mirror of
https://github.com/ANL-CEEESA/MIPLearn.git
synced 2025-12-07 18:08:51 -06:00
Redesign InternalSolver constraint methods
This commit is contained in:
@@ -32,14 +32,6 @@ from miplearn.types import (
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logger = logging.getLogger(__name__)
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@dataclass
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class ExtractedGurobiConstraint:
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lhs: Any
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rhs: float
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sense: str
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name: str
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class GurobiSolver(InternalSolver):
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"""
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An InternalSolver backed by Gurobi's Python API (without Pyomo).
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@@ -72,10 +64,10 @@ class GurobiSolver(InternalSolver):
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self.instance: Optional[Instance] = None
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self.model: Optional["gurobipy.Model"] = None
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self.params: SolverParams = params
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self.varname_to_var: Dict[str, "gurobipy.Var"] = {}
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self.bin_vars: List["gurobipy.Var"] = []
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self.cb_where: Optional[int] = None
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self.lazy_cb_frequency = lazy_cb_frequency
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self._bin_vars: List["gurobipy.Var"] = []
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self._varname_to_var: Dict[str, "gurobipy.Var"] = {}
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if self.lazy_cb_frequency == 1:
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self.lazy_cb_where = [self.gp.GRB.Callback.MIPSOL]
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@@ -106,20 +98,20 @@ class GurobiSolver(InternalSolver):
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def _update_vars(self) -> None:
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assert self.model is not None
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self.varname_to_var.clear()
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self.bin_vars.clear()
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self._varname_to_var.clear()
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self._bin_vars.clear()
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for var in self.model.getVars():
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assert var.varName not in self.varname_to_var, (
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assert var.varName not in self._varname_to_var, (
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f"Duplicated variable name detected: {var.varName}. "
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f"Unique variable names are currently required."
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)
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self.varname_to_var[var.varName] = var
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self._varname_to_var[var.varName] = var
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assert var.vtype in ["B", "C"], (
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"Only binary and continuous variables are currently supported. "
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"Variable {var.varName} has type {var.vtype}."
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)
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if var.vtype == "B":
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self.bin_vars.append(var)
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self._bin_vars.append(var)
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def _apply_params(self, streams: List[Any]) -> None:
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assert self.model is not None
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@@ -138,13 +130,13 @@ class GurobiSolver(InternalSolver):
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streams += [sys.stdout]
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self._apply_params(streams)
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assert self.model is not None
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for var in self.bin_vars:
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for var in self._bin_vars:
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var.vtype = self.gp.GRB.CONTINUOUS
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var.lb = 0.0
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var.ub = 1.0
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with _RedirectOutput(streams):
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self.model.optimize()
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for var in self.bin_vars:
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for var in self._bin_vars:
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var.vtype = self.gp.GRB.BINARY
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log = streams[0].getvalue()
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opt_value = None
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@@ -262,7 +254,7 @@ class GurobiSolver(InternalSolver):
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self._raise_if_callback()
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self._clear_warm_start()
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for (var_name, value) in solution.items():
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var = self.varname_to_var[var_name]
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var = self._varname_to_var[var_name]
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if value is not None:
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var.start = value
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@@ -288,52 +280,54 @@ class GurobiSolver(InternalSolver):
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else:
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return c.pi
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def _get_value(self, var: Any) -> Optional[float]:
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def _get_value(self, var: Any) -> float:
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assert self.model is not None
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if self.cb_where == self.gp.GRB.Callback.MIPSOL:
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return self.model.cbGetSolution(var)
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elif self.cb_where == self.gp.GRB.Callback.MIPNODE:
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return self.model.cbGetNodeRel(var)
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elif self.cb_where is None:
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if self.is_infeasible():
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return None
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else:
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return var.x
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return var.x
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else:
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raise Exception(
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"get_value cannot be called from cb_where=%s" % self.cb_where
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)
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@overrides
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def add_constraint(self, cobj: Any, name: str = "") -> None:
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def add_constraint(self, constr: Constraint, name: str) -> None:
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assert self.model is not None
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if isinstance(cobj, ExtractedGurobiConstraint):
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if self.cb_where in [
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self.gp.GRB.Callback.MIPSOL,
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self.gp.GRB.Callback.MIPNODE,
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]:
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self.model.cbLazy(cobj.lhs, cobj.sense, cobj.rhs)
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else:
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self.model.addConstr(cobj.lhs, cobj.sense, cobj.rhs, cobj.name)
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elif isinstance(cobj, self.gp.TempConstr):
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if self.cb_where in [
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self.gp.GRB.Callback.MIPSOL,
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self.gp.GRB.Callback.MIPNODE,
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]:
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self.model.cbLazy(cobj)
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else:
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self.model.addConstr(cobj, name=name)
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lhs = self.gp.quicksum(
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self._varname_to_var[varname] * coeff
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for (varname, coeff) in constr.lhs.items()
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)
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if constr.sense == "=":
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self.model.addConstr(lhs == constr.rhs, name=name)
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elif constr.sense == "<":
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self.model.addConstr(lhs <= constr.rhs, name=name)
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else:
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raise Exception(f"unknown constraint type: {cobj.__class__.__name__}")
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self.model.addConstr(lhs >= constr.rhs, name=name)
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@overrides
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def add_cut(self, cobj: Any) -> None:
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def remove_constraint(self, name: str) -> None:
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assert self.model is not None
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assert self.cb_where == self.gp.GRB.Callback.MIPNODE
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self.model.cbCut(cobj)
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constr = self.model.getConstrByName(name)
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self.model.remove(constr)
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@overrides
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def is_constraint_satisfied(self, constr: Constraint, tol: float = 1e-6) -> bool:
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lhs = 0.0
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for (varname, coeff) in constr.lhs.items():
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var = self._varname_to_var[varname]
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lhs += self._get_value(var) * coeff
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if constr.sense == "<":
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return lhs <= constr.rhs + tol
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elif constr.sense == ">":
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return lhs >= constr.rhs - tol
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else:
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return abs(constr.rhs - lhs) < abs(tol)
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def _clear_warm_start(self) -> None:
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for var in self.varname_to_var.values():
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for var in self._varname_to_var.values():
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var.start = self.gp.GRB.UNDEFINED
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@overrides
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@@ -342,50 +336,11 @@ class GurobiSolver(InternalSolver):
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for (varname, value) in solution.items():
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if value is None:
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continue
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var = self.varname_to_var[varname]
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var = self._varname_to_var[varname]
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var.vtype = self.gp.GRB.CONTINUOUS
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var.lb = value
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var.ub = value
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@overrides
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def extract_constraint(self, cid: str) -> ExtractedGurobiConstraint:
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self._raise_if_callback()
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assert self.model is not None
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constr = self.model.getConstrByName(cid)
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cobj = ExtractedGurobiConstraint(
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lhs=self.model.getRow(constr),
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sense=constr.sense,
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rhs=constr.RHS,
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name=constr.ConstrName,
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)
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self.model.remove(constr)
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return cobj
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@overrides
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def is_constraint_satisfied(
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self,
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cobj: ExtractedGurobiConstraint,
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tol: float = 1e-6,
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) -> bool:
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assert isinstance(cobj, ExtractedGurobiConstraint)
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lhs, sense, rhs, _ = cobj.lhs, cobj.sense, cobj.rhs, cobj.name
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if self.cb_where is not None:
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lhs_value = lhs.getConstant()
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for i in range(lhs.size()):
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var = lhs.getVar(i)
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coeff = lhs.getCoeff(i)
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lhs_value += self._get_value(var) * coeff
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else:
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lhs_value = lhs.getValue()
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if sense == "<":
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return lhs_value <= rhs + tol
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elif sense == ">":
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return lhs_value >= rhs - tol
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elif sense == "=":
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return abs(rhs - lhs_value) < abs(tol)
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else:
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raise Exception("Unknown sense: %s" % sense)
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@overrides
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def get_inequality_slacks(self) -> Dict[str, float]:
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assert self.model is not None
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@@ -545,4 +500,5 @@ class GurobiTestInstanceKnapsack(PyomoTestInstanceKnapsack):
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model: Any,
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violation: Hashable,
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) -> None:
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solver.add_constraint(model.getVarByName("x[0]") <= 0, name="cut")
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x0 = model.getVarByName("x[0]")
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model.cbLazy(x0 <= 0)
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