isempty(node.fractional_variables),
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)
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end
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end
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@@ -136,7 +138,7 @@ function _update_var_history(;
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var::Variable,
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x::Float64,
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obj_change_down::Float64,
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obj_change_up::Float64,
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obj_change_up::Float64
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)::Nothing
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# Create new history entry
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if var ∉ keys(pool.var_history)
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@@ -10,16 +10,22 @@ import ..H5File
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function solve!(
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mip::MIP;
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time_limit::Float64 = Inf,
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node_limit::Int = typemax(Int),
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gap_limit::Float64 = 1e-4,
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print_interval::Int = 5,
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initial_primal_bound::Float64 = Inf,
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branch_rule::VariableBranchingRule = ReliabilityBranching(),
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enable_plunging = true,
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)::NodePool
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time_limit::Float64=Inf,
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node_limit::Int=typemax(Int),
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gap_limit::Float64=1e-4,
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print_interval::Int=5,
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initial_primal_bound::Float64=Inf,
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branch_rule::VariableBranchingRule=ReliabilityBranching(),
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enable_plunging=true,
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replay=nothing
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)::Tuple{NodePool,ReplayInfo}
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if replay === nothing
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replay = ReplayInfo()
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end
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time_initial = time()
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pool = NodePool(mip = mip)
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pool = NodePool(mip=mip, next_index=replay.next_index)
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pool.primal_bound = initial_primal_bound
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root_node = _create_node(mip)
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@@ -34,9 +40,9 @@ function solve!(
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offer(
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pool,
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parent_node = nothing,
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child_nodes = [root_node],
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print_interval = print_interval,
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parent_node=nothing,
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child_nodes=[root_node],
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print_interval=print_interval,
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)
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@threads for t = 1:nthreads()
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child_one, child_zero, suggestions = nothing, nothing, Node[]
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@@ -47,10 +53,10 @@ function solve!(
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end
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node = take(
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pool,
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suggestions = suggestions,
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time_remaining = time_limit - time_elapsed,
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node_limit = node_limit,
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gap_limit = gap_limit,
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suggestions=suggestions,
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time_remaining=time_limit - time_elapsed,
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node_limit=node_limit,
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gap_limit=gap_limit,
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)
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if node == :END
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break
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@@ -64,9 +70,24 @@ function solve!(
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@assert status == :Optimal
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_unset_node_bounds(node)
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# Find branching variable
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ids = generate_indices(pool, 2)
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branch_var = find_branching_var(branch_rule, node, pool)
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if node.index in keys(replay.node_decisions)
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decision = replay.node_decisions[node.index]
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ids = decision.ids
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branch_var = decision.branch_var
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var_value = decision.var_value
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else
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# Find branching variable
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ids = generate_indices(pool, 2)
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branch_var = find_branching_var(branch_rule, node, pool)
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# Query current fractional value
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offset = findfirst(isequal(branch_var), node.fractional_variables)
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var_value = node.fractional_values[offset]
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# Update replay
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decision = ReplayNodeDecision(; branch_var, var_value, ids)
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replay.node_decisions[node.index] = decision
