Merge branch 'feature/training_sample' into dev

.mypy.ini

@@ -3,3 +3,4 @@ ignore_missing_imports = True
 #disallow_untyped_defs = True
 disallow_untyped_calls = True
 disallow_incomplete_defs = True
+pretty = True

miplearn/__init__.py

@@ -2,37 +2,31 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
-from .extractors import (
+from .benchmark import BenchmarkRunner
-    SolutionExtractor,
+from .classifiers import Classifier, Regressor
-    InstanceFeaturesExtractor,
+from .classifiers.adaptive import AdaptiveClassifier
-    ObjectiveValueExtractor,
+from .classifiers.threshold import MinPrecisionThreshold
-    VariableFeaturesExtractor,
-)
-
 from .components.component import Component
-from .components.objective import ObjectiveValueComponent
+from .components.cuts import UserCutsComponent
 from .components.lazy_dynamic import DynamicLazyConstraintsComponent
 from .components.lazy_static import StaticLazyConstraintsComponent
-from .components.cuts import UserCutsComponent
+from .components.objective import ObjectiveValueComponent
 from .components.primal import PrimalSolutionComponent
 from .components.relaxation import RelaxationComponent
 from .components.steps.convert_tight import ConvertTightIneqsIntoEqsStep
-from .components.steps.relax_integrality import RelaxIntegralityStep
 from .components.steps.drop_redundant import DropRedundantInequalitiesStep
-
+from .components.steps.relax_integrality import RelaxIntegralityStep
-from .classifiers import Classifier, Regressor
+from .extractors import (
-from .classifiers.adaptive import AdaptiveClassifier
+    SolutionExtractor,
-from .classifiers.threshold import MinPrecisionThreshold
+    InstanceFeaturesExtractor,
-
+    ObjectiveValueExtractor,
-from .benchmark import BenchmarkRunner
+    VariableFeaturesExtractor,
-
+)
 from .instance import Instance
-
+from .log import setup_logger
-from .solvers.pyomo.base import BasePyomoSolver
-from .solvers.pyomo.cplex import CplexPyomoSolver
-from .solvers.pyomo.gurobi import GurobiPyomoSolver
 from .solvers.gurobi import GurobiSolver
 from .solvers.internal import InternalSolver
 from .solvers.learning import LearningSolver
-
+from .solvers.pyomo.base import BasePyomoSolver
-from .log import setup_logger
+from .solvers.pyomo.cplex import CplexPyomoSolver
+from .solvers.pyomo.gurobi import GurobiPyomoSolver

miplearn/benchmark.py

@@ -2,15 +2,14 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
+import logging
+import os
 from copy import deepcopy
 
 import pandas as pd
-import numpy as np
-import logging
 from tqdm.auto import tqdm
-import os
 
-from .solvers.learning import LearningSolver
+from miplearn.solvers.learning import LearningSolver
 
 
 class BenchmarkRunner:

miplearn/classifiers/adaptive.py

@@ -5,14 +5,15 @@
 import logging
 from copy import deepcopy
 
-from miplearn.classifiers import Classifier
-from miplearn.classifiers.counting import CountingClassifier
-from miplearn.classifiers.evaluator import ClassifierEvaluator
 from sklearn.linear_model import LogisticRegression
 from sklearn.neighbors import KNeighborsClassifier
 from sklearn.pipeline import make_pipeline
 from sklearn.preprocessing import StandardScaler
 
+from miplearn.classifiers import Classifier
+from miplearn.classifiers.counting import CountingClassifier
+from miplearn.classifiers.evaluator import ClassifierEvaluator
+
 logger = logging.getLogger(__name__)
 
 

miplearn/classifiers/counting.py

@@ -2,9 +2,10 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
-from miplearn.classifiers import Classifier
 import numpy as np
 
+from miplearn.classifiers import Classifier
+
 
 class CountingClassifier(Classifier):
     """

miplearn/classifiers/cv.py

@@ -2,15 +2,15 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
+import logging
 from copy import deepcopy
 
 import numpy as np
-from miplearn.classifiers import Classifier
 from sklearn.dummy import DummyClassifier
 from sklearn.linear_model import LogisticRegression
 from sklearn.model_selection import cross_val_score
 
-import logging
+from miplearn.classifiers import Classifier
 
 logger = logging.getLogger(__name__)
 

miplearn/classifiers/tests/test_counting.py

@@ -1,11 +1,12 @@
 #  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.
-from miplearn.classifiers.counting import CountingClassifier
 
 import numpy as np
 from numpy.linalg import norm
 
+from miplearn.classifiers.counting import CountingClassifier
+
 E = 0.1
 
 

miplearn/classifiers/tests/test_cv.py

@@ -3,11 +3,12 @@
 #  Released under the modified BSD license. See COPYING.md for more details.
 
 import numpy as np
-from miplearn.classifiers.cv import CrossValidatedClassifier
 from numpy.linalg import norm
 from sklearn.preprocessing import StandardScaler
 from sklearn.svm import SVC
 
+from miplearn.classifiers.cv import CrossValidatedClassifier
+
 E = 0.1
 
 

miplearn/classifiers/tests/test_evaluator.py

@@ -3,9 +3,10 @@
 #  Released under the modified BSD license. See COPYING.md for more details.
 
 import numpy as np
-from miplearn.classifiers.evaluator import ClassifierEvaluator
 from sklearn.neighbors import KNeighborsClassifier
 
+from miplearn.classifiers.evaluator import ClassifierEvaluator
+
 
 def test_evaluator():
     clf_a = KNeighborsClassifier(n_neighbors=1)

miplearn/classifiers/tests/test_threshold.py

@@ -5,6 +5,7 @@
 from unittest.mock import Mock
 
 import numpy as np
+
 from miplearn.classifiers import Classifier
 from miplearn.classifiers.threshold import MinPrecisionThreshold
 

miplearn/components/composite.py

@@ -2,7 +2,7 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
-from miplearn import Component
+from miplearn.components.component import Component
 
 
 class CompositeComponent(Component):

miplearn/components/cuts.py

@@ -2,14 +2,17 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
+import logging
 import sys
 from copy import deepcopy
 
+import numpy as np
+from tqdm.auto import tqdm
+
 from miplearn.classifiers.counting import CountingClassifier
 from miplearn.components import classifier_evaluation_dict
-
+from miplearn.components.component import Component
-from .component import Component
+from miplearn.extractors import InstanceFeaturesExtractor
-from ..extractors import *
 
 logger = logging.getLogger(__name__)
 

miplearn/components/lazy_dynamic.py

@@ -2,14 +2,17 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
+import logging
 import sys
 from copy import deepcopy
 
+import numpy as np
+from tqdm.auto import tqdm
+
 from miplearn.classifiers.counting import CountingClassifier
 from miplearn.components import classifier_evaluation_dict
-
+from miplearn.components.component import Component
-from .component import Component
+from miplearn.extractors import InstanceFeaturesExtractor, InstanceIterator
-from ..extractors import *
 
 logger = logging.getLogger(__name__)
 

miplearn/components/lazy_static.py

@@ -2,12 +2,15 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
+import logging
 import sys
 from copy import deepcopy
 
