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MIPLearn.jl/test/src/Cuts/tableau/test_gmi_dual.jl

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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2024, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
using SCIP
using HiGHS
using MIPLearn.Cuts
function test_cuts_tableau_gmi_dual_collect()
mps_filename = "$BASEDIR/../fixtures/bell5.mps.gz"
h5_filename = "$BASEDIR/../fixtures/bell5.h5"
stats = collect_gmi_dual(mps_filename, optimizer = HiGHS.Optimizer)
h5 = H5File(h5_filename, "r")
try
cuts_basis_vars = h5.get_array("cuts_basis_vars")
cuts_basis_sizes = h5.get_array("cuts_basis_sizes")
cuts_rows = h5.get_array("cuts_rows")
@test size(cuts_basis_vars) == (15, 402)
@test size(cuts_basis_sizes) == (15, 4)
@test size(cuts_rows) == (15,)
finally
h5.close()
end
end
function test_cuts_tableau_gmi_dual_usage()
function build_model(mps_filename)
model = read_from_file(mps_filename)
set_optimizer(model, SCIP.Optimizer)
return JumpModel(model)
end
mps_filename = "$BASEDIR/../fixtures/bell5.mps.gz"
h5_filename = "$BASEDIR/../fixtures/bell5.h5"
rm(h5_filename, force=true)
# Run basic collector
bc = BasicCollector(write_mps = false, skip_lp = true)
bc.collect([mps_filename], build_model)
# Run dual GMI collector
@info "Running dual GMI collector..."
collect_gmi_dual(mps_filename, optimizer = HiGHS.Optimizer)
# # Test expert component
# solver = LearningSolver(
# components = [
# ExpertPrimalComponent(action = SetWarmStart()),
# ExpertDualGmiComponent(),
# ],
# skip_lp = true,
# )
# solver.optimize(mps_filename, build_model)
# Test kNN component
knn = KnnDualGmiComponent(
extractor = H5FieldsExtractor(instance_fields = ["static_var_obj_coeffs"]),
k = 2,
)
knn.fit([h5_filename, h5_filename])
solver = LearningSolver(
components = [
ExpertPrimalComponent(action = SetWarmStart()),
knn,
],
skip_lp = true,
)
solver.optimize(mps_filename, build_model)
return
end