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

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This commit is contained in:
Alinson S. Xavier
2021-04-07 10:56:31 -05:00
parent 856b595d5e
commit 1cf6124757
22 changed files with 467 additions and 516 deletions
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129
miplearn/components/primal.py
View File

@@ -7,7 +7,6 @@ from typing import (
Dict, Dict,
List, List,
Hashable, Hashable,
Optional,
Any, Any,
TYPE_CHECKING, TYPE_CHECKING,
Tuple, Tuple,
@@ -23,8 +22,9 @@ from miplearn.components.component import Component
from miplearn.features import TrainingSample, Features from miplearn.features import TrainingSample, Features
from miplearn.instance.base import Instance from miplearn.instance.base import Instance
from miplearn.types import ( from miplearn.types import (
Solution,
LearningSolveStats, LearningSolveStats,
Category,
Solution,
) )
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@@ -84,15 +84,14 @@ class PrimalSolutionComponent(Component):
stats["Primal: Free"] = 0 stats["Primal: Free"] = 0
stats["Primal: Zero"] = 0 stats["Primal: Zero"] = 0
stats["Primal: One"] = 0 stats["Primal: One"] = 0
for (var, var_dict) in solution.items(): for (var_name, value) in solution.items():
for (idx, value) in var_dict.items(): if value is None:
if value is None: stats["Primal: Free"] += 1
stats["Primal: Free"] += 1 else:
if value < 0.5:
stats["Primal: Zero"] += 1
else: else:
if value < 0.5: stats["Primal: One"] += 1
stats["Primal: Zero"] += 1
else:
stats["Primal: One"] += 1
logger.info( logger.info(
f"Predicted: free: {stats['Primal: Free']}, " f"Predicted: free: {stats['Primal: Free']}, "
f"zero: {stats['Primal: Zero']}, " f"zero: {stats['Primal: Zero']}, "
@@ -106,13 +105,6 @@ class PrimalSolutionComponent(Component):
) -> Solution: ) -> Solution:
assert instance.features.variables is not None assert instance.features.variables is not None
# Initialize empty solution
solution: Solution = {}
for (var_name, var_dict) in instance.features.variables.items():
solution[var_name] = {}
for idx in var_dict.keys():
solution[var_name][idx] = None
# Compute y_pred # Compute y_pred
x, _ = self.sample_xy(instance, sample) x, _ = self.sample_xy(instance, sample)
y_pred = {} y_pred = {}
@@ -132,56 +124,52 @@ class PrimalSolutionComponent(Component):
).T ).T
# Convert y_pred into solution # Convert y_pred into solution
solution: Solution = {v: None for v in instance.features.variables.keys()}
category_offset: Dict[Hashable, int] = {cat: 0 for cat in x.keys()} category_offset: Dict[Hashable, int] = {cat: 0 for cat in x.keys()}
for (var_name, var_dict) in instance.features.variables.items(): for (var_name, var_features) in instance.features.variables.items():
for (idx, var_features) in var_dict.items(): category = var_features.category
category = var_features.category offset = category_offset[category]
offset = category_offset[category] category_offset[category] += 1
category_offset[category] += 1 if y_pred[category][offset, 0]:
if y_pred[category][offset, 0]: solution[var_name] = 0.0
solution[var_name][idx] = 0.0 if y_pred[category][offset, 1]:
if y_pred[category][offset, 1]: solution[var_name] = 1.0
solution[var_name][idx] = 1.0
return solution return solution
@staticmethod
def sample_xy( def sample_xy(
self,
instance: Instance, instance: Instance,
sample: TrainingSample, sample: TrainingSample,
) -> Tuple[Dict[Hashable, List[List[float]]], Dict[Hashable, List[List[float]]]]: ) -> Tuple[Dict[Category, List[List[float]]], Dict[Category, List[List[float]]]]:
assert instance.features.variables is not None assert instance.features.variables is not None
x: Dict = {} x: Dict = {}
y: Dict = {} y: Dict = {}
solution: Optional[Solution] = None for (var_name, var_features) in instance.features.variables.items():
if sample.solution is not None: category = var_features.category
solution = sample.solution if category is None:
for (var_name, var_dict) in instance.features.variables.items(): continue
for (idx, var_features) in var_dict.items(): if category not in x.keys():
category = var_features.category x[category] = []
if category is None: y[category] = []
continue f: List[float] = []
if category not in x.keys(): assert var_features.user_features is not None
x[category] = [] f += var_features.user_features
y[category] = [] if sample.lp_solution is not None:
f: List[float] = [] lp_value = sample.lp_solution[var_name]
assert var_features.user_features is not None if lp_value is not None:
f += var_features.user_features f += [lp_value]
if sample.lp_solution is not None: x[category] += [f]
lp_value = sample.lp_solution[var_name][idx] if sample.solution is not None:
if lp_value is not None: opt_value = sample.solution[var_name]
f += [lp_value] assert opt_value is not None
x[category] += [f] assert 0.0 - 1e-5 <= opt_value <= 1.0 + 1e-5, (
if solution is not None: f"Variable {var_name} has non-binary value {opt_value} in the "
opt_value = solution[var_name][idx] "optimal solution. Predicting values of non-binary "
assert opt_value is not None "variables is not currently supported. Please set its "
assert 0.0 - 1e-5 <= opt_value <= 1.0 + 1e-5, ( "category to None."
f"Variable {var_name} has non-binary value {opt_value} in the " )
"optimal solution. Predicting values of non-binary " y[category] += [[opt_value < 0.5, opt_value >= 0.5]]
"variables is not currently supported. Please set its "
"category to None."
)
y[category] += [[opt_value < 0.5, opt_value >= 0.5]]
return x, y return x, y
def sample_evaluate( def sample_evaluate(
@@ -194,22 +182,19 @@ class PrimalSolutionComponent(Component):
solution_pred = self.sample_predict(instance, sample) solution_pred = self.sample_predict(instance, sample)
vars_all, vars_one, vars_zero = set(), set(), set() vars_all, vars_one, vars_zero = set(), set(), set()
pred_one_positive, pred_zero_positive = set(), set() pred_one_positive, pred_zero_positive = set(), set()
for (varname, var_dict) in solution_actual.items(): for (var_name, value_actual) in solution_actual.items():
if varname not in solution_pred.keys(): assert value_actual is not None
continue vars_all.add(var_name)
for (idx, value_actual) in var_dict.items(): if value_actual > 0.5:
assert value_actual is not None vars_one.add(var_name)
vars_all.add((varname, idx)) else:
if value_actual > 0.5: vars_zero.add(var_name)
vars_one.add((varname, idx)) value_pred = solution_pred[var_name]
if value_pred is not None:
if value_pred > 0.5:
pred_one_positive.add(var_name)
else: else:
vars_zero.add((varname, idx)) pred_zero_positive.add(var_name)
value_pred = solution_pred[varname][idx]
if value_pred is not None:
if value_pred > 0.5:
pred_one_positive.add((varname, idx))
else:
pred_zero_positive.add((varname, idx))
pred_one_negative = vars_all - pred_one_positive pred_one_negative = vars_all - pred_one_positive
pred_zero_negative = vars_all - pred_zero_positive pred_zero_negative = vars_all - pred_zero_positive
return { return {