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end
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# Find current variable lower and upper bounds
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offset = findfirst(isequal(branch_var), mip.int_vars)
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@@ -79,46 +100,43 @@ function solve!(
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end
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end
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# Query current fractional value
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offset = findfirst(isequal(branch_var), node.fractional_variables)
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var_value = node.fractional_values[offset]
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child_zero = _create_node(
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mip,
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index = ids[2],
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parent = node,
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branch_var = branch_var,
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branch_var_lb = var_lb,
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branch_var_ub = floor(var_value),
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index=ids[2],
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parent=node,
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branch_var=branch_var,
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branch_var_lb=var_lb,
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branch_var_ub=floor(var_value),
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)
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child_one = _create_node(
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mip,
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index = ids[1],
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parent = node,
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branch_var = branch_var,
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branch_var_lb = ceil(var_value),
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branch_var_ub = var_ub,
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index=ids[1],
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parent=node,
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branch_var=branch_var,
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branch_var_lb=ceil(var_value),
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branch_var_ub=var_ub,
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)
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offer(
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pool,
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parent_node = node,
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child_nodes = [child_one, child_zero],
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time_elapsed = time_elapsed,
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print_interval = print_interval,
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parent_node=node,
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child_nodes=[child_one, child_zero],
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time_elapsed=time_elapsed,
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print_interval=print_interval,
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)
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end
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end
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end
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return pool
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replay.next_index = pool.next_index
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return pool, replay
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end
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function _create_node(
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mip;
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index::Int = 0,
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parent::Union{Nothing,Node} = nothing,
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branch_var::Union{Nothing,Variable} = nothing,
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branch_var_lb::Union{Nothing,Float64} = nothing,
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branch_var_ub::Union{Nothing,Float64} = nothing,
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index::Int=0,
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parent::Union{Nothing,Node}=nothing,
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branch_var::Union{Nothing,Variable}=nothing,
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branch_var_lb::Union{Nothing,Float64}=nothing,
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branch_var_ub::Union{Nothing,Float64}=nothing
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)::Node
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if parent === nothing
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branch_vars = Variable[]
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@@ -72,3 +72,14 @@ Base.@kwdef mutable struct NodePool
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history::History = History()
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var_history::Dict{Variable,VariableHistory} = Dict()
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end
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Base.@kwdef struct ReplayNodeDecision
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branch_var
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var_value
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ids
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end
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Base.@kwdef mutable struct ReplayInfo
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node_decisions::Dict{Int,ReplayNodeDecision} = Dict()
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next_index::Int = 1
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end
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@@ -36,13 +36,14 @@ function _add_constrs(
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end
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function _extract_after_load(model::JuMP.Model, h5)
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@info "_extract_after_load"
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if JuMP.objective_sense(model) == MOI.MIN_SENSE
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h5.put_scalar("static_sense", "min")
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else
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h5.put_scalar("static_sense", "max")
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end
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_extract_after_load_vars(model, h5)
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_extract_after_load_constrs(model, h5)
