# 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 Gurobi @testset "LearningSolver" begin @testset "model with annotations" begin # Create standard JuMP model weights = [1.0, 2.0, 3.0] prices = [5.0, 6.0, 7.0] capacity = 3.0 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 ML information to the model @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 ML information @test model.ext[:miplearn][:variable_features][x[1]] == [1.0, 5.0] @test model.ext[:miplearn][:variable_features][x[2]] == [2.0, 6.0] @test model.ext[:miplearn][:variable_features][x[3]] == [3.0, 7.0] @test model.ext[:miplearn][:variable_categories][x[1]] == "type-1" @test model.ext[:miplearn][:variable_categories][x[2]] == "type-2" @test model.ext[:miplearn][:variable_categories][x[3]] == "type-3" @test model.ext[:miplearn][:constraint_features][c1] == [1.0, 2.0, 3.0] @test model.ext[:miplearn][:constraint_categories][c1] == "c1" @test model.ext[:miplearn][:instance_features] == [5.0] solver = LearningSolver(Gurobi.Optimizer) instance = JuMPInstance(model) stats = solve!(solver, instance) @test stats["mip_lower_bound"] == 11.0 @test length(instance.py.samples) == 1 fit!(solver, [instance]) solve!(solver, instance) end @testset "model without annotations" begin model = Model() @variable(model, x, Bin) @variable(model, y, Bin) @objective(model, Max, x + y) solver = LearningSolver(Gurobi.Optimizer) instance = JuMPInstance(model) stats = solve!(solver, instance) end @testset "file model" begin # Create basic model model = Model() @variable(model, x, Bin) @variable(model, y, Bin) @objective(model, Max, x + y) @feature(x, [1.0]) @category(x, "cat1") @feature(model, [5.0]) # Solve instance = JuMPInstance(model) solver = LearningSolver(Gurobi.Optimizer) stats = solve!(solver, instance) @test length(instance.py.samples) == 1 # Save model to file filename = tempname() save(filename, instance) @test isfile(filename) # Read model from file loaded = load_jump_instance(filename) x = variable_by_name(loaded.model, "x") @test loaded.model.ext[:miplearn][:variable_features][x] == [1.0] @test loaded.model.ext[:miplearn][:variable_categories][x] == "cat1" @test loaded.model.ext[:miplearn][:instance_features] == [5.0] @test length(loaded.py.samples) == 1 end end