Start implementing JumpSolver

src/problems/setcover.jl

@@ -0,0 +1,28 @@
+global SetCoverData = PyNULL()
+global SetCoverGenerator = PyNULL()
+
+using JuMP
+using HiGHS
+
+function __init_problems_setcover__()
+    copy!(SetCoverData, pyimport("miplearn.problems.setcover").SetCoverData)
+    copy!(SetCoverGenerator, pyimport("miplearn.problems.setcover").SetCoverGenerator)
+end
+
+function build_setcover_model(data; optimizer = HiGHS.Optimizer)
+    model = Model(optimizer)
+    set_silent(model)
+    n_elements, n_sets = size(data.incidence_matrix)
+    E = 0:n_elements-1
+    S = 0:n_sets-1
+    @variable(model, x[S], Bin)
+    @objective(model, Min, sum(data.costs .* x))
+    @constraint(
+        model,
+        eqs[e in E],
+        sum(data.incidence_matrix[e+1, s+1] * x[s] for s in S) >= 1
+    )
+    return JumpModel(model)
+end
+
+export SetCoverData, SetCoverGenerator, build_setcover_model