Implement BenchmarkRunner

master
Alinson S. Xavier 4 years ago
parent c6b76f57d2
commit 9689306876

@ -21,6 +21,12 @@ git-tree-sha1 = "c3598e525718abcc440f69cc6d5f60dda0a1b61e"
uuid = "6e34b625-4abd-537c-b88f-471c36dfa7a0" uuid = "6e34b625-4abd-537c-b88f-471c36dfa7a0"
version = "1.0.6+5" version = "1.0.6+5"
[[CSV]]
deps = ["Dates", "Mmap", "Parsers", "PooledArrays", "SentinelArrays", "Tables", "Unicode"]
git-tree-sha1 = "b83aa3f513be680454437a0eee21001607e5d983"
uuid = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
version = "0.8.5"
[[Calculus]] [[Calculus]]
deps = ["LinearAlgebra"] deps = ["LinearAlgebra"]
git-tree-sha1 = "f641eb0a4f00c343bbc32346e1217b86f3ce9dad" git-tree-sha1 = "f641eb0a4f00c343bbc32346e1217b86f3ce9dad"
@ -67,12 +73,33 @@ git-tree-sha1 = "299304989a5e6473d985212c28928899c74e9421"
uuid = "8f4d0f93-b110-5947-807f-2305c1781a2d" uuid = "8f4d0f93-b110-5947-807f-2305c1781a2d"
version = "1.5.2" version = "1.5.2"
[[Crayons]]
git-tree-sha1 = "3f71217b538d7aaee0b69ab47d9b7724ca8afa0d"
uuid = "a8cc5b0e-0ffa-5ad4-8c14-923d3ee1735f"
version = "4.0.4"
[[DataAPI]]
git-tree-sha1 = "dfb3b7e89e395be1e25c2ad6d7690dc29cc53b1d"
uuid = "9a962f9c-6df0-11e9-0e5d-c546b8b5ee8a"
version = "1.6.0"
[[DataFrames]]
deps = ["Compat", "DataAPI", "Future", "InvertedIndices", "IteratorInterfaceExtensions", "LinearAlgebra", "Markdown", "Missings", "PooledArrays", "PrettyTables", "Printf", "REPL", "Reexport", "SortingAlgorithms", "Statistics", "TableTraits", "Tables", "Unicode"]
git-tree-sha1 = "66ee4fe515a9294a8836ef18eea7239c6ac3db5e"
uuid = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
version = "1.1.1"
[[DataStructures]] [[DataStructures]]
deps = ["Compat", "InteractiveUtils", "OrderedCollections"] deps = ["Compat", "InteractiveUtils", "OrderedCollections"]
git-tree-sha1 = "4437b64df1e0adccc3e5d1adbc3ac741095e4677" git-tree-sha1 = "4437b64df1e0adccc3e5d1adbc3ac741095e4677"
uuid = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8" uuid = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
version = "0.18.9" version = "0.18.9"
[[DataValueInterfaces]]
git-tree-sha1 = "bfc1187b79289637fa0ef6d4436ebdfe6905cbd6"
uuid = "e2d170a0-9d28-54be-80f0-106bbe20a464"
version = "1.0.0"
[[Dates]] [[Dates]]
deps = ["Printf"] deps = ["Printf"]
uuid = "ade2ca70-3891-5945-98fb-dc099432e06a" uuid = "ade2ca70-3891-5945-98fb-dc099432e06a"
@ -107,12 +134,22 @@ git-tree-sha1 = "cfb694feaddf4f0381ef3cc9d4c0d8fc6b7e2ea7"
uuid = "5789e2e9-d7fb-5bc7-8068-2c6fae9b9549" uuid = "5789e2e9-d7fb-5bc7-8068-2c6fae9b9549"
version = "1.9.0" version = "1.9.0"
[[Formatting]]
deps = ["Printf"]
git-tree-sha1 = "8339d61043228fdd3eb658d86c926cb282ae72a8"
uuid = "59287772-0a20-5a39-b81b-1366585eb4c0"
version = "0.4.2"
[[ForwardDiff]] [[ForwardDiff]]
deps = ["CommonSubexpressions", "DiffResults", "DiffRules", "LinearAlgebra", "NaNMath", "Printf", "Random", "SpecialFunctions", "StaticArrays"] deps = ["CommonSubexpressions", "DiffResults", "DiffRules", "LinearAlgebra", "NaNMath", "Printf", "Random", "SpecialFunctions", "StaticArrays"]
git-tree-sha1 = "e2af66012e08966366a43251e1fd421522908be6" git-tree-sha1 = "e2af66012e08966366a43251e1fd421522908be6"
uuid = "f6369f11-7733-5829-9624-2563aa707210" uuid = "f6369f11-7733-5829-9624-2563aa707210"
version = "0.10.18" version = "0.10.18"
[[Future]]
deps = ["Random"]
uuid = "9fa8497b-333b-5362-9e8d-4d0656e87820"
[[HTTP]] [[HTTP]]
deps = ["Base64", "Dates", "IniFile", "MbedTLS", "NetworkOptions", "Sockets", "URIs"] deps = ["Base64", "Dates", "IniFile", "MbedTLS", "NetworkOptions", "Sockets", "URIs"]
git-tree-sha1 = "b855bf8247d6e946c75bb30f593bfe7fe591058d" git-tree-sha1 = "b855bf8247d6e946c75bb30f593bfe7fe591058d"
@ -129,6 +166,17 @@ version = "0.5.0"
deps = ["Markdown"] deps = ["Markdown"]
uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240" uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
[[InvertedIndices]]
deps = ["Test"]
git-tree-sha1 = "15732c475062348b0165684ffe28e85ea8396afc"
