# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved. # Released under the modified BSD license. See COPYING.md for more details. using SparseArrays @inline frac(x::Float64) = x - floor(x) function select_gmi_rows(data, basis, x; max_rows=10, atol=0.001) candidate_rows = [ r for r in 1:length(basis.var_basic) if (data.var_types[basis.var_basic[r]] != 'C') && (frac(x[basis.var_basic[r]]) > atol) ] candidate_vals = frac.(x[basis.var_basic[candidate_rows]]) score = abs.(candidate_vals .- 0.5) perm = sortperm(score) return [candidate_rows[perm[i]] for i in 1:min(length(perm), max_rows)] end function compute_gmi( data::ProblemData, tableau::Tableau, tol=1e-8, )::ConstraintSet nrows, ncols = size(tableau.lhs) ub = Float64[Inf for _ in 1:nrows] lb = Float64[0.999 for _ in 1:nrows] tableau_I, tableau_J, tableau_V = findnz(tableau.lhs) lhs_I = Int[] lhs_J = Int[] lhs_V = Float64[] @timeit "Compute coefficients" begin for k in 1:nnz(tableau.lhs) i::Int = tableau_I[k] v::Float64 = 0.0 alpha_j = frac(tableau_V[k]) beta = frac(tableau.rhs[i]) if data.var_types[i] == "C" if alpha_j >= 0 v = alpha_j / beta else v = alpha_j / (1 - beta) end else if alpha_j <= beta v = alpha_j / beta else v = (1 - alpha_j) / (1 - beta) end end if abs(v) > tol push!(lhs_I, i) push!(lhs_J, tableau_J[k]) push!(lhs_V, v) end end lhs = sparse(lhs_I, lhs_J, lhs_V, nrows, ncols) end return ConstraintSet(; lhs, ub, lb) end function assert_cuts_off( cuts::ConstraintSet, x::Vector{Float64}, tol=1e-6 ) for i in 1:length(cuts.lb) val = cuts.lhs[i, :]' * x if (val <= cuts.ub[i] - tol) && (val >= cuts.lb[i] + tol) throw(ErrorException("inequality fails to cut off fractional solution")) end end end function assert_does_not_cut_off( cuts::ConstraintSet, x::Vector{Float64}; tol=1e-6 ) for i in 1:length(cuts.lb) val = cuts.lhs[i, :]' * x ub = cuts.ub[i] lb = cuts.lb[i] if (val >= ub) || (val <= lb) throw(ErrorException("inequality $i cuts off integer solution ($lb <= $val <= $ub)")) end end end export compute_gmi, frac, select_gmi_rows, assert_cuts_off, assert_does_not_cut_off