Reorganize package; add macros

master
Alinson S. Xavier 5 years ago
parent 96f7243d4c
commit eb7f7034a9

@ -1,4 +1,4 @@
Copyright © 2020, UChicago Argonne, LLC Copyright © 2020-2021, UChicago Argonne, LLC
All Rights Reserved All Rights Reserved

@ -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

@ -1,10 +1,10 @@
# This file is machine-generated - editing it directly is not advised # This file is machine-generated - editing it directly is not advised
[[ArgTools]]
uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"
[[Artifacts]] [[Artifacts]]
deps = ["Pkg"]
git-tree-sha1 = "c30985d8821e0cd73870b17b0ed0ce6dc44cb744"
uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33" uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33"
version = "1.3.0"
[[Base64]] [[Base64]]
uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f" uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
@ -53,15 +53,13 @@ version = "0.3.0"
[[Compat]] [[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"] 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 = "4fecfd5485d3c5de4003e19f00c6898cccd40667" git-tree-sha1 = "ac4132ad78082518ec2037ae5770b6e796f7f956"
uuid = "34da2185-b29b-5c13-b0c7-acf172513d20" uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
version = "3.26.0" version = "3.27.0"
[[CompilerSupportLibraries_jll]] [[CompilerSupportLibraries_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] deps = ["Artifacts", "Libdl"]
git-tree-sha1 = "8e695f735fca77e9708e795eda62afdb869cbb70"
uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae" uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae"
version = "0.3.4+0"
[[Conda]] [[Conda]]
deps = ["JSON", "VersionParsing"] deps = ["JSON", "VersionParsing"]
@ -99,6 +97,10 @@ version = "1.0.2"
deps = ["Random", "Serialization", "Sockets"] deps = ["Random", "Serialization", "Sockets"]
uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b" uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
[[Downloads]]
deps = ["ArgTools", "LibCURL", "NetworkOptions"]
uuid = "f43a241f-c20a-4ad4-852c-f6b1247861c6"
[[ForwardDiff]] [[ForwardDiff]]
deps = ["CommonSubexpressions", "DiffResults", "DiffRules", "LinearAlgebra", "NaNMath", "Printf", "Random", "SpecialFunctions", "StaticArrays"] deps = ["CommonSubexpressions", "DiffResults", "DiffRules", "LinearAlgebra", "NaNMath", "Printf", "Random", "SpecialFunctions", "StaticArrays"]
git-tree-sha1 = "e2af66012e08966366a43251e1fd421522908be6" git-tree-sha1 = "e2af66012e08966366a43251e1fd421522908be6"
@ -132,12 +134,6 @@ git-tree-sha1 = "81690084b6198a2e1da36fcfda16eeca9f9f24e4"
uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6" uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
version = "0.21.1" version = "0.21.1"
[[JSON2]]
deps = ["Dates", "Parsers", "Test"]
git-tree-sha1 = "66397cc6c08922f98a28ab05a8d3002f9853b129"
uuid = "2535ab7d-5cd8-5a07-80ac-9b1792aadce3"
version = "0.3.2"
[[JSONSchema]] [[JSONSchema]]
deps = ["HTTP", "JSON", "ZipFile"] deps = ["HTTP", "JSON", "ZipFile"]
git-tree-sha1 = "b84ab8139afde82c7c65ba2b792fe12e01dd7307" git-tree-sha1 = "b84ab8139afde82c7c65ba2b792fe12e01dd7307"
@ -150,10 +146,22 @@ git-tree-sha1 = "e952f49e2242fa21edcf27bbd6c67041685bee5d"
uuid = "4076af6c-e467-56ae-b986-b466b2749572" uuid = "4076af6c-e467-56ae-b986-b466b2749572"
version = "0.21.6" 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]] [[LibGit2]]
deps = ["Printf"] deps = ["Base64", "NetworkOptions", "Printf", "SHA"]
uuid = "76f85450-5226-5b5a-8eaa-529ad045b433" uuid = "76f85450-5226-5b5a-8eaa-529ad045b433"
[[LibSSH2_jll]]
deps = ["Artifacts", "Libdl", "MbedTLS_jll"]
uuid = "29816b5a-b9ab-546f-933c-edad1886dfa8"
[[Libdl]] [[Libdl]]
uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb" uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
@ -187,19 +195,20 @@ uuid = "739be429-bea8-5141-9913-cc70e7f3736d"
version = "1.0.3" version = "1.0.3"
[[MbedTLS_jll]] [[MbedTLS_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] deps = ["Artifacts", "Libdl"]
