Reformat source code

feature/replay^2
Alinson S. Xavier 1 year ago
parent e9deac94a5
commit 93e604817b
Signed by: isoron
GPG Key ID: 0DA8E4B9E1109DCA

@ -9,7 +9,13 @@ using SparseArrays
using Statistics
using TimerOutputs
function collect_gmi(mps_filename; optimizer, max_rounds=10, max_cuts_per_round=100, atol=1e-4)
function collect_gmi(
mps_filename;
optimizer,
max_rounds = 10,
max_cuts_per_round = 100,
atol = 1e-4,
)
@info mps_filename
reset_timer!()
@ -98,12 +104,12 @@ function collect_gmi(mps_filename; optimizer, max_rounds=10, max_cuts_per_round=
sol_frac = get_x(model_s)
stats_time_select += @elapsed begin
selected_rows =
select_gmi_rows(data_s, basis, sol_frac, max_rows=max_cuts_per_round)
select_gmi_rows(data_s, basis, sol_frac, max_rows = max_cuts_per_round)
end
# Compute selected tableau rows
stats_time_tableau += @elapsed begin
tableau = compute_tableau(data_s, basis, sol_frac, rows=selected_rows)
tableau = compute_tableau(data_s, basis, sol_frac, rows = selected_rows)
# Assert tableau rows have been computed correctly
assert_eq(tableau.lhs * sol_frac, tableau.rhs)
@ -180,10 +186,9 @@ function collect_gmi(mps_filename; optimizer, max_rounds=10, max_cuts_per_round=
)
end
function select_gmi_rows(data, basis, x; max_rows=10, atol=1e-4)
function select_gmi_rows(data, basis, x; max_rows = 10, atol = 1e-4)
candidate_rows = [
r for
r in 1:length(basis.var_basic) if (
r for r = 1:length(basis.var_basic) if (
(data.var_types[basis.var_basic[r]] != 'C') &&
(frac(x[basis.var_basic[r]]) > atol) &&
(frac2(x[basis.var_basic[r]]) > atol)
@ -204,7 +209,7 @@ function compute_gmi(data::ProblemData, tableau::Tableau)::ConstraintSet
lhs_J = Int[]
lhs_V = Float64[]
@timeit "Compute coefficients" begin
for k in 1:nnz(tableau.lhs)
for k = 1:nnz(tableau.lhs)
i::Int = tableau_I[k]
j::Int = tableau_J[k]
v::Float64 = 0.0
@ -235,4 +240,5 @@ function compute_gmi(data::ProblemData, tableau::Tableau)::ConstraintSet
return ConstraintSet(; lhs, ub, lb)
end
export compute_gmi, frac, select_gmi_rows, assert_cuts_off, assert_does_not_cut_off, collect_gmi
export compute_gmi,
frac, select_gmi_rows, assert_cuts_off, assert_does_not_cut_off, collect_gmi

@ -2,7 +2,7 @@
@inline frac2(x::Float64) = ceil(x) - x
function assert_leq(a, b; atol=0.01)
function assert_leq(a, b; atol = 0.01)
if !all(a .<= b .+ atol)
delta = a .- b
for i in eachindex(delta)
@ -14,7 +14,7 @@ function assert_leq(a, b; atol=0.01)
end
end
function assert_eq(a, b; atol=1e-4)
function assert_eq(a, b; atol = 1e-4)
if !all(abs.(a .- b) .<= atol)
delta = abs.(a .- b)
for i in eachindex(delta)
@ -26,7 +26,7 @@ function assert_eq(a, b; atol=1e-4)
end
end
function assert_cuts_off(cuts::ConstraintSet, x::Vector{Float64}, tol=1e-6)
function assert_cuts_off(cuts::ConstraintSet, x::Vector{Float64}, tol = 1e-6)
for i = 1:length(cuts.lb)
val = cuts.lhs[i, :]' * x
if (val <= cuts.ub[i] - tol) && (val >= cuts.lb[i] + tol)
@ -35,7 +35,7 @@ function assert_cuts_off(cuts::ConstraintSet, x::Vector{Float64}, tol=1e-6)
end
end
function assert_does_not_cut_off(cuts::ConstraintSet, x::Vector{Float64}; tol=1e-6)
function assert_does_not_cut_off(cuts::ConstraintSet, x::Vector{Float64}; tol = 1e-6)
for i = 1:length(cuts.lb)
val = cuts.lhs[i, :]' * x
ub = cuts.ub[i]

