parent
96f7243d4c
commit
eb7f7034a9
@ -1,13 +0,0 @@
|
||||
JULIA := julia --color=yes
|
||||
JULIA_SYSIMAGE_ARGS := $(JULIA_ARGS) --sysimage build/sysimage.so
|
||||
|
||||
all: test
|
||||
|
||||
build/sysimage.so: Manifest.toml Project.toml
|
||||
mkdir -p build
|
||||
$(JULIA) --project=test test/sysimage.jl
|
||||
|
||||
test: build/sysimage.so
|
||||
$(JULIA) --sysimage build/sysimage.so --project=test test/runtests.jl
|
||||
|
||||
.PHONY: test test-python test-julia test-watch docs install
|
||||
@ -1,8 +1,21 @@
|
||||
# MIPLearn.jl
|
||||
<h1 align="center">MIPLearn.jl</h1>
|
||||
<p align="center">
|
||||
<a href="https://github.com/ANL-CEEESA/MIPLearn/actions">
|
||||
<img src="https://github.com/ANL-CEEESA/MIPLearn.jl/workflows/Test/badge.svg">
|
||||
</a>
|
||||
<a href="https://doi.org/10.5281/zenodo.4287567">
|
||||
<img src="https://zenodo.org/badge/DOI/10.5281/zenodo.4287567.svg">
|
||||
</a>
|
||||
<a href="https://github.com/ANL-CEEESA/MIPLearn/discussions">
|
||||
<img src="https://img.shields.io/badge/GitHub-Discussions-%23fc4ebc" />
|
||||
</a>
|
||||
</p>
|
||||
|
||||
This package is a work-in-progress Julia interface for [MIPLearn, an extensible framework for
|
||||
Learning-Enhanced Mixed-Integer Optimization](https://github.com/ANL-CEEESA/MIPLearn).
|
||||
**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](miplearn) for more information. This repository holds an experimental Julia interface for the package.
|
||||
|
||||
## License
|
||||
|
||||
Released under the modified BSD license. See `LICENSE` for more details.
|
||||
|
||||
|
||||
[miplearn]: https://github.com/ANL-CEEESA/MIPLearn
|
||||
@ -1,41 +1,25 @@
|
||||
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
|
||||
# Copyright (C) 2020, 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.
|
||||
|
||||
__precompile__(false)
|
||||
module MIPLearn
|
||||
|
||||
using PyCall
|
||||
miplearn = pyimport("miplearn")
|
||||
Instance = miplearn.Instance
|
||||
BenchmarkRunner = miplearn.BenchmarkRunner
|
||||
|
||||
macro pycall(expr)
|
||||
quote
|
||||
err_msg = nothing
|
||||
result = nothing
|
||||
try
|
||||
result = $(esc(expr))
|
||||
catch err
|
||||
args = err.val.args[1]
|
||||
if (err isa PyCall.PyError) && (args isa String) && startswith(args, "Julia")
|
||||
err_msg = replace(args, r"Stacktrace.*" => "")
|
||||
else
|
||||
rethrow(err)
|
||||
end
|
||||
end
|
||||
if err_msg != nothing
|
||||
error(err_msg)
|
||||
end
|
||||
result
|
||||
end
|
||||
end
|
||||
export JuMPInstance
|
||||
export LearningSolver
|
||||
export @feature
|
||||
export @category
|
||||
|
||||
include("log.jl")
|
||||
include("jump_solver.jl")
|
||||
include("learning_solver.jl")
|
||||
include("instance.jl")
|
||||
miplearn = pyimport("miplearn")
|
||||
|
||||
export Instance, BenchmarkRunner
|
||||
include("utils/log.jl")
|
||||
include("utils/pycall.jl")
|
||||
include("modeling/jump_instance.jl")
|
||||
include("modeling/jump_solver.jl")
|
||||
include("modeling/learning_solver.jl")
|
||||
include("modeling/macros.jl")
|
||||
include("problems/knapsack.jl")
|
||||
|
||||
end # module
|
||||
|
||||
@ -1,63 +0,0 @@
|
||||
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
|
||||
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
|
||||
# Released under the modified BSD license. See COPYING.md for more details.
|
||||
|
||||
using JSON2
|
||||
import Base: dump
|
||||
|
||||
to_model(instance) =
|
||||
error("not implemented: to_model")
|
||||
|
||||
get_instance_features(instance) = [0.0]
|
||||
|
||||
get_variable_features(instance, varname) = [0.0]
|
||||
|
||||
get_variable_category(instance, varname) = "default"
|
||||
|
||||
find_violated_lazy_constraints(instance, model) = []
|
||||
|
||||
build_lazy_constraint(instance, model, v) = nothing
|
||||
|
||||
macro Instance(klass)
|
||||
quote
|
||||
@pydef mutable struct Wrapper <: Instance
|
||||
function __init__(self, args...; kwargs...)