57
miplearn/features.py
View File

@@ -7,7 +7,7 @@ import numbers
from dataclasses import dataclass from dataclasses import dataclass
from typing import TYPE_CHECKING, Dict, Optional, Set, List, Hashable from typing import TYPE_CHECKING, Dict, Optional, Set, List, Hashable
from miplearn.types import VarIndex, Solution from miplearn.types import Solution, VariableName, Category
if TYPE_CHECKING: if TYPE_CHECKING:
from miplearn.solvers.internal import InternalSolver from miplearn.solvers.internal import InternalSolver
@@ -53,7 +53,7 @@ class ConstraintFeatures:
@dataclass @dataclass
class Features: class Features:
instance: Optional[InstanceFeatures] = None instance: Optional[InstanceFeatures] = None
variables: Optional[Dict[str, Dict[VarIndex, VariableFeatures]]] = None variables: Optional[Dict[str, VariableFeatures]] = None
constraints: Optional[Dict[str, ConstraintFeatures]] = None constraints: Optional[Dict[str, ConstraintFeatures]] = None
@@ -72,35 +72,32 @@ class FeaturesExtractor:
def _extract_variables( def _extract_variables(
self, self,
instance: "Instance", instance: "Instance",
) -> Dict[str, Dict[VarIndex, VariableFeatures]]: ) -> Dict[VariableName, VariableFeatures]:
result: Dict[str, Dict[VarIndex, VariableFeatures]] = {} result: Dict[VariableName, VariableFeatures] = {}
empty_solution = self.solver.get_empty_solution() for var_name in self.solver.get_variable_names():
for (var_name, var_dict) in empty_solution.items(): user_features: Optional[List[float]] = None
result[var_name] = {} category: Category = instance.get_variable_category(var_name)
for idx in var_dict.keys(): if category is not None:
user_features = None assert isinstance(category, collections.Hashable), (
category = instance.get_variable_category(var_name, idx) f"Variable category must be be hashable. "
if category is not None: f"Found {type(category).__name__} instead for var={var_name}."
assert isinstance(category, collections.Hashable), (
f"Variable category must be be hashable. "
f"Found {type(category).__name__} instead for var={var_name}."
)
user_features = instance.get_variable_features(var_name, idx)
assert isinstance(user_features, list), (
f"Variable features must be a list. "
f"Found {type(user_features).__name__} instead for "
f"var={var_name}[{idx}]."
)
for v in user_features:
assert isinstance(v, numbers.Real), (
f"Variable features must be a list of numbers. "
f"Found {type(v).__name__} instead "
f"for var={var_name}[{idx}]."
)
result[var_name][idx] = VariableFeatures(
category=category,
user_features=user_features,
) )
user_features = instance.get_variable_features(var_name)
assert isinstance(user_features, list), (
f"Variable features must be a list. "
f"Found {type(user_features).__name__} instead for "
f"var={var_name}."
)
for v in user_features:
assert isinstance(v, numbers.Real), (
f"Variable features must be a list of numbers. "
f"Found {type(v).__name__} instead "
f"for var={var_name}."
)
result[var_name] = VariableFeatures(
category=category,
user_features=user_features,
)
return result return result
def _extract_constraints( def _extract_constraints(

17
miplearn/instance/base.py
View File

@@ -6,14 +6,16 @@ import logging
from abc import ABC, abstractmethod from abc import ABC, abstractmethod
from typing import Any, List, Optional, Hashable from typing import Any, List, Optional, Hashable
from overrides import EnforceOverrides
from miplearn.features import TrainingSample, Features from miplearn.features import TrainingSample, Features
from miplearn.types import VarIndex from miplearn.types import VariableName, Category
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
# noinspection PyMethodMayBeStatic # noinspection PyMethodMayBeStatic
class Instance(ABC): class Instance(ABC, EnforceOverrides):
""" """
Abstract class holding all the data necessary to generate a concrete model of the Abstract class holding all the data necessary to generate a concrete model of the
proble. proble.
@@ -60,9 +62,9 @@ class Instance(ABC):
""" """
return [0] return [0]
def get_variable_features(self, var_name: str, index: VarIndex) -> List[float]: def get_variable_features(self, var_name: VariableName) -> List[float]:
""" """
Returns a 1-dimensional array of (numerical) features describing a particular Returns a (1-dimensional) list of numerical features describing a particular
decision variable. decision variable.
In combination with instance features, variable features are used by In combination with instance features, variable features are used by
@@ -79,11 +81,7 @@ class Instance(ABC):
""" """
return [0] return [0]
def get_variable_category( def get_variable_category(self, var_name: VariableName) -> Optional[Category]:
self,
var_name: str,
index: VarIndex,
) -> Optional[Hashable]:
""" """
Returns the category for each decision variable. Returns the category for each decision variable.
@@ -91,6 +89,7 @@ class Instance(ABC):
internal ML model to predict the values of both variables. If the returned internal ML model to predict the values of both variables. If the returned
category is None, ML models will ignore the variable. category is None, ML models will ignore the variable.
A category can be any hashable type, such as strings, numbers or tuples.
By default, returns "default". By default, returns "default".
""" """
return "default" return "default"