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@time _extract_after_load_vars(model, h5)
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@time _extract_after_load_constrs(model, h5)
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end
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function _extract_after_load_vars(model::JuMP.Model, h5)
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@@ -117,10 +118,11 @@ function _extract_after_load_constrs(model::JuMP.Model, h5)
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end
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function _extract_after_lp(model::JuMP.Model, h5)
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@info "_extract_after_lp"
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h5.put_scalar("lp_wallclock_time", solve_time(model))
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h5.put_scalar("lp_obj_value", objective_value(model))
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_extract_after_lp_vars(model, h5)
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_extract_after_lp_constrs(model, h5)
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@time _extract_after_lp_vars(model, h5)
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@time _extract_after_lp_constrs(model, h5)
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end
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function _extract_after_lp_vars(model::JuMP.Model, h5)
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@@ -146,46 +148,46 @@ function _extract_after_lp_vars(model::JuMP.Model, h5)
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end
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h5.put_array("lp_var_basis_status", to_str_array(basis_status))
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# Sensitivity analysis
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obj_coeffs = h5.get_array("static_var_obj_coeffs")
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sensitivity_report = lp_sensitivity_report(model)
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sa_obj_down, sa_obj_up = Float64[], Float64[]
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sa_lb_down, sa_lb_up = Float64[], Float64[]
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sa_ub_down, sa_ub_up = Float64[], Float64[]
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for (i, v) in enumerate(vars)
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# Objective function
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(delta_down, delta_up) = sensitivity_report[v]
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push!(sa_obj_down, delta_down + obj_coeffs[i])
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push!(sa_obj_up, delta_up + obj_coeffs[i])
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# # Sensitivity analysis
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# obj_coeffs = h5.get_array("static_var_obj_coeffs")
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# sensitivity_report = lp_sensitivity_report(model)
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# sa_obj_down, sa_obj_up = Float64[], Float64[]
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# sa_lb_down, sa_lb_up = Float64[], Float64[]
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# sa_ub_down, sa_ub_up = Float64[], Float64[]
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# for (i, v) in enumerate(vars)
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# # Objective function
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# (delta_down, delta_up) = sensitivity_report[v]
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# push!(sa_obj_down, delta_down + obj_coeffs[i])
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# push!(sa_obj_up, delta_up + obj_coeffs[i])
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# Lower bound
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if has_lower_bound(v)
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constr = LowerBoundRef(v)
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(delta_down, delta_up) = sensitivity_report[constr]
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push!(sa_lb_down, lower_bound(v) + delta_down)
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push!(sa_lb_up, lower_bound(v) + delta_up)
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else
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push!(sa_lb_down, -Inf)
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push!(sa_lb_up, -Inf)
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end
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# # Lower bound
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# if has_lower_bound(v)
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# constr = LowerBoundRef(v)
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# (delta_down, delta_up) = sensitivity_report[constr]
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# push!(sa_lb_down, lower_bound(v) + delta_down)
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# push!(sa_lb_up, lower_bound(v) + delta_up)
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# else
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# push!(sa_lb_down, -Inf)
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# push!(sa_lb_up, -Inf)
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# end
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# Upper bound
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if has_upper_bound(v)
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constr = JuMP.UpperBoundRef(v)
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(delta_down, delta_up) = sensitivity_report[constr]
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push!(sa_ub_down, upper_bound(v) + delta_down)
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push!(sa_ub_up, upper_bound(v) + delta_up)
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else
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push!(sa_ub_down, Inf)
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push!(sa_ub_up, Inf)
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end
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end
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h5.put_array("lp_var_sa_obj_up", sa_obj_up)
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h5.put_array("lp_var_sa_obj_down", sa_obj_down)
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h5.put_array("lp_var_sa_ub_up", sa_ub_up)
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h5.put_array("lp_var_sa_ub_down", sa_ub_down)
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h5.put_array("lp_var_sa_lb_up", sa_lb_up)
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h5.put_array("lp_var_sa_lb_down", sa_lb_down)
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# # Upper bound
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# if has_upper_bound(v)
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# constr = JuMP.UpperBoundRef(v)