+import numpy as np
+from tqdm.auto import tqdm
+
 from miplearn.classifiers.counting import CountingClassifier
-from .component import Component
+from miplearn.components.component import Component
-from ..extractors import *
 
 logger = logging.getLogger(__name__)
 

miplearn/components/objective.py

@@ -1,6 +1,12 @@
 #  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 logging
+from copy import deepcopy
+
+import numpy as np
+from sklearn.linear_model import LinearRegression
 from sklearn.metrics import (
     mean_squared_error,
     explained_variance_score,
@@ -9,11 +15,8 @@ from sklearn.metrics import (
     r2_score,
 )
 
-from .. import Component, InstanceFeaturesExtractor, ObjectiveValueExtractor
+from miplearn.components.component import Component
-from sklearn.linear_model import LinearRegression
+from miplearn.extractors import InstanceFeaturesExtractor, ObjectiveValueExtractor
-from copy import deepcopy
-import numpy as np
-import logging
 
 logger = logging.getLogger(__name__)
 
@@ -75,7 +78,15 @@ class ObjectiveValueComponent(Component):
 
     def evaluate(self, instances):
         y_pred = self.predict(instances)
-        y_true = np.array([[inst.lower_bound, inst.upper_bound] for inst in instances])
+        y_true = np.array(
+            [
+                [
+                    inst.training_data[0]["Lower bound"],
+                    inst.training_data[0]["Upper bound"],
+                ]
+                for inst in instances
+            ]
+        )
         y_true_lb, y_true_ub = y_true[:, 0], y_true[:, 1]
         y_pred_lb, y_pred_ub = y_pred[:, 1], y_pred[:, 1]
         ev = {

miplearn/components/primal.py

@@ -68,7 +68,8 @@ class PrimalSolutionComponent(Component):
             for label in [0, 1]:
                 y_train = solutions[category][:, label].astype(int)
 
-                # If all samples are either positive or negative, make constant predictions
+                # If all samples are either positive or negative, make constant
+                # predictions
                 y_avg = np.average(y_train)
                 if y_avg < 0.001 or y_avg >= 0.999:
                     self.classifiers[category, label] = round(y_avg)
@@ -130,7 +131,7 @@ class PrimalSolutionComponent(Component):
             desc="Evaluate (primal)",
         ):
             instance = instances[instance_idx]
-            solution_actual = instance.solution
+            solution_actual = instance.training_data[0]["Solution"]
             solution_pred = self.predict(instance)
 
             vars_all, vars_one, vars_zero = set(), set(), set()

miplearn/components/relaxation.py

@@ -4,8 +4,8 @@
 
 import logging
 
-from miplearn import Component
 from miplearn.classifiers.counting import CountingClassifier
+from miplearn.components.component import Component
 from miplearn.components.composite import CompositeComponent
 from miplearn.components.steps.convert_tight import ConvertTightIneqsIntoEqsStep
 from miplearn.components.steps.drop_redundant import DropRedundantInequalitiesStep

miplearn/components/steps/convert_tight.py

@@ -3,17 +3,17 @@
 #  Released under the modified BSD license. See COPYING.md for more details.
 
 import logging
+import random
 from copy import deepcopy
 
 import numpy as np
 from tqdm import tqdm
-import random
 
-from ... import Component
+from miplearn.classifiers.counting import CountingClassifier
-from ...classifiers.counting import CountingClassifier
+from miplearn.components import classifier_evaluation_dict
-from ...components import classifier_evaluation_dict
+from miplearn.components.component import Component
-from ...extractors import InstanceIterator
+from miplearn.components.steps.drop_redundant import DropRedundantInequalitiesStep
-from .drop_redundant import DropRedundantInequalitiesStep
+from miplearn.extractors import InstanceIterator
 
 logger = logging.getLogger(__name__)
 

miplearn/components/steps/drop_redundant.py

@@ -8,9 +8,9 @@ from copy import deepcopy
 import numpy as np
 from tqdm import tqdm
 
-from miplearn import Component
 from miplearn.classifiers.counting import CountingClassifier
 from miplearn.components import classifier_evaluation_dict
+from miplearn.components.component import Component
 from miplearn.components.lazy_static import LazyConstraint
 from miplearn.extractors import InstanceIterator
 

miplearn/components/steps/relax_integrality.py

@@ -4,7 +4,7 @@
 
 import logging
 
-from miplearn import Component
+from miplearn.components.component import Component
 
 logger = logging.getLogger(__name__)
 

miplearn/components/steps/tests/test_convert_tight.py

@@ -1,9 +1,12 @@
-from miplearn import LearningSolver, GurobiSolver, Instance, Classifier
+from unittest.mock import Mock
+
+from miplearn.classifiers import Classifier
 from miplearn.components.steps.convert_tight import ConvertTightIneqsIntoEqsStep
 from miplearn.components.steps.relax_integrality import RelaxIntegralityStep
+from miplearn.instance import Instance
 from miplearn.problems.knapsack import GurobiKnapsackInstance
-
+from miplearn.solvers.gurobi import GurobiSolver
-from unittest.mock import Mock
+from miplearn.solvers.learning import LearningSolver
 
 
 def test_convert_tight_usage():
@@ -21,8 +24,8 @@ def test_convert_tight_usage():
     )
 
     # Solve original problem
-    solver.solve(instance)
+    stats = solver.solve(instance)
-    original_upper_bound = instance.upper_bound
+    original_upper_bound = stats["Upper bound"]
 
     # Should collect training data
     assert instance.training_data[0]["slacks"]["eq_capacity"] == 0.0
@@ -32,15 +35,14 @@ def test_convert_tight_usage():
     stats = solver.solve(instance)
 
     # Objective value should be the same
-    assert instance.upper_bound == original_upper_bound
+    assert stats["Upper bound"] == original_upper_bound
     assert stats["ConvertTight: Inf iterations"] == 0
     assert stats["ConvertTight: Subopt iterations"] == 0
 
 
-class TestInstance(Instance):
+class SampleInstance(Instance):
     def to_model(self):
         import gurobipy as grb
-        from gurobipy import GRB
 
         m = grb.Model("model")
         x1 = m.addVar(name="x1")
@@ -68,9 +70,9 @@ def test_convert_tight_infeasibility():
         components=[comp],
         solve_lp_first=False,
     )
-    instance = TestInstance()
+    instance = SampleInstance()
     stats = solver.solve(instance)
-    assert instance.lower_bound == 5.0
+    assert stats["Upper bound"] == 5.0
     assert stats["ConvertTight: Inf iterations"] == 1
     assert stats["ConvertTight: Subopt iterations"] == 0
 
@@ -91,9 +93,9 @@ def test_convert_tight_suboptimality():
         components=[comp],
         solve_lp_first=False,
     )
-    instance = TestInstance()
+    instance = SampleInstance()
     stats = solver.solve(instance)
-    assert instance.lower_bound == 5.0
+    assert stats["Upper bound"] == 5.0
     assert stats["ConvertTight: Inf iterations"] == 0
     assert stats["ConvertTight: Subopt iterations"] == 1
 