uuid = "41ab1584-1d38-5bbf-9106-f11c6c58b48f"
version = "1.0.0"
[[IteratorInterfaceExtensions]]
git-tree-sha1 = "a3f24677c21f5bbe9d2a714f95dcd58337fb2856"
uuid = "82899510-4779-5014-852e-03e436cf321d"
version = "1.0.0"
[[JLD2]] [[JLD2]]
deps = ["DataStructures", "FileIO", "MacroTools", "Mmap", "Pkg", "Printf", "Reexport", "TranscodingStreams", "UUIDs"] deps = ["DataStructures", "FileIO", "MacroTools", "Mmap", "Pkg", "Printf", "Reexport", "TranscodingStreams", "UUIDs"]
git-tree-sha1 = "236b8ca4b8f01ebc6f2fceedf344a077f0e69e79" git-tree-sha1 = "236b8ca4b8f01ebc6f2fceedf344a077f0e69e79"
@ -211,6 +259,12 @@ version = "1.0.3"
deps = ["Artifacts", "Libdl"] deps = ["Artifacts", "Libdl"]
uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1" uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1"
[[Missings]]
deps = ["DataAPI"]
git-tree-sha1 = "4ea90bd5d3985ae1f9a908bd4500ae88921c5ce7"
uuid = "e1d29d7a-bbdc-5cf2-9ac0-f12de2c33e28"
version = "1.0.0"
[[Mmap]] [[Mmap]]
uuid = "a63ad114-7e13-5084-954f-fe012c677804" uuid = "a63ad114-7e13-5084-954f-fe012c677804"
@ -252,12 +306,24 @@ version = "1.1.0"
deps = ["Artifacts", "Dates", "Downloads", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "Serialization", "TOML", "Tar", "UUIDs", "p7zip_jll"] deps = ["Artifacts", "Dates", "Downloads", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "Serialization", "TOML", "Tar", "UUIDs", "p7zip_jll"]
uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f" uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
[[PooledArrays]]
deps = ["DataAPI", "Future"]
git-tree-sha1 = "cde4ce9d6f33219465b55162811d8de8139c0414"
uuid = "2dfb63ee-cc39-5dd5-95bd-886bf059d720"
version = "1.2.1"
[[Preferences]] [[Preferences]]
deps = ["TOML"] deps = ["TOML"]
git-tree-sha1 = "00cfd92944ca9c760982747e9a1d0d5d86ab1e5a" git-tree-sha1 = "00cfd92944ca9c760982747e9a1d0d5d86ab1e5a"
uuid = "21216c6a-2e73-6563-6e65-726566657250" uuid = "21216c6a-2e73-6563-6e65-726566657250"
version = "1.2.2" version = "1.2.2"
[[PrettyTables]]
deps = ["Crayons", "Formatting", "Markdown", "Reexport", "Tables"]
git-tree-sha1 = "b60494adf99652d220cdef46f8a32232182cc22d"
uuid = "08abe8d2-0d0c-5749-adfa-8a2ac140af0d"
version = "1.0.1"
[[Printf]] [[Printf]]
deps = ["Unicode"] deps = ["Unicode"]
uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7" uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7"
@ -290,6 +356,12 @@ version = "1.1.3"
[[SHA]] [[SHA]]
uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce" uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
[[SentinelArrays]]
deps = ["Dates", "Random"]
git-tree-sha1 = "2ce5f07bbc1be0a1b5d5c0e281441d3bf8a7a2e5"
uuid = "91c51154-3ec4-41a3-a24f-3f23e20d615c"
version = "1.3.0"
[[Serialization]] [[Serialization]]
uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b" uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
@ -300,6 +372,12 @@ uuid = "1a1011a3-84de-559e-8e89-a11a2f7dc383"
[[Sockets]] [[Sockets]]
uuid = "6462fe0b-24de-5631-8697-dd941f90decc" uuid = "6462fe0b-24de-5631-8697-dd941f90decc"
[[SortingAlgorithms]]
deps = ["DataStructures"]
git-tree-sha1 = "2ec1962eba973f383239da22e75218565c390a96"
uuid = "a2af1166-a08f-5f64-846c-94a0d3cef48c"
version = "1.0.0"
[[SparseArrays]] [[SparseArrays]]
deps = ["LinearAlgebra", "Random"] deps = ["LinearAlgebra", "Random"]
uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf" uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
@ -324,6 +402,18 @@ uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
deps = ["Dates"] deps = ["Dates"]
uuid = "fa267f1f-6049-4f14-aa54-33bafae1ed76" uuid = "fa267f1f-6049-4f14-aa54-33bafae1ed76"
[[TableTraits]]
deps = ["IteratorInterfaceExtensions"]
git-tree-sha1 = "c06b2f539df1c6efa794486abfb6ed2022561a39"
uuid = "3783bdb8-4a98-5b6b-af9a-565f29a5fe9c"
version = "1.0.1"
[[Tables]]
deps = ["DataAPI", "DataValueInterfaces", "IteratorInterfaceExtensions", "LinearAlgebra", "TableTraits", "Test"]