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# (delta_down, delta_up) = sensitivity_report[constr]
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# push!(sa_ub_down, upper_bound(v) + delta_down)
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# push!(sa_ub_up, upper_bound(v) + delta_up)
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# else
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# push!(sa_ub_down, Inf)
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# push!(sa_ub_up, Inf)
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# end
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# end
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# h5.put_array("lp_var_sa_obj_up", sa_obj_up)
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# h5.put_array("lp_var_sa_obj_down", sa_obj_down)
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# h5.put_array("lp_var_sa_ub_up", sa_ub_up)
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# h5.put_array("lp_var_sa_ub_down", sa_ub_down)
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# h5.put_array("lp_var_sa_lb_up", sa_lb_up)
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# h5.put_array("lp_var_sa_lb_down", sa_lb_down)
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end
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@@ -201,7 +203,7 @@ function _extract_after_lp_constrs(model::JuMP.Model, h5)
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duals = Float64[]
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basis_status = []
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constr_idx = 1
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sensitivity_report = lp_sensitivity_report(model)
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# sensitivity_report = lp_sensitivity_report(model)
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for (ftype, stype) in JuMP.list_of_constraint_types(model)
|
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for constr in JuMP.all_constraints(model, ftype, stype)
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length(JuMP.name(constr)) > 0 || continue
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@@ -219,21 +221,22 @@ function _extract_after_lp_constrs(model::JuMP.Model, h5)
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error("Unknown basis status: $b")
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end
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# Sensitivity analysis
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(delta_down, delta_up) = sensitivity_report[constr]
|
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push!(sa_rhs_down, rhs[constr_idx] + delta_down)
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push!(sa_rhs_up, rhs[constr_idx] + delta_up)
|
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# # Sensitivity analysis
|
||||
# (delta_down, delta_up) = sensitivity_report[constr]
|
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# push!(sa_rhs_down, rhs[constr_idx] + delta_down)
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# push!(sa_rhs_up, rhs[constr_idx] + delta_up)
|
||||
|
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constr_idx += 1
|
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end
|
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end
|
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h5.put_array("lp_constr_dual_values", duals)
|
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h5.put_array("lp_constr_basis_status", to_str_array(basis_status))
|
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h5.put_array("lp_constr_sa_rhs_up", sa_rhs_up)
|
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h5.put_array("lp_constr_sa_rhs_down", sa_rhs_down)
|
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# h5.put_array("lp_constr_sa_rhs_up", sa_rhs_up)
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# h5.put_array("lp_constr_sa_rhs_down", sa_rhs_down)
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end
|
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function _extract_after_mip(model::JuMP.Model, h5)
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@info "_extract_after_mip"
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h5.put_scalar("mip_obj_value", objective_value(model))
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h5.put_scalar("mip_obj_bound", objective_bound(model))
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h5.put_scalar("mip_wallclock_time", solve_time(model))
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@@ -254,11 +257,14 @@ end
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function _fix_variables(model::JuMP.Model, var_names, var_values, stats)
|
||||
vars = [variable_by_name(model, v) for v in var_names]
|
||||
for (i, var) in enumerate(vars)
|
||||
fix(var, var_values[i], force = true)
|
||||
if isfinite(var_values[i])
|
||||
fix(var, var_values[i], force=true)
|
||||
end
|
||||
end
|
||||
end
|
||||
|
||||
function _optimize(model::JuMP.Model)
|
||||
@info "_optimize"
|
||||
optimize!(model)
|
||||
flush(stdout)
|
||||
Libc.flush_cstdio()
|
||||
@@ -269,7 +275,7 @@ function _relax(model::JuMP.Model)
|
||||
relax_integrality(relaxed)
|
||||
# FIXME: Remove hardcoded optimizer
|
||||
set_optimizer(relaxed, HiGHS.Optimizer)
|
||||
set_silent(relaxed)
|
||||
# set_silent(relaxed)
|
||||
return relaxed
|
||||
end
|
||||
|
||||
@@ -303,7 +309,7 @@ function __init_solvers_jump__()
|
||||
constrs_lhs,
|
||||
constrs_sense,
|
||||
constrs_rhs,
|
||||
stats = nothing,
|
||||
stats=nothing,
|
||||
) = _add_constrs(
|
||||
self.inner,
|
||||
from_str_array(var_names),
|
||||
@@ -319,14 +325,14 @@ function __init_solvers_jump__()
|
||||
|
||||
extract_after_mip(self, h5) = _extract_after_mip(self.inner, h5)
|
||||
|
||||
fix_variables(self, var_names, var_values, stats = nothing) =
|
||||
fix_variables(self, var_names, var_values, stats=nothing) =
|
||||
_fix_variables(self.inner, from_str_array(var_names), var_values, stats)
|
||||
|
||||
optimize(self) = _optimize(self.inner)
|
||||
|
||||
relax(self) = Class(_relax(self.inner))
|
||||
|
||||
set_warm_starts(self, var_names, var_values, stats = nothing) =
|
||||
set_warm_starts(self, var_names, var_values, stats=nothing) =
|
||||
_set_warm_starts(self.inner, from_str_array(var_names), var_values, stats)
|
||||
|
||||
write(self, filename) = _write(self.inner, filename)
|
||||
|
||||
@@ -4,7 +4,9 @@ authors = ["Alinson S. Xavier <git@axavier.org>"]
|
||||
version = "0.1.0"
|
||||
|
||||
[deps]
|
||||
CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
|
||||
Clp = "e2554f3b-3117-50c0-817c-e040a3ddf72d"
|
||||
DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
|
||||
Glob = "c27321d9-0574-5035-807b-f59d2c89b15c"
|
||||
HDF5 = "f67ccb44-e63f-5c2f-98bd-6dc0ccc4ba2f"
|
||||
HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
|
||||
|
||||
BIN
test/fixtures/stab/stab-n190-00000.h5
vendored
Normal file
BIN
test/fixtures/stab/stab-n190-00000.h5
vendored
Normal file
Binary file not shown.