git-tree-sha1 = "0eef589dd1c26a3ac9d753fe1a8bcad63f956fa6"
uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1" uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1"
version = "2.16.8+1"
[[Mmap]] [[Mmap]]
uuid = "a63ad114-7e13-5084-954f-fe012c677804" uuid = "a63ad114-7e13-5084-954f-fe012c677804"
[[MozillaCACerts_jll]]
uuid = "14a3606d-f60d-562e-9121-12d972cd8159"
[[MutableArithmetics]] [[MutableArithmetics]]
deps = ["LinearAlgebra", "SparseArrays", "Test"] deps = ["LinearAlgebra", "SparseArrays", "Test"]
git-tree-sha1 = "6b6bb8f550dc38310afd4a0af0786dc3222459e2" git-tree-sha1 = "ff3aa3e4dbc837f80c2031de2f90125c8b3793f3"
uuid = "d8a4904e-b15c-11e9-3269-09a3773c0cb0" uuid = "d8a4904e-b15c-11e9-3269-09a3773c0cb0"
version = "0.2.14" version = "0.2.15"
[[NaNMath]] [[NaNMath]]
git-tree-sha1 = "bfe47e760d60b82b66b61d2d44128b62e3a369fb" git-tree-sha1 = "bfe47e760d60b82b66b61d2d44128b62e3a369fb"
@ -207,9 +216,7 @@ uuid = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
version = "0.3.5" version = "0.3.5"
[[NetworkOptions]] [[NetworkOptions]]
git-tree-sha1 = "ed3157f48a05543cce9b241e1f2815f7e843d96e"
uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908" uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908"
version = "1.2.0"
[[OpenSpecFun_jll]] [[OpenSpecFun_jll]]
deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "Pkg"] deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "Pkg"]
@ -222,12 +229,6 @@ git-tree-sha1 = "4fa2ba51070ec13fcc7517db714445b4ab986bdf"
uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d" uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
version = "1.4.0" version = "1.4.0"
[[PackageCompiler]]
deps = ["Libdl", "Pkg", "UUIDs"]
git-tree-sha1 = "d448727c4b86be81b225b738c88d30334fda6779"
uuid = "9b87118b-4619-50d2-8e1e-99f35a4d4d9d"
version = "1.2.5"
[[Parsers]] [[Parsers]]
deps = ["Dates"] deps = ["Dates"]
git-tree-sha1 = "c8abc88faa3f7a3950832ac5d6e690881590d6dc" git-tree-sha1 = "c8abc88faa3f7a3950832ac5d6e690881590d6dc"
@ -235,7 +236,7 @@ uuid = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0"
version = "1.1.0" version = "1.1.0"
[[Pkg]] [[Pkg]]
deps = ["Dates", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "UUIDs"] deps = ["Artifacts", "Dates", "Downloads", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "Serialization", "TOML", "Tar", "UUIDs", "p7zip_jll"]
uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f" uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
[[Printf]] [[Printf]]
@ -249,7 +250,7 @@ uuid = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0"
version = "1.92.2" version = "1.92.2"
[[REPL]] [[REPL]]
deps = ["InteractiveUtils", "Markdown", "Sockets"] deps = ["InteractiveUtils", "Markdown", "Sockets", "Unicode"]
uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb" uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
[[Random]] [[Random]]
@ -289,8 +290,16 @@ version = "1.1.0"
deps = ["LinearAlgebra", "SparseArrays"] deps = ["LinearAlgebra", "SparseArrays"]
uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2" 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]] [[Test]]
deps = ["Distributed", "InteractiveUtils", "Logging", "Random"] deps = ["InteractiveUtils", "Logging", "Random", "Serialization"]
uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40" uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
[[TimerOutputs]] [[TimerOutputs]]
@ -329,7 +338,13 @@ uuid = "a5390f91-8eb1-5f08-bee0-b1d1ffed6cea"
version = "0.9.3" version = "0.9.3"
[[Zlib_jll]] [[Zlib_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] deps = ["Libdl"]
git-tree-sha1 = "320228915c8debb12cb434c59057290f0834dbf6"
uuid = "83775a58-1f1d-513f-b197-d71354ab007a" uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
version = "1.2.11+18"
[[nghttp2_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d"
[[p7zip_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0"