@@ -114,8 +116,8 @@ def test_convert_tight_optimal():
         components=[comp],
         solve_lp_first=False,
     )
-    instance = TestInstance()
+    instance = SampleInstance()
     stats = solver.solve(instance)
-    assert instance.lower_bound == 5.0
+    assert stats["Upper bound"] == 5.0
     assert stats["ConvertTight: Inf iterations"] == 0
     assert stats["ConvertTight: Subopt iterations"] == 0

miplearn/components/steps/tests/test_drop_redundant.py

@@ -2,21 +2,15 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
-import numpy as np
 from unittest.mock import Mock, call
 
-from miplearn import (
+import numpy as np
-    LearningSolver,
+
-    Instance,
-    InternalSolver,
-    GurobiSolver,
-)
 from miplearn.classifiers import Classifier
-from miplearn.components.relaxation import (
+from miplearn.components.relaxation import DropRedundantInequalitiesStep
-    DropRedundantInequalitiesStep,
+from miplearn.instance import Instance
-    RelaxIntegralityStep,
+from miplearn.solvers.internal import InternalSolver
-)
+from miplearn.solvers.learning import LearningSolver
-from miplearn.problems.knapsack import GurobiKnapsackInstance
 
 
 def _setup():

miplearn/components/tests/test_composite.py

@@ -4,8 +4,10 @@
 
 from unittest.mock import Mock, call
 
-from miplearn import Component, LearningSolver, Instance
+from miplearn.components.component import Component
 from miplearn.components.composite import CompositeComponent
+from miplearn.instance import Instance
+from miplearn.solvers.learning import LearningSolver
 
 
 def test_composite():

miplearn/components/tests/test_lazy_dynamic.py

@@ -5,10 +5,13 @@
 from unittest.mock import Mock
 
 import numpy as np
-from miplearn import DynamicLazyConstraintsComponent, LearningSolver, InternalSolver
+from numpy.linalg import norm
+
 from miplearn.classifiers import Classifier
+from miplearn.components.lazy_dynamic import DynamicLazyConstraintsComponent
+from miplearn.solvers.internal import InternalSolver
+from miplearn.solvers.learning import LearningSolver
 from miplearn.tests import get_test_pyomo_instances
-from numpy.linalg import norm
 
 E = 0.1
 

miplearn/components/tests/test_lazy_static.py

@@ -4,13 +4,11 @@
 
 from unittest.mock import Mock, call
 
-from miplearn import (
-    StaticLazyConstraintsComponent,
-    LearningSolver,
-    Instance,
-    InternalSolver,
-)
 from miplearn.classifiers import Classifier
+from miplearn.components.lazy_static import StaticLazyConstraintsComponent
+from miplearn.instance import Instance
+from miplearn.solvers.internal import InternalSolver
+from miplearn.solvers.learning import LearningSolver
 
 
 def test_usage_with_solver():
@@ -49,7 +47,9 @@ def test_usage_with_solver():
     )
 
     component = StaticLazyConstraintsComponent(
-        threshold=0.90, use_two_phase_gap=False, violation_tolerance=1.0
+        threshold=0.90,
+        use_two_phase_gap=False,
+        violation_tolerance=1.0,
     )
     component.classifiers = {
         "type-a": Mock(spec=Classifier),

miplearn/components/tests/test_objective.py

@@ -5,8 +5,9 @@
 from unittest.mock import Mock
 
 import numpy as np
-from miplearn import ObjectiveValueComponent
+
 from miplearn.classifiers import Regressor
+from miplearn.components.objective import ObjectiveValueComponent
 from miplearn.tests import get_test_pyomo_instances
 
 
@@ -14,8 +15,8 @@ def test_usage():
     instances, models = get_test_pyomo_instances()
     comp = ObjectiveValueComponent()
     comp.fit(instances)
-    assert instances[0].lower_bound == 1183.0
+    assert instances[0].training_data[0]["Lower bound"] == 1183.0
-    assert instances[0].upper_bound == 1183.0
+    assert instances[0].training_data[0]["Upper bound"] == 1183.0
     assert np.round(comp.predict(instances), 2).tolist() == [
         [1183.0, 1183.0],
         [1070.0, 1070.0],

miplearn/components/tests/test_primal.py

@@ -5,8 +5,9 @@
 from unittest.mock import Mock
 
 import numpy as np
-from miplearn import PrimalSolutionComponent
+
 from miplearn.classifiers import Classifier
+from miplearn.components.primal import PrimalSolutionComponent
 from miplearn.tests import get_test_pyomo_instances
 
 
@@ -49,7 +50,7 @@ def test_evaluate():
     comp = PrimalSolutionComponent(classifier=[clf_zero, clf_one], threshold=0.50)
     comp.fit(instances[:1])
     assert comp.predict(instances[0]) == {"x": {0: 0, 1: 0, 2: 1, 3: None}}
-    assert instances[0].solution == {"x": {0: 1, 1: 0, 2: 1, 3: 1}}
+    assert instances[0].training_data[0]["Solution"] == {"x": {0: 1, 1: 0, 2: 1, 3: 1}}
     ev = comp.evaluate(instances[:1])
     assert ev == {
         "Fix one": {

miplearn/extractors.py

@@ -2,14 +2,13 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
+import gzip
 import logging
 import pickle
-import gzip
+from abc import ABC, abstractmethod
 
 import numpy as np
-
 from tqdm.auto import tqdm
-from abc import ABC, abstractmethod
 
 logger = logging.getLogger(__name__)
 
@@ -48,10 +47,10 @@ class Extractor(ABC):
 