BIN
test/fixtures/stab/stab-n190-00000.mps.gz
vendored
Normal file
BIN
test/fixtures/stab/stab-n190-00000.mps.gz
vendored
Normal file
Binary file not shown.
BIN
test/fixtures/stab/stab-n190-00002.h5
vendored
Normal file
BIN
test/fixtures/stab/stab-n190-00002.h5
vendored
Normal file
Binary file not shown.
BIN
test/fixtures/stab/stab-n190-00002.mps.gz
vendored
Normal file
BIN
test/fixtures/stab/stab-n190-00002.mps.gz
vendored
Normal file
Binary file not shown.
BIN
test/fixtures/stab/stab-n190-00003.h5
vendored
Normal file
BIN
test/fixtures/stab/stab-n190-00003.h5
vendored
Normal file
Binary file not shown.
BIN
test/fixtures/stab/stab-n190-00003.mps.gz
vendored
Normal file
BIN
test/fixtures/stab/stab-n190-00003.mps.gz
vendored
Normal file
Binary file not shown.
BIN
test/fixtures/stab/stab-n190-00004.h5
vendored
Normal file
BIN
test/fixtures/stab/stab-n190-00004.h5
vendored
Normal file
Binary file not shown.
BIN
test/fixtures/stab/stab-n190-00004.mps.gz
vendored
Normal file
BIN
test/fixtures/stab/stab-n190-00004.mps.gz
vendored
Normal file
Binary file not shown.
BIN
test/fixtures/stab/stab-n190-00005.h5
vendored
Normal file
BIN
test/fixtures/stab/stab-n190-00005.h5
vendored
Normal file
Binary file not shown.
BIN
test/fixtures/stab/stab-n190-00005.mps.gz
vendored
Normal file
BIN
test/fixtures/stab/stab-n190-00005.mps.gz
vendored
Normal file
Binary file not shown.
BIN
test/fixtures/stab/stab-n190-00006.h5
vendored
Normal file
BIN
test/fixtures/stab/stab-n190-00006.h5
vendored
Normal file
Binary file not shown.
BIN
test/fixtures/stab/stab-n190-00006.mps.gz
vendored
Normal file
BIN
test/fixtures/stab/stab-n190-00006.mps.gz
vendored
Normal file
Binary file not shown.