git-tree-sha1 = "c9d2d262e9a327be1f35844df25fe4561d258dc9"
uuid = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
version = "1.4.2"
[[Tar]] [[Tar]]
deps = ["ArgTools", "SHA"] deps = ["ArgTools", "SHA"]
uuid = "a4e569a6-e804-4fa4-b0f3-eef7a1d5b13e" uuid = "a4e569a6-e804-4fa4-b0f3-eef7a1d5b13e"

@ -4,7 +4,9 @@ authors = ["Alinson S Xavier <git@axavier.org>"]
version = "0.2.0" version = "0.2.0"
[deps] [deps]
CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
Conda = "8f4d0f93-b110-5947-807f-2305c1781a2d" Conda = "8f4d0f93-b110-5947-807f-2305c1781a2d"
DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b" Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b"
JLD2 = "033835bb-8acc-5ee8-8aae-3f567f8a3819" JLD2 = "033835bb-8acc-5ee8-8aae-3f567f8a3819"
JuMP = "4076af6c-e467-56ae-b986-b466b2749572" JuMP = "4076af6c-e467-56ae-b986-b466b2749572"

@ -17,5 +17,20 @@ include("instance/file.jl")
include("solvers/jump.jl") include("solvers/jump.jl")
include("solvers/learning.jl") include("solvers/learning.jl")
include("solvers/macros.jl") include("solvers/macros.jl")
include("utils/benchmark.jl")
DynamicLazyConstraintsComponent = miplearn.DynamicLazyConstraintsComponent
UserCutsComponent = miplearn.UserCutsComponent
ObjectiveValueComponent = miplearn.ObjectiveValueComponent
PrimalSolutionComponent = miplearn.PrimalSolutionComponent
StaticLazyConstraintsComponent = miplearn.StaticLazyConstraintsComponent
MinPrecisionThreshold = miplearn.MinPrecisionThreshold
export DynamicLazyConstraintsComponent,
UserCutsComponent,
ObjectiveValueComponent,
PrimalSolutionComponent,
StaticLazyConstraintsComponent,
MinPrecisionThreshold
end # module end # module

@ -11,10 +11,21 @@ struct LearningSolver
end end
function LearningSolver(optimizer_factory)::LearningSolver function LearningSolver(
py = miplearn.LearningSolver(solver=JuMPSolver(optimizer_factory)) optimizer_factory;
components = nothing,
mode::AbstractString = "exact",
simulate_perfect::Bool = false,
solve_lp::Bool = true,
)::LearningSolver
return LearningSolver( return LearningSolver(
py, miplearn.LearningSolver(
solver=JuMPSolver(optimizer_factory),
mode=mode,
solve_lp=solve_lp,
simulate_perfect=simulate_perfect,
components=components,
),
optimizer_factory, optimizer_factory,
) )
end end
@ -36,7 +47,6 @@ end
function parallel_solve!(solver::LearningSolver, instances::Vector{FileInstance}) function parallel_solve!(solver::LearningSolver, instances::Vector{FileInstance})
filenames = [instance.filename for instance in instances] filenames = [instance.filename for instance in instances]
optimizer_factory = solver.optimizer_factory
solver_filename = tempname() solver_filename = tempname()
save(solver_filename, solver) save(solver_filename, solver)
@sync @distributed for filename in filenames @sync @distributed for filename in filenames

@ -0,0 +1,68 @@
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
using CSV
using DataFrames
mutable struct BenchmarkRunner
solvers::Dict
results::Union{Nothing,DataFrame}
end
function BenchmarkRunner(; solvers::Dict)
return BenchmarkRunner(
solvers,
nothing, # results
)
end
function parallel_solve!(
runner::BenchmarkRunner,
instances::Vector{FileInstance};
n_trials::Int = 3,
)::Nothing
for (solver_name, solver) in runner.solvers
for i in 1:n_trials
for instance in instances
stats = solve!(solver, instance)
stats["Solver"] = solver_name
stats = Dict(k => isnothing(v) ? missing : v for (k, v) in stats)
if runner.results === nothing
runner.results = DataFrame(stats)
else
push!(runner.results, stats, cols=:union)
end
end
end
end
end
function fit!(
runner::BenchmarkRunner,
instances::Vector{FileInstance}
)::Nothing
for (solver_name, solver) in runner.solvers
fit!(solver, instances)
end
end
function write_csv!(
runner::BenchmarkRunner,
filename::AbstractString,
)::Nothing
@info "Writing: $filename"
CSV.write(filename, runner.results)
return
end
export BenchmarkRunner,
parallel_solve!,
fit!,
write_csv!

