mirror of
https://github.com/ANL-CEEESA/MIPLearn.git
synced 2025-12-06 01:18:52 -06:00
Refer to variables by varname instead of (vname, index)
This commit is contained in:
@@ -7,7 +7,6 @@ from typing import (
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Dict,
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List,
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Hashable,
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Optional,
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Any,
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TYPE_CHECKING,
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Tuple,
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@@ -23,8 +22,9 @@ from miplearn.components.component import Component
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from miplearn.features import TrainingSample, Features
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from miplearn.instance.base import Instance
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from miplearn.types import (
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Solution,
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LearningSolveStats,
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Category,
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Solution,
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)
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logger = logging.getLogger(__name__)
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@@ -84,15 +84,14 @@ class PrimalSolutionComponent(Component):
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stats["Primal: Free"] = 0
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stats["Primal: Zero"] = 0
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stats["Primal: One"] = 0
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for (var, var_dict) in solution.items():
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for (idx, value) in var_dict.items():
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if value is None:
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stats["Primal: Free"] += 1
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for (var_name, value) in solution.items():
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if value is None:
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stats["Primal: Free"] += 1
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else:
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if value < 0.5:
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stats["Primal: Zero"] += 1
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else:
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if value < 0.5:
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stats["Primal: Zero"] += 1
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else:
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stats["Primal: One"] += 1
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stats["Primal: One"] += 1
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logger.info(
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f"Predicted: free: {stats['Primal: Free']}, "
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f"zero: {stats['Primal: Zero']}, "
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@@ -106,13 +105,6 @@ class PrimalSolutionComponent(Component):
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) -> Solution:
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assert instance.features.variables is not None
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# Initialize empty solution
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solution: Solution = {}
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for (var_name, var_dict) in instance.features.variables.items():
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solution[var_name] = {}
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for idx in var_dict.keys():
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solution[var_name][idx] = None
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# Compute y_pred
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x, _ = self.sample_xy(instance, sample)
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y_pred = {}
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@@ -132,56 +124,52 @@ class PrimalSolutionComponent(Component):
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).T
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# Convert y_pred into solution
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solution: Solution = {v: None for v in instance.features.variables.keys()}
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category_offset: Dict[Hashable, int] = {cat: 0 for cat in x.keys()}
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for (var_name, var_dict) in instance.features.variables.items():
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for (idx, var_features) in var_dict.items():
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category = var_features.category
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offset = category_offset[category]
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category_offset[category] += 1
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if y_pred[category][offset, 0]:
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solution[var_name][idx] = 0.0
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if y_pred[category][offset, 1]:
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solution[var_name][idx] = 1.0
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for (var_name, var_features) in instance.features.variables.items():
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category = var_features.category
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offset = category_offset[category]
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category_offset[category] += 1
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if y_pred[category][offset, 0]:
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solution[var_name] = 0.0
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if y_pred[category][offset, 1]:
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solution[var_name] = 1.0
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return solution
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@staticmethod
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def sample_xy(
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self,
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instance: Instance,
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sample: TrainingSample,
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) -> Tuple[Dict[Hashable, List[List[float]]], Dict[Hashable, List[List[float]]]]:
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) -> Tuple[Dict[Category, List[List[float]]], Dict[Category, List[List[float]]]]:
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assert instance.features.variables is not None
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x: Dict = {}
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y: Dict = {}
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solution: Optional[Solution] = None
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if sample.solution is not None:
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solution = sample.solution
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for (var_name, var_dict) in instance.features.variables.items():
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for (idx, var_features) in var_dict.items():
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category = var_features.category
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if category is None:
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continue
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if category not in x.keys():
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x[category] = []
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y[category] = []
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f: List[float] = []
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assert var_features.user_features is not None
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f += var_features.user_features
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if sample.lp_solution is not None:
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lp_value = sample.lp_solution[var_name][idx]
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if lp_value is not None:
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f += [lp_value]
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x[category] += [f]
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if solution is not None:
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opt_value = solution[var_name][idx]
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assert opt_value is not None
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assert 0.0 - 1e-5 <= opt_value <= 1.0 + 1e-5, (
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f"Variable {var_name} has non-binary value {opt_value} in the "
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"optimal solution. Predicting values of non-binary "
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"variables is not currently supported. Please set its "
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"category to None."
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)
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y[category] += [[opt_value < 0.5, opt_value >= 0.5]]
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for (var_name, var_features) in instance.features.variables.items():
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category = var_features.category
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if category is None:
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continue
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if category not in x.keys():
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x[category] = []
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y[category] = []
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f: List[float] = []
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assert var_features.user_features is not None
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f += var_features.user_features
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if sample.lp_solution is not None:
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lp_value = sample.lp_solution[var_name]
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if lp_value is not None:
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f += [lp_value]
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x[category] += [f]
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if sample.solution is not None:
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opt_value = sample.solution[var_name]
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assert opt_value is not None
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assert 0.0 - 1e-5 <= opt_value <= 1.0 + 1e-5, (
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f"Variable {var_name} has non-binary value {opt_value} in the "
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"optimal solution. Predicting values of non-binary "
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"variables is not currently supported. Please set its "
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"category to None."
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)
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y[category] += [[opt_value < 0.5, opt_value >= 0.5]]
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return x, y
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def sample_evaluate(
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@@ -194,22 +182,19 @@ class PrimalSolutionComponent(Component):
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solution_pred = self.sample_predict(instance, sample)
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vars_all, vars_one, vars_zero = set(), set(), set()
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pred_one_positive, pred_zero_positive = set(), set()
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for (varname, var_dict) in solution_actual.items():
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if varname not in solution_pred.keys():
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continue
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for (idx, value_actual) in var_dict.items():
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assert value_actual is not None
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vars_all.add((varname, idx))
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if value_actual > 0.5:
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vars_one.add((varname, idx))
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for (var_name, value_actual) in solution_actual.items():
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assert value_actual is not None
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vars_all.add(var_name)
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if value_actual > 0.5:
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vars_one.add(var_name)
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else:
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vars_zero.add(var_name)
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value_pred = solution_pred[var_name]
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if value_pred is not None:
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if value_pred > 0.5:
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pred_one_positive.add(var_name)
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else:
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vars_zero.add((varname, idx))
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value_pred = solution_pred[varname][idx]
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if value_pred is not None:
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if value_pred > 0.5:
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pred_one_positive.add((varname, idx))
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else:
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pred_zero_positive.add((varname, idx))
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pred_zero_positive.add(var_name)
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pred_one_negative = vars_all - pred_one_positive
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pred_zero_negative = vars_all - pred_zero_positive
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return {
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@@ -7,7 +7,7 @@ import numbers
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from dataclasses import dataclass
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from typing import TYPE_CHECKING, Dict, Optional, Set, List, Hashable
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from miplearn.types import VarIndex, Solution
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from miplearn.types import Solution, VariableName, Category
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if TYPE_CHECKING:
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from miplearn.solvers.internal import InternalSolver
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@@ -53,7 +53,7 @@ class ConstraintFeatures:
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@dataclass
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class Features:
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instance: Optional[InstanceFeatures] = None
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variables: Optional[Dict[str, Dict[VarIndex, VariableFeatures]]] = None
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variables: Optional[Dict[str, VariableFeatures]] = None
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constraints: Optional[Dict[str, ConstraintFeatures]] = None
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@@ -72,35 +72,32 @@ class FeaturesExtractor:
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def _extract_variables(
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self,
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instance: "Instance",
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) -> Dict[str, Dict[VarIndex, VariableFeatures]]:
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result: Dict[str, Dict[VarIndex, VariableFeatures]] = {}
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empty_solution = self.solver.get_empty_solution()
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for (var_name, var_dict) in empty_solution.items():
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result[var_name] = {}
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for idx in var_dict.keys():
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user_features = None
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category = instance.get_variable_category(var_name, idx)
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if category is not None:
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assert isinstance(category, collections.Hashable), (
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f"Variable category must be be hashable. "
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f"Found {type(category).__name__} instead for var={var_name}."
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)
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user_features = instance.get_variable_features(var_name, idx)
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assert isinstance(user_features, list), (
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f"Variable features must be a list. "
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f"Found {type(user_features).__name__} instead for "
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f"var={var_name}[{idx}]."
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)
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for v in user_features:
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assert isinstance(v, numbers.Real), (
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f"Variable features must be a list of numbers. "
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f"Found {type(v).__name__} instead "
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f"for var={var_name}[{idx}]."
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)
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result[var_name][idx] = VariableFeatures(
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category=category,
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user_features=user_features,
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) -> Dict[VariableName, VariableFeatures]:
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result: Dict[VariableName, VariableFeatures] = {}
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for var_name in self.solver.get_variable_names():
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user_features: Optional[List[float]] = None
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category: Category = instance.get_variable_category(var_name)
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if category is not None:
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assert isinstance(category, collections.Hashable), (
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f"Variable category must be be hashable. "
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f"Found {type(category).__name__} instead for var={var_name}."
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)
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user_features = instance.get_variable_features(var_name)
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assert isinstance(user_features, list), (
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f"Variable features must be a list. "
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f"Found {type(user_features).__name__} instead for "
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f"var={var_name}."
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)
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for v in user_features:
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assert isinstance(v, numbers.Real), (
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f"Variable features must be a list of numbers. "
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f"Found {type(v).__name__} instead "
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f"for var={var_name}."