36
miplearn/instance/picklegz.py
View File

@@ -2,14 +2,16 @@
# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
import gc
import gzip import gzip
import os import os
import pickle import pickle
import gc from typing import Optional, Any, List, Hashable, cast, IO
from typing import Optional, Any, List, Hashable, cast, IO, Callable
from overrides import overrides
from miplearn.instance.base import logger, Instance from miplearn.instance.base import logger, Instance
from miplearn.types import VarIndex from miplearn.types import VariableName, Category
class PickleGzInstance(Instance): class PickleGzInstance(Instance):
@@ -31,62 +33,72 @@ class PickleGzInstance(Instance):
self.instance: Optional[Instance] = None self.instance: Optional[Instance] = None
self.filename: str = filename self.filename: str = filename
@overrides
def to_model(self) -> Any: def to_model(self) -> Any:
assert self.instance is not None assert self.instance is not None
return self.instance.to_model() return self.instance.to_model()
@overrides
def get_instance_features(self) -> List[float]: def get_instance_features(self) -> List[float]:
assert self.instance is not None assert self.instance is not None
return self.instance.get_instance_features() return self.instance.get_instance_features()
def get_variable_features(self, var_name: str, index: VarIndex) -> List[float]: @overrides
def get_variable_features(self, var_name: VariableName) -> List[float]:
assert self.instance is not None assert self.instance is not None
return self.instance.get_variable_features(var_name, index) return self.instance.get_variable_features(var_name)
def get_variable_category( @overrides
self, def get_variable_category(self, var_name: VariableName) -> Optional[Category]:
var_name: str,
index: VarIndex,
) -> Optional[Hashable]:
assert self.instance is not None assert self.instance is not None
return self.instance.get_variable_category(var_name, index) return self.instance.get_variable_category(var_name)
@overrides
def get_constraint_features(self, cid: str) -> Optional[List[float]]: def get_constraint_features(self, cid: str) -> Optional[List[float]]:
assert self.instance is not None assert self.instance is not None
return self.instance.get_constraint_features(cid) return self.instance.get_constraint_features(cid)
@overrides
def get_constraint_category(self, cid: str) -> Optional[Hashable]: def get_constraint_category(self, cid: str) -> Optional[Hashable]:
assert self.instance is not None assert self.instance is not None
return self.instance.get_constraint_category(cid) return self.instance.get_constraint_category(cid)
@overrides
def has_static_lazy_constraints(self) -> bool: def has_static_lazy_constraints(self) -> bool:
assert self.instance is not None assert self.instance is not None
return self.instance.has_static_lazy_constraints() return self.instance.has_static_lazy_constraints()
@overrides
def has_dynamic_lazy_constraints(self) -> bool: def has_dynamic_lazy_constraints(self) -> bool:
assert self.instance is not None assert self.instance is not None
return self.instance.has_dynamic_lazy_constraints() return self.instance.has_dynamic_lazy_constraints()
@overrides
def is_constraint_lazy(self, cid: str) -> bool: def is_constraint_lazy(self, cid: str) -> bool:
assert self.instance is not None assert self.instance is not None
return self.instance.is_constraint_lazy(cid) return self.instance.is_constraint_lazy(cid)
@overrides
def find_violated_lazy_constraints(self, model: Any) -> List[Hashable]: def find_violated_lazy_constraints(self, model: Any) -> List[Hashable]:
assert self.instance is not None assert self.instance is not None
return self.instance.find_violated_lazy_constraints(model) return self.instance.find_violated_lazy_constraints(model)
@overrides
def build_lazy_constraint(self, model: Any, violation: Hashable) -> Any: def build_lazy_constraint(self, model: Any, violation: Hashable) -> Any:
assert self.instance is not None assert self.instance is not None
return self.instance.build_lazy_constraint(model, violation) return self.instance.build_lazy_constraint(model, violation)
@overrides
def find_violated_user_cuts(self, model: Any) -> List[Hashable]: def find_violated_user_cuts(self, model: Any) -> List[Hashable]:
assert self.instance is not None assert self.instance is not None
return self.instance.find_violated_user_cuts(model) return self.instance.find_violated_user_cuts(model)
@overrides
def build_user_cut(self, model: Any, violation: Hashable) -> Any: def build_user_cut(self, model: Any, violation: Hashable) -> Any:
assert self.instance is not None assert self.instance is not None
return self.instance.build_user_cut(model, violation) return self.instance.build_user_cut(model, violation)
@overrides
def load(self) -> None: def load(self) -> None:
if self.instance is None: if self.instance is None:
obj = read_pickle_gz(self.filename) obj = read_pickle_gz(self.filename)
@@ -95,12 +107,14 @@ class PickleGzInstance(Instance):
self.features = self.instance.features self.features = self.instance.features
self.training_data = self.instance.training_data self.training_data = self.instance.training_data
@overrides
def free(self) -> None: def free(self) -> None:
self.instance = None # type: ignore self.instance = None # type: ignore
self.features = None # type: ignore self.features = None # type: ignore
self.training_data = None # type: ignore self.training_data = None # type: ignore
gc.collect() gc.collect()
@overrides
def flush(self) -> None: def flush(self) -> None:
write_pickle_gz(self.instance, self.filename) write_pickle_gz(self.instance, self.filename)

