Save and load LearningSolver; fix parallel_solve

src/instance/jump.jl

@@ -90,7 +90,7 @@ function save(filename::AbstractString, instance::JuMPInstance)::Nothing
         # Generate JLD2 file
         jldsave(
             filename;
-            miplearn_version=0.2,
+            miplearn_version="0.2",
             mps=mps,
             ext=ext_names,
             py_samples=py_samples,
@@ -100,16 +100,23 @@ function save(filename::AbstractString, instance::JuMPInstance)::Nothing
     return
 end
 
+function _check_miplearn_version(file)
+    v = file["miplearn_version"]
+    v == "0.2" || error(
+        "The file you are trying to load has been generated by " *
+        "MIPLearn $(v) and you are currently running MIPLearn 0.2. " *
+        "Reading files generated by different versions of MIPLearn is " *
+        "not currently supported."
+    )
+end
+
 
 function load_jump_instance(filename::AbstractString)::JuMPInstance
     @info "Reading: $filename"
     instance = nothing
     time = @elapsed begin
         jldopen(filename, "r") do file
-            file["miplearn_version"] == 0.2 || error(
+            _check_miplearn_version(file)
-                "MIPLearn version 0.2 cannot read instance files generated by " *
-                "version $(file["miplearn_version"])."
-            )
 
             # Convert MPS to JuMP
             mps_filename = "$(tempname()).mps.gz"

src/solvers/learning.jl

@@ -37,16 +37,68 @@ end
 function parallel_solve!(solver::LearningSolver, instances::Vector{FileInstance})
     filenames = [instance.filename for instance in instances]
     optimizer_factory = solver.optimizer_factory
+    solver_filename = tempname()
+    save(solver_filename, solver)
     @sync @distributed for filename in filenames
-        s = LearningSolver(optimizer_factory)
+        s = load_solver(solver_filename)
         solve!(s, FileInstance(filename))
         nothing
     end
 end
 
 
+function save(filename::AbstractString, solver::LearningSolver)
+    @info "Writing: $filename"
+    time = @elapsed begin
+        # Pickle solver.py
+        internal_solver = solver.py.internal_solver
+        internal_solver_prototype = solver.py.internal_solver_prototype
+        solver.py.internal_solver = nothing
+        solver.py.internal_solver_prototype = nothing
+        solver_py_filename = tempname()
+        miplearn.write_pickle_gz(solver.py, solver_py_filename, quiet=true)
+        solver_py = read(solver_py_filename)
+        solver.py.internal_solver = internal_solver
+        solver.py.internal_solver_prototype = internal_solver_prototype
+
+        jldsave(
+            filename;
+            miplearn_version="0.2",
+            solver_py=solver_py,
+            optimizer_factory=solver.optimizer_factory,
+        )
+    end
+    @info @sprintf("File written in %.2f seconds", time)
+    return
+end
+
+
+function load_solver(filename::AbstractString)::LearningSolver
+    @info "Reading: $filename"
+    solver = nothing
+    time = @elapsed begin
+        jldopen(filename, "r") do file
+            _check_miplearn_version(file)
+            solve_py_filename = tempname()
+            write(solve_py_filename, file["solver_py"])
+            solver_py = miplearn.read_pickle_gz(solve_py_filename, quiet=true)
+            internal_solver = JuMPSolver(file["optimizer_factory"])
+            solver_py.internal_solver_prototype = internal_solver
+            solver = LearningSolver(
+                solver_py,
+                file["optimizer_factory"],
+            )
+        end
+    end
+    @info @sprintf("File read in %.2f seconds", time)
+    return solver
+end
+
+
 export Instance,
        LearningSolver,
        solve!,
        fit!,
-       parallel_solve!
+       parallel_solve!,
+       save,
+       load_solver

test/solvers/learning_test.jl

@@ -56,5 +56,16 @@ using Gurobi
         solver = LearningSolver(Gurobi.Optimizer)
         instance = JuMPInstance(model)
         stats = solve!(solver, instance)
+        @test stats["mip_lower_bound"] == 2.0
+    end
+
+    @testset "Save and load" begin
+        solver = LearningSolver(Gurobi.Optimizer)
+        solver.py.components = "Placeholder"
+        filename = tempname()
+        save(filename, solver)
+        @test isfile(filename)
+        loaded = load_solver(filename)
+        @test loaded.py.components == "Placeholder"
     end
 end