|
||||
self.data = $(esc(klass))(args...; kwargs...)
|
||||
self.training_data = []
|
||||
self.features = miplearn.Features()
|
||||
end
|
||||
|
||||
to_model(self) =
|
||||
$(esc(:to_model))(self.data)
|
||||
|
||||
get_instance_features(self) =
|
||||
$(esc(:get_instance_features))(self.data)
|
||||
|
||||
get_variable_features(self, varname) =
|
||||
$(esc(:get_variable_features))(self.data, varname)
|
||||
|
||||
get_variable_category(self, varname) =
|
||||
$(esc(:get_variable_category))(self.data, varname)
|
||||
|
||||
find_violated_lazy_constraints(self, model) =
|
||||
find_violated_lazy_constraints(self.data, model)
|
||||
|
||||
build_lazy_constraint(self, model, v) =
|
||||
build_lazy_constraint(self.data, model, v)
|
||||
|
||||
load(self) = nothing
|
||||
|
||||
flush(self) = nothing
|
||||
end
|
||||
end
|
||||
end
|
||||
|
||||
export get_instance_features,
|
||||
get_variable_features,
|
||||
get_variable_category,
|
||||
find_violated_lazy_constraints,
|
||||
build_lazy_constraint,
|
||||
to_model,
|
||||
dump,
|
||||
load!,
|
||||
@Instance
|
||||
@ -1,27 +0,0 @@
|
||||
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
|
||||
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
|
||||
# Released under the modified BSD license. See COPYING.md for more details.
|
||||
|
||||
struct LearningSolver
|
||||
py::PyCall.PyObject
|
||||
end
|
||||
|
||||
function LearningSolver(;
|
||||
optimizer,
|
||||
kwargs...,
|
||||
)::LearningSolver
|
||||
py = miplearn.LearningSolver(
|
||||
;
|
||||
kwargs...,
|
||||
solver=JuMPSolver(optimizer=optimizer),
|
||||
)
|
||||
return LearningSolver(py)
|
||||
end
|
||||
|
||||
solve!(solver::LearningSolver, instance; kwargs...) =
|
||||
solver.py.solve(instance; kwargs...)
|
||||
|
||||
fit!(solver::LearningSolver, instances; kwargs...) =
|
||||
solver.py.fit(instances; kwargs...)
|
||||
|
||||
export LearningSolver
|
||||
@ -0,0 +1,52 @@
|
||||
# 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.
|
||||
|
||||
@pydef mutable struct JuMPInstance <: miplearn.Instance
|
||||
function __init__(self, model)
|
||||
init_miplearn_ext(model)
|
||||
features = model.ext[:miplearn][:features]
|
||||
self.model = model
|
||||
|
||||
# Copy training data
|
||||
training_data = []
|
||||
for sample in self.model.ext[:miplearn][:training_samples]
|
||||
pysample = miplearn.TrainingSample()
|
||||
pysample.__dict__ = sample
|
||||
push!(training_data, pysample)
|
||||
end
|
||||
self.training_data = training_data
|
||||
|
||||
# Copy features to data classes
|
||||
self.features = miplearn.Features(
|
||||
instance=miplearn.InstanceFeatures(
|
||||
user_features=PyCall.array2py(
|
||||
features[:instance][:user_features],
|
||||
),
|
||||
lazy_constraint_count=0,
|
||||
),
|
||||
variables=Dict(
|
||||
varname => miplearn.VariableFeatures(
|
||||
category=vfeatures[:category],
|
||||
user_features=PyCall.array2py(
|
||||
vfeatures[:user_features],
|
||||
),
|
||||
)
|
||||
for (varname, vfeatures) in features[:variables]
|
||||
),
|
||||
constraints=Dict(
|
||||
cname => miplearn.ConstraintFeatures(
|
||||
category=cfeat[:category],
|
||||
user_features=PyCall.array2py(
|
||||
cfeat[:user_features],
|
||||
),
|
||||
)
|
||||
for (cname, cfeat) in features[:constraints]
|
||||
),
|
||||
)
|
||||
end
|
||||
|
||||
function to_model(self)