25
miplearn/problems/knapsack.py
View File

@@ -1,14 +1,16 @@
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
from typing import List from typing import List, Dict
import numpy as np import numpy as np
import pyomo.environ as pe import pyomo.environ as pe
from overrides import overrides
from scipy.stats import uniform, randint from scipy.stats import uniform, randint
from scipy.stats.distributions import rv_frozen from scipy.stats.distributions import rv_frozen
from miplearn.instance.base import Instance from miplearn.instance.base import Instance
from miplearn.types import VariableName
class ChallengeA: class ChallengeA:
@@ -67,7 +69,9 @@ class MultiKnapsackInstance(Instance):
self.prices = prices self.prices = prices
self.capacities = capacities self.capacities = capacities
self.weights = weights self.weights = weights
self.varname_to_index = {f"x[{i}]": i for i in range(self.n)}
@overrides
def to_model(self): def to_model(self):
model = pe.ConcreteModel() model = pe.ConcreteModel()
model.x = pe.Var(range(self.n), domain=pe.Binary) model.x = pe.Var(range(self.n), domain=pe.Binary)
@@ -84,10 +88,13 @@ class MultiKnapsackInstance(Instance):
return model return model
@overrides
def get_instance_features(self): def get_instance_features(self):
return [np.mean(self.prices)] + list(self.capacities) 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]) return [self.prices[index]] + list(self.weights[:, index])
@@ -237,7 +244,11 @@ class KnapsackInstance(Instance):
self.weights = weights self.weights = weights
self.prices = prices self.prices = prices
self.capacity = capacity 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): def to_model(self):
model = pe.ConcreteModel() model = pe.ConcreteModel()
items = range(len(self.weights)) items = range(len(self.weights))
@@ -250,16 +261,19 @@ class KnapsackInstance(Instance):
) )
return model return model
@overrides
def get_instance_features(self): def get_instance_features(self):
return [ return [
self.capacity, self.capacity,
np.average(self.weights), 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 [ return [
self.weights[index], self.weights[item],
self.prices[index], self.prices[item],
] ]
@@ -277,6 +291,7 @@ class GurobiKnapsackInstance(KnapsackInstance):
) -> None: ) -> None:
super().__init__(weights, prices, capacity) super().__init__(weights, prices, capacity)
@overrides
def to_model(self): def to_model(self):
import gurobipy as gp import gurobipy as gp
from gurobipy import GRB from gurobipy import GRB

