Make cuts component compatible with JuMP

This commit is contained in:
2024-02-01 12:01:55 -06:00
parent 1ea432fb57
commit d69c4bbfa7
16 changed files with 252 additions and 38 deletions

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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2024, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
using SCIP
function gen_stab()
np = pyimport("numpy")
uniform = pyimport("scipy.stats").uniform
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,
)
data = gen.generate(1)
data_filenames = write_pkl_gz(data, "$BASEDIR/../fixtures", prefix="stab-n50-")
collector = BasicCollector(write_mps=false)
collector.collect(
data_filenames,
data -> build_stab_model_jump(data, optimizer=SCIP.Optimizer),
progress=true,
verbose=true,
)
end
function test_cuts()
data_filenames = ["$BASEDIR/../fixtures/stab-n50-0000$i.pkl.gz" for i in 0:0]
clf = pyimport("sklearn.neighbors").KNeighborsClassifier(n_neighbors=1)
extractor = H5FieldsExtractor(
instance_fields=["static_var_obj_coeffs"],
)
comp = MemorizingCutsComponent(clf=clf, extractor=extractor)
solver = LearningSolver(components=[comp])
solver.fit(data_filenames)
@show comp.n_features_
@show comp.n_targets_
stats = solver.optimize(
data_filenames[1],
data -> build_stab_model_jump(data, optimizer=SCIP.Optimizer),
)
@test stats["Cuts: AOT"] > 0
end