parent
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commit
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JULIA := julia --color=yes
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JULIA_SYSIMAGE_ARGS := $(JULIA_ARGS) --sysimage build/sysimage.so
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all: test
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build/sysimage.so: Manifest.toml Project.toml
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mkdir -p build
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$(JULIA) --project=test test/sysimage.jl
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test: build/sysimage.so
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$(JULIA) --sysimage build/sysimage.so --project=test test/runtests.jl
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.PHONY: test test-python test-julia test-watch docs install
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@ -1,8 +1,21 @@
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# MIPLearn.jl
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<h1 align="center">MIPLearn.jl</h1>
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<p align="center">
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<a href="https://github.com/ANL-CEEESA/MIPLearn/actions">
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<img src="https://github.com/ANL-CEEESA/MIPLearn.jl/workflows/Test/badge.svg">
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</a>
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<a href="https://doi.org/10.5281/zenodo.4287567">
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<img src="https://zenodo.org/badge/DOI/10.5281/zenodo.4287567.svg">
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</a>
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<a href="https://github.com/ANL-CEEESA/MIPLearn/discussions">
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<img src="https://img.shields.io/badge/GitHub-Discussions-%23fc4ebc" />
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</a>
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</p>
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This package is a work-in-progress Julia interface for [MIPLearn, an extensible framework for
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**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.
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Learning-Enhanced Mixed-Integer Optimization](https://github.com/ANL-CEEESA/MIPLearn).
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## License
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## License
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Released under the modified BSD license. See `LICENSE` for more details.
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Released under the modified BSD license. See `LICENSE` for more details.
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[miplearn]: https://github.com/ANL-CEEESA/MIPLearn
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@ -1,41 +1,25 @@
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
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# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
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# Released under the modified BSD license. See COPYING.md for more details.
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# Released under the modified BSD license. See COPYING.md for more details.
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__precompile__(false)
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__precompile__(false)
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module MIPLearn
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module MIPLearn
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using PyCall
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using PyCall
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miplearn = pyimport("miplearn")
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Instance = miplearn.Instance
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BenchmarkRunner = miplearn.BenchmarkRunner
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macro pycall(expr)
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export JuMPInstance
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quote
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export LearningSolver
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err_msg = nothing
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export @feature
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result = nothing
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export @category
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try
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result = $(esc(expr))
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catch err
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args = err.val.args[1]
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if (err isa PyCall.PyError) && (args isa String) && startswith(args, "Julia")
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err_msg = replace(args, r"Stacktrace.*" => "")
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else
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rethrow(err)
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end
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end
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if err_msg != nothing
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error(err_msg)
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end
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result
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end
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end
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include("log.jl")
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miplearn = pyimport("miplearn")
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include("jump_solver.jl")
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include("learning_solver.jl")
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include("instance.jl")
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export Instance, BenchmarkRunner
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include("utils/log.jl")
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include("utils/pycall.jl")
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include("modeling/jump_instance.jl")
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include("modeling/jump_solver.jl")
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include("modeling/learning_solver.jl")
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include("modeling/macros.jl")
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include("problems/knapsack.jl")
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end # module
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end # module
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
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# Released under the modified BSD license. See COPYING.md for more details.
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using JSON2
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import Base: dump
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to_model(instance) =
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error("not implemented: to_model")
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get_instance_features(instance) = [0.0]
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get_variable_features(instance, varname) = [0.0]
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get_variable_category(instance, varname) = "default"
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find_violated_lazy_constraints(instance, model) = []
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build_lazy_constraint(instance, model, v) = nothing
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macro Instance(klass)
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quote
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@pydef mutable struct Wrapper <: Instance
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function __init__(self, args...; kwargs...)
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self.data = $(esc(klass))(args...; kwargs...)
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self.training_data = []
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self.features = miplearn.Features()
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end
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to_model(self) =
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$(esc(:to_model))(self.data)
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get_instance_features(self) =
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$(esc(:get_instance_features))(self.data)
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get_variable_features(self, varname) =
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$(esc(:get_variable_features))(self.data, varname)
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get_variable_category(self, varname) =
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$(esc(:get_variable_category))(self.data, varname)
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find_violated_lazy_constraints(self, model) =
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find_violated_lazy_constraints(self.data, model)
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build_lazy_constraint(self, model, v) =
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build_lazy_constraint(self.data, model, v)
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load(self) = nothing
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flush(self) = nothing
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end
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end
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end
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export get_instance_features,
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get_variable_features,
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get_variable_category,
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find_violated_lazy_constraints,
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build_lazy_constraint,
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to_model,
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dump,
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load!,
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@Instance
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
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# Released under the modified BSD license. See COPYING.md for more details.
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struct LearningSolver
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py::PyCall.PyObject
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end
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function LearningSolver(;
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optimizer,
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kwargs...,
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)::LearningSolver
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py = miplearn.LearningSolver(
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;
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kwargs...,
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solver=JuMPSolver(optimizer=optimizer),
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)
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return LearningSolver(py)
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end
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solve!(solver::LearningSolver, instance; kwargs...) =
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solver.py.solve(instance; kwargs...)
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fit!(solver::LearningSolver, instances; kwargs...) =
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solver.py.fit(instances; kwargs...)
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export LearningSolver
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
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# Released under the modified BSD license. See COPYING.md for more details.