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)
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result[var_name] = VariableFeatures(
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category=category,
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user_features=user_features,
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)
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return result
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def _extract_constraints(
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@@ -6,14 +6,16 @@ import logging
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from abc import ABC, abstractmethod
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from typing import Any, List, Optional, Hashable
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from overrides import EnforceOverrides
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from miplearn.features import TrainingSample, Features
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from miplearn.types import VarIndex
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from miplearn.types import VariableName, Category
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logger = logging.getLogger(__name__)
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# noinspection PyMethodMayBeStatic
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class Instance(ABC):
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class Instance(ABC, EnforceOverrides):
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"""
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Abstract class holding all the data necessary to generate a concrete model of the
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proble.
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@@ -60,9 +62,9 @@ class Instance(ABC):
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"""
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return [0]
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def get_variable_features(self, var_name: str, index: VarIndex) -> List[float]:
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def get_variable_features(self, var_name: VariableName) -> List[float]:
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"""
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Returns a 1-dimensional array of (numerical) features describing a particular
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Returns a (1-dimensional) list of numerical features describing a particular
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decision variable.
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In combination with instance features, variable features are used by
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@@ -79,11 +81,7 @@ class Instance(ABC):
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"""
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return [0]
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def get_variable_category(
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self,
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var_name: str,
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index: VarIndex,
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) -> Optional[Hashable]:
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def get_variable_category(self, var_name: VariableName) -> Optional[Category]:
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"""
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Returns the category for each decision variable.
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@@ -91,6 +89,7 @@ class Instance(ABC):
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internal ML model to predict the values of both variables. If the returned
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category is None, ML models will ignore the variable.
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A category can be any hashable type, such as strings, numbers or tuples.
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By default, returns "default".
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"""
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return "default"
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@@ -2,14 +2,16 @@
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# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
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# Released under the modified BSD license. See COPYING.md for more details.
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import gc
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import gzip
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import os
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import pickle
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import gc
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from typing import Optional, Any, List, Hashable, cast, IO, Callable
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from typing import Optional, Any, List, Hashable, cast, IO
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from overrides import overrides
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from miplearn.instance.base import logger, Instance
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from miplearn.types import VarIndex
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from miplearn.types import VariableName, Category
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class PickleGzInstance(Instance):
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@@ -31,62 +33,72 @@ class PickleGzInstance(Instance):
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self.instance: Optional[Instance] = None
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self.filename: str = filename
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@overrides
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def to_model(self) -> Any:
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assert self.instance is not None
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return self.instance.to_model()
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@overrides
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def get_instance_features(self) -> List[float]:
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assert self.instance is not None
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return self.instance.get_instance_features()
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def get_variable_features(self, var_name: str, index: VarIndex) -> List[float]:
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@overrides
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def get_variable_features(self, var_name: VariableName) -> List[float]:
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assert self.instance is not None
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return self.instance.get_variable_features(var_name, index)
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return self.instance.get_variable_features(var_name)
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|
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def get_variable_category(
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self,
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var_name: str,
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index: VarIndex,
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) -> Optional[Hashable]:
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@overrides
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def get_variable_category(self, var_name: VariableName) -> Optional[Category]:
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assert self.instance is not None
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return self.instance.get_variable_category(var_name, index)
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return self.instance.get_variable_category(var_name)
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|
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@overrides
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def get_constraint_features(self, cid: str) -> Optional[List[float]]:
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assert self.instance is not None
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return self.instance.get_constraint_features(cid)
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|
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@overrides
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def get_constraint_category(self, cid: str) -> Optional[Hashable]:
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assert self.instance is not None
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return self.instance.get_constraint_category(cid)
|
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|
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@overrides
|
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def has_static_lazy_constraints(self) -> bool:
|
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assert self.instance is not None
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return self.instance.has_static_lazy_constraints()
|
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|
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@overrides
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def has_dynamic_lazy_constraints(self) -> bool:
|
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assert self.instance is not None
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return self.instance.has_dynamic_lazy_constraints()
|
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|
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@overrides
|
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def is_constraint_lazy(self, cid: str) -> bool:
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assert self.instance is not None
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return self.instance.is_constraint_lazy(cid)
|
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|
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@overrides
|
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def find_violated_lazy_constraints(self, model: Any) -> List[Hashable]:
|
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assert self.instance is not None
|
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return self.instance.find_violated_lazy_constraints(model)
|
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|
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@overrides
|
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def build_lazy_constraint(self, model: Any, violation: Hashable) -> Any:
|
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assert self.instance is not None
|
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return self.instance.build_lazy_constraint(model, violation)
|
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|
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@overrides
|
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def find_violated_user_cuts(self, model: Any) -> List[Hashable]:
|
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assert self.instance is not None
|
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return self.instance.find_violated_user_cuts(model)
|
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|
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@overrides
|
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def build_user_cut(self, model: Any, violation: Hashable) -> Any:
|
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assert self.instance is not None
|
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return self.instance.build_user_cut(model, violation)
|
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|
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@overrides
|
||||
def load(self) -> None:
|
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if self.instance is None:
|
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obj = read_pickle_gz(self.filename)
|
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@@ -95,12 +107,14 @@ class PickleGzInstance(Instance):
|