@ -1,421 +0,0 @@
# This file is machine-generated - editing it directly is not advised
[[ArgTools]]
uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"
[[Artifacts]]
uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33"
[[Base64]]
uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
[[BenchmarkTools]]
deps = ["JSON", "Logging", "Printf", "Statistics", "UUIDs"]
git-tree-sha1 = "9e62e66db34540a0c919d72172cc2f642ac71260"
uuid = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
version = "0.5.0"
[[BinaryProvider]]
deps = ["Libdl", "Logging", "SHA"]
git-tree-sha1 = "ecdec412a9abc8db54c0efc5548c64dfce072058"
uuid = "b99e7846-7c00-51b0-8f62-c81ae34c0232"
version = "0.5.10"
[[Bzip2_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "c3598e525718abcc440f69cc6d5f60dda0a1b61e"
uuid = "6e34b625-4abd-537c-b88f-471c36dfa7a0"
version = "1.0.6+5"
[[CEnum]]
git-tree-sha1 = "215a9aa4a1f23fbd05b92769fdd62559488d70e9"
uuid = "fa961155-64e5-5f13-b03f-caf6b980ea82"
version = "0.4.1"
[[Calculus]]
deps = ["LinearAlgebra"]
git-tree-sha1 = "f641eb0a4f00c343bbc32346e1217b86f3ce9dad"
uuid = "49dc2e85-a5d0-5ad3-a950-438e2897f1b9"
version = "0.5.1"
[[Cbc]]
deps = ["BinaryProvider", "CEnum", "Cbc_jll", "Libdl", "MathOptInterface", "SparseArrays"]
git-tree-sha1 = "8da071e2f96de95decbd551d54db9ac82c0bf4f6"
uuid = "9961bab8-2fa3-5c5a-9d89-47fab24efd76"
version = "0.8.0"
[[Cbc_jll]]
deps = ["Artifacts", "Cgl_jll", "Clp_jll", "CoinUtils_jll", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "OpenBLAS32_jll", "Osi_jll", "Pkg"]
git-tree-sha1 = "5d24ea46edebb4f067b180cfc092a45d4d2c48b3"
uuid = "38041ee0-ae04-5750-a4d2-bb4d0d83d27d"
version = "2.10.5+2"
[[Cgl_jll]]
deps = ["Artifacts", "Clp_jll", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "0c41f887cca7e95e7ca1cda5bd6e82e6f43b317d"
uuid = "3830e938-1dd0-5f3e-8b8e-b3ee43226782"
version = "0.60.2+6"
[[ChainRulesCore]]
deps = ["Compat", "LinearAlgebra", "SparseArrays"]
git-tree-sha1 = "44e9f638aa9ed1ad58885defc568c133010140aa"
uuid = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
version = "0.9.37"
[[Clp_jll]]
deps = ["Artifacts", "CoinUtils_jll", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "OpenBLAS32_jll", "Osi_jll", "Pkg"]
git-tree-sha1 = "d9eca9fa2435959b5542b13409a8ec5f64c947c8"
uuid = "06985876-5285-5a41-9fcb-8948a742cc53"
version = "1.17.6+7"
[[CodecBzip2]]
deps = ["Bzip2_jll", "Libdl", "TranscodingStreams"]
git-tree-sha1 = "2e62a725210ce3c3c2e1a3080190e7ca491f18d7"
uuid = "523fee87-0ab8-5b00-afb7-3ecf72e48cfd"
version = "0.7.2"
[[CodecZlib]]
deps = ["TranscodingStreams", "Zlib_jll"]
git-tree-sha1 = "ded953804d019afa9a3f98981d99b33e3db7b6da"
uuid = "944b1d66-785c-5afd-91f1-9de20f533193"
version = "0.7.0"
[[CoinUtils_jll]]
deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "OpenBLAS32_jll", "Pkg"]
git-tree-sha1 = "5186155a8609b71eae7e104fa2b8fbf6ecd5d9bb"
uuid = "be027038-0da8-5614-b30d-e42594cb92df"
version = "2.11.3+4"
[[CommonSubexpressions]]
deps = ["MacroTools", "Test"]
git-tree-sha1 = "7b8a93dba8af7e3b42fecabf646260105ac373f7"
uuid = "bbf7d656-a473-5ed7-a52c-81e309532950"
version = "0.3.0"
[[Compat]]
deps = ["Base64", "Dates", "DelimitedFiles", "Distributed", "InteractiveUtils", "LibGit2", "Libdl", "LinearAlgebra", "Markdown", "Mmap", "Pkg", "Printf", "REPL", "Random", "SHA", "Serialization", "SharedArrays", "Sockets", "SparseArrays", "Statistics", "Test", "UUIDs", "Unicode"]
git-tree-sha1 = "ac4132ad78082518ec2037ae5770b6e796f7f956"
uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
version = "3.27.0"
[[CompilerSupportLibraries_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae"
[[Conda]]
deps = ["JSON", "VersionParsing"]
git-tree-sha1 = "6231e40619c15148bcb80aa19d731e629877d762"
uuid = "8f4d0f93-b110-5947-807f-2305c1781a2d"
version = "1.5.1"
[[DataStructures]]
deps = ["Compat", "InteractiveUtils", "OrderedCollections"]