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@pydef mutable struct JuMPInstance <: miplearn.Instance
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function __init__(self, model)
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init_miplearn_ext(model)
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features = model.ext[:miplearn][:features]
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self.model = model
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# Copy training data
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training_data = []
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for sample in self.model.ext[:miplearn][:training_samples]
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pysample = miplearn.TrainingSample()
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pysample.__dict__ = sample
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push!(training_data, pysample)
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end
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self.training_data = training_data
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# Copy features to data classes
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self.features = miplearn.Features(
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instance=miplearn.InstanceFeatures(
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user_features=PyCall.array2py(
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features[:instance][:user_features],
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),
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lazy_constraint_count=0,
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),
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variables=Dict(
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varname => miplearn.VariableFeatures(
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category=vfeatures[:category],
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user_features=PyCall.array2py(
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vfeatures[:user_features],
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),
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)
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for (varname, vfeatures) in features[:variables]
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),
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constraints=Dict(
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cname => miplearn.ConstraintFeatures(
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category=cfeat[:category],
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user_features=PyCall.array2py(
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cfeat[:user_features],
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),
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)
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for (cname, cfeat) in features[:constraints]
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),
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)
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end
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function to_model(self)
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return self.model
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end
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end
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
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# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
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# Released under the modified BSD license. See COPYING.md for more details.
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# Released under the modified BSD license. See COPYING.md for more details.
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using JuMP
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using JuMP
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
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# Released under the modified BSD license. See COPYING.md for more details.
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struct LearningSolver
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py::PyCall.PyObject
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end
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function LearningSolver(
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;
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optimizer,
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)::LearningSolver
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py = miplearn.LearningSolver(solver=JuMPSolver(optimizer=optimizer))
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return LearningSolver(py)
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end
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function solve!(solver::LearningSolver, model::Model)
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instance = JuMPInstance(model)
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mip_stats = solver.py.solve(instance)
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push!(
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model.ext[:miplearn][:training_samples],
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instance.training_data[1].__dict__,
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)
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return mip_stats
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end
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function fit!(solver::LearningSolver, models::Array{Model})
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instances = [JuMPInstance(m) for m in models]
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solver.py.fit(instances)
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end
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export LearningSolver
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
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# Released under the modified BSD license. See COPYING.md for more details.
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function init_miplearn_ext(model)::Dict
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if :miplearn ∉ keys(model.ext)
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model.ext[:miplearn] = Dict{Symbol,Any}(
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:features => Dict(
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:variables => Dict{String,Dict}(),
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:constraints => Dict{String,Dict}(),
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:instance => Dict{Symbol,Any}(),
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),
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:training_samples => [],
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)
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end
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return model.ext[:miplearn]
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end
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function init_miplearn_ext(v::VariableRef)::Dict
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ext = init_miplearn_ext(v.model)
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if name(v) ∉ keys(ext[:features][:variables])
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ext[:features][:variables][name(v)] = Dict{Symbol,Any}()
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end
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return ext
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end
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function init_miplearn_ext(c::ConstraintRef)::Dict
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ext = init_miplearn_ext(c.model)
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if name(c) ∉ keys(ext[:features][:constraints])
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ext[:features][:constraints][name(c)] = Dict{Symbol,Any}()
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end
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return ext
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end
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function set_features!(m::Model, f::Array{Float64})::Nothing
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ext = init_miplearn_ext(m)
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ext[:features][:instance][:user_features] = f
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return
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end
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function set_features!(v::VariableRef, f::Array{Float64})::Nothing
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ext = init_miplearn_ext(v)
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ext[:features][:variables][name(v)][:user_features] = f
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return
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|
end
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function set_category!(v::VariableRef, category::String)::Nothing
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ext = init_miplearn_ext(v)
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|
ext[:features][:variables][name(v)][:category] = category
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|
return
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|
end
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function set_features!(c::ConstraintRef, f::Array{Float64})::Nothing
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ext = init_miplearn_ext(c)
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ext[:features][:constraints][name(c)][:user_features] = f
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|
return
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|
end
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function set_category!(c::ConstraintRef, category::String)::Nothing
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|
ext = init_miplearn_ext(c)
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|
ext[:features][:constraints][name(c)][:category] = category
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return
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end
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macro feature(obj, features)
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|
quote
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|
set_features!($(esc(obj)), $(esc(features)))
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|
end
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|
end
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macro category(obj, category)
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quote
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set_category!($(esc(obj)), $(esc(category)))
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end
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end
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
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|
# Released under the modified BSD license. See COPYING.md for more details.
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using JuMP
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function knapsack_model(
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weights::Array{Float64, 1},
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prices::Array{Float64, 1},
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capacity::Float64,
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|
)
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model = Model()
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n = length(weights)
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@variable(model, x[0:(n-1)], Bin)
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@objective(model, Max, sum(x[i] * prices[i+1] for i in 0:(n-1)))
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@constraint(
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model,
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eq_capacity,
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|
sum(
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|
x[i] * weights[i+1]
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|
for i in 0:(n-1)
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|
) <= capacity,
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|
)
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return model
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|
end
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@ -1,5 +1,5 @@
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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) 2020-2021, 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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import Logging: min_enabled_level, shouldlog, handle_message
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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]
|
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||||||
|
|
||||||
create_sysimage(pkg, sysimage_path="build/sysimage.so")
|
|
Loading…
Reference in new issue