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self.features = self.instance.features
|
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self.training_data = self.instance.training_data
|
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|
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@overrides
|
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def free(self) -> None:
|
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self.instance = None # type: ignore
|
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self.features = None # type: ignore
|
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self.training_data = None # type: ignore
|
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gc.collect()
|
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|
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@overrides
|
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def flush(self) -> None:
|
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write_pickle_gz(self.instance, self.filename)
|
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|
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|
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@@ -1,14 +1,16 @@
|
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
|
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# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
|
||||
# Released under the modified BSD license. See COPYING.md for more details.
|
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from typing import List
|
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from typing import List, Dict
|
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|
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import numpy as np
|
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import pyomo.environ as pe
|
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from overrides import overrides
|
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from scipy.stats import uniform, randint
|
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from scipy.stats.distributions import rv_frozen
|
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|
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from miplearn.instance.base import Instance
|
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from miplearn.types import VariableName
|
||||
|
||||
|
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class ChallengeA:
|
||||
@@ -67,7 +69,9 @@ class MultiKnapsackInstance(Instance):
|
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self.prices = prices
|
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self.capacities = capacities
|
||||
self.weights = weights
|
||||
self.varname_to_index = {f"x[{i}]": i for i in range(self.n)}
|
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|
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@overrides
|
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def to_model(self):
|
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model = pe.ConcreteModel()
|
||||
model.x = pe.Var(range(self.n), domain=pe.Binary)
|
||||
@@ -84,10 +88,13 @@ class MultiKnapsackInstance(Instance):
|
||||
|
||||
return model
|
||||
|
||||
@overrides
|
||||
def get_instance_features(self):
|
||||
return [np.mean(self.prices)] + list(self.capacities)
|
||||
|
||||
def get_variable_features(self, var, index):
|
||||
@overrides
|
||||
def get_variable_features(self, var_name: VariableName) -> List[float]:
|
||||
index = self.varname_to_index[var_name]
|
||||
return [self.prices[index]] + list(self.weights[:, index])
|
||||
|
||||
|
||||
@@ -237,7 +244,11 @@ class KnapsackInstance(Instance):
|
||||
self.weights = weights
|
||||
self.prices = prices
|
||||
self.capacity = capacity
|
||||
self.varname_to_item: Dict[VariableName, int] = {
|
||||
f"x[{i}]": i for i in range(len(self.weights))
|
||||
}
|
||||
|
||||
@overrides
|
||||
def to_model(self):
|
||||
model = pe.ConcreteModel()
|
||||
items = range(len(self.weights))
|
||||
@@ -250,16 +261,19 @@ class KnapsackInstance(Instance):
|
||||
)
|
||||
return model
|
||||
|
||||
@overrides
|
||||
def get_instance_features(self):
|
||||
return [
|
||||
self.capacity,
|
||||
np.average(self.weights),
|
||||
]
|
||||
|
||||
def get_variable_features(self, var, index):
|
||||
@overrides
|
||||
def get_variable_features(self, var_name):
|
||||
item = self.varname_to_item[var_name]
|
||||
return [
|
||||
self.weights[index],
|
||||
self.prices[index],
|
||||
self.weights[item],
|
||||
self.prices[item],
|
||||
]
|
||||
|
||||
|
||||
@@ -277,6 +291,7 @@ class GurobiKnapsackInstance(KnapsackInstance):
|
||||
) -> None:
|
||||
super().__init__(weights, prices, capacity)
|
||||
|
||||
@overrides
|
||||
def to_model(self):
|
||||
import gurobipy as gp
|
||||
from gurobipy import GRB
|
||||
|
||||
@@ -5,6 +5,7 @@
|
||||
import networkx as nx
|
||||
import numpy as np
|
||||
import pyomo.environ as pe
|
||||
from overrides import overrides
|
||||
from scipy.stats import uniform, randint
|
||||
from scipy.stats.distributions import rv_frozen
|
||||
|
||||
@@ -104,32 +105,38 @@ class MaxWeightStableSetInstance(Instance):
|
||||
super().__init__()
|
||||
self.graph = graph
|
||||
self.weights = weights
|
||||
self.nodes = list(self.graph.nodes)
|
||||
self.varname_to_node = {f"x[{v}]": v for v in self.nodes}
|
||||
|
||||
@overrides
|
||||
def to_model(self):
|
||||
nodes = list(self.graph.nodes)
|
||||
model = pe.ConcreteModel()
|
||||
model.x = pe.Var(nodes, domain=pe.Binary)
|
||||
model.x = pe.Var(self.nodes, domain=pe.Binary)
|
||||
model.OBJ = pe.Objective(
|
||||
expr=sum(model.x[v] * self.weights[v] for v in nodes), sense=pe.maximize
|
||||
expr=sum(model.x[v] * self.weights[v] for v in self.nodes),
|
||||
sense=pe.maximize,
|
||||
)
|
||||
model.clique_eqs = pe.ConstraintList()
|
||||
for clique in nx.find_cliques(self.graph):
|
||||
model.clique_eqs.add(sum(model.x[i] for i in clique) <= 1)
|
||||
model.clique_eqs.add(sum(model.x[v] for v in clique) <= 1)
|
||||
return model
|
||||
|
||||
def get_variable_features(self, var, index):
|
||||
@overrides
|
||||
def get_variable_features(self, var_name):
|
||||
v1 = self.varname_to_node[var_name]
|
||||
neighbor_weights = [0] * 15
|
||||
neighbor_degrees = [100] * 15
|
||||
for n in self.graph.neighbors(index):
|
||||
neighbor_weights += [self.weights[n] / self.weights[index]]
|
||||
neighbor_degrees += [self.graph.degree(n) / self.graph.degree(index)]
|
||||
for v2 in self.graph.neighbors(v1):
|
||||
neighbor_weights += [self.weights[v2] / self.weights[v1]]
|
||||
neighbor_degrees += [self.graph.degree(v2) / self.graph.degree(v1)]
|
||||
neighbor_weights.sort(reverse=True)
|
||||
neighbor_degrees.sort()
|
||||
features = []
|
||||
features += neighbor_weights[:5]
|
||||
features += neighbor_degrees[:5]
|
||||
features += [self.graph.degree(index)]
|
||||
features += [self.graph.degree(v1)]
|
||||
return features
|
||||
|
||||
def get_variable_category(self, var, index):
|
||||
@overrides
|
||||
def get_variable_category(self, var):
|
||||
return "default"
|
||||
|
||||
@@ -5,6 +5,7 @@
|
||||
import networkx as nx
|
||||
import numpy as np
|
||||
import pyomo.environ as pe
|
||||
from overrides import overrides
|
||||
from scipy.spatial.distance import pdist, squareform
|
||||
from scipy.stats import uniform, randint
|
||||
from scipy.stats.distributions import rv_frozen
|
||||
@@ -133,15 +134,17 @@ class TravelingSalesmanInstance(Instance):
|
||||
assert distances.shape == (n_cities, n_cities)
|
||||
self.n_cities = n_cities
|
||||
self.distances = distances
|
||||
|
||||
def to_model(self):
|
||||
model = pe.ConcreteModel()
|
||||
model.edges = edges = [
|
||||
self.edges = [
|
||||
(i, j) for i in range(self.n_cities) for j in range(i + 1, self.n_cities)
|
||||
]
|
||||
model.x = pe.Var(edges, domain=pe.Binary)
|
||||
self.varname_to_index = {f"x[{e}]": e for e in self.edges}
|
||||
|
||||
@overrides
|
||||
def to_model(self):
|
||||
model = pe.ConcreteModel()
|
||||
model.x = pe.Var(self.edges, domain=pe.Binary)
|
||||
model.obj = pe.Objective(
|
||||
expr=sum(model.x[i, j] * self.distances[i, j] for (i, j) in edges),
|
||||
expr=sum(model.x[i, j] * self.distances[i, j] for (i, j) in self.edges),
|
||||
sense=pe.minimize,
|
||||
)
|
||||
model.eq_degree = pe.ConstraintList()
|
||||
@@ -157,17 +160,13 @@ class TravelingSalesmanInstance(Instance):
|
||||
)
|
||||
return model
|
||||
|
||||
def get_instance_features(self):
|
||||
return [0.0]
|
||||
|
||||
def get_variable_features(self, var_name, index):
|
||||
return [0.0]
|
||||
|
||||
def get_variable_category(self, var_name, index):
|
||||
return index
|
||||
@overrides
|
||||
def get_variable_category(self, var_name):
|
||||
return self.varname_to_index[var_name]
|
||||
|
||||
@overrides
|
||||
def find_violated_lazy_constraints(self, model):
|
||||
selected_edges = [e for e in model.edges if model.x[e].value > 0.5]
|
||||
selected_edges = [e for e in self.edges if model.x[e].value > 0.5]
|
||||
graph = nx.Graph()
|
||||
graph.add_edges_from(selected_edges)
|
||||
components = [frozenset(c) for c in list(nx.connected_components(graph))]
|
||||
@@ -177,10 +176,11 @@ class TravelingSalesmanInstance(Instance):
|
||||
violations += [c]
|
||||
return violations
|
||||
|
||||
@overrides
|
||||
def build_lazy_constraint(self, model, component):
|
||||
cut_edges = [
|
||||
e
|
||||
for e in model.edges
|
||||
for e in self.edges
|
||||
if (e[0] in component and e[1] not in component)
|
||||
or (e[0] not in component and e[1] in component)
|
||||
]
|
||||
|
||||
@@ -6,7 +6,9 @@ import re
|
||||
import sys
|
||||
from io import StringIO
|
||||
from random import randint
|
||||
from typing import List, Any, Dict, Optional, cast, Tuple, Union
|
||||
from typing import List, Any, Dict, Optional
|
||||
|
||||
from overrides import overrides
|
||||
|
||||
from miplearn.instance.base import Instance
|
||||
from miplearn.solvers import _RedirectOutput
|
||||
@@ -17,7 +19,12 @@ from miplearn.solvers.internal import (
|
||||
LazyCallback,
|
||||
MIPSolveStats,
|
||||
)
|
||||
from miplearn.types import VarIndex, SolverParams, Solution, UserCutCallback
|
||||
from miplearn.types import (
|
||||
SolverParams,
|
||||
UserCutCallback,
|
||||
Solution,
|
||||
VariableName,
|
||||
)
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
@@ -52,8 +59,8 @@ class GurobiSolver(InternalSolver):
|
||||
self.instance: Optional[Instance] = None
|
||||
self.model: Optional["gurobipy.Model"] = None
|
||||
self.params: SolverParams = params
|
||||
self._all_vars: Dict = {}
|
||||
self._bin_vars: Optional[Dict[str, Dict[VarIndex, "gurobipy.Var"]]] = None
|
||||
self.varname_to_var: Dict[str, "gurobipy.Var"] = {}
|
||||
self.bin_vars: List["gurobipy.Var"] = []
|
||||
self.cb_where: Optional[int] = None
|
||||
|
||||
assert lazy_cb_frequency in [1, 2]
|
||||
@@ -65,6 +72,7 @@ class GurobiSolver(InternalSolver):
|
||||
self.gp.GRB.Callback.MIPNODE,
|
||||
]
|
||||
|
||||
@overrides
|
||||
def set_instance(
|
||||
self,
|
||||
instance: Instance,
|
||||
@@ -85,30 +93,20 @@ class GurobiSolver(InternalSolver):
|
||||
|
||||
def _update_vars(self) -> None:
|
||||
assert self.model is not None
|
||||
self._all_vars = {}
|
||||
self._bin_vars = {}
|
||||
idx: VarIndex
|
||||
self.varname_to_var.clear()
|
||||
self.bin_vars.clear()
|
||||
for var in self.model.getVars():
|
||||
m = re.search(r"([^[]*)\[(.*)]", var.varName)
|
||||
if m is None:
|
||||
name = var.varName
|
||||
idx = (0,)
|
||||
else:
|
||||
name = m.group(1)
|
||||
parts = m.group(2).split(",")
|
||||
idx = cast(
|
||||
Tuple[Union[str, int]],
|
||||
tuple(int(k) if k.isdecimal() else str(k) for k in parts),
|
||||
)
|
||||
if len(idx) == 1:
|
||||
idx = idx[0]
|
||||
if name not in self._all_vars:
|
||||
self._all_vars[name] = {}
|
||||
self._all_vars[name][idx] = var
|
||||
if var.vtype != "C":
|
||||
if name not in self._bin_vars:
|
||||
self._bin_vars[name] = {}
|
||||
self._bin_vars[name][idx] = var
|
||||
assert var.varName not in self.varname_to_var, (
|
||||
f"Duplicated variable name detected: {var.varName}. "
|
||||
f"Unique variable names are currently required."
|
||||
)
|
||||
self.varname_to_var[var.varName] = var
|
||||
assert var.vtype in ["B", "C"], (
|
||||
"Only binary and continuous variables are currently supported. "
|
||||
"Variable {var.varName} has type {var.vtype}."
