parent
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
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# Released under the modified BSD license. See COPYING.md for more details.
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using CSV
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using DataFrames
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mutable struct BenchmarkRunner
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solvers::Dict
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results::Union{Nothing,DataFrame}
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end
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function BenchmarkRunner(; solvers::Dict)
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return BenchmarkRunner(
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solvers,
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nothing, # results
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)
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end
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function parallel_solve!(
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runner::BenchmarkRunner,
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instances::Vector{FileInstance};
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n_trials::Int = 3,
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)::Nothing
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for (solver_name, solver) in runner.solvers
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for i in 1:n_trials
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for instance in instances
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stats = solve!(solver, instance)
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stats["Solver"] = solver_name
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stats = Dict(k => isnothing(v) ? missing : v for (k, v) in stats)
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if runner.results === nothing
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runner.results = DataFrame(stats)
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else
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push!(runner.results, stats, cols=:union)
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end
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end
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end
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end
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end
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function fit!(
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runner::BenchmarkRunner,
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instances::Vector{FileInstance}
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)::Nothing
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for (solver_name, solver) in runner.solvers
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fit!(solver, instances)
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end
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end
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function write_csv!(
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runner::BenchmarkRunner,
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filename::AbstractString,
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)::Nothing
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@info "Writing: $filename"
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CSV.write(filename, runner.results)
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return
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end
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export BenchmarkRunner,
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parallel_solve!,
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fit!,
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write_csv!
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@ -1,421 +0,0 @@
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# This file is machine-generated - editing it directly is not advised
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[[ArgTools]]
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uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"
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[[Artifacts]]
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uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33"
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[[Base64]]
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uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
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|
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[[BenchmarkTools]]
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deps = ["JSON", "Logging", "Printf", "Statistics", "UUIDs"]
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git-tree-sha1 = "9e62e66db34540a0c919d72172cc2f642ac71260"
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[[BinaryProvider]]
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git-tree-sha1 = "ecdec412a9abc8db54c0efc5548c64dfce072058"
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version = "0.5.10"
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[[Bzip2_jll]]
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deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
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git-tree-sha1 = "c3598e525718abcc440f69cc6d5f60dda0a1b61e"
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[[CEnum]]
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version = "0.5.1"
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[[Cbc]]
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deps = ["BinaryProvider", "CEnum", "Cbc_jll", "Libdl", "MathOptInterface", "SparseArrays"]
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git-tree-sha1 = "8da071e2f96de95decbd551d54db9ac82c0bf4f6"
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uuid = "9961bab8-2fa3-5c5a-9d89-47fab24efd76"
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version = "0.8.0"
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[[Cbc_jll]]
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deps = ["Artifacts", "Cgl_jll", "Clp_jll", "CoinUtils_jll", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "OpenBLAS32_jll", "Osi_jll", "Pkg"]
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[[Cgl_jll]]
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[[ChainRulesCore]]
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version = "0.9.37"
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[[Clp_jll]]
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deps = ["Artifacts", "CoinUtils_jll", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "OpenBLAS32_jll", "Osi_jll", "Pkg"]
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[[CodecBzip2]]
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[[CodecZlib]]
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[[CoinUtils_jll]]
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deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "OpenBLAS32_jll", "Pkg"]
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[[CommonSubexpressions]]
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deps = ["MacroTools", "Test"]
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uuid = "bbf7d656-a473-5ed7-a52c-81e309532950"
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[[Compat]]
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deps = ["Base64", "Dates", "DelimitedFiles", "Distributed", "InteractiveUtils", "LibGit2", "Libdl", "LinearAlgebra", "Markdown", "Mmap", "Pkg", "Printf", "REPL", "Random", "SHA", "Serialization", "SharedArrays", "Sockets", "SparseArrays", "Statistics", "Test", "UUIDs", "Unicode"]
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[[CompilerSupportLibraries_jll]]
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deps = ["Artifacts", "Libdl"]
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uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae"
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[[Conda]]
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deps = ["JSON", "VersionParsing"]
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[[DelimitedFiles]]
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deps = ["Mmap"]
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uuid = "8bb1440f-4735-579b-a4ab-409b98df4dab"
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[[DiffResults]]
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deps = ["StaticArrays"]
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[[DiffRules]]
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[[ForwardDiff]]
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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|
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||||
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||||
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||||
|
||||
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|
||||
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|
||||
|
||||
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||||
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|
||||
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|
||||
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|
||||
|
||||
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||||
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|
||||
git-tree-sha1 = "9db77584158d0ab52307f8c04f8e7c08ca76b5b3"
|
||||
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|
||||
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|
||||
|
||||
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||||
|
||||
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|
||||
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|
||||
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|
||||
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"
|
||||
@ -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
|
||||
@ -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
|
||||
Loading…
Reference in new issue