     @staticmethod
     def split_variables(instance):
-        assert hasattr(instance, "lp_solution")
         result = {}
-        for var_name in instance.lp_solution:
+        lp_solution = instance.training_data[0]["LP solution"]
-            for index in instance.lp_solution[var_name]:
+        for var_name in lp_solution:
+            for index in lp_solution[var_name]:
                 category = instance.get_variable_category(var_name, index)
                 if category is None:
                     continue
@@ -71,6 +70,7 @@ class VariableFeaturesExtractor(Extractor):
         ):
             instance_features = instance.get_instance_features()
             var_split = self.split_variables(instance)
+            lp_solution = instance.training_data[0]["LP solution"]
             for (category, var_index_pairs) in var_split.items():
                 if category not in result:
                     result[category] = []
@@ -78,7 +78,7 @@ class VariableFeaturesExtractor(Extractor):
                     result[category] += [
                         instance_features.tolist()
                         + instance.get_variable_features(var_name, index).tolist()
-                        + [instance.lp_solution[var_name][index]]
+                        + [lp_solution[var_name][index]]
                     ]
         for category in result:
             result[category] = np.array(result[category])
@@ -97,14 +97,15 @@ class SolutionExtractor(Extractor):
             disable=len(instances) < 5,
         ):
             var_split = self.split_variables(instance)
+            if self.relaxation:
+                solution = instance.training_data[0]["LP solution"]
+            else:
+                solution = instance.training_data[0]["Solution"]
             for (category, var_index_pairs) in var_split.items():
                 if category not in result:
                     result[category] = []
                 for (var_name, index) in var_index_pairs:
-                    if self.relaxation:
+                    v = solution[var_name][index]
-                        v = instance.lp_solution[var_name][index]
-                    else:
-                        v = instance.solution[var_name][index]
                     if v is None:
                         result[category] += [[0, 0]]
                     else:
@@ -121,7 +122,7 @@ class InstanceFeaturesExtractor(Extractor):
                 np.hstack(
                     [
                         instance.get_instance_features(),
-                        instance.lp_value,
+                        instance.training_data[0]["LP value"],
                     ]
                 )
                 for instance in InstanceIterator(instances)
@@ -137,13 +138,22 @@ class ObjectiveValueExtractor(Extractor):
     def extract(self, instances):
         if self.kind == "lower bound":
             return np.array(
-                [[instance.lower_bound] for instance in InstanceIterator(instances)]
+                [
+                    [instance.training_data[0]["Lower bound"]]
+                    for instance in InstanceIterator(instances)
+                ]
             )
         if self.kind == "upper bound":
             return np.array(
-                [[instance.upper_bound] for instance in InstanceIterator(instances)]
+                [
+                    [instance.training_data[0]["Upper bound"]]
+                    for instance in InstanceIterator(instances)
+                ]
             )
         if self.kind == "lp":
             return np.array(
-                [[instance.lp_value] for instance in InstanceIterator(instances)]
+                [
+                    [instance.training_data[0]["LP value"]]
+                    for instance in InstanceIterator(instances)
+                ]
             )

miplearn/instance.py

@@ -5,21 +5,28 @@
 import gzip
 import json
 from abc import ABC, abstractmethod
-from typing import Any
+from typing import Any, List
 
 import numpy as np
 
+from miplearn.types import TrainingSample
+
 
 class Instance(ABC):
     """
-    Abstract class holding all the data necessary to generate a concrete model of the problem.
+    Abstract class holding all the data necessary to generate a concrete model of the
-
+    problem.
-    In the knapsack problem, for example, this class could hold the number of items, their weights
+
-    and costs, as well as the size of the knapsack. Objects implementing this class are able to
+    In the knapsack problem, for example, this class could hold the number of items,
-    convert themselves into a concrete optimization model, which can be optimized by a solver, or
+    their weights and costs, as well as the size of the knapsack. Objects
-    into arrays of features, which can be provided as inputs to machine learning models.
+    implementing this class are able to convert themselves into a concrete
+    optimization model, which can be optimized by a solver, or into arrays of
+    features, which can be provided as inputs to machine learning models.
     """
 
+    def __init__(self):
+        self.training_data: List[TrainingSample] = []
+
     @abstractmethod
     def to_model(self) -> Any:
         """
@@ -29,21 +36,23 @@ class Instance(ABC):
 
     def get_instance_features(self):
         """
-        Returns a 1-dimensional Numpy array of (numerical) features describing the entire instance.
+        Returns a 1-dimensional Numpy array of (numerical) features describing the
+        entire instance.
 
-        The array is used by LearningSolver to determine how similar two instances are. It may also
+        The array is used by LearningSolver to determine how similar two instances
-        be used to predict, in combination with variable-specific features, the values of binary
+        are. It may also be used to predict, in combination with variable-specific
-        decision variables in the problem.
+        features, the values of binary decision variables in the problem.
 
-        There is not necessarily a one-to-one correspondence between models and instance features:
+        There is not necessarily a one-to-one correspondence between models and
-        the features may encode only part of the data necessary to generate the complete model.
+        instance features: the features may encode only part of the data necessary to
-        Features may also be statistics computed from the original data. For example, in the
+        generate the complete model. Features may also be statistics computed from
-        knapsack problem, an implementation may decide to provide as instance features only
+        the original data. For example, in the knapsack problem, an implementation
-        the average weights, average prices, number of items and the size of the knapsack.
+        may decide to provide as instance features only the average weights, average
+        prices, number of items and the size of the knapsack.
 
-        The returned array MUST have the same length for all relevant instances of the problem. If
+        The returned array MUST have the same length for all relevant instances of
-        two instances map into arrays of different lengths, they cannot be solved by the same
+        the problem. If two instances map into arrays of different lengths,
-        LearningSolver object.
+        they cannot be solved by the same LearningSolver object.
 
         By default, returns [0].
         """
@@ -51,20 +60,22 @@ class Instance(ABC):
 
     def get_variable_features(self, var, index):
         """
-        Returns a 1-dimensional array of (numerical) features describing a particular decision
+        Returns a 1-dimensional array of (numerical) features describing a particular
-        variable.
+        decision variable.
 
-        The argument `var` is a pyomo.core.Var object, which represents a collection of decision
+        The argument `var` is a pyomo.core.Var object, which represents a collection
-        variables. The argument `index` specifies which variable in the collection is the relevant
+        of decision variables. The argument `index` specifies which variable in the
-        one.
+        collection is the relevant one.
 
-        In combination with instance features, variable features are used by LearningSolver to
+        In combination with instance features, variable features are used by
-        predict, among other things, the optimal value of each decision variable before the
+        LearningSolver to predict, among other things, the optimal value of each
-        optimization takes place. In the knapsack problem, for example, an implementation could
+        decision variable before the optimization takes place. In the knapsack
-        provide as variable features the weight and the price of a specific item.
+        problem, for example, an implementation could provide as variable features
+        the weight and the price of a specific item.
 
-        Like instance features, the arrays returned by this method MUST have the same length for
+        Like instance features, the arrays returned by this method MUST have the same
-        all variables within the same category, for all relevant instances of the problem.
+        length for all variables within the same category, for all relevant instances
+        of the problem.
 
         By default, returns [0].
         """
@@ -72,12 +83,12 @@ class Instance(ABC):
 
     def get_variable_category(self, var, index):
         """
-        Returns the category (a string, an integer or any hashable type) for each decision
+        Returns the category (a string, an integer or any hashable type) for each
-        variable.
+        decision variable.
 
-        If two variables have the same category, LearningSolver will use the same internal ML
+        If two variables have the same category, LearningSolver will use the same
-        model to predict the values of both variables. If the returned category is None, ML
+        internal ML model to predict the values of both variables. If the returned
-        models will ignore the variable.
+        category is None, ML models will ignore the variable.
 
         By default, returns "default".
         """
@@ -102,16 +113,16 @@ class Instance(ABC):
         """
         Returns lazy constraint violations found for the current solution.
 
-        After solving a model, LearningSolver will ask the instance to identify which lazy
+        After solving a model, LearningSolver will ask the instance to identify which
-        constraints are violated by the current solution. For each identified violation,
+        lazy constraints are violated by the current solution. For each identified
-        LearningSolver will then call the build_lazy_constraint, add the generated Pyomo
+        violation, LearningSolver will then call the build_lazy_constraint, add the
-        constraint to the model, then resolve the problem. The process repeats until no further
+        generated Pyomo constraint to the model, then resolve the problem. The
-        lazy constraint violations are found.
+        process repeats until no further lazy constraint violations are found.
 