|
||||
)
|
||||
if var.vtype == "B":
|
||||
self.bin_vars.append(var)
|
||||
|
||||
def _apply_params(self, streams: List[Any]) -> None:
|
||||
assert self.model is not None
|
||||
@@ -118,6 +116,7 @@ class GurobiSolver(InternalSolver):
|
||||
if "seed" not in [k.lower() for k in self.params.keys()]:
|
||||
self.model.setParam("Seed", randint(0, 1_000_000))
|
||||
|
||||
@overrides
|
||||
def solve_lp(
|
||||
self,
|
||||
tee: bool = False,
|
||||
@@ -128,17 +127,14 @@ class GurobiSolver(InternalSolver):
|
||||
streams += [sys.stdout]
|
||||
self._apply_params(streams)
|
||||
assert self.model is not None
|
||||
assert self._bin_vars is not None
|
||||
for (varname, vardict) in self._bin_vars.items():
|
||||
for (idx, var) in vardict.items():
|
||||
var.vtype = self.gp.GRB.CONTINUOUS
|
||||
var.lb = 0.0
|
||||
var.ub = 1.0
|
||||
for var in self.bin_vars:
|
||||
var.vtype = self.gp.GRB.CONTINUOUS
|
||||
var.lb = 0.0
|
||||
var.ub = 1.0
|
||||
with _RedirectOutput(streams):
|
||||
self.model.optimize()
|
||||
for (varname, vardict) in self._bin_vars.items():
|
||||
for (idx, var) in vardict.items():
|
||||
var.vtype = self.gp.GRB.BINARY
|
||||
for var in self.bin_vars:
|
||||
var.vtype = self.gp.GRB.BINARY
|
||||
log = streams[0].getvalue()
|
||||
opt_value = None
|
||||
if not self.is_infeasible():
|
||||
@@ -148,6 +144,7 @@ class GurobiSolver(InternalSolver):
|
||||
"LP log": log,
|
||||
}
|
||||
|
||||
@overrides
|
||||
def solve(
|
||||
self,
|
||||
tee: bool = False,
|
||||
@@ -218,33 +215,30 @@ class GurobiSolver(InternalSolver):
|
||||
}
|
||||
return stats
|
||||
|
||||
@overrides
|
||||
def get_solution(self) -> Optional[Solution]:
|
||||
self._raise_if_callback()
|
||||
assert self.model is not None
|
||||
if self.model.solCount == 0:
|
||||
return None
|
||||
solution: Solution = {}
|
||||
for (varname, vardict) in self._all_vars.items():
|
||||
solution[varname] = {}
|
||||
for (idx, var) in vardict.items():
|
||||
solution[varname][idx] = var.x
|
||||
return solution
|
||||
return {v.varName: v.x for v in self.model.getVars()}
|
||||
|
||||
@overrides
|
||||
def get_variable_names(self) -> List[VariableName]:
|
||||
self._raise_if_callback()
|
||||
assert self.model is not None
|
||||
return [v.varName for v in self.model.getVars()]
|
||||
|
||||
@overrides
|
||||
def set_warm_start(self, solution: Solution) -> None:
|
||||
self._raise_if_callback()
|
||||
self._clear_warm_start()
|
||||
count_fixed, count_total = 0, 0
|
||||
for (varname, vardict) in solution.items():
|
||||
for (idx, value) in vardict.items():
|
||||
count_total += 1
|
||||
if value is not None:
|
||||
count_fixed += 1
|
||||
self._all_vars[varname][idx].start = value
|
||||
logger.info(
|
||||
"Setting start values for %d variables (out of %d)"
|
||||
% (count_fixed, count_total)
|
||||
)
|
||||
for (var_name, value) in solution.items():
|
||||
var = self.varname_to_var[var_name]
|
||||
if value is not None:
|
||||
var.start = value
|
||||
|
||||
@overrides
|
||||
def get_sense(self) -> str:
|
||||
assert self.model is not None
|
||||
if self.model.modelSense == 1:
|
||||
@@ -252,18 +246,12 @@ class GurobiSolver(InternalSolver):
|
||||
else:
|
||||
return "max"
|
||||
|
||||
def get_value(
|
||||
self,
|
||||
var_name: str,
|
||||
index: VarIndex,
|
||||
) -> Optional[float]:
|
||||
var = self._all_vars[var_name][index]
|
||||
return self._get_value(var)
|
||||
|
||||
@overrides
|
||||
def is_infeasible(self) -> bool:
|
||||
assert self.model is not None
|
||||
return self.model.status in [self.gp.GRB.INFEASIBLE, self.gp.GRB.INF_OR_UNBD]
|
||||
|
||||
@overrides
|
||||
def get_dual(self, cid: str) -> float:
|
||||
assert self.model is not None
|
||||
c = self.model.getConstrByName(cid)
|
||||
@@ -288,15 +276,7 @@ class GurobiSolver(InternalSolver):
|
||||
"get_value cannot be called from cb_where=%s" % self.cb_where
|
||||
)
|
||||
|
||||
def get_empty_solution(self) -> Solution:
|
||||
self._raise_if_callback()
|
||||
solution: Solution = {}
|
||||
for (varname, vardict) in self._all_vars.items():
|
||||
solution[varname] = {}
|
||||
for (idx, var) in vardict.items():
|
||||
solution[varname][idx] = None
|
||||
return solution
|
||||
|
||||
@overrides
|
||||
def add_constraint(
|
||||
self,
|
||||
constraint: Any,
|
||||
@@ -321,36 +301,39 @@ class GurobiSolver(InternalSolver):
|
||||
else:
|
||||
self.model.addConstr(constraint, name=name)
|
||||
|
||||
@overrides
|
||||
def add_cut(self, cobj: Any) -> None:
|
||||
assert self.model is not None
|
||||
assert self.cb_where == self.gp.GRB.Callback.MIPNODE
|
||||
self.model.cbCut(cobj)
|
||||
|
||||
def _clear_warm_start(self) -> None:
|
||||
for (varname, vardict) in self._all_vars.items():
|
||||
for (idx, var) in vardict.items():
|
||||
var.start = self.gp.GRB.UNDEFINED
|
||||
for var in self.varname_to_var.values():
|
||||
var.start = self.gp.GRB.UNDEFINED
|
||||
|
||||
@overrides
|
||||
def fix(self, solution: Solution) -> None:
|
||||
self._raise_if_callback()
|
||||
for (varname, vardict) in solution.items():
|
||||
for (idx, value) in vardict.items():
|
||||
if value is None:
|
||||
continue
|
||||
var = self._all_vars[varname][idx]
|
||||
var.vtype = self.gp.GRB.CONTINUOUS
|
||||
var.lb = value
|
||||
var.ub = value
|
||||
for (varname, value) in solution.items():
|
||||
if value is None:
|
||||
continue
|
||||
var = self.varname_to_var[varname]
|
||||
var.vtype = self.gp.GRB.CONTINUOUS
|
||||
var.lb = value
|
||||
var.ub = value
|
||||
|
||||
@overrides
|
||||
def get_constraint_ids(self):
|
||||
self._raise_if_callback()
|
||||
self.model.update()
|
||||
return [c.ConstrName for c in self.model.getConstrs()]
|
||||
|
||||
@overrides
|
||||
def get_constraint_rhs(self, cid: str) -> float:
|
||||
assert self.model is not None
|
||||
return self.model.getConstrByName(cid).rhs
|
||||
|
||||
@overrides
|
||||
def get_constraint_lhs(self, cid: str) -> Dict[str, float]:
|
||||
assert self.model is not None
|
||||
constr = self.model.getConstrByName(cid)
|
||||
@@ -360,6 +343,7 @@ class GurobiSolver(InternalSolver):
|
||||
lhs[expr.getVar(i).varName] = expr.getCoeff(i)
|
||||
return lhs
|
||||
|
||||
@overrides
|
||||
def extract_constraint(self, cid):
|
||||
self._raise_if_callback()
|
||||
constr = self.model.getConstrByName(cid)
|
||||
@@ -367,6 +351,7 @@ class GurobiSolver(InternalSolver):
|
||||
self.model.remove(constr)
|
||||
return cobj
|
||||
|
||||
@overrides
|
||||
def is_constraint_satisfied(self, cobj, tol=1e-6):
|
||||
lhs, sense, rhs, name = cobj
|
||||
if self.cb_where is not None:
|
||||
@@ -386,21 +371,25 @@ class GurobiSolver(InternalSolver):
|
||||
else:
|
||||
raise Exception("Unknown sense: %s" % sense)
|
||||
|
||||
@overrides
|
||||
def get_inequality_slacks(self) -> Dict[str, float]:
|
||||
assert self.model is not None
|
||||
ineqs = [c for c in self.model.getConstrs() if c.sense != "="]
|
||||
return {c.ConstrName: c.Slack for c in ineqs}
|
||||
|
||||
@overrides
|
||||
def set_constraint_sense(self, cid: str, sense: str) -> None:
|
||||
assert self.model is not None
|
||||
c = self.model.getConstrByName(cid)
|
||||
c.Sense = sense
|
||||
|
||||
@overrides
|
||||
def get_constraint_sense(self, cid: str) -> str:
|
||||
assert self.model is not None
|
||||
c = self.model.getConstrByName(cid)
|
||||
return c.Sense
|
||||
|
||||
@overrides
|
||||
def relax(self) -> None:
|
||||
assert self.model is not None
|
||||
self.model.update()
|
||||
@@ -438,6 +427,4 @@ class GurobiSolver(InternalSolver):
|
||||
self.lazy_cb_where = state["lazy_cb_where"]
|
||||
self.instance = None
|
||||
self.model = None
|
||||
self._all_vars = None
|
||||
self._bin_vars = None
|
||||
self.cb_where = None
|
||||
|
||||
@@ -6,23 +6,25 @@ import logging
|
||||
from abc import ABC, abstractmethod
|
||||
from typing import Any, Dict, List, Optional
|
||||
|
||||
from overrides import EnforceOverrides
|
||||
|
||||
from miplearn.instance.base import Instance
|
||||
from miplearn.types import (
|
||||
LPSolveStats,
|
||||
IterationCallback,
|
||||
LazyCallback,
|
||||
MIPSolveStats,
|
||||
VarIndex,
|
||||
Solution,
|
||||
BranchPriorities,
|
||||
Constraint,
|
||||
UserCutCallback,
|
||||
Solution,
|
||||
VariableName,
|
||||
)
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class InternalSolver(ABC):
|
||||
class InternalSolver(ABC, EnforceOverrides):
|
||||
"""
|
||||
Abstract class representing the MIP solver used internally by LearningSolver.