|
||||
return self.model
|
||||
end
|
||||
end
|
||||
@ -1,5 +1,5 @@
|
||||
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
|
||||
# Copyright (C) 2020, 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.
|
||||
|
||||
using JuMP
|
||||
@ -0,0 +1,32 @@
|
||||
# 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.
|
||||
|
||||
struct LearningSolver
|
||||
py::PyCall.PyObject
|
||||
end
|
||||
|
||||
function LearningSolver(
|
||||
;
|
||||
optimizer,
|
||||
)::LearningSolver
|
||||
py = miplearn.LearningSolver(solver=JuMPSolver(optimizer=optimizer))
|
||||
return LearningSolver(py)
|
||||
end
|
||||
|
||||
function solve!(solver::LearningSolver, model::Model)
|
||||
instance = JuMPInstance(model)
|
||||
mip_stats = solver.py.solve(instance)
|
||||
push!(
|
||||
model.ext[:miplearn][:training_samples],
|
||||
instance.training_data[1].__dict__,
|
||||
)
|
||||
return mip_stats
|
||||
end
|
||||
|
||||
function fit!(solver::LearningSolver, models::Array{Model})
|
||||
instances = [JuMPInstance(m) for m in models]
|
||||
solver.py.fit(instances)
|
||||
end
|
||||
|
||||
export LearningSolver
|
||||
@ -0,0 +1,84 @@
|
||||
# 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.
|
||||
|
||||
function init_miplearn_ext(model)::Dict
|
||||
if :miplearn ∉ keys(model.ext)
|
||||
model.ext[:miplearn] = Dict{Symbol,Any}(
|
||||
:features => Dict(
|
||||
:variables => Dict{String,Dict}(),
|
||||
:constraints => Dict{String,Dict}(),
|
||||
:instance => Dict{Symbol,Any}(),
|
||||
),
|
||||
:training_samples => [],
|
||||
)
|
||||
end
|
||||
return model.ext[:miplearn]
|
||||
end
|
||||
|
||||
|
||||
function init_miplearn_ext(v::VariableRef)::Dict
|
||||
ext = init_miplearn_ext(v.model)
|
||||
if name(v) ∉ keys(ext[:features][:variables])
|
||||
ext[:features][:variables][name(v)] = Dict{Symbol,Any}()
|
||||
end
|
||||
return ext
|
||||
end
|
||||
|
||||
|
||||
function init_miplearn_ext(c::ConstraintRef)::Dict
|
||||
ext = init_miplearn_ext(c.model)
|
||||
if name(c) ∉ keys(ext[:features][:constraints])
|
||||
ext[:features][:constraints][name(c)] = Dict{Symbol,Any}()
|
||||
end
|
||||
return ext
|
||||
end
|
||||
|
||||
|
||||
function set_features!(m::Model, f::Array{Float64})::Nothing
|
||||
ext = init_miplearn_ext(m)
|
||||
ext[:features][:instance][:user_features] = f
|
||||
return
|
||||
end
|
||||
|
||||
|
||||
function set_features!(v::VariableRef, f::Array{Float64})::Nothing
|
||||
ext = init_miplearn_ext(v)
|
||||
ext[:features][:variables][name(v)][:user_features] = f
|
||||
return
|
||||
end
|
||||
|
||||
|
||||
function set_category!(v::VariableRef, category::String)::Nothing
|
||||
ext = init_miplearn_ext(v)
|
||||
ext[:features][:variables][name(v)][:category] = category
|
||||
return
|
||||
end
|
||||
|
||||
|
||||
function set_features!(c::ConstraintRef, f::Array{Float64})::Nothing
|
||||
ext = init_miplearn_ext(c)
|
||||
ext[:features][:constraints][name(c)][:user_features] = f
|
||||
return
|
||||
end
|
||||
|
||||
|
||||
function set_category!(c::ConstraintRef, category::String)::Nothing
|
||||
ext = init_miplearn_ext(c)
|
||||
ext[:features][:constraints][name(c)][:category] = category
|
||||
return
|
||||
end
|
||||
|
||||
|
||||
macro feature(obj, features)
|
||||
quote
|
||||
set_features!($(esc(obj)), $(esc(features)))
|
||||
end
|
||||
end
|
||||
|
||||
|
||||
macro category(obj, category)
|
||||
quote
|
||||
set_category!($(esc(obj)), $(esc(category)))
|
||||
end
|
||||
end
|
||||
@ -0,0 +1,25 @@
|
||||
# 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
|
||||
|
||||
function knapsack_model(
|
||||
weights::Array{Float64, 1},
|
||||
prices::Array{Float64, 1},
|
||||
capacity::Float64,
|
||||
)
|
||||
model = Model()
|
||||
n = length(weights)
|
||||
@variable(model, x[0:(n-1)], Bin)
|
||||
@objective(model, Max, sum(x[i] * prices[i+1] for i in 0:(n-1)))
|
||||
@constraint(
|
||||
model,
|
||||
eq_capacity,
|
||||
sum(
|
||||
x[i] * weights[i+1]
|
||||
for i in 0:(n-1)
|
||||
) <= capacity,
|
||||
)