git-tree-sha1 = "4437b64df1e0adccc3e5d1adbc3ac741095e4677"
uuid = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
version = "0.18.9"
[[Dates]]
deps = ["Printf"]
uuid = "ade2ca70-3891-5945-98fb-dc099432e06a"
[[DelimitedFiles]]
deps = ["Mmap"]
uuid = "8bb1440f-4735-579b-a4ab-409b98df4dab"
[[DiffResults]]
deps = ["StaticArrays"]
git-tree-sha1 = "c18e98cba888c6c25d1c3b048e4b3380ca956805"
uuid = "163ba53b-c6d8-5494-b064-1a9d43ac40c5"
version = "1.0.3"
[[DiffRules]]
deps = ["NaNMath", "Random", "SpecialFunctions"]
git-tree-sha1 = "214c3fcac57755cfda163d91c58893a8723f93e9"
uuid = "b552c78f-8df3-52c6-915a-8e097449b14b"
version = "1.0.2"
[[Distributed]]
deps = ["Random", "Serialization", "Sockets"]
uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
[[Downloads]]
deps = ["ArgTools", "LibCURL", "NetworkOptions"]
uuid = "f43a241f-c20a-4ad4-852c-f6b1247861c6"
[[ForwardDiff]]
deps = ["CommonSubexpressions", "DiffResults", "DiffRules", "LinearAlgebra", "NaNMath", "Printf", "Random", "SpecialFunctions", "StaticArrays"]
git-tree-sha1 = "e2af66012e08966366a43251e1fd421522908be6"
uuid = "f6369f11-7733-5829-9624-2563aa707210"
version = "0.10.18"
[[HTTP]]
deps = ["Base64", "Dates", "IniFile", "MbedTLS", "NetworkOptions", "Sockets", "URIs"]
git-tree-sha1 = "c9f380c76d8aaa1fa7ea9cf97bddbc0d5b15adc2"
uuid = "cd3eb016-35fb-5094-929b-558a96fad6f3"
version = "0.9.5"
[[IniFile]]
deps = ["Test"]
git-tree-sha1 = "098e4d2c533924c921f9f9847274f2ad89e018b8"
uuid = "83e8ac13-25f8-5344-8a64-a9f2b223428f"
version = "0.5.0"
[[InteractiveUtils]]
deps = ["Markdown"]
uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
[[JLLWrappers]]
git-tree-sha1 = "a431f5f2ca3f4feef3bd7a5e94b8b8d4f2f647a0"
uuid = "692b3bcd-3c85-4b1f-b108-f13ce0eb3210"
version = "1.2.0"
[[JSON]]
deps = ["Dates", "Mmap", "Parsers", "Unicode"]
git-tree-sha1 = "81690084b6198a2e1da36fcfda16eeca9f9f24e4"
uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
version = "0.21.1"
[[JSON2]]
deps = ["Dates", "Parsers", "Test"]
git-tree-sha1 = "66397cc6c08922f98a28ab05a8d3002f9853b129"
uuid = "2535ab7d-5cd8-5a07-80ac-9b1792aadce3"
version = "0.3.2"
[[JSONSchema]]
deps = ["HTTP", "JSON", "ZipFile"]
git-tree-sha1 = "b84ab8139afde82c7c65ba2b792fe12e01dd7307"
uuid = "7d188eb4-7ad8-530c-ae41-71a32a6d4692"
version = "0.3.3"
[[JuMP]]
deps = ["Calculus", "DataStructures", "ForwardDiff", "JSON", "LinearAlgebra", "MathOptInterface", "MutableArithmetics", "NaNMath", "Random", "SparseArrays", "SpecialFunctions", "Statistics"]
git-tree-sha1 = "e952f49e2242fa21edcf27bbd6c67041685bee5d"
uuid = "4076af6c-e467-56ae-b986-b466b2749572"
version = "0.21.6"
[[LibCURL]]
deps = ["LibCURL_jll", "MozillaCACerts_jll"]
uuid = "b27032c2-a3e7-50c8-80cd-2d36dbcbfd21"
[[LibCURL_jll]]
deps = ["Artifacts", "LibSSH2_jll", "Libdl", "MbedTLS_jll", "Zlib_jll", "nghttp2_jll"]
uuid = "deac9b47-8bc7-5906-a0fe-35ac56dc84c0"
[[LibGit2]]
deps = ["Base64", "NetworkOptions", "Printf", "SHA"]
uuid = "76f85450-5226-5b5a-8eaa-529ad045b433"
[[LibSSH2_jll]]
deps = ["Artifacts", "Libdl", "MbedTLS_jll"]
uuid = "29816b5a-b9ab-546f-933c-edad1886dfa8"
[[Libdl]]
uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
[[LinearAlgebra]]
deps = ["Libdl"]
uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
[[Logging]]
uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"
[[MIPLearn]]
deps = ["Conda", "JSON2", "JuMP", "Logging", "MathOptInterface", "PackageCompiler", "Printf", "PyCall", "TimerOutputs"]
git-tree-sha1 = "86a0bef09e21ec65ee5becf7d662315bb325b1c6"
uuid = "2b1277c3-b477-4c49-a15e-7ba350325c68"
version = "0.1.0"
[[MacroTools]]
deps = ["Markdown", "Random"]
git-tree-sha1 = "6a8a2a625ab0dea913aba95c11370589e0239ff0"
uuid = "1914dd2f-81c6-5fcd-8719-6d5c9610ff09"
version = "0.5.6"
[[Markdown]]
deps = ["Base64"]
uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"