|
||||
"""
|
||||
@@ -90,9 +92,6 @@ class InternalSolver(ABC):
|
||||
If called after `solve`, returns the best primal solution found during
|
||||
the search. If called after `solve_lp`, returns the optimal solution
|
||||
to the LP relaxation. If no primal solution is available, return None.
|
||||
|
||||
The solution is a dictionary `sol`, where the optimal value of `var[idx]`
|
||||
is given by `sol[var][idx]`.
|
||||
"""
|
||||
pass
|
||||
|
||||
@@ -235,14 +234,6 @@ class InternalSolver(ABC):
|
||||
"""
|
||||
pass
|
||||
|
||||
@abstractmethod
|
||||
def get_value(self, var_name: str, index: VarIndex) -> Optional[float]:
|
||||
"""
|
||||
Returns the value of a given variable in the current solution. If no
|
||||
solution is available, returns None.
|
||||
"""
|
||||
pass
|
||||
|
||||
@abstractmethod
|
||||
def relax(self) -> None:
|
||||
"""
|
||||
@@ -286,11 +277,10 @@ class InternalSolver(ABC):
|
||||
pass
|
||||
|
||||
@abstractmethod
|
||||
def get_empty_solution(self) -> Dict[str, Dict[VarIndex, Optional[float]]]:
|
||||
def get_variable_names(self) -> List[VariableName]:
|
||||
"""
|
||||
Returns a dictionary with the same shape as the one produced by
|
||||
`get_solution`, but with all values set to None. This method is
|
||||
used by the ML components to query what variables are there in
|
||||
the model before a solution is available.
|
||||
Returns a list containing the names of all variables in the model. This
|
||||
method is used by the ML components to query what variables are there in the
|
||||
model before a solution is available.
|
||||
"""
|
||||
pass
|
||||
|
||||
@@ -9,6 +9,7 @@ from io import StringIO
|
||||
from typing import Any, List, Dict, Optional
|
||||
|
||||
import pyomo
|
||||
from overrides import overrides
|
||||
from pyomo import environ as pe
|
||||
from pyomo.core import Var, Constraint
|
||||
from pyomo.opt import TerminationCondition
|
||||
@@ -23,7 +24,12 @@ from miplearn.solvers.internal import (
|
||||
LazyCallback,
|
||||
MIPSolveStats,
|
||||
)
|
||||
from miplearn.types import VarIndex, SolverParams, Solution, UserCutCallback
|
||||
from miplearn.types import (
|
||||
SolverParams,
|
||||
UserCutCallback,
|
||||
Solution,
|
||||
VariableName,
|
||||
)
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
@@ -52,6 +58,7 @@ class BasePyomoSolver(InternalSolver):
|
||||
for (key, value) in params.items():
|
||||
self._pyomo_solver.options[key] = value
|
||||
|
||||
@overrides
|
||||
def solve_lp(
|
||||
self,
|
||||
tee: bool = False,
|
||||
@@ -76,6 +83,7 @@ class BasePyomoSolver(InternalSolver):
|
||||
var.domain = pyomo.core.base.set_types.Binary
|
||||
self._pyomo_solver.update_var(var)
|
||||
|
||||
@overrides
|
||||
def solve(
|
||||
self,
|
||||
tee: bool = False,
|
||||
@@ -123,36 +131,44 @@ class BasePyomoSolver(InternalSolver):
|
||||
}
|
||||
return stats
|
||||
|
||||
@overrides
|
||||
def get_solution(self) -> Optional[Solution]:
|
||||
assert self.model is not None
|
||||
if self.is_infeasible():
|
||||
return None
|
||||
solution: Solution = {}
|
||||
for var in self.model.component_objects(Var):
|
||||
solution[str(var)] = {}
|
||||
for index in var:
|
||||
if var[index].fixed:
|
||||
continue
|
||||
solution[str(var)][index] = var[index].value
|
||||
solution[f"{var}[{index}]"] = var[index].value
|
||||
return solution
|
||||
|
||||
@overrides
|
||||
def get_variable_names(self) -> List[VariableName]:
|
||||
assert self.model is not None
|
||||
variables: List[VariableName] = []
|
||||
for var in self.model.component_objects(Var):
|
||||
for index in var:
|
||||
if var[index].fixed:
|
||||
continue
|
||||
variables += [f"{var}[{index}]"]
|
||||
return variables
|
||||
|
||||
@overrides
|
||||
def set_warm_start(self, solution: Solution) -> None:
|
||||
self._clear_warm_start()
|
||||
count_total, count_fixed = 0, 0
|
||||
for var_name in solution:
|
||||
count_fixed = 0
|
||||
for (var_name, value) in solution.items():
|
||||
if value is None:
|
||||
continue
|
||||
var = self._varname_to_var[var_name]
|
||||
for index in solution[var_name]:
|
||||
count_total += 1
|
||||
var[index].value = solution[var_name][index]
|
||||
if solution[var_name][index] is not None:
|
||||
count_fixed += 1
|
||||
var.value = solution[var_name]
|
||||
count_fixed += 1
|
||||
if count_fixed > 0:
|
||||
self._is_warm_start_available = True
|
||||
logger.info(
|
||||
"Setting start values for %d variables (out of %d)"
|
||||
% (count_fixed, count_total)
|
||||
)
|
||||
|
||||
@overrides
|
||||
def set_instance(
|
||||
self,
|
||||
instance: Instance,
|
||||
@@ -168,25 +184,6 @@ class BasePyomoSolver(InternalSolver):
|
||||
self._update_vars()
|
||||
self._update_constrs()
|
||||
|
||||
def get_value(self, var_name: str, index: VarIndex) -> Optional[float]:
|
||||
if self.is_infeasible():
|
||||
return None
|
||||
else:
|
||||
var = self._varname_to_var[var_name]
|
||||
return var[index].value
|
||||
|
||||
def get_empty_solution(self) -> Solution:
|
||||
assert self.model is not None
|
||||
solution: Solution = {}
|
||||
for var in self.model.component_objects(Var):
|
||||
svar = str(var)
|
||||
solution[svar] = {}
|
||||
for index in var:
|
||||
if var[index].fixed:
|
||||
continue
|
||||
solution[svar][index] = None
|
||||
return solution
|
||||
|
||||
def _clear_warm_start(self) -> None:
|
||||
for var in self._all_vars:
|
||||
if not var.fixed:
|
||||
@@ -204,8 +201,8 @@ class BasePyomoSolver(InternalSolver):
|
||||
self._bin_vars = []
|
||||
self._varname_to_var = {}
|
||||
for var in self.model.component_objects(Var):
|
||||
self._varname_to_var[var.name] = var
|
||||
for idx in var:
|
||||
self._varname_to_var[f"{var.name}[{idx}]"] = var[idx]
|
||||
self._all_vars += [var[idx]]
|
||||
if var[idx].domain == pyomo.core.base.set_types.Binary:
|
||||
self._bin_vars += [var[idx]]
|
||||
@@ -220,25 +217,16 @@ class BasePyomoSolver(InternalSolver):
|
||||
else:
|
||||
self._cname_to_constr[constr.name] = constr
|
||||
|
||||
def fix(self, solution):
|
||||
count_total, count_fixed = 0, 0
|
||||
for varname in solution:
|
||||
for index in solution[varname]:
|
||||
var = self._varname_to_var[varname]
|
||||
count_total += 1
|
||||
if solution[varname][index] is None:
|
||||
continue
|
||||
count_fixed += 1
|
||||
var[index].fix(solution[varname][index])
|
||||
self._pyomo_solver.update_var(var[index])
|
||||
logger.info(
|
||||
"Fixing values for %d variables (out of %d)"
|
||||
% (
|
||||
count_fixed,
|
||||
count_total,
|
||||
)
|
||||
)
|
||||
@overrides
|
||||
def fix(self, solution: Solution) -> None:
|
||||
for (varname, value) in solution.items():
|
||||
if value is None:
|
||||
continue
|
||||
var = self._varname_to_var[varname]
|
||||
var.fix(value)
|
||||
self._pyomo_solver.update_var(var)
|
||||
|
||||
@overrides
|
||||
def add_constraint(self, constraint):
|
||||
self._pyomo_solver.add_constraint(constraint)
|
||||
self._update_constrs()
|
||||
@@ -271,6 +259,7 @@ class BasePyomoSolver(InternalSolver):
|
||||
return None
|
||||
return int(value)
|
||||
|
||||
@overrides
|
||||
def get_constraint_ids(self):
|
||||
return list(self._cname_to_constr.keys())
|
||||
|
||||
@@ -280,6 +269,7 @@ class BasePyomoSolver(InternalSolver):
|
||||
def _get_node_count_regexp(self) -> Optional[str]:
|
||||
return None
|
||||
|
||||
@overrides
|
||||
def relax(self) -> None:
|
||||
for var in self._bin_vars:
|
||||
lb, ub = var.bounds
|
||||
@@ -288,6 +278,7 @@ class BasePyomoSolver(InternalSolver):
|
||||
var.domain = pyomo.core.base.set_types.Reals
|
||||
self._pyomo_solver.update_var(var)
|
||||
|
||||
@overrides
|
||||
def get_inequality_slacks(self) -> Dict[str, float]:
|
||||
result: Dict[str, float] = {}
|
||||
for (cname, cobj) in self._cname_to_constr.items():
|
||||
@@ -296,6 +287,7 @@ class BasePyomoSolver(InternalSolver):
|
||||
result[cname] = cobj.slack()
|
||||
return result
|
||||
|
||||
@overrides
|
||||
def get_constraint_sense(self, cid: str) -> str:
|
||||
cobj = self._cname_to_constr[cid]
|
||||
has_ub = cobj.has_ub()
|
||||
@@ -310,6 +302,7 @@ class BasePyomoSolver(InternalSolver):
|
||||
else:
|
||||
return "="
|
||||
|
||||
@overrides
|
||||
def get_constraint_rhs(self, cid: str) -> float:
|
||||
cobj = self._cname_to_constr[cid]
|
||||
if cobj.has_ub:
|
||||
@@ -317,23 +310,30 @@ class BasePyomoSolver(InternalSolver):
|
||||
else:
|
||||
return cobj.lower()
|
||||
|
||||
@overrides
|
||||
def get_constraint_lhs(self, cid: str) -> Dict[str, float]:
|
||||
return {}
|
||||
|
||||
@overrides
|
||||
def set_constraint_sense(self, cid: str, sense: str) -> None:
|
||||
raise NotImplementedError()
|
||||
|
||||
@overrides
|
||||
def extract_constraint(self, cid: str) -> Constraint:
|
||||
raise NotImplementedError()
|
||||
|
||||
@overrides
|
||||
def is_constraint_satisfied(self, cobj: Constraint, tol: float = 1e-6) -> bool:
|
||||
raise NotImplementedError()
|
||||
|
||||
@overrides
|
||||
def is_infeasible(self) -> bool:
|
||||
return self._termination_condition == TerminationCondition.infeasible
|
||||
|
||||
@overrides
|
||||
def get_dual(self, cid):
|
||||
raise NotImplementedError()
|
||||
|
||||
@overrides
|
||||
def get_sense(self) -> str:
|
||||
return self._obj_sense
|
||||
|
||||
@@ -3,6 +3,7 @@
|
||||
# Released under the modified BSD license. See COPYING.md for more details.
|
||||
from typing import Optional
|
||||
|
||||
from overrides import overrides
|
||||
from pyomo import environ as pe
|
||||
from scipy.stats import randint
|
||||
|
||||
@@ -36,8 +37,10 @@ class CplexPyomoSolver(BasePyomoSolver):
|
||||
params=params,
|
||||
)
|
||||
|
||||
@overrides
|
||||
def _get_warm_start_regexp(self):
|
||||
return "MIP start .* with objective ([0-9.e+-]*)\\."
|
||||
|
||||
@overrides
|
||||
def _get_node_count_regexp(self):
|
||||
return "^[ *] *([0-9]+)"
|
||||
|
||||
@@ -5,6 +5,7 @@
|
||||
import logging
|
||||
from typing import Optional
|
||||
|
||||
from overrides import overrides
|
||||
from pyomo import environ as pe
|
||||
from scipy.stats import randint
|
||||
|
||||
@@ -38,22 +39,25 @@ class GurobiPyomoSolver(BasePyomoSolver):
|
||||
params=params,
|
||||
)
|
||||
|
||||
@overrides
|
||||
def _extract_node_count(self, log: str) -> int:
|
||||
return max(1, int(self._pyomo_solver._solver_model.getAttr("NodeCount")))
|
||||
|
||||
@overrides
|
||||
def _get_warm_start_regexp(self) -> str:
|
||||
return "MIP start with objective ([0-9.e+-]*)"
|
||||
|
||||
@overrides
|
||||
def _get_node_count_regexp(self) -> Optional[str]:
|
||||
return None
|
||||
|
||||
@overrides
|
||||
def set_branching_priorities(self, priorities: BranchPriorities) -> None:
|
||||
from gurobipy import GRB
|
||||
|
||||
for varname in priorities.keys():
|
||||
for (varname, priority) in priorities.items():
|
||||
if priority is None:
|
||||
continue
|
||||
var = self._varname_to_var[varname]
|
||||
for (index, priority) in priorities[varname].items():
|
||||
if priority is None:
|
||||
continue
|
||||
gvar = self._pyomo_solver._pyomo_var_to_solver_var_map[var[index]]
|
||||
gvar.setAttr(GRB.Attr.BranchPriority, int(round(priority)))
|
||||
gvar = self._pyomo_solver._pyomo_var_to_solver_var_map[var]
|
||||
gvar.setAttr(GRB.Attr.BranchPriority, int(round(priority)))
|
||||
|
||||
@@ -2,7 +2,7 @@
|
||||
# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
|
||||
# Released under the modified BSD license. See COPYING.md for more details.
|
||||
|
||||
from typing import Optional, Dict, Callable, Any, Union, Tuple, TYPE_CHECKING
|
||||
from typing import Optional, Dict, Callable, Any, Union, Tuple, TYPE_CHECKING, Hashable
|
||||
|
||||
from mypy_extensions import TypedDict
|
||||
|
||||
@@ -10,9 +10,15 @@ if TYPE_CHECKING:
|
||||
# noinspection PyUnresolvedReferences
|
||||
from miplearn.solvers.learning import InternalSolver
|
||||
|
||||
VarIndex = Union[str, int, Tuple[Union[str, int]]]
|
||||
|
||||
Solution = Dict[str, Dict[VarIndex, Optional[float]]]
|
||||
BranchPriorities = Dict[str, Optional[float]]
|
||||
Category = Hashable
|
||||
Constraint = Any
|
||||
IterationCallback = Callable[[], bool]
|
||||
LazyCallback = Callable[[Any, Any], None]
|
||||
SolverParams = Dict[str, Any]
|
||||
UserCutCallback = Callable[["InternalSolver", Any], None]
|
||||
VariableName = str
|
||||
Solution = Dict[VariableName, Optional[float]]
|
||||
|
||||
LPSolveStats = TypedDict(
|
||||
"LPSolveStats",
|
||||
@@ -65,17 +71,3 @@ LearningSolveStats = TypedDict(
|
||||
},
|
||||
total=False,
|
||||
)
|
||||
|
||||
IterationCallback = Callable[[], bool]
|
||||
|
||||
LazyCallback = Callable[[Any, Any], None]
|
||||
|
||||
UserCutCallback = Callable[["InternalSolver", Any], None]
|
||||
|
||||
SolverParams = Dict[str, Any]
|
||||
|
||||
BranchPriorities = Solution
|
||||
|
||||
|
||||
class Constraint:
|
||||
pass
|
||||
|
||||
@@ -16,4 +16,5 @@ black==20.8b1
|
||||
pre-commit~=2.9
|
||||
mypy==0.790
|
||||
pdoc3==0.7.*
|
||||
decorator~=4.4
|
||||
decorator~=4.4
|
||||
overrides
|
||||
|
||||
@@ -10,6 +10,7 @@ import networkx as nx
|
||||
import pytest
|
||||
from gurobipy import GRB
|
||||
from networkx import Graph
|
||||
from overrides import overrides
|
||||
|
||||
from miplearn.components.dynamic_user_cuts import UserCutsComponent
|
||||
from miplearn.instance.base import Instance
|
||||
@@ -24,6 +25,7 @@ class GurobiStableSetProblem(Instance):
|
||||
super().__init__()
|
||||
self.graph: Graph = graph
|
||||
|
||||
@overrides
|
||||
def to_model(self) -> Any:
|
||||
model = gp.Model()
|
||||
x = [model.addVar(vtype=GRB.BINARY) for _ in range(len(self.graph.nodes))]
|
||||
@@ -32,9 +34,11 @@ class GurobiStableSetProblem(Instance):
|
||||
model.addConstr(x[e[0]] + x[e[1]] <= 1)
|
||||
return model
|
||||
|
||||
@overrides
|
||||
def has_user_cuts(self) -> bool:
|
||||
return True
|
||||
|
||||
@overrides
|
||||
def find_violated_user_cuts(self, model):
|
||||
assert isinstance(model, gp.Model)
|
||||
vals = model.cbGetNodeRel(model.getVars())
|
||||
@@ -44,6 +48,7 @@ class GurobiStableSetProblem(Instance):
|
||||
violations += [frozenset(clique)]
|
||||
return violations
|
||||
|
||||
@overrides
|
||||
def build_user_cut(self, model: Any, cid: Hashable) -> Any:
|
||||
assert isinstance(cid, FrozenSet)
|
||||
x = model.getVars()
|
||||
|
||||
@@ -20,43 +20,37 @@ from miplearn.solvers.learning import LearningSolver
|
||||
def test_xy() -> None:
|
||||
features = Features(
|
||||
variables={
|
||||
"x": {
|
||||
0: VariableFeatures(
|
||||
category="default",
|
||||
user_features=[0.0, 0.0],
|
||||
),
|
||||
1: VariableFeatures(
|
||||
category=None,
|
||||
),
|
||||
2: VariableFeatures(
|
||||
category="default",
|
||||
user_features=[1.0, 0.0],
|
||||
),
|
||||
3: VariableFeatures(
|
||||
category="default",
|
||||
user_features=[1.0, 1.0],
|
||||
),
|
||||
}
|
||||
"x[0]": VariableFeatures(
|
||||
category="default",
|
||||
user_features=[0.0, 0.0],
|
||||
),
|
||||
"x[1]": VariableFeatures(
|
||||
category=None,
|
||||
),
|
||||
"x[2]": VariableFeatures(
|
||||
category="default",
|
||||
user_features=[1.0, 0.0],
|
||||
),
|
||||
"x[3]": VariableFeatures(
|
||||
category="default",
|
||||
user_features=[1.0, 1.0],
|
||||
),
|
||||
}
|
||||
)
|
||||
instance = Mock(spec=Instance)
|
||||
instance.features = features
|
||||
sample = TrainingSample(
|
||||
solution={
|
||||
"x": {
|
||||
0: 0.0,
|
||||
1: 1.0,
|
||||
2: 1.0,
|
||||
3: 0.0,
|
||||
}
|
||||
"x[0]": 0.0,
|
||||
"x[1]": 1.0,
|
||||
"x[2]": 1.0,
|
||||
"x[3]": 0.0,
|
||||
},
|
||||
lp_solution={
|
||||
"x": {
|
||||
0: 0.1,
|
||||
1: 0.1,
|
||||
2: 0.1,
|
||||
3: 0.1,
|
||||
}
|
||||
"x[0]": 0.1,
|
||||
"x[1]": 0.1,
|
||||
"x[2]": 0.1,
|
||||
"x[3]": 0.1,
|
||||
},
|
||||
)
|
||||
x_expected = {
|
||||
@@ -73,7 +67,7 @@ def test_xy() -> None:
|
||||
[True, False],
|
||||
]
|
||||
}
|
||||