|
||||
return model
|
||||
end
|
||||
@ -1,5 +1,5 @@
|
||||
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
|
||||
# Copyright (C) 2020, 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.
|
||||
|
||||
import Logging: min_enabled_level, shouldlog, handle_message
|
||||
@ -0,0 +1,24 @@
|
||||
# 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.
|
||||
|
||||
macro pycall(expr)
|
||||
quote
|
||||
err_msg = nothing
|
||||
result = nothing
|
||||
try
|
||||
result = $(esc(expr))
|
||||
catch err
|
||||
args = err.val.args[1]
|
||||
if (err isa PyCall.PyError) && (args isa String) && startswith(args, "Julia")
|
||||
err_msg = replace(args, r"Stacktrace.*" => "")
|
||||
else
|
||||
rethrow(err)
|
||||
end
|
||||
end
|
||||
if err_msg != nothing
|
||||
error(err_msg)
|
||||
end
|
||||
result
|
||||
end
|
||||
end
|
||||
@ -0,0 +1,421 @@
|
||||
# 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"
|
||||
@ -1,23 +0,0 @@
|
||||
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
|
||||
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
|
||||
# Released under the modified BSD license. See COPYING.md for more details.
|
||||
|
||||
using Test
|
||||
using MIPLearn
|
||||
using Gurobi
|
||||
using PyCall
|
||||
|
||||
miplearn_tests = pyimport("miplearn.solvers.tests")
|
||||
|
||||
@testset "JuMPSolver" begin
|
||||
for optimizer in [Gurobi.Optimizer]
|
||||
instance = KnapsackInstance(
|
||||
[23., 26., 20., 18.],
|
||||
[505., 352., 458., 220.],
|
||||
67.0,
|
||||
)
|
||||
model = instance.to_model()
|
||||
solver = JuMPSolver(optimizer=optimizer)
|
||||
miplearn_tests.test_internal_solver(solver, instance, model)
|
||||
end
|
||||
end
|
||||
@ -1,41 +0,0 @@
|
||||
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
|
||||
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
|
||||
# Released under the modified BSD license. See COPYING.md for more details.
|
||||
|
||||
import MIPLearn: to_model,
|
||||
get_instance_features,
|
||||
get_variable_features
|
||||
find_violated_lazy_constraints
|
||||
using JuMP
|
||||
|
||||
struct KnapsackData
|
||||
weights
|
||||
prices
|
||||
capacity
|
||||
end
|
||||
|
||||
function to_model(data::KnapsackData)
|
||||
model = Model()
|
||||
n = length(data.weights)
|
||||
@variable(model, x[0:(n-1)], Bin)
|
||||
@objective(model, Max, sum(x[i] * data.prices[i+1] for i in 0:(n-1)))
|
||||
@constraint(
|
||||
model,
|
||||
eq_capacity,
|
||||
sum(
|
||||
x[i] * data.weights[i+1]
|
||||
for i in 0:(n-1)
|
||||
) <= data.capacity,
|
||||
)
|
||||
return model
|
||||
end
|
||||
|
||||
function get_instance_features(data::KnapsackData)
|
||||
return [0.]
|
||||
end
|
||||
|
||||
function get_variable_features(data::KnapsackData, var, index)
|
||||
return [0.]
