Reorganize package; add macros

This commit is contained in:
2021-04-09 07:16:06 -05:00
parent 96f7243d4c
commit eb7f7034a9
24 changed files with 824 additions and 290 deletions

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# 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

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# 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