xy = PrimalSolutionComponent.sample_xy(instance, sample)
|
||||
xy = PrimalSolutionComponent().sample_xy(instance, sample)
|
||||
assert xy is not None
|
||||
x_actual, y_actual = xy
|
||||
assert x_actual == x_expected
|
||||
@@ -83,35 +77,31 @@ def test_xy() -> None:
|
||||
def test_xy_without_lp_solution() -> None:
|
||||
features = Features(
|
||||
variables={
|
||||
"x": {
|
||||
0: VariableFeatures(
|
||||
category="default",
|
||||
user_features=[0.0, 0.0],
|
||||
),
|
||||
1: VariableFeatures(
|
||||
category=None,
|
||||
),
|
||||
2: VariableFeatures(
|
||||
category="default",
|
||||
user_features=[1.0, 0.0],
|
||||
),
|
||||
3: VariableFeatures(
|
||||
category="default",
|
||||
user_features=[1.0, 1.0],
|
||||
),
|
||||
}
|
||||
"x[0]": VariableFeatures(
|
||||
category="default",
|
||||
user_features=[0.0, 0.0],
|
||||
),
|
||||
"x[1]": VariableFeatures(
|
||||
category=None,
|
||||
),
|
||||
"x[2]": VariableFeatures(
|
||||
category="default",
|
||||
user_features=[1.0, 0.0],
|
||||
),
|
||||
"x[3]": VariableFeatures(
|
||||
category="default",
|
||||
user_features=[1.0, 1.0],
|
||||
),
|
||||
}
|
||||
)
|
||||
instance = Mock(spec=Instance)
|
||||
instance.features = features
|
||||
sample = TrainingSample(
|
||||
solution={
|
||||
"x": {
|
||||
0: 0.0,
|
||||
1: 1.0,
|
||||
2: 1.0,
|
||||
3: 0.0,
|
||||
}
|
||||
"x[0]": 0.0,
|
||||
"x[1]": 1.0,
|
||||
"x[2]": 1.0,
|
||||
"x[3]": 0.0,
|
||||
},
|
||||
)
|
||||
x_expected = {
|
||||
@@ -128,7 +118,7 @@ def test_xy_without_lp_solution() -> None:
|
||||
[True, False],
|
||||
]
|
||||
}
|
||||
xy = PrimalSolutionComponent.sample_xy(instance, sample)
|
||||
xy = PrimalSolutionComponent().sample_xy(instance, sample)
|
||||
assert xy is not None
|
||||
x_actual, y_actual = xy
|
||||
assert x_actual == x_expected
|
||||
@@ -150,48 +140,42 @@ def test_predict() -> None:
|
||||
thr.predict = Mock(return_value=[0.75, 0.75])
|
||||
features = Features(
|
||||
variables={
|
||||
"x": {
|
||||
0: VariableFeatures(
|
||||
category="default",
|
||||
user_features=[0.0, 0.0],
|
||||
),
|
||||
1: VariableFeatures(
|
||||
category="default",
|
||||
user_features=[0.0, 2.0],
|
||||
),
|
||||
2: VariableFeatures(
|
||||
category="default",
|
||||
user_features=[2.0, 0.0],
|
||||
),
|
||||
}
|
||||
"x[0]": VariableFeatures(
|
||||
category="default",
|
||||
user_features=[0.0, 0.0],
|
||||
),
|
||||
"x[1]": VariableFeatures(
|
||||
category="default",
|
||||
user_features=[0.0, 2.0],
|
||||
),
|
||||
"x[2]": VariableFeatures(
|
||||
category="default",
|
||||
user_features=[2.0, 0.0],
|
||||
),
|
||||
}
|
||||
)
|
||||
instance = Mock(spec=Instance)
|
||||
instance.features = features
|
||||
sample = TrainingSample(
|
||||
lp_solution={
|
||||
"x": {
|
||||
0: 0.1,
|
||||
1: 0.5,
|
||||
2: 0.9,
|
||||
}
|
||||
"x[0]": 0.1,
|
||||
"x[1]": 0.5,
|
||||
"x[2]": 0.9,
|
||||
}
|
||||
)
|
||||
x, _ = PrimalSolutionComponent.sample_xy(instance, sample)
|
||||
x, _ = PrimalSolutionComponent().sample_xy(instance, sample)
|
||||
comp = PrimalSolutionComponent()
|
||||
comp.classifiers = {"default": clf}
|
||||
comp.thresholds = {"default": thr}
|
||||
solution_actual = comp.sample_predict(instance, sample)
|
||||
pred = comp.sample_predict(instance, sample)
|
||||
clf.predict_proba.assert_called_once()
|
||||
assert_array_equal(x["default"], clf.predict_proba.call_args[0][0])
|
||||
thr.predict.assert_called_once()
|
||||
assert_array_equal(x["default"], thr.predict.call_args[0][0])
|
||||
assert solution_actual == {
|
||||
"x": {
|
||||
0: 0.0,
|
||||
1: None,
|
||||
2: 1.0,
|
||||
}
|
||||
assert pred == {
|
||||
"x[0]": 0.0,
|
||||
"x[1]": None,
|
||||
"x[2]": 1.0,
|
||||
}
|
||||
|
||||
|
||||
@@ -242,36 +226,30 @@ def test_usage():
|
||||
def test_evaluate() -> None:
|
||||
comp = PrimalSolutionComponent()
|
||||
comp.sample_predict = lambda _, __: { # type: ignore
|
||||
"x": {
|
||||
0: 1.0,
|
||||
1: 0.0,
|
||||
2: 0.0,
|
||||
3: None,
|
||||
4: 1.0,
|
||||
}
|
||||
"x[0]": 1.0,
|
||||
"x[1]": 0.0,
|
||||
"x[2]": 0.0,
|
||||
"x[3]": None,
|
||||
"x[4]": 1.0,
|
||||
}
|
||||
features: Features = Features(
|
||||
variables={
|
||||
"x": {
|
||||
0: VariableFeatures(),
|
||||
1: VariableFeatures(),
|
||||
2: VariableFeatures(),
|
||||
3: VariableFeatures(),
|
||||
4: VariableFeatures(),
|
||||
}
|
||||
"x[0]": VariableFeatures(),
|
||||
"x[1]": VariableFeatures(),
|
||||
"x[2]": VariableFeatures(),
|
||||
"x[3]": VariableFeatures(),
|
||||
"x[4]": VariableFeatures(),
|
||||
}
|
||||
)
|
||||
instance = Mock(spec=Instance)
|
||||
instance.features = features
|
||||
sample: TrainingSample = TrainingSample(
|
||||
solution={
|
||||
"x": {
|
||||
0: 1.0,
|
||||
1: 1.0,
|
||||
2: 0.0,
|
||||
3: 1.0,
|
||||
4: 1.0,
|
||||
}
|
||||
"x[0]": 1.0,
|
||||
"x[1]": 1.0,
|
||||
"x[2]": 0.0,
|
||||
"x[3]": 1.0,
|
||||
"x[4]": 1.0,
|
||||
}
|
||||
)
|
||||
ev = comp.sample_evaluate(instance, sample)
|
||||
|
||||
3
tests/fixtures/infeasible.py
vendored
3
tests/fixtures/infeasible.py
vendored
@@ -4,6 +4,7 @@
|
||||
|
||||
from typing import Any
|
||||
|
||||
from overrides import overrides
|
||||
from pyomo import environ as pe
|
||||
|
||||
from miplearn.instance.base import Instance
|
||||
@@ -13,6 +14,7 @@ from tests.solvers import _is_subclass_or_instance
|
||||
|
||||
|
||||
class InfeasiblePyomoInstance(Instance):
|
||||
@overrides
|
||||
def to_model(self) -> pe.ConcreteModel:
|
||||
model = pe.ConcreteModel()
|
||||
model.x = pe.Var([0], domain=pe.Binary)
|
||||
@@ -22,6 +24,7 @@ class InfeasiblePyomoInstance(Instance):
|
||||
|
||||
|
||||
class InfeasibleGurobiInstance(Instance):
|
||||
@overrides
|
||||
def to_model(self) -> Any:
|
||||
import gurobipy as gp
|
||||
from gurobipy import GRB
|
||||
|
||||
@@ -39,13 +39,13 @@ def test_instance():
|
||||
instance = TravelingSalesmanInstance(n_cities, distances)
|
||||
solver = LearningSolver()
|
||||
stats = solver.solve(instance)
|
||||
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
|
||||
solution = instance.training_data[0].solution
|
||||
assert solution["x[(0, 1)]"] == 1.0
|
||||
assert solution["x[(0, 2)]"] == 0.0
|
||||
assert solution["x[(0, 3)]"] == 1.0
|
||||
assert solution["x[(1, 2)]"] == 1.0
|
||||
assert solution["x[(1, 3)]"] == 0.0
|
||||
assert solution["x[(2, 3)]"] == 1.0
|
||||
assert stats["Lower bound"] == 4.0
|
||||
assert stats["Upper bound"] == 4.0
|
||||
|
||||
@@ -67,12 +67,12 @@ def test_subtour():
|
||||
solver = LearningSolver()
|
||||
solver.solve(instance)
|
||||
assert len(instance.training_data[0].lazy_enforced) > 0
|
||||
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
|
||||
assert x[2, 3] == 1.0
|