[[MathOptInterface]]
deps = ["BenchmarkTools", "CodecBzip2", "CodecZlib", "JSON", "JSONSchema", "LinearAlgebra", "MutableArithmetics", "OrderedCollections", "SparseArrays", "Test", "Unicode"]
git-tree-sha1 = "606efe4246da5407d7505265a1ead72467528996"
uuid = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
version = "0.9.20"
[[MbedTLS]]
deps = ["Dates", "MbedTLS_jll", "Random", "Sockets"]
git-tree-sha1 = "1c38e51c3d08ef2278062ebceade0e46cefc96fe"
uuid = "739be429-bea8-5141-9913-cc70e7f3736d"
version = "1.0.3"
[[MbedTLS_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1"
[[Mmap]]
uuid = "a63ad114-7e13-5084-954f-fe012c677804"
[[MozillaCACerts_jll]]
uuid = "14a3606d-f60d-562e-9121-12d972cd8159"
[[MutableArithmetics]]
deps = ["LinearAlgebra", "SparseArrays", "Test"]
git-tree-sha1 = "ff3aa3e4dbc837f80c2031de2f90125c8b3793f3"
uuid = "d8a4904e-b15c-11e9-3269-09a3773c0cb0"
version = "0.2.15"
[[NaNMath]]
git-tree-sha1 = "bfe47e760d60b82b66b61d2d44128b62e3a369fb"
uuid = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
version = "0.3.5"
[[NetworkOptions]]
uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908"
[[OpenBLAS32_jll]]
deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "ba4a8f683303c9082e84afba96f25af3c7fb2436"
uuid = "656ef2d0-ae68-5445-9ca0-591084a874a2"
version = "0.3.12+1"
[[OpenSpecFun_jll]]
deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "9db77584158d0ab52307f8c04f8e7c08ca76b5b3"
uuid = "efe28fd5-8261-553b-a9e1-b2916fc3738e"
version = "0.5.3+4"
[[OrderedCollections]]
git-tree-sha1 = "4fa2ba51070ec13fcc7517db714445b4ab986bdf"
uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
version = "1.4.0"
[[Osi_jll]]
deps = ["Artifacts", "CoinUtils_jll", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "OpenBLAS32_jll", "Pkg"]
git-tree-sha1 = "ef540e28c9b82cb879e33c0885e1bbc9a1e6c571"
uuid = "7da25872-d9ce-5375-a4d3-7a845f58efdd"
version = "0.108.5+4"
[[PackageCompiler]]
deps = ["Libdl", "Pkg", "UUIDs"]
git-tree-sha1 = "d448727c4b86be81b225b738c88d30334fda6779"
uuid = "9b87118b-4619-50d2-8e1e-99f35a4d4d9d"
version = "1.2.5"
[[Parsers]]
deps = ["Dates"]
git-tree-sha1 = "c8abc88faa3f7a3950832ac5d6e690881590d6dc"
uuid = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0"
version = "1.1.0"
[[Pkg]]
deps = ["Artifacts", "Dates", "Downloads", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "Serialization", "TOML", "Tar", "UUIDs", "p7zip_jll"]
uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
[[Printf]]
deps = ["Unicode"]
uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7"
[[PyCall]]
deps = ["Conda", "Dates", "Libdl", "LinearAlgebra", "MacroTools", "Serialization", "VersionParsing"]
git-tree-sha1 = "dd1a970b543bd02efce2984582e996af28cab27f"
uuid = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0"
version = "1.92.2"
[[REPL]]
deps = ["InteractiveUtils", "Markdown", "Sockets", "Unicode"]
uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
[[Random]]
deps = ["Serialization"]
uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
[[SHA]]
uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
[[Serialization]]
uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
[[SharedArrays]]
deps = ["Distributed", "Mmap", "Random", "Serialization"]
uuid = "1a1011a3-84de-559e-8e89-a11a2f7dc383"
[[Sockets]]
uuid = "6462fe0b-24de-5631-8697-dd941f90decc"
[[SparseArrays]]
deps = ["LinearAlgebra", "Random"]
uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
[[SpecialFunctions]]
deps = ["ChainRulesCore", "OpenSpecFun_jll"]
git-tree-sha1 = "5919936c0e92cff40e57d0ddf0ceb667d42e5902"
uuid = "276daf66-3868-5448-9aa4-cd146d93841b"
version = "1.3.0"
[[StaticArrays]]
deps = ["LinearAlgebra", "Random", "Statistics"]
git-tree-sha1 = "2f01a51c23eed210ff4a1be102c4cc8236b66e5b"
uuid = "90137ffa-7385-5640-81b9-e52037218182"
version = "1.1.0"
[[Statistics]]