@ -53,8 +53,14 @@ function __init_components__()
)
copy!(SelectTopSolutions, pyimport("miplearn.components.primal.mem").SelectTopSolutions)
copy!(MergeTopSolutions, pyimport("miplearn.components.primal.mem").MergeTopSolutions)
copy!(MemorizingCutsComponent, pyimport("miplearn.components.cuts.mem").MemorizingCutsComponent)
copy!(MemorizingLazyComponent, pyimport("miplearn.components.lazy.mem").MemorizingLazyComponent)
copy!(
MemorizingCutsComponent,
pyimport("miplearn.components.cuts.mem").MemorizingCutsComponent,
)
copy!(
MemorizingLazyComponent,
pyimport("miplearn.components.lazy.mem").MemorizingLazyComponent,
)
end
export MinProbabilityClassifier,

@ -39,14 +39,14 @@ end
function PyObject(m::SparseMatrixCSC)
pyimport("scipy.sparse").csc_matrix(
(m.nzval, m.rowval .- 1, m.colptr .- 1),
shape=size(m),
shape = size(m),
).tocoo()
end
function write_jld2(
objs::Vector,
dirname::AbstractString;
prefix::AbstractString=""
prefix::AbstractString = "",
)::Vector{String}
mkpath(dirname)
filenames = [@sprintf("%s/%s%05d.jld2", dirname, prefix, i) for i = 1:length(objs)]

@ -13,7 +13,7 @@ function __init_problems_setcover__()
copy!(SetCoverGenerator, pyimport("miplearn.problems.setcover").SetCoverGenerator)
end
function build_setcover_model_jump(data::Any; optimizer=HiGHS.Optimizer)
function build_setcover_model_jump(data::Any; optimizer = HiGHS.Optimizer)
if data isa String
data = read_pkl_gz(data)
end

@ -10,10 +10,13 @@ global MaxWeightStableSetGenerator = PyNULL()
function __init_problems_stab__()
copy!(MaxWeightStableSetData, pyimport("miplearn.problems.stab").MaxWeightStableSetData)
copy!(MaxWeightStableSetGenerator, pyimport("miplearn.problems.stab").MaxWeightStableSetGenerator)
copy!(
MaxWeightStableSetGenerator,
pyimport("miplearn.problems.stab").MaxWeightStableSetGenerator,
)
end
function build_stab_model_jump(data::Any; optimizer=HiGHS.Optimizer)
function build_stab_model_jump(data::Any; optimizer = HiGHS.Optimizer)
nx = pyimport("networkx")
if data isa String
@ -50,11 +53,7 @@ function build_stab_model_jump(data::Any; optimizer=HiGHS.Optimizer)
end
end
return JumpModel(
model,
cuts_separate=cuts_separate,
cuts_enforce=cuts_enforce,
)
return JumpModel(model, cuts_separate = cuts_separate, cuts_enforce = cuts_enforce)
end
export MaxWeightStableSetData, MaxWeightStableSetGenerator, build_stab_model_jump

@ -9,7 +9,10 @@ global TravelingSalesmanGenerator = PyNULL()
function __init_problems_tsp__()
copy!(TravelingSalesmanData, pyimport("miplearn.problems.tsp").TravelingSalesmanData)
copy!(TravelingSalesmanGenerator, pyimport("miplearn.problems.tsp").TravelingSalesmanGenerator)
copy!(
TravelingSalesmanGenerator,
pyimport("miplearn.problems.tsp").TravelingSalesmanGenerator,
)
end
function build_tsp_model_jump(data::Any; optimizer)
@ -19,17 +22,15 @@ function build_tsp_model_jump(data::Any; optimizer)
data = read_pkl_gz(data)
end
model = Model(optimizer)
edges = [(i, j) for i in 1:data.n_cities for j in (i+1):data.n_cities]
edges = [(i, j) for i = 1:data.n_cities for j = (i+1):data.n_cities]
x = @variable(model, x[edges], Bin)
@objective(model, Min, sum(
x[(i, j)] * data.distances[i, j] for (i, j) in edges
))
@objective(model, Min, sum(x[(i, j)] * data.distances[i, j] for (i, j) in edges))
# Eq: Must choose two edges adjacent to each node
@constraint(
model,
eq_degree[i in 1:data.n_cities],
sum(x[(min(i, j), max(i, j))] for j in 1:data.n_cities if i != j) == 2
sum(x[(min(i, j), max(i, j))] for j = 1:data.n_cities if i != j) == 2
)
function lazy_separate(cb_data)
@ -41,10 +42,8 @@ function build_tsp_model_jump(data::Any; optimizer)
for component in nx.connected_components(graph)
if length(component) < data.n_cities
cut_edges = [
[e[1], e[2]]
for e in edges
if (e[1] component && e[2] component)
||
[e[1], e[2]] for
e in edges if (e[1] component && e[2] component) ||
(e[1] component && e[2] component)
]
push!(violations, cut_edges)
@ -63,9 +62,9 @@ function build_tsp_model_jump(data::Any; optimizer)
return JumpModel(
model,
lazy_enforce=lazy_enforce,
lazy_separate=lazy_separate,
lp_optimizer=optimizer,
lazy_enforce = lazy_enforce,
lazy_separate = lazy_separate,
lp_optimizer = optimizer,
)
end