@ -5,21 +5,17 @@ version = "0.2.0"
[deps] [deps]
Conda = "8f4d0f93-b110-5947-807f-2305c1781a2d" Conda = "8f4d0f93-b110-5947-807f-2305c1781a2d"
JSON2 = "2535ab7d-5cd8-5a07-80ac-9b1792aadce3"
JuMP = "4076af6c-e467-56ae-b986-b466b2749572" JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
Logging = "56ddb016-857b-54e1-b83d-db4d58db5568" Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee" MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
PackageCompiler = "9b87118b-4619-50d2-8e1e-99f35a4d4d9d"
Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7" Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0" PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0"
TimerOutputs = "a759f4b9-e2f1-59dc-863e-4aeb61b1ea8f" TimerOutputs = "a759f4b9-e2f1-59dc-863e-4aeb61b1ea8f"
[compat] [compat]
Conda = "1.4" Conda = "1.4"
JSON2 = "0.3"
JuMP = "0.21" JuMP = "0.21"
MathOptInterface = "0.9" MathOptInterface = "0.9"
PackageCompiler = "1"
PyCall = "1" PyCall = "1"
TimerOutputs = "0.5" TimerOutputs = "0.5"
julia = "1" julia = "1"

@ -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 **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.
Learning-Enhanced Mixed-Integer Optimization](https://github.com/ANL-CEEESA/MIPLearn).
## License ## License
Released under the modified BSD license. See `LICENSE` for more details. 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 # 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.
__precompile__(false) __precompile__(false)
module MIPLearn module MIPLearn
using PyCall using PyCall
miplearn = pyimport("miplearn")
Instance = miplearn.Instance
BenchmarkRunner = miplearn.BenchmarkRunner
macro pycall(expr) export JuMPInstance
quote export LearningSolver
err_msg = nothing export @feature
result = nothing export @category
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
include("log.jl") miplearn = pyimport("miplearn")
include("jump_solver.jl")
include("learning_solver.jl")
include("instance.jl")
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 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 # 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.
using JuMP 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 # 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.
import Logging: min_enabled_level, shouldlog, handle_message 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]]
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[[Artifacts]]
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[[CEnum]]
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[[Calculus]]
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[[Cbc]]
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[[Cbc_jll]]
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[[Cgl_jll]]
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git-tree-sha1 = "0c41f887cca7e95e7ca1cda5bd6e82e6f43b317d"
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[[ChainRulesCore]]
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[[Clp_jll]]
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git-tree-sha1 = "d9eca9fa2435959b5542b13409a8ec5f64c947c8"
uuid = "06985876-5285-5a41-9fcb-8948a742cc53"
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[[CodecBzip2]]
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git-tree-sha1 = "2e62a725210ce3c3c2e1a3080190e7ca491f18d7"
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[[CodecZlib]]
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git-tree-sha1 = "ded953804d019afa9a3f98981d99b33e3db7b6da"
uuid = "944b1d66-785c-5afd-91f1-9de20f533193"
version = "0.7.0"
[[CoinUtils_jll]]
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git-tree-sha1 = "5186155a8609b71eae7e104fa2b8fbf6ecd5d9bb"
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[[CommonSubexpressions]]
deps = ["MacroTools", "Test"]
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[[Compat]]
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git-tree-sha1 = "ac4132ad78082518ec2037ae5770b6e796f7f956"
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[[CompilerSupportLibraries_jll]]
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[[Conda]]
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[[Dates]]
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[[DelimitedFiles]]
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[[DiffResults]]
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[[DiffRules]]
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[[Downloads]]
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[[ForwardDiff]]
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[[InteractiveUtils]]
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[[JLLWrappers]]
git-tree-sha1 = "a431f5f2ca3f4feef3bd7a5e94b8b8d4f2f647a0"
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[[JSON]]
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git-tree-sha1 = "e952f49e2242fa21edcf27bbd6c67041685bee5d"
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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"
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git-tree-sha1 = "80229be1f670524750d905f8fc8148e5a8c4537f"
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[[ZipFile]]
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git-tree-sha1 = "c3a5637e27e914a7a445b8d0ad063d701931e9f7"
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[[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"

@ -1,6 +1,10 @@
# 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.
[deps] [deps]
Cbc = "9961bab8-2fa3-5c5a-9d89-47fab24efd76"
Conda = "8f4d0f93-b110-5947-807f-2305c1781a2d" Conda = "8f4d0f93-b110-5947-807f-2305c1781a2d"
Gurobi = "2e9cd046-0924-5485-92f1-d5272153d98b"
JSON2 = "2535ab7d-5cd8-5a07-80ac-9b1792aadce3" JSON2 = "2535ab7d-5cd8-5a07-80ac-9b1792aadce3"
JuMP = "4076af6c-e467-56ae-b986-b466b2749572" JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
MIPLearn = "2b1277c3-b477-4c49-a15e-7ba350325c68" MIPLearn = "2b1277c3-b477-4c49-a15e-7ba350325c68"

@ -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

@ -1,5 +1,5 @@
# 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.
using Test using Test
@ -8,7 +8,6 @@ using MIPLearn
MIPLearn.setup_logger() MIPLearn.setup_logger()
@testset "MIPLearn" begin @testset "MIPLearn" begin
include("knapsack.jl") #include("modeling/jump_solver_test.jl")
include("jump_solver_test.jl") include("modeling/learning_solver_test.jl")
include("learning_solver_test.jl")
end 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")
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