||||
assert x[3, 5] == 1.0
|
||||
assert x[4, 5] == 1.0
|
||||
solution = instance.training_data[0].solution
|
||||
assert solution["x[(0, 1)]"] == 1.0
|
||||
assert solution["x[(0, 4)]"] == 1.0
|
||||
assert solution["x[(1, 2)]"] == 1.0
|
||||
assert solution["x[(2, 3)]"] == 1.0
|
||||
assert solution["x[(3, 5)]"] == 1.0
|
||||
assert solution["x[(4, 5)]"] == 1.0
|
||||
solver.fit([instance])
|
||||
solver.solve(instance)
|
||||
|
||||
@@ -38,45 +38,18 @@ def test_internal_solver_warm_starts():
|
||||
model = instance.to_model()
|
||||
solver = solver_class()
|
||||
solver.set_instance(instance, model)
|
||||
solver.set_warm_start(
|
||||
{
|
||||
"x": {
|
||||
0: 1.0,
|
||||
1: 0.0,
|
||||
2: 0.0,
|
||||
3: 1.0,
|
||||
}
|
||||
}
|
||||
)
|
||||
solver.set_warm_start({"x[0]": 1.0, "x[1]": 0.0, "x[2]": 0.0, "x[3]": 1.0})
|
||||
stats = solver.solve(tee=True)
|
||||
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")
|
||||
|
||||
solver.set_warm_start(
|
||||
{
|
||||
"x": {
|
||||
0: 1.0,
|
||||
1: 1.0,
|
||||
2: 1.0,
|
||||
3: 1.0,
|
||||
}
|
||||
}
|
||||
)
|
||||
solver.set_warm_start({"x[0]": 1.0, "x[1]": 1.0, "x[2]": 1.0, "x[3]": 1.0})
|
||||
stats = solver.solve(tee=True)
|
||||
assert stats["Warm start value"] is None
|
||||
|
||||
solver.fix(
|
||||
{
|
||||
"x": {
|
||||
0: 1.0,
|
||||
1: 0.0,
|
||||
2: 0.0,
|
||||
3: 1.0,
|
||||
}
|
||||
}
|
||||
)
|
||||
solver.fix({"x[0]": 1.0, "x[1]": 0.0, "x[2]": 0.0, "x[3]": 1.0})
|
||||
stats = solver.solve(tee=True)
|
||||
assert stats["Lower bound"] == 725.0
|
||||
assert stats["Upper bound"] == 725.0
|
||||
@@ -91,16 +64,18 @@ def test_internal_solver():
|
||||
solver = solver_class()
|
||||
solver.set_instance(instance, model)
|
||||
|
||||
assert solver.get_variable_names() == ["x[0]", "x[1]", "x[2]", "x[3]"]
|
||||
|
||||
stats = solver.solve_lp()
|
||||
assert not solver.is_infeasible()
|
||||
assert round(stats["LP value"], 3) == 1287.923
|
||||
assert len(stats["LP log"]) > 100
|
||||
|
||||
solution = solver.get_solution()
|
||||
assert round(solution["x"][0], 3) == 1.000
|
||||
assert round(solution["x"][1], 3) == 0.923
|
||||
assert round(solution["x"][2], 3) == 1.000
|
||||
assert round(solution["x"][3], 3) == 0.000
|
||||
assert round(solution["x[0]"], 3) == 1.000
|
||||
assert round(solution["x[1]"], 3) == 0.923
|
||||
assert round(solution["x[2]"], 3) == 1.000
|
||||
assert round(solution["x[3]"], 3) == 0.000
|
||||
|
||||
stats = solver.solve(tee=True)
|
||||
assert not solver.is_infeasible()
|
||||
@@ -111,10 +86,10 @@ def test_internal_solver():
|
||||
assert isinstance(stats["Wallclock time"], float)
|
||||
|
||||
solution = solver.get_solution()
|
||||
assert solution["x"][0] == 1.0
|
||||
assert solution["x"][1] == 0.0
|
||||
assert solution["x"][2] == 1.0
|
||||
assert solution["x"][3] == 1.0
|
||||
assert solution["x[0]"] == 1.0
|
||||
assert solution["x[1]"] == 0.0
|
||||
assert solution["x[2]"] == 1.0
|
||||
assert solution["x[3]"] == 1.0
|
||||
|
||||
# Add a brand new constraint
|
||||
if isinstance(solver, BasePyomoSolver):
|
||||
@@ -199,7 +174,6 @@ def test_infeasible_instance():
|
||||
stats = solver.solve_lp()
|
||||
assert solver.get_solution() is None
|
||||
assert stats["LP value"] is None
|
||||
assert solver.get_value("x", 0) is None
|
||||
|
||||
|
||||
def test_iteration_cb():
|
||||
|
||||
@@ -16,7 +16,6 @@ def test_lazy_cb():
|
||||
model = instance.to_model()
|
||||
|
||||
def lazy_cb(cb_solver, cb_model):
|
||||
logger.info("x[0] = %.f" % cb_solver.get_value("x", 0))
|
||||
cobj = (cb_model.getVarByName("x[0]") * 1.0, "<", 0.0, "cut")
|
||||
if not cb_solver.is_constraint_satisfied(cobj):
|
||||
cb_solver.add_constraint(cobj)
|
||||
@@ -24,4 +23,4 @@ def test_lazy_cb():
|
||||
solver.set_instance(instance, model)
|
||||
solver.solve(lazy_cb=lazy_cb)
|
||||
solution = solver.get_solution()
|
||||
assert solution["x"][0] == 0.0
|
||||
assert solution["x[0]"] == 0.0
|
||||
|
||||
@@ -30,16 +30,16 @@ def test_learning_solver():
|
||||
assert hasattr(instance, "features")
|
||||
|
||||
sample = instance.training_data[0]
|
||||
assert sample.solution["x"][0] == 1.0
|
||||
assert sample.solution["x"][1] == 0.0
|
||||
assert sample.solution["x"][2] == 1.0
|
||||
assert sample.solution["x"][3] == 1.0
|
||||
assert sample.solution["x[0]"] == 1.0
|
||||
assert sample.solution["x[1]"] == 0.0
|
||||
assert sample.solution["x[2]"] == 1.0
|
||||
assert sample.solution["x[3]"] == 1.0
|
||||
assert sample.lower_bound == 1183.0
|
||||
assert sample.upper_bound == 1183.0
|
||||
assert round(sample.lp_solution["x"][0], 3) == 1.000
|
||||
assert round(sample.lp_solution["x"][1], 3) == 0.923
|
||||
assert round(sample.lp_solution["x"][2], 3) == 1.000
|
||||
assert round(sample.lp_solution["x"][3], 3) == 0.000
|
||||
assert round(sample.lp_solution["x[0]"], 3) == 1.000
|
||||
assert round(sample.lp_solution["x[1]"], 3) == 0.923
|
||||
assert round(sample.lp_solution["x[2]"], 3) == 1.000
|
||||
assert round(sample.lp_solution["x[3]"], 3) == 0.000
|
||||
assert round(sample.lp_value, 3) == 1287.923
|
||||
assert len(sample.mip_log) > 100
|
||||
|
||||
@@ -72,7 +72,7 @@ def test_parallel_solve():
|
||||
assert len(results) == 10
|
||||
for instance in instances:
|
||||
data = instance.training_data[0]
|
||||
assert len(data.solution["x"].keys()) == 4
|
||||
assert len(data.solution.keys()) == 4
|
||||
|
||||
|
||||
def test_solve_fit_from_disk():
|
||||
|
||||
@@ -20,24 +20,22 @@ def test_knapsack() -> None:
|
||||
solver.set_instance(instance, model)
|
||||
FeaturesExtractor(solver).extract(instance)
|
||||
assert instance.features.variables == {
|
||||
"x": {
|
||||
0: VariableFeatures(
|
||||
category="default",
|
||||
user_features=[23.0, 505.0],
|
||||
),
|
||||
1: VariableFeatures(
|
||||
category="default",
|
||||
user_features=[26.0, 352.0],
|
||||
),
|
||||
2: VariableFeatures(
|
||||
category="default",
|
||||
user_features=[20.0, 458.0],
|
||||
),
|
||||
3: VariableFeatures(
|
||||
category="default",
|
||||
user_features=[18.0, 220.0],
|
||||
),
|
||||
}
|
||||
"x[0]": VariableFeatures(
|
||||
category="default",
|
||||
user_features=[23.0, 505.0],
|
||||
),
|
||||
"x[1]": VariableFeatures(
|
||||
category="default",
|
||||
user_features=[26.0, 352.0],
|
||||
),
|
||||
"x[2]": VariableFeatures(
|
||||
category="default",
|
||||
user_features=[20.0, 458.0],
|
||||
),
|
||||
"x[3]": VariableFeatures(
|
||||
category="default",
|
||||
user_features=[18.0, 220.0],
|
||||
),
|
||||
}
|
||||
assert instance.features.constraints == {
|
||||
"eq_capacity": ConstraintFeatures(
|
||||
|
||||
Reference in New Issue
Block a user