-        Each "violation" is simply a string, a tuple or any other hashable type which allows the
+        Each "violation" is simply a string, a tuple or any other hashable type which
-        instance to identify unambiguously which lazy constraint should be generated. In the
+        allows the instance to identify unambiguously which lazy constraint should be
-        Traveling Salesman Problem, for example, a subtour violation could be a frozen set
+        generated. In the Traveling Salesman Problem, for example, a subtour
-        containing the cities in the subtour.
+        violation could be a frozen set containing the cities in the subtour.
 
         For a concrete example, see TravelingSalesmanInstance.
         """
@@ -121,15 +132,17 @@ class Instance(ABC):
         """
         Returns a Pyomo constraint which fixes a given violation.
 
-        This method is typically called immediately after find_violated_lazy_constraints. The violation object
+        This method is typically called immediately after
-        provided to this method is exactly the same object returned earlier by find_violated_lazy_constraints.
+        find_violated_lazy_constraints. The violation object provided to this method
-        After some training, LearningSolver may decide to proactively build some lazy constraints
+        is exactly the same object returned earlier by
-        at the beginning of the optimization process, before a solution is even available. In this
+        find_violated_lazy_constraints. After some training, LearningSolver may
-        case, build_lazy_constraints will be called without a corresponding call to
+        decide to proactively build some lazy constraints at the beginning of the
+        optimization process, before a solution is even available. In this case,
+        build_lazy_constraints will be called without a corresponding call to
         find_violated_lazy_constraints.
 
-        The implementation should not directly add the constraint to the model. The constraint
+        The implementation should not directly add the constraint to the model. The
-        will be added by LearningSolver after the method returns.
+        constraint will be added by LearningSolver after the method returns.
 
         For a concrete example, see TravelingSalesmanInstance.
         """

miplearn/log.py

@@ -2,10 +2,9 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
-from datetime import timedelta
 import logging
-import time
 import sys
+import time
 
 
 class TimeFormatter(logging.Formatter):

miplearn/problems/knapsack.py

@@ -2,13 +2,13 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
-import miplearn
-from miplearn import Instance
 import numpy as np
 import pyomo.environ as pe
-from scipy.stats import uniform, randint, bernoulli
+from scipy.stats import uniform, randint
 from scipy.stats.distributions import rv_frozen
 
+from miplearn.instance import Instance
+
 
 class ChallengeA:
     """
@@ -56,6 +56,7 @@ class MultiKnapsackInstance(Instance):
     """
 
     def __init__(self, prices, capacities, weights):
+        super().__init__()
         assert isinstance(prices, np.ndarray)
         assert isinstance(capacities, np.ndarray)
         assert isinstance(weights, np.ndarray)
@@ -241,6 +242,7 @@ class KnapsackInstance(Instance):
     """
 
     def __init__(self, weights, prices, capacity):
+        super().__init__()
         self.weights = weights
         self.prices = prices
         self.capacity = capacity

miplearn/problems/stab.py

@@ -8,7 +8,7 @@ import pyomo.environ as pe
 from scipy.stats import uniform, randint
 from scipy.stats.distributions import rv_frozen
 
-from miplearn import Instance
+from miplearn.instance import Instance
 
 
 class ChallengeA:
@@ -101,6 +101,7 @@ class MaxWeightStableSetInstance(Instance):
     """
 
     def __init__(self, graph, weights):
+        super().__init__()
         self.graph = graph
         self.weights = weights
 

miplearn/problems/tests/test_knapsack.py

@@ -2,10 +2,10 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
-from miplearn import LearningSolver
-from miplearn.problems.knapsack import MultiKnapsackGenerator, MultiKnapsackInstance
-from scipy.stats import uniform, randint
 import numpy as np
+from scipy.stats import uniform, randint
+
+from miplearn.problems.knapsack import MultiKnapsackGenerator
 
 
 def test_knapsack_generator():

miplearn/problems/tests/test_stab.py

@@ -4,18 +4,19 @@
 
 import networkx as nx
 import numpy as np
-from miplearn import LearningSolver
-from miplearn.problems.stab import MaxWeightStableSetInstance
 from scipy.stats import uniform, randint
 
+from miplearn.problems.stab import MaxWeightStableSetInstance
+from miplearn.solvers.learning import LearningSolver
+
 
 def test_stab():
     graph = nx.cycle_graph(5)
     weights = [1.0, 1.0, 1.0, 1.0, 1.0]
     instance = MaxWeightStableSetInstance(graph, weights)
     solver = LearningSolver()
-    solver.solve(instance)
+    stats = solver.solve(instance)
-    assert instance.lower_bound == 2.0
+    assert stats["Lower bound"] == 2.0
 
 
 def test_stab_generator_fixed_graph():

miplearn/problems/tests/test_tsp.py

@@ -2,13 +2,14 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
-from miplearn import LearningSolver
-from miplearn.problems.tsp import TravelingSalesmanGenerator, TravelingSalesmanInstance
 import numpy as np
 from numpy.linalg import norm
 from scipy.spatial.distance import pdist, squareform
 from scipy.stats import uniform, randint
 
+from miplearn.problems.tsp import TravelingSalesmanGenerator, TravelingSalesmanInstance
+from miplearn.solvers.learning import LearningSolver
+
 
 def test_generator():
     instances = TravelingSalesmanGenerator(
@@ -37,16 +38,16 @@ def test_instance():
     )
     instance = TravelingSalesmanInstance(n_cities, distances)
     solver = LearningSolver()
-    solver.solve(instance)
+    stats = solver.solve(instance)
-    x = instance.solution["x"]
+    x = instance.training_data[0]["Solution"]["x"]
     assert x[0, 1] == 1.0
     assert x[0, 2] == 0.0
     assert x[0, 3] == 1.0
     assert x[1, 2] == 1.0
     assert x[1, 3] == 0.0
     assert x[2, 3] == 1.0
-    assert instance.lower_bound == 4.0
+    assert stats["Lower bound"] == 4.0
-    assert instance.upper_bound == 4.0
+    assert stats["Upper bound"] == 4.0
 
 
 def test_subtour():
@@ -67,7 +68,7 @@ def test_subtour():
     solver.solve(instance)
     assert hasattr(instance, "found_violated_lazy_constraints")
     assert hasattr(instance, "found_violated_user_cuts")
-    x = instance.solution["x"]
+    x = instance.training_data[0]["Solution"]["x"]
     assert x[0, 1] == 1.0
     assert x[0, 4] == 1.0
     assert x[1, 2] == 1.0

miplearn/problems/tsp.py

@@ -2,14 +2,14 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
+import networkx as nx
 import numpy as np
 import pyomo.environ as pe
-from miplearn import Instance
-from scipy.stats import uniform, randint
 from scipy.spatial.distance import pdist, squareform
+from scipy.stats import uniform, randint
 from scipy.stats.distributions import rv_frozen
-import networkx as nx
+
-import random
+from miplearn.instance import Instance
 
 
 class ChallengeA:

miplearn/solvers/gurobi.py

@@ -8,15 +8,15 @@ from io import StringIO
 from random import randint
 from typing import List, Any, Dict, Union, Tuple, Optional
 