284
test/src/BB/tables.ipynb
Normal file
284
test/src/BB/tables.ipynb
Normal file
File diff suppressed because one or more lines are too long
@@ -10,9 +10,12 @@ using Test
|
||||
using MIPLearn.BB
|
||||
using MIPLearn
|
||||
|
||||
using CSV
|
||||
using DataFrames
|
||||
|
||||
basepath = @__DIR__
|
||||
|
||||
function bb_run(optimizer_name, optimizer; large = true)
|
||||
function bb_run(optimizer_name, optimizer; large=true)
|
||||
@testset "Solve ($optimizer_name)" begin
|
||||
@testset "interface" begin
|
||||
filename = "$FIXTURES/danoint.mps.gz"
|
||||
@@ -25,7 +28,7 @@ function bb_run(optimizer_name, optimizer; large = true)
|
||||
|
||||
status, obj = BB.solve_relaxation!(mip)
|
||||
@test status == :Optimal
|
||||
@test round(obj, digits = 6) == 62.637280
|
||||
@test round(obj, digits=6) == 62.637280
|
||||
|
||||
@test BB.name(mip, mip.int_vars[1]) == "xab"
|
||||
@test BB.name(mip, mip.int_vars[2]) == "xac"
|
||||
@@ -35,26 +38,26 @@ function bb_run(optimizer_name, optimizer; large = true)
|
||||
@test mip.int_vars_ub[1] == 1.0
|
||||
|
||||
vals = BB.values(mip, mip.int_vars)
|
||||
@test round(vals[1], digits = 6) == 0.046933
|
||||
@test round(vals[2], digits = 6) == 0.000841
|
||||
@test round(vals[3], digits = 6) == 0.248696
|
||||
@test round(vals[1], digits=6) == 0.046933
|
||||
@test round(vals[2], digits=6) == 0.000841
|
||||
@test round(vals[3], digits=6) == 0.248696
|
||||
|
||||
# Probe (up and down are feasible)
|
||||
probe_up, probe_down = BB.probe(mip, mip.int_vars[1], 0.5, 0.0, 1.0, 1_000_000)
|
||||
@test round(probe_down, digits = 6) == 62.690000
|
||||
@test round(probe_up, digits = 6) == 62.714100
|
||||
@test round(probe_down, digits=6) == 62.690000
|
||||
@test round(probe_up, digits=6) == 62.714100
|
||||
|
||||
# Fix one variable to zero
|
||||
BB.set_bounds!(mip, mip.int_vars[1:1], [0.0], [0.0])
|
||||
status, obj = BB.solve_relaxation!(mip)
|
||||
@test status == :Optimal
|
||||
@test round(obj, digits = 6) == 62.690000
|
||||
@test round(obj, digits=6) == 62.690000
|
||||
|
||||
# Fix one variable to one and another variable variable to zero
|
||||
BB.set_bounds!(mip, mip.int_vars[1:2], [1.0, 0.0], [1.0, 0.0])
|
||||
status, obj = BB.solve_relaxation!(mip)
|
||||
@test status == :Optimal
|
||||
@test round(obj, digits = 6) == 62.714777
|
||||
@test round(obj, digits=6) == 62.714777
|
||||
|
||||
# Fix all binary variables to one, making problem infeasible
|
||||
N = length(mip.int_vars)
|
||||
@@ -68,7 +71,7 @@ function bb_run(optimizer_name, optimizer; large = true)
|
||||
BB.set_bounds!(mip, mip.int_vars, zeros(N), ones(N))
|
||||
status, obj = BB.solve_relaxation!(mip)
|
||||
@test status == :Optimal
|
||||
@test round(obj, digits = 6) == 62.637280
|
||||
@test round(obj, digits=6) == 62.637280
|
||||
end
|
||||
|
||||
@testset "varbranch" begin
|
||||
@@ -82,8 +85,8 @@ function bb_run(optimizer_name, optimizer; large = true)
|
||||
BB.StrongBranching(),
|
||||
BB.ReliabilityBranching(),
|
||||
BB.HybridBranching(),
|
||||
BB.StrongBranching(aggregation = :min),
|
||||
BB.ReliabilityBranching(aggregation = :min, collect = true),
|
||||
BB.StrongBranching(aggregation=:min),
