Refer to variables by varname instead of (vname, index)

This commit is contained in:
2021-04-07 10:56:31 -05:00
parent 856b595d5e
commit 1cf6124757
22 changed files with 467 additions and 516 deletions

View File

@@ -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()

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@@ -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)

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@@ -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

View File

@@ -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)

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@@ -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():

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@@ -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

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@@ -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():

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@@ -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(