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MIPLearn.jl
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Alinson S. Xavier 3 years ago
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README.md
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<h1 align="center">MIPLearn.jl</h1> <h1 align="center">MIPLearn.jl</h1>
<p align="center"> <p align="center">
<a href="https://github.com/ANL-CEEESA/MIPLearn.jl/actions">
<img src="https://github.com/ANL-CEEESA/MIPLearn.jl/workflows/Test/badge.svg">
</a>
<a href="https://doi.org/10.5281/zenodo.4287567"> <a href="https://doi.org/10.5281/zenodo.4287567">
<img src="https://zenodo.org/badge/DOI/10.5281/zenodo.4287567.svg"> <img src="https://zenodo.org/badge/DOI/10.5281/zenodo.4287567.svg">
</a> </a>
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</a> </a>
</p> </p>
**MIPLearn** is an extensible open-source framework for solving discrete optimization problems using a combination of Mixed-Integer Linear Programming (MIP) and Machine Learning (ML). See the [main repository](https://github.com/ANL-CEEESA/MIPLearn) for more information. This repository holds an experimental Julia interface for the package. See [getting started tutorial](https://github.com/ANL-CEEESA/MIPLearn.jl/blob/dev/docs/getting-started.ipynb). **MIPLearn** is an extensible open-source framework for solving discrete optimization problems using a combination of Mixed-Integer Linear Programming (MIP) and Machine Learning (ML). See the [main repository](https://github.com/ANL-CEEESA/MIPLearn) for more information. This repository holds an experimental Julia interface for the package.
[miplearn]: https://github.com/ANL-CEEESA/MIPLearn [miplearn]: https://github.com/ANL-CEEESA/MIPLearn

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src/BB/BB.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
module BB module BB

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src/BB/collect.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using Printf using Printf

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src/BB/cplex.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using CPLEX using CPLEX

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src/BB/log.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using Printf using Printf

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src/BB/lp.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
import Base: values, convert import Base: values, convert

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src/BB/nodepool.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using Statistics using Statistics

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src/BB/optimize.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using Printf using Printf

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src/BB/structs.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using DataStructures using DataStructures

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src/BB/varbranch/hybrid.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
""" """

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src/BB/varbranch/infeasibility.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
""" """

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src/BB/varbranch/pseudocost.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
""" """

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src/BB/varbranch/random.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using Random using Random

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src/BB/varbranch/reliability.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
import ..to_str_array import ..to_str_array

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src/BB/varbranch/strong.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using Random using Random

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src/Cuts/Cuts.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
module Cuts module Cuts
import ..to_str_array import ..to_str_array

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src/Cuts/tableau/collect.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
import ..H5File import ..H5File

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src/Cuts/tableau/gmi.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using SparseArrays using SparseArrays

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src/Cuts/tableau/moi.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using JuMP using JuMP

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src/Cuts/tableau/structs.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using SparseArrays using SparseArrays

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src/Cuts/tableau/tableau.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using KLU using KLU

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src/Cuts/tableau/transform.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using LinearAlgebra using LinearAlgebra

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src/collectors.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
global BasicCollector = PyNULL() global BasicCollector = PyNULL()
function __init_collectors__() function __init_collectors__()

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src/components.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
global MinProbabilityClassifier = PyNULL() global MinProbabilityClassifier = PyNULL()
global SingleClassFix = PyNULL() global SingleClassFix = PyNULL()

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src/extractors.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
global FeaturesExtractor = PyNULL() global FeaturesExtractor = PyNULL()
global AlvLouWeh2017Extractor = PyNULL() global AlvLouWeh2017Extractor = PyNULL()

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src/io.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
global H5File = PyNULL() global H5File = PyNULL()
global write_pkl_gz = PyNULL() global write_pkl_gz = PyNULL()
global read_pkl_gz = PyNULL() global read_pkl_gz = PyNULL()

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src/problems/setcover.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
using JuMP using JuMP
using HiGHS using HiGHS

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src/solvers/jump.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
using JuMP using JuMP
using HiGHS using HiGHS

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src/solvers/learning.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
global LearningSolver = PyNULL() global LearningSolver = PyNULL()
function __init_solvers_learning__() function __init_solvers_learning__()

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test/src/BB/test_bb.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2023, 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.
using Clp using Clp

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test/src/MIPLearnT.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
module MIPLearnT module MIPLearnT
using Test using Test

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test/src/fixtures.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
function fixture_setcover_data() function fixture_setcover_data()
return SetCoverData( return SetCoverData(
costs = [5, 10, 12, 6, 8], costs = [5, 10, 12, 6, 8],

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test/src/problems/test_setcover.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
using PyCall using PyCall
function test_problems_setcover() function test_problems_setcover()

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test/src/solvers/test_jump.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
using JuMP using JuMP
import MIPLearn: from_str_array, to_str_array import MIPLearn: from_str_array, to_str_array

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test/src/test_io.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
using MIPLearn using MIPLearn
function test_io() function test_io()

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test/src/test_usage.jl
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2023, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
function test_usage() function test_usage()
LogisticRegression = pyimport("sklearn.linear_model").LogisticRegression LogisticRegression = pyimport("sklearn.linear_model").LogisticRegression

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