deps = ["LinearAlgebra", "SparseArrays"]
uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
[[TOML]]
deps = ["Dates"]
uuid = "fa267f1f-6049-4f14-aa54-33bafae1ed76"
[[Tar]]
deps = ["ArgTools", "SHA"]
uuid = "a4e569a6-e804-4fa4-b0f3-eef7a1d5b13e"
[[Test]]
deps = ["InteractiveUtils", "Logging", "Random", "Serialization"]
uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
[[TimerOutputs]]
deps = ["Printf"]
git-tree-sha1 = "32cdbe6cd2d214c25a0b88f985c9e0092877c236"
uuid = "a759f4b9-e2f1-59dc-863e-4aeb61b1ea8f"
version = "0.5.8"
[[TranscodingStreams]]
deps = ["Random", "Test"]
git-tree-sha1 = "7c53c35547de1c5b9d46a4797cf6d8253807108c"
uuid = "3bb67fe8-82b1-5028-8e26-92a6c54297fa"
version = "0.9.5"
[[URIs]]
git-tree-sha1 = "7855809b88d7b16e9b029afd17880930626f54a2"
uuid = "5c2747f8-b7ea-4ff2-ba2e-563bfd36b1d4"
version = "1.2.0"
[[UUIDs]]
deps = ["Random", "SHA"]
uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
[[Unicode]]
uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"
[[VersionParsing]]
git-tree-sha1 = "80229be1f670524750d905f8fc8148e5a8c4537f"
uuid = "81def892-9a0e-5fdd-b105-ffc91e053289"
version = "1.2.0"
[[ZipFile]]
deps = ["Libdl", "Printf", "Zlib_jll"]
git-tree-sha1 = "c3a5637e27e914a7a445b8d0ad063d701931e9f7"
uuid = "a5390f91-8eb1-5f08-bee0-b1d1ffed6cea"
version = "0.9.3"
[[Zlib_jll]]
deps = ["Libdl"]
uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
[[nghttp2_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d"
[[p7zip_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0"

@ -15,3 +15,5 @@ Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0" PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40" Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
TimerOutputs = "a759f4b9-e2f1-59dc-863e-4aeb61b1ea8f" TimerOutputs = "a759f4b9-e2f1-59dc-863e-4aeb61b1ea8f"
CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"

@ -0,0 +1,50 @@
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
using JuMP
using MIPLearn
function build_knapsack_model()
# Create standard JuMP model
weights = [1.0, 2.0, 3.0]
prices = [5.0, 6.0, 7.0]
capacity = 3.0
model = Model()
n = length(weights)
@variable(model, x[1:n], Bin)
@objective(model, Max, sum(x[i] * prices[i] for i in 1:n))
@constraint(model, c1, sum(x[i] * weights[i] for i in 1:n) <= capacity)
# Add ML information to the model
@feature(model, [5.0])
@feature(c1, [1.0, 2.0, 3.0])
@category(c1, "c1")
for i in 1:n
@feature(x[i], [weights[i]; prices[i]])
@category(x[i], "type-$i")
end
# Should store ML information
@test model.ext[:miplearn][:variable_features][x[1]] == [1.0, 5.0]
@test model.ext[:miplearn][:variable_features][x[2]] == [2.0, 6.0]
@test model.ext[:miplearn][:variable_features][x[3]] == [3.0, 7.0]
@test model.ext[:miplearn][:variable_categories][x[1]] == "type-1"
@test model.ext[:miplearn][:variable_categories][x[2]] == "type-2"
@test model.ext[:miplearn][:variable_categories][x[3]] == "type-3"
@test model.ext[:miplearn][:constraint_features][c1] == [1.0, 2.0, 3.0]
@test model.ext[:miplearn][:constraint_categories][c1] == "c1"
@test model.ext[:miplearn][:instance_features] == [5.0]
return model
end
function build_knapsack_file_instance()
model = build_knapsack_model()
instance = JuMPInstance(model)
filename = tempname()
save(filename, instance)
return FileInstance(filename)
end

@ -6,12 +6,10 @@ using JuMP
using MIPLearn using MIPLearn
using Gurobi using Gurobi
@testset "FileInstance" begin @testset "FileInstance" begin
@testset "solve" begin @testset "solve" begin
model = Model() model = build_knapsack_model()
@variable(model, x, Bin)
@variable(model, y, Bin)
@objective(model, Max, x + y)
instance = JuMPInstance(model) instance = JuMPInstance(model)
filename = tempname() filename = tempname()
save(filename, instance) save(filename, instance)

@ -2,18 +2,13 @@
# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