@ -18,7 +18,7 @@ Base.@kwdef mutable struct _JumpModelExtData
cuts_separate::Union{Function,Nothing} = nothing
lazy_enforce::Union{Function,Nothing} = nothing
lazy_separate::Union{Function,Nothing} = nothing
lp_optimizer
lp_optimizer::Any
end
function JuMP.copy_extension_data(
@ -26,9 +26,7 @@ function JuMP.copy_extension_data(
new_model::AbstractModel,
::AbstractModel,
)
new_model.ext[:miplearn] = _JumpModelExtData(
lp_optimizer=old_ext.lp_optimizer
)
new_model.ext[:miplearn] = _JumpModelExtData(lp_optimizer = old_ext.lp_optimizer)
end
# -----------------------------------------------------------------------------
@ -297,7 +295,7 @@ end
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)
fix(var, var_values[i], force = true)
end
end
@ -392,19 +390,19 @@ function __init_solvers_jump__()
function __init__(
self,
inner;
cuts_enforce::Union{Function,Nothing}=nothing,
cuts_separate::Union{Function,Nothing}=nothing,
lazy_enforce::Union{Function,Nothing}=nothing,
lazy_separate::Union{Function,Nothing}=nothing,
lp_optimizer=HiGHS.Optimizer,
cuts_enforce::Union{Function,Nothing} = nothing,
cuts_separate::Union{Function,Nothing} = nothing,
lazy_enforce::Union{Function,Nothing} = nothing,
lazy_separate::Union{Function,Nothing} = nothing,
lp_optimizer = HiGHS.Optimizer,
)
self.inner = inner
self.inner.ext[:miplearn] = _JumpModelExtData(
cuts_enforce=cuts_enforce,
cuts_separate=cuts_separate,
lazy_enforce=lazy_enforce,
lazy_separate=lazy_separate,
lp_optimizer=lp_optimizer,
cuts_enforce = cuts_enforce,
cuts_separate = cuts_separate,
lazy_enforce = lazy_enforce,
lazy_separate = lazy_separate,
lp_optimizer = lp_optimizer,
)
end
@ -414,7 +412,7 @@ function __init_solvers_jump__()
constrs_lhs,
constrs_sense,
constrs_rhs,
stats=nothing,
stats = nothing,
) = _add_constrs(
self.inner,
from_str_array(var_names),
@ -430,14 +428,14 @@ 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)

@ -43,8 +43,8 @@ function runtests()
end
function format()
JuliaFormatter.format(BASEDIR, verbose=true)
JuliaFormatter.format("$BASEDIR/../../src", verbose=true)
JuliaFormatter.format(BASEDIR, verbose = true)
JuliaFormatter.format("$BASEDIR/../../src", verbose = true)
return
end