-from . import RedirectOutput
+from miplearn.instance import Instance
-from .internal import (
+from miplearn.solvers import RedirectOutput
+from miplearn.solvers.internal import (
     InternalSolver,
     LPSolveStats,
     IterationCallback,
     LazyCallback,
     MIPSolveStats,
 )
-from .. import Instance
 
 logger = logging.getLogger(__name__)
 
@@ -181,6 +181,7 @@ class GurobiSolver(InternalSolver):
             sense = "max"
             lb = self.model.objVal
             ub = self.model.objBound
+        ws_value = self._extract_warm_start_value(log)
         stats: MIPSolveStats = {
             "Lower bound": lb,
             "Upper bound": ub,
@@ -188,10 +189,9 @@ class GurobiSolver(InternalSolver):
             "Nodes": total_nodes,
             "Sense": sense,
             "Log": log,
+            "Warm start value": ws_value,
+            "LP value": None,
         }
-        ws_value = self._extract_warm_start_value(log)
-        if ws_value is not None:
-            stats["Warm start value"] = ws_value
         return stats
 
     def get_solution(self) -> Dict:

miplearn/solvers/internal.py

@@ -4,11 +4,15 @@
 
 import logging
 from abc import ABC, abstractmethod
-from typing import Callable, Any, Dict, List
+from typing import Any, Dict, List
-
+
-from typing_extensions import TypedDict
+from miplearn.instance import Instance
-
+from miplearn.types import (
-from ..instance import Instance
+    LPSolveStats,
+    IterationCallback,
+    LazyCallback,
+    MIPSolveStats,
+)
 
 logger = logging.getLogger(__name__)
 
@@ -21,33 +25,6 @@ class Constraint:
     pass
 
 
-LPSolveStats = TypedDict(
-    "LPSolveStats",
-    {
-        "Optimal value": float,
-        "Log": str,
-    },
-)
-
-MIPSolveStats = TypedDict(
-    "MIPSolveStats",
-    {
-        "Lower bound": float,
-        "Upper bound": float,
-        "Wallclock time": float,
-        "Nodes": float,
-        "Sense": str,
-        "Log": str,
-        "Warm start value": float,
-    },
-    total=False,
-)
-
-IterationCallback = Callable[[], bool]
-
-LazyCallback = Callable[[Any, Any], None]
-
-
 class InternalSolver(ABC):
     """
     Abstract class representing the MIP solver used internally by LearningSolver.

miplearn/solvers/learning.py

@@ -2,26 +2,24 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
+import gzip
 import logging
-import pickle
 import os
+import pickle
 import tempfile
-import gzip
-
 from copy import deepcopy
-from typing import Optional, List
+from typing import Optional, List, Any, IO, cast, BinaryIO, Union
+
 from p_tqdm import p_map
-from tempfile import NamedTemporaryFile
+
-
+from miplearn.components.cuts import UserCutsComponent
-from . import RedirectOutput
+from miplearn.components.lazy_dynamic import DynamicLazyConstraintsComponent
-from .. import (
+from miplearn.components.objective import ObjectiveValueComponent
-    ObjectiveValueComponent,
+from miplearn.components.primal import PrimalSolutionComponent
-    PrimalSolutionComponent,
+from miplearn.instance import Instance
-    DynamicLazyConstraintsComponent,
+from miplearn.solvers import RedirectOutput
-    UserCutsComponent,
+from miplearn.solvers.pyomo.gurobi import GurobiPyomoSolver
-)
+from miplearn.types import MIPSolveStats, TrainingSample
-from ..solvers.internal import InternalSolver
-from ..solvers.pyomo.gurobi import GurobiPyomoSolver
 
 logger = logging.getLogger(__name__)
 
@@ -117,11 +115,11 @@ class LearningSolver:
 
     def solve(
         self,
-        instance,
+        instance: Union[Instance, str],
-        model=None,
+        model: Any = None,
-        output="",
+        output: str = "",
-        tee=False,
+        tee: bool = False,
-    ):
+    ) -> MIPSolveStats:
         """
         Solves the given instance. If trained machine-learning models are
         available, they will be used to accelerate the solution process.
@@ -129,20 +127,9 @@ class LearningSolver:
         The argument `instance` may be either an Instance object or a
         filename pointing to a pickled Instance object.
 
-        This method modifies the instance object. Specifically, the following
+        This method adds a new training sample to `instance.training_sample`.
-        properties are set:
+        If a filename is provided, then the file is modified in-place. That is,
-
+        the original file is overwritten.
-            - instance.lp_solution
-            - instance.lp_value
-            - instance.lower_bound
-            - instance.upper_bound
-            - instance.solution
-            - instance.solver_log
-
-        Additional solver components may set additional properties. Please
-        see their documentation for more details. If a filename is provided,
-        then the file is modified in-place. That is, the original file is
-        overwritten.
 
         If `solver.solve_lp_first` is False, the properties lp_solution and
         lp_value will be set to dummy values.
@@ -192,46 +179,62 @@ class LearningSolver:
 
     def _solve(
         self,
-        instance,
+        instance: Union[Instance, str],
-        model=None,
+        model: Any = None,
-        output="",
+        output: str = "",
-        tee=False,
+        tee: bool = False,
-    ):
+    ) -> MIPSolveStats:
+
+        # Load instance from file, if necessary
         filename = None
         fileformat = None
+        file: Union[BinaryIO, gzip.GzipFile]
         if isinstance(instance, str):
             filename = instance
             logger.info("Reading: %s" % filename)
             if filename.endswith(".gz"):
                 fileformat = "pickle-gz"
                 with gzip.GzipFile(filename, "rb") as file:
-                    instance = pickle.load(file)
+                    instance = pickle.load(cast(IO[bytes], file))
             else:
                 fileformat = "pickle"
                 with open(filename, "rb") as file:
-                    instance = pickle.load(file)
+                    instance = pickle.load(cast(IO[bytes], file))
+        assert isinstance(instance, Instance)
 
+        # Generate model
         if model is None:
             with RedirectOutput([]):
                 model = instance.to_model()
 
+        # Initialize training sample
+        training_sample: TrainingSample = {}
+        if not hasattr(instance, "training_data"):
+            instance.training_data = []
+        instance.training_data += [training_sample]
+
+        # Initialize internal solver
         self.tee = tee
         self.internal_solver = self.solver_factory()
         self.internal_solver.set_instance(instance, model)
 
+        # Solve linear relaxation
         if self.solve_lp_first:
             logger.info("Solving LP relaxation...")
-            results = self.internal_solver.solve_lp(tee=tee)
+            stats = self.internal_solver.solve_lp(tee=tee)
-            instance.lp_solution = self.internal_solver.get_solution()
+            training_sample["LP solution"] = self.internal_solver.get_solution()
-            instance.lp_value = results["Optimal value"]
+            training_sample["LP value"] = stats["Optimal value"]
+            training_sample["LP log"] = stats["Log"]
         else:
-            instance.lp_solution = self.internal_solver.get_empty_solution()
+            training_sample["LP solution"] = self.internal_solver.get_empty_solution()
-            instance.lp_value = 0.0
+            training_sample["LP value"] = 0
 