|
||||
end
|
||||
|
||||
KnapsackInstance = @Instance(KnapsackData)
|
||||
@ -1,25 +0,0 @@
|
||||
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
|
||||
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
|
||||
# Released under the modified BSD license. See COPYING.md for more details.
|
||||
|
||||
using Test
|
||||
using MIPLearn
|
||||
using Gurobi
|
||||
|
||||
|
||||
@testset "LearningSolver" begin
|
||||
for optimizer in [Gurobi.Optimizer]
|
||||
instance = KnapsackInstance(
|
||||
[23., 26., 20., 18.],
|
||||
[505., 352., 458., 220.],
|
||||
67.0,
|
||||
)
|
||||
solver = LearningSolver(
|
||||
optimizer=optimizer,
|
||||
mode="heuristic",
|
||||
)
|
||||
stats = solve!(solver, instance)
|
||||
fit!(solver, [instance])
|
||||
solve!(solver, instance)
|
||||
end
|
||||
end
|
||||
@ -0,0 +1,21 @@
|
||||
# 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 Test
|
||||
using MIPLearn
|
||||
using Cbc
|
||||
using PyCall
|
||||
|
||||
miplearn_tests = pyimport("miplearn.solvers.tests")
|
||||
|
||||
@testset "JuMPSolver" begin
|
||||
model = MIPLearn.knapsack_model(
|
||||
[23., 26., 20., 18.],
|
||||
[505., 352., 458., 220.],
|
||||
67.0,
|
||||
)
|
||||
instance = JuMPInstance(model)
|
||||
solver = JuMPSolver(optimizer=Cbc.Optimizer)
|
||||
miplearn_tests.test_internal_solver(solver, instance, model)
|
||||
end
|
||||
@ -0,0 +1,75 @@
|
||||
# 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
|
||||
using Cbc
|
||||
|
||||
@testset "macros" begin
|
||||
weights = [1.0, 2.0, 3.0]
|
||||
prices = [5.0, 6.0, 7.0]
|
||||
capacity = 3.0
|
||||
|
||||
# Create standard JuMP model
|
||||
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 machine-learning information
|
||||
@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 variable features
|
||||
@test model.ext[:miplearn][:features][:variables] == Dict(
|
||||
"x[1]" => Dict(
|
||||
:user_features => [1.0, 5.0],
|
||||
:category => "type-1",
|
||||
|
||||
),
|
||||
"x[2]" => Dict(
|
||||
:user_features => [2.0, 6.0],
|
||||
:category => "type-2",
|
||||
),
|
||||
"x[3]" => Dict(
|
||||
:user_features => [3.0, 7.0],
|
||||
:category => "type-3",
|
||||
),
|
||||
)
|
||||
|
||||
# Should store constraint features
|
||||
@test model.ext[:miplearn][:features][:constraints] == Dict(
|
||||
"c1" => Dict(
|
||||
:user_features => [1.0, 2.0, 3.0],
|
||||
:category => "c1",
|
||||
)
|
||||
)
|
||||
|
||||
# Should store instance features
|
||||
@test model.ext[:miplearn][:features][:instance] == Dict(
|
||||
:user_features => [5.0],
|
||||
)
|
||||
|
||||
solver = LearningSolver(optimizer=Cbc.Optimizer)
|
||||
|
||||
# Should return correct stats
|
||||
stats = solve!(solver, model)
|
||||
@test stats["Lower bound"] == 11.0
|
||||
|
||||
# Should add a sample to the training data
|
||||
@test length(model.ext[:miplearn][:training_samples]) == 1
|
||||
sample = model.ext[:miplearn][:training_samples][1]
|
||||
@test sample["lower_bound"] == 11.0
|
||||
@test sample["solution"]["x[1]"] == 1.0
|
||||
|
||||
fit!(solver, [model])
|
||||
|
||||
solve!(solver, model)
|
||||
end
|
||||
@ -1,19 +0,0 @@
|
||||
using PackageCompiler
|
||||
|
||||
using JSON2
|
||||
using CPLEX
|
||||
using Gurobi
|
||||
using JuMP
|
||||
using MathOptInterface
|
||||
using PyCall
|
||||
using TimerOutputs
|
||||
|
||||
pkg = [:JSON2
|
||||
:CPLEX
|
||||
:Gurobi
|
||||
:JuMP
|
||||
:MathOptInterface
|
||||
:PyCall
|
||||
:TimerOutputs]
|
||||
|
||||
create_sysimage(pkg, sysimage_path="build/sysimage.so")
|
||||
Loading…
Reference in new issue