@ -10,34 +10,32 @@ function gen_stab()
randint = pyimport("scipy.stats").randint
np.random.seed(42)
gen = MaxWeightStableSetGenerator(
w=uniform(10.0, scale=1.0),
n=randint(low=50, high=51),
p=uniform(loc=0.5, scale=0.0),
fix_graph=true,
w = uniform(10.0, scale = 1.0),
n = randint(low = 50, high = 51),
p = uniform(loc = 0.5, scale = 0.0),
fix_graph = true,
)
data = gen.generate(1)
data_filenames = write_pkl_gz(data, "$BASEDIR/../fixtures", prefix="stab-n50-")
data_filenames = write_pkl_gz(data, "$BASEDIR/../fixtures", prefix = "stab-n50-")
collector = BasicCollector()
collector.collect(
data_filenames,
data -> build_stab_model_jump(data, optimizer=SCIP.Optimizer),
progress=true,
verbose=true,
data -> build_stab_model_jump(data, optimizer = SCIP.Optimizer),
progress = true,
verbose = true,
)
end
function test_cuts()
data_filenames = ["$BASEDIR/../fixtures/stab-n50-00000.pkl.gz"]
clf = pyimport("sklearn.dummy").DummyClassifier()
extractor = H5FieldsExtractor(
instance_fields=["static_var_obj_coeffs"],
)
comp = MemorizingCutsComponent(clf=clf, extractor=extractor)
solver = LearningSolver(components=[comp])
extractor = H5FieldsExtractor(instance_fields = ["static_var_obj_coeffs"])
comp = MemorizingCutsComponent(clf = clf, extractor = extractor)
solver = LearningSolver(components = [comp])
solver.fit(data_filenames)
stats = solver.optimize(
data_filenames[1],
data -> build_stab_model_jump(data, optimizer=SCIP.Optimizer),
data -> build_stab_model_jump(data, optimizer = SCIP.Optimizer),
)
@test stats["Cuts: AOT"] > 0
end

@ -11,36 +11,34 @@ function gen_tsp()
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,
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, "$BASEDIR/../fixtures", prefix="tsp-n20-")
data_filenames = write_pkl_gz(data, "$BASEDIR/../fixtures", prefix = "tsp-n20-")
collector = BasicCollector()
collector.collect(
data_filenames,
data -> build_tsp_model_jump(data, optimizer=GLPK.Optimizer),
progress=true,
verbose=true,
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])
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),
data -> build_tsp_model_jump(data, optimizer = GLPK.Optimizer),
)
@test stats["Lazy Constraints: AOT"] > 0
end

@ -8,11 +8,11 @@ using SCIP
function test_problems_stab()
nx = pyimport("networkx")
data = MaxWeightStableSetData(
graph=nx.gnp_random_graph(25, 0.5, seed=42),
weights=repeat([1.0], 25),
graph = nx.gnp_random_graph(25, 0.5, seed = 42),
weights = repeat([1.0], 25),
)
h5 = H5File(tempname(), "w")
model = build_stab_model_jump(data, optimizer=SCIP.Optimizer)
model = build_stab_model_jump(data, optimizer = SCIP.Optimizer)
model.extract_after_load(h5)
model.optimize()
model.extract_after_mip(h5)

@ -10,17 +10,12 @@ function test_problems_tsp()
squareform = pyimport("scipy.spatial.distance").squareform
data = TravelingSalesmanData(
n_cities=6,
distances=squareform(pdist([
[0.0, 0.0],
[1.0, 0.0],
[2.0, 0.0],
[3.0, 0.0],
[0.0, 1.0],
[3.0, 1.0],
])),
n_cities = 6,
distances = squareform(
pdist([[0.0, 0.0], [1.0, 0.0], [2.0, 0.0], [3.0, 0.0], [0.0, 1.0], [3.0, 1.0]]),
),
)
model = build_tsp_model_jump(data, optimizer=GLPK.Optimizer)
model = build_tsp_model_jump(data, optimizer = GLPK.Optimizer)
model.optimize()
@test objective_value(model.inner) == 8.0
return

@ -46,7 +46,7 @@ function test_jld2()
_TestStruct(2, [1.0, 2.0, 3.0]),
_TestStruct(3, [3.0, 3.0, 3.0]),
]
filenames = write_jld2(data, dirname, prefix="obj")
filenames = write_jld2(data, dirname, prefix = "obj")
@test all(
filenames .==
["$dirname/obj00001.jld2", "$dirname/obj00002.jld2", "$dirname/obj00003.jld2"],

@ -13,16 +13,16 @@ function test_usage()
@debug "Setting up LearningSolver..."
solver = LearningSolver(
components=[
components = [
IndependentVarsPrimalComponent(
base_clf=SingleClassFix(
base_clf = SingleClassFix(
MinProbabilityClassifier(
base_clf=LogisticRegression(),
thresholds=[0.95, 0.95],
base_clf = LogisticRegression(),
thresholds = [0.95, 0.95],
),
),
extractor=AlvLouWeh2017Extractor(),
action=SetWarmStart(),
extractor = AlvLouWeh2017Extractor(),
action = SetWarmStart(),
),
],
)

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