@testset "JuMPInstance" begin using MIPLearn
@testset "save and load" begin
# Create basic model
model = Model()
@variable(model, x, Bin)
@variable(model, y, Bin)
@objective(model, Max, x + y)
@feature(x, [1.0])
@category(x, "cat1")
@feature(model, [5.0])
# Solve @testset "JuMPInstance" begin
@testset "Save and load" begin
# Build instance and solve
model = model = build_knapsack_model()
instance = JuMPInstance(model) instance = JuMPInstance(model)
solver = LearningSolver(Gurobi.Optimizer) solver = LearningSolver(Gurobi.Optimizer)
stats = solve!(solver, instance) stats = solve!(solver, instance)

@ -8,7 +8,9 @@ using MIPLearn
MIPLearn.setup_logger() MIPLearn.setup_logger()
@testset "MIPLearn" begin @testset "MIPLearn" begin
include("fixtures/knapsack.jl")
include("solvers/jump_test.jl") include("solvers/jump_test.jl")
include("solvers/learning_test.jl") include("solvers/learning_test.jl")
include("instance/file_test.jl") include("instance/file_test.jl")
include("utils/benchmark_test.jl")
end end

@ -8,37 +8,7 @@ using Gurobi
@testset "LearningSolver" begin @testset "LearningSolver" begin
@testset "Model with annotations" begin @testset "Model with annotations" begin
# Create standard JuMP model model = build_knapsack_model()
weights = [1.0, 2.0, 3.0]
prices = [5.0, 6.0, 7.0]
capacity = 3.0
model = Model()
n = length(weights)
@variable(model, x[1:n], Bin)
@objective(model, Max, sum(x[i] * prices[i] for i in 1:n))
@constraint(model, c1, sum(x[i] * weights[i] for i in 1:n) <= capacity)
# Add ML information to the model
@feature(model, [5.0])
@feature(c1, [1.0, 2.0, 3.0])
@category(c1, "c1")
for i in 1:n
@feature(x[i], [weights[i]; prices[i]])
@category(x[i], "type-$i")
end
# Should store ML information
@test model.ext[:miplearn][:variable_features][x[1]] == [1.0, 5.0]
@test model.ext[:miplearn][:variable_features][x[2]] == [2.0, 6.0]
@test model.ext[:miplearn][:variable_features][x[3]] == [3.0, 7.0]
@test model.ext[:miplearn][:variable_categories][x[1]] == "type-1"
@test model.ext[:miplearn][:variable_categories][x[2]] == "type-2"
@test model.ext[:miplearn][:variable_categories][x[3]] == "type-3"
@test model.ext[:miplearn][:constraint_features][c1] == [1.0, 2.0, 3.0]
@test model.ext[:miplearn][:constraint_categories][c1] == "c1"
@test model.ext[:miplearn][:instance_features] == [5.0]
solver = LearningSolver(Gurobi.Optimizer) solver = LearningSolver(Gurobi.Optimizer)
instance = JuMPInstance(model) instance = JuMPInstance(model)
stats = solve!(solver, instance) stats = solve!(solver, instance)
@ -49,14 +19,11 @@ using Gurobi
end end
@testset "Model without annotations" begin @testset "Model without annotations" begin
model = Model() model = build_knapsack_model()
@variable(model, x, Bin)
@variable(model, y, Bin)
@objective(model, Max, x + y)
solver = LearningSolver(Gurobi.Optimizer) solver = LearningSolver(Gurobi.Optimizer)
instance = JuMPInstance(model) instance = JuMPInstance(model)
stats = solve!(solver, instance) stats = solve!(solver, instance)
@test stats["mip_lower_bound"] == 2.0 @test stats["mip_lower_bound"] == 11.0
end end
@testset "Save and load" begin @testset "Save and load" begin

@ -0,0 +1,31 @@
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
using CSV
using DataFrames
using Gurobi
@testset "BenchmarkRunner" begin
# Configure benchmark suite
benchmark = BenchmarkRunner(
solvers=Dict(
"Baseline" => LearningSolver(Gurobi.Optimizer, components=[]),
"Proposed" => LearningSolver(Gurobi.Optimizer),
),
)
# Solve instances in parallel
instances = [
build_knapsack_file_instance(),
build_knapsack_file_instance(),
]
parallel_solve!(benchmark, instances)
# Write CSV
csv_filename = tempname()
write_csv!(benchmark, csv_filename)
@test isfile(csv_filename)
csv = DataFrame(CSV.File(csv_filename))
end
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