27
miplearn/problems/stab.py
View File

@@ -5,6 +5,7 @@
import networkx as nx import networkx as nx
import numpy as np import numpy as np
import pyomo.environ as pe import pyomo.environ as pe
from overrides import overrides
from scipy.stats import uniform, randint from scipy.stats import uniform, randint
from scipy.stats.distributions import rv_frozen from scipy.stats.distributions import rv_frozen
@@ -104,32 +105,38 @@ class MaxWeightStableSetInstance(Instance):
super().__init__() super().__init__()
self.graph = graph self.graph = graph
self.weights = weights 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): def to_model(self):
nodes = list(self.graph.nodes)
model = pe.ConcreteModel() model = pe.ConcreteModel()
model.x = pe.Var(nodes, domain=pe.Binary) model.x = pe.Var(self.nodes, domain=pe.Binary)
model.OBJ = pe.Objective( 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() model.clique_eqs = pe.ConstraintList()
for clique in nx.find_cliques(self.graph): 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 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_weights = [0] * 15
neighbor_degrees = [100] * 15 neighbor_degrees = [100] * 15
for n in self.graph.neighbors(index): for v2 in self.graph.neighbors(v1):
neighbor_weights += [self.weights[n] / self.weights[index]] neighbor_weights += [self.weights[v2] / self.weights[v1]]
neighbor_degrees += [self.graph.degree(n) / self.graph.degree(index)] neighbor_degrees += [self.graph.degree(v2) / self.graph.degree(v1)]
neighbor_weights.sort(reverse=True) neighbor_weights.sort(reverse=True)
neighbor_degrees.sort() neighbor_degrees.sort()
features = [] features = []
features += neighbor_weights[:5] features += neighbor_weights[:5]
features += neighbor_degrees[:5] features += neighbor_degrees[:5]
features += [self.graph.degree(index)] features += [self.graph.degree(v1)]
return features return features
def get_variable_category(self, var, index): @overrides
def get_variable_category(self, var):
return "default" return "default"

32
miplearn/problems/tsp.py
View File

@@ -5,6 +5,7 @@
import networkx as nx import networkx as nx
import numpy as np import numpy as np
import pyomo.environ as pe import pyomo.environ as pe
from overrides import overrides
from scipy.spatial.distance import pdist, squareform from scipy.spatial.distance import pdist, squareform
from scipy.stats import uniform, randint from scipy.stats import uniform, randint
from scipy.stats.distributions import rv_frozen from scipy.stats.distributions import rv_frozen
@@ -133,15 +134,17 @@ class TravelingSalesmanInstance(Instance):
assert distances.shape == (n_cities, n_cities) assert distances.shape == (n_cities, n_cities)
self.n_cities = n_cities self.n_cities = n_cities
self.distances = distances self.distances = distances
self.edges = [
def to_model(self):
model = pe.ConcreteModel()
model.edges = edges = [
(i, j) for i in range(self.n_cities) for j in range(i + 1, self.n_cities) (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( 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, sense=pe.minimize,
) )
model.eq_degree = pe.ConstraintList() model.eq_degree = pe.ConstraintList()
@@ -157,17 +160,13 @@ class TravelingSalesmanInstance(Instance):
) )
return model return model
def get_instance_features(self): @overrides
return [0.0] def get_variable_category(self, var_name):
return self.varname_to_index[var_name]
def get_variable_features(self, var_name, index):
return [0.0]
def get_variable_category(self, var_name, index):
return index
@overrides
def find_violated_lazy_constraints(self, model): 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 = nx.Graph()
graph.add_edges_from(selected_edges) graph.add_edges_from(selected_edges)
components = [frozenset(c) for c in list(nx.connected_components(graph))] components = [frozenset(c) for c in list(nx.connected_components(graph))]
@@ -177,10 +176,11 @@ class TravelingSalesmanInstance(Instance):
violations += [c] violations += [c]
return violations return violations
@overrides
def build_lazy_constraint(self, model, component): def build_lazy_constraint(self, model, component):
cut_edges = [ cut_edges = [
e e
for e in model.edges for e in self.edges
if (e[0] in component and e[1] not in component) if (e[0] in component and e[1] not in component)
or (e[0] not in component and e[1] in component) or (e[0] not in component and e[1] in component)
] ]