|
||||
BB.ReliabilityBranching(aggregation=:min, collect=true),
|
||||
]
|
||||
h5 = H5File("$FIXTURES/$instance.h5")
|
||||
mip_lower_bound = h5.get_scalar("mip_lower_bound")
|
||||
@@ -98,23 +101,23 @@ function bb_run(optimizer_name, optimizer; large = true)
|
||||
@info optimizer_name, branch_rule, instance
|
||||
@time BB.solve!(
|
||||
mip,
|
||||
initial_primal_bound = mip_primal_bound,
|
||||
print_interval = 1,
|
||||
node_limit = 25,
|
||||
branch_rule = branch_rule,
|
||||
initial_primal_bound=mip_primal_bound,
|
||||
print_interval=1,
|
||||
node_limit=25,
|
||||
branch_rule=branch_rule,
|
||||
)
|
||||
end
|
||||
end
|
||||
end
|
||||
|
||||
@testset "collect" begin
|
||||
rule = BB.ReliabilityBranching(collect = true)
|
||||
rule = BB.ReliabilityBranching(collect=true)
|
||||
BB.collect!(
|
||||
optimizer,
|
||||
"$FIXTURES/bell5.mps.gz",
|
||||
node_limit = 100,
|
||||
print_interval = 10,
|
||||
branch_rule = rule,
|
||||
node_limit=100,
|
||||
print_interval=10,
|
||||
branch_rule=rule,
|
||||
)
|
||||
n_sb = rule.stats.num_strong_branch_calls
|
||||
h5 = H5File("$FIXTURES/bell5.h5")
|
||||
@@ -132,3 +135,67 @@ function test_bb()
|
||||
@time bb_run("HiGHS", optimizer_with_attributes(HiGHS.Optimizer))
|
||||
# @time bb_run("CPLEX", optimizer_with_attributes(CPLEX.Optimizer, "CPXPARAM_Threads" => 1))
|
||||
end
|
||||
|
||||
function test_bb_replay()
|
||||
rule_sb = BB.StrongBranching()
|
||||
rule_rb = BB.ReliabilityBranching()
|
||||
optimizer = optimizer_with_attributes(HiGHS.Optimizer)
|
||||
filenames = [replace(f, ".h5" => "") for f in glob("test/fixtures/stab/*.h5")]
|
||||
results_filename = "tmp.csv"
|
||||
|
||||
lk = ReentrantLock()
|
||||
results = []
|
||||
|
||||
function push_result(r)
|
||||
lock(lk) do
|
||||
push!(results, r)
|
||||
df = DataFrame()
|
||||
for row in results
|
||||
push!(df, row, cols=:union)
|
||||
end
|
||||
CSV.write(results_filename, df)
|
||||
end
|
||||
end
|
||||
|
||||
function solve(filename; replay=nothing, skip=false, rule)
|
||||
has_replay = (replay !== nothing)
|
||||
h5 = H5File("$filename.h5", "r")
|
||||
mip_obj_bound = h5.get_scalar("mip_obj_bound")
|
||||
@show filename
|
||||
@show has_replay
|
||||
h5.file.close()
|
||||
mip = BB.init(optimizer)
|
||||
BB.read!(mip, "$filename.mps.gz")
|
||||
time_solve = @elapsed begin
|
||||
pool, replay = BB.solve!(
|
||||
mip,
|
||||
initial_primal_bound=mip_obj_bound,
|
||||
print_interval=100,
|
||||
node_limit=1_000,
|
||||
branch_rule=rule,
|
||||
replay=replay,
|
||||
)
|
||||
end
|
||||
if !skip
|
||||
push_result(
|
||||
Dict(
|
||||
"Filename" => filename,
|
||||
"Replay?" => has_replay,
|
||||
"Solve time (s)" => time_solve,
|
||||
"Relative MIP gap (%)" => round(pool.gap * 100, digits=3)
|
||||
)
|
||||
)
|
||||
end
|
||||
return replay
|
||||
end
|
||||
|
||||
# Solve reference instance
|
||||
replay = solve(filenames[1], skip=true, rule=rule_sb)
|
||||
|
||||
# Solve perturbations
|
||||
for i in 2:6
|
||||
solve(filenames[i], rule=rule_rb, replay=nothing)
|
||||
solve(filenames[i], rule=rule_rb, replay=deepcopy(replay))
|
||||
end
|
||||
return
|
||||
end
|
||||
Reference in New Issue
Block a user