+        # Before-solve callbacks
         logger.debug("Running before_solve callbacks...")
         for component in self.components.values():
             component.before_solve(self, instance, model)
 
+        # Define wrappers
         def iteration_cb():
             should_repeat = False
             for comp in self.components.values():
@@ -247,29 +250,28 @@ class LearningSolver:
         if self.use_lazy_cb:
             lazy_cb = lazy_cb_wrapper
 
+        # Solve MILP
         logger.info("Solving MILP...")
         stats = self.internal_solver.solve(
             tee=tee,
             iteration_cb=iteration_cb,
             lazy_cb=lazy_cb,
         )
-        stats["LP value"] = instance.lp_value
+        if "LP value" in training_sample.keys():
+            stats["LP value"] = training_sample["LP value"]
 
         # Read MIP solution and bounds
-        instance.lower_bound = stats["Lower bound"]
+        training_sample["Lower bound"] = stats["Lower bound"]
-        instance.upper_bound = stats["Upper bound"]
+        training_sample["Upper bound"] = stats["Upper bound"]
-        instance.solver_log = stats["Log"]
+        training_sample["MIP log"] = stats["Log"]
-        instance.solution = self.internal_solver.get_solution()
+        training_sample["Solution"] = self.internal_solver.get_solution()
 
+        # After-solve callbacks
         logger.debug("Calling after_solve callbacks...")
-        training_data = {}
         for component in self.components.values():
-            component.after_solve(self, instance, model, stats, training_data)
+            component.after_solve(self, instance, model, stats, training_sample)
-
-        if not hasattr(instance, "training_data"):
-            instance.training_data = []
-        instance.training_data += [training_data]
 
+        # Write to file, if necessary
         if filename is not None and output is not None:
             output_filename = output
             if len(output) == 0:
@@ -277,11 +279,10 @@ class LearningSolver:
             logger.info("Writing: %s" % output_filename)
             if fileformat == "pickle":
                 with open(output_filename, "wb") as file:
-                    pickle.dump(instance, file)
+                    pickle.dump(instance, cast(IO[bytes], file))
             else:
                 with gzip.GzipFile(output_filename, "wb") as file:
-                    pickle.dump(instance, file)
+                    pickle.dump(instance, cast(IO[bytes], file))
-
         return stats
 
     def parallel_solve(
@@ -340,7 +341,7 @@ class LearningSolver:
         self._restore_miplearn_logger()
         return stats
 
-    def fit(self, training_instances):
+    def fit(self, training_instances: Union[List[str], List[Instance]]) -> None:
         if len(training_instances) == 0:
             return
         for component in self.components.values():

miplearn/solvers/pyomo/base.py

@@ -12,15 +12,15 @@ import pyomo
 from pyomo import environ as pe
 from pyomo.core import Var, Constraint
 
-from .. import RedirectOutput
+from miplearn.instance import Instance
-from ..internal import (
+from miplearn.solvers import RedirectOutput
+from miplearn.solvers.internal import (
     InternalSolver,
     LPSolveStats,
     IterationCallback,
     LazyCallback,
     MIPSolveStats,
 )
-from ...instance import Instance
 
 logger = logging.getLogger(__name__)
 
@@ -98,19 +98,18 @@ class BasePyomoSolver(InternalSolver):
             if not should_repeat:
                 break
         log = streams[0].getvalue()
+        node_count = self._extract_node_count(log)
+        ws_value = self._extract_warm_start_value(log)
         stats: MIPSolveStats = {
             "Lower bound": results["Problem"][0]["Lower bound"],
             "Upper bound": results["Problem"][0]["Upper bound"],
             "Wallclock time": total_wallclock_time,
             "Sense": self._obj_sense,
             "Log": log,
+            "Nodes": node_count,
+            "Warm start value": ws_value,
+            "LP value": None,
         }
-        node_count = self._extract_node_count(log)
-        ws_value = self._extract_warm_start_value(log)
-        if node_count is not None:
-            stats["Nodes"] = node_count
-        if ws_value is not None:
-            stats["Warm start value"] = ws_value
         return stats
 
     def get_solution(self) -> Dict:

miplearn/solvers/pyomo/cplex.py

@@ -5,7 +5,7 @@
 from pyomo import environ as pe
 from scipy.stats import randint
 
-from .base import BasePyomoSolver
+from miplearn.solvers.pyomo.base import BasePyomoSolver
 
 
 class CplexPyomoSolver(BasePyomoSolver):

miplearn/solvers/pyomo/gurobi.py

@@ -7,7 +7,7 @@ import logging
 from pyomo import environ as pe
 from scipy.stats import randint
 
-from .base import BasePyomoSolver
+from miplearn.solvers.pyomo.base import BasePyomoSolver
 
 logger = logging.getLogger(__name__)
 

miplearn/solvers/pyomo/xpress.py

@@ -7,7 +7,7 @@ import logging
 from pyomo import environ as pe
 from scipy.stats import randint
 
-from .base import BasePyomoSolver
+from miplearn.solvers.pyomo.base import BasePyomoSolver
 
 logger = logging.getLogger(__name__)
 

miplearn/solvers/tests/__init__.py

@@ -5,15 +5,18 @@
 from inspect import isclass
 from typing import List, Callable
 
-from miplearn import BasePyomoSolver, GurobiSolver, GurobiPyomoSolver, InternalSolver
 from miplearn.problems.knapsack import KnapsackInstance, GurobiKnapsackInstance
+from miplearn.solvers.gurobi import GurobiSolver
+from miplearn.solvers.internal import InternalSolver
+from miplearn.solvers.pyomo.base import BasePyomoSolver
+from miplearn.solvers.pyomo.gurobi import GurobiPyomoSolver
 from miplearn.solvers.pyomo.xpress import XpressPyomoSolver
 
 
 def _get_instance(solver):
-    def _is_subclass_or_instance(solver, parentClass):
+    def _is_subclass_or_instance(obj, parent_class):
-        return isinstance(solver, parentClass) or (
+        return isinstance(obj, parent_class) or (
-            isclass(solver) and issubclass(solver, parentClass)
+            isclass(obj) and issubclass(obj, parent_class)
         )
 
     if _is_subclass_or_instance(solver, BasePyomoSolver):

miplearn/solvers/tests/test_internal_solver.py

@@ -8,9 +8,10 @@ from warnings import warn
 
 import pyomo.environ as pe
 
-from miplearn import BasePyomoSolver, GurobiSolver
 from miplearn.solvers import RedirectOutput
-from . import _get_instance, _get_internal_solvers
+from miplearn.solvers.gurobi import GurobiSolver
+from miplearn.solvers.pyomo.base import BasePyomoSolver
+from miplearn.solvers.tests import _get_instance, _get_internal_solvers
 
 logger = logging.getLogger(__name__)
 
@@ -44,7 +45,7 @@ def test_internal_solver_warm_starts():
             }
         )
         stats = solver.solve(tee=True)
-        if "Warm start value" in stats:
+        if stats["Warm start value"] is not None:
             assert stats["Warm start value"] == 725.0
         else:
             warn(f"{solver_class.__name__} should set warm start value")
@@ -60,7 +61,7 @@ def test_internal_solver_warm_starts():
             }
         )
         stats = solver.solve(tee=True)
-        assert "Warm start value" not in stats
+        assert stats["Warm start value"] is None
 
         solver.fix(
             {

miplearn/solvers/tests/test_lazy_cb.py

@@ -4,8 +4,8 @@
 
 import logging
 
-from . import _get_instance
+from miplearn.solvers.gurobi import GurobiSolver
-from ... import GurobiSolver
+from miplearn.solvers.tests import _get_instance
 
 logger = logging.getLogger(__name__)
 

miplearn/solvers/tests/test_learning_solver.py

@@ -7,13 +7,9 @@ import pickle
 import tempfile
 import os
 
-from miplearn import (
+from miplearn.solvers.gurobi import GurobiSolver
-    LearningSolver,
+from miplearn.solvers.learning import LearningSolver
-    GurobiSolver,
+from miplearn.solvers.tests import _get_instance, _get_internal_solvers
-    DynamicLazyConstraintsComponent,
-)
-
-from . import _get_instance, _get_internal_solvers
 
 logger = logging.getLogger(__name__)
 
@@ -29,20 +25,19 @@ def test_learning_solver():
             )
 
             solver.solve(instance)
-            assert instance.solution["x"][0] == 1.0
+            data = instance.training_data[0]
-            assert instance.solution["x"][1] == 0.0
+            assert data["Solution"]["x"][0] == 1.0
-            assert instance.solution["x"][2] == 1.0
+            assert data["Solution"]["x"][1] == 0.0
-            assert instance.solution["x"][3] == 1.0
+            assert data["Solution"]["x"][2] == 1.0
-            assert instance.lower_bound == 1183.0
+            assert data["Solution"]["x"][3] == 1.0
-            assert instance.upper_bound == 1183.0
+            assert data["Lower bound"] == 1183.0
-            assert round(instance.lp_solution["x"][0], 3) == 1.000
+            assert data["Upper bound"] == 1183.0
-            assert round(instance.lp_solution["x"][1], 3) == 0.923
+            assert round(data["LP solution"]["x"][0], 3) == 1.000
-            assert round(instance.lp_solution["x"][2], 3) == 1.000
+            assert round(data["LP solution"]["x"][1], 3) == 0.923
-            assert round(instance.lp_solution["x"][3], 3) == 0.000
+            assert round(data["LP solution"]["x"][2], 3) == 1.000
-            assert round(instance.lp_value, 3) == 1287.923
+            assert round(data["LP solution"]["x"][3], 3) == 0.000
-            assert instance.found_violated_lazy_constraints == []
+            assert round(data["LP value"], 3) == 1287.923
-            assert instance.found_violated_user_cuts == []
+            assert len(data["MIP log"]) > 100
-            assert len(instance.solver_log) > 100
 
             solver.fit([instance])
             solver.solve(instance)
@@ -52,6 +47,19 @@ def test_learning_solver():
                 pickle.dump(solver, file)
 
 
+def test_solve_without_lp():
+    for internal_solver in _get_internal_solvers():
+        logger.info("Solver: %s" % internal_solver)
+        instance = _get_instance(internal_solver)
+        solver = LearningSolver(
+            solver=internal_solver,
+            solve_lp_first=False,
+        )
+        solver.solve(instance)
+        solver.fit([instance])
+        solver.solve(instance)
+
+
 def test_parallel_solve():
     for internal_solver in _get_internal_solvers():
         instances = [_get_instance(internal_solver) for _ in range(10)]
@@ -59,7 +67,8 @@ def test_parallel_solve():
         results = solver.parallel_solve(instances, n_jobs=3)
         assert len(results) == 10
         for instance in instances:
-            assert len(instance.solution["x"].keys()) == 4
+            data = instance.training_data[0]
+            assert len(data["Solution"]["x"].keys()) == 4
 
 
 def test_solve_fit_from_disk():
@@ -77,14 +86,14 @@ def test_solve_fit_from_disk():
         solver.solve(filenames[0])
         with open(filenames[0], "rb") as file:
             instance = pickle.load(file)
-            assert hasattr(instance, "solution")
+            assert len(instance.training_data) > 0
 
         # Test: parallel_solve
         solver.parallel_solve(filenames)
         for filename in filenames:
             with open(filename, "rb") as file:
                 instance = pickle.load(file)
-                assert hasattr(instance, "solution")
+                assert len(instance.training_data) > 0
 
         # Test: solve (with specified output)
         output = [f + ".out" for f in filenames]

miplearn/tests/__init__.py

@@ -1,8 +1,9 @@
 #  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.
-from miplearn import LearningSolver
+
 from miplearn.problems.knapsack import KnapsackInstance
+from miplearn.solvers.learning import LearningSolver
 
 
 def get_test_pyomo_instances():

miplearn/tests/test_benchmark.py

@@ -4,10 +4,12 @@
 
 import os.path
 
-from miplearn import LearningSolver, BenchmarkRunner
+from miplearn.benchmark import BenchmarkRunner
 from miplearn.problems.stab import MaxWeightStableSetGenerator
 from scipy.stats import randint
 
+from miplearn.solvers.learning import LearningSolver
+
 
 def test_benchmark():
     # Generate training and test instances

miplearn/tests/test_extractors.py

@@ -1,16 +1,15 @@
 #  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 numpy as np
 
-from miplearn.problems.knapsack import KnapsackInstance
+from miplearn.extractors import (
-from miplearn import (
-    LearningSolver,
     SolutionExtractor,
     InstanceFeaturesExtractor,
     VariableFeaturesExtractor,
 )
-import numpy as np
+from miplearn.problems.knapsack import KnapsackInstance
-import pyomo.environ as pe
+from miplearn.solvers.learning import LearningSolver
 
 
 def _get_instances():

miplearn/types.py

@@ -0,0 +1,46 @@
+#  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.
+
+from typing import TypedDict, Optional, Dict, Callable, Any
+
+TrainingSample = TypedDict(
+    "TrainingSample",
+    {
+        "LP log": str,
+        "LP solution": Dict,
+        "LP value": float,
+        "Lower bound": float,
+        "MIP log": str,
+        "Solution": Dict,
+        "Upper bound": float,
+        "slacks": Dict,
+    },
+    total=False,
+)
+
+LPSolveStats = TypedDict(
+    "LPSolveStats",
+    {
+        "Optimal value": float,
+        "Log": str,
+    },
+)
+
+MIPSolveStats = TypedDict(
+    "MIPSolveStats",
+    {
+        "Lower bound": Optional[float],
+        "Upper bound": Optional[float],
+        "Wallclock time": float,
+        "Nodes": Optional[int],
+        "Sense": str,
+        "Log": str,
+        "Warm start value": Optional[float],
+        "LP value": Optional[float],
+    },
+)
+
+IterationCallback = Callable[[], bool]
+
+LazyCallback = Callable[[Any, Any], None]