153
miplearn/solvers/gurobi.py
View File

@@ -6,7 +6,9 @@ import re
import sys import sys
from io import StringIO from io import StringIO
from random import randint 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.instance.base import Instance
from miplearn.solvers import _RedirectOutput from miplearn.solvers import _RedirectOutput
@@ -17,7 +19,12 @@ from miplearn.solvers.internal import (
LazyCallback, LazyCallback,
MIPSolveStats, MIPSolveStats,
) )
from miplearn.types import VarIndex, SolverParams, Solution, UserCutCallback from miplearn.types import (
SolverParams,
UserCutCallback,
Solution,
VariableName,
)
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@@ -52,8 +59,8 @@ class GurobiSolver(InternalSolver):
self.instance: Optional[Instance] = None self.instance: Optional[Instance] = None
self.model: Optional["gurobipy.Model"] = None self.model: Optional["gurobipy.Model"] = None
self.params: SolverParams = params self.params: SolverParams = params
self._all_vars: Dict = {} self.varname_to_var: Dict[str, "gurobipy.Var"] = {}
self._bin_vars: Optional[Dict[str, Dict[VarIndex, "gurobipy.Var"]]] = None self.bin_vars: List["gurobipy.Var"] = []
self.cb_where: Optional[int] = None self.cb_where: Optional[int] = None
assert lazy_cb_frequency in [1, 2] assert lazy_cb_frequency in [1, 2]
@@ -65,6 +72,7 @@ class GurobiSolver(InternalSolver):
self.gp.GRB.Callback.MIPNODE, self.gp.GRB.Callback.MIPNODE,
] ]
@overrides
def set_instance( def set_instance(
self, self,
instance: Instance, instance: Instance,
@@ -85,30 +93,20 @@ class GurobiSolver(InternalSolver):
def _update_vars(self) -> None: def _update_vars(self) -> None:
assert self.model is not None assert self.model is not None
self._all_vars = {} self.varname_to_var.clear()
self._bin_vars = {} self.bin_vars.clear()
idx: VarIndex
for var in self.model.getVars(): for var in self.model.getVars():
m = re.search(r"([^[]*)\[(.*)]", var.varName) assert var.varName not in self.varname_to_var, (
if m is None: f"Duplicated variable name detected: {var.varName}. "
name = var.varName f"Unique variable names are currently required."
idx = (0,) )
else: self.varname_to_var[var.varName] = var
name = m.group(1) assert var.vtype in ["B", "C"], (
parts = m.group(2).split(",") "Only binary and continuous variables are currently supported. "
idx = cast( "Variable {var.varName} has type {var.vtype}."
Tuple[Union[str, int]], )
tuple(int(k) if k.isdecimal() else str(k) for k in parts), if var.vtype == "B":
) self.bin_vars.append(var)
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
def _apply_params(self, streams: List[Any]) -> None: def _apply_params(self, streams: List[Any]) -> None:
assert self.model is not 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()]: if "seed" not in [k.lower() for k in self.params.keys()]:
self.model.setParam("Seed", randint(0, 1_000_000)) self.model.setParam("Seed", randint(0, 1_000_000))
@overrides
def solve_lp( def solve_lp(
self, self,
tee: bool = False, tee: bool = False,
@@ -128,17 +127,14 @@ class GurobiSolver(InternalSolver):
streams += [sys.stdout] streams += [sys.stdout]
self._apply_params(streams) self._apply_params(streams)
assert self.model is not None assert self.model is not None
assert self._bin_vars is not None for var in self.bin_vars:
for (varname, vardict) in self._bin_vars.items(): var.vtype = self.gp.GRB.CONTINUOUS
for (idx, var) in vardict.items(): var.lb = 0.0
var.vtype = self.gp.GRB.CONTINUOUS var.ub = 1.0
var.lb = 0.0
var.ub = 1.0
with _RedirectOutput(streams): with _RedirectOutput(streams):
self.model.optimize() self.model.optimize()
for (varname, vardict) in self._bin_vars.items(): for var in self.bin_vars:
for (idx, var) in vardict.items(): var.vtype = self.gp.GRB.BINARY
var.vtype = self.gp.GRB.BINARY
log = streams[0].getvalue() log = streams[0].getvalue()
opt_value = None opt_value = None
if not self.is_infeasible(): if not self.is_infeasible():
@@ -148,6 +144,7 @@ class GurobiSolver(InternalSolver):
"LP log": log, "LP log": log,
} }
@overrides
def solve( def solve(
self, self,
tee: bool = False, tee: bool = False,
@@ -218,33 +215,30 @@ class GurobiSolver(InternalSolver):
} }
return stats return stats
@overrides
def get_solution(self) -> Optional[Solution]: def get_solution(self) -> Optional[Solution]:
self._raise_if_callback() self._raise_if_callback()
assert self.model is not None assert self.model is not None
if self.model.solCount == 0: if self.model.solCount == 0:
return None return None
solution: Solution = {} return {v.varName: v.x for v in self.model.getVars()}
for (varname, vardict) in self._all_vars.items():
solution[varname] = {}
for (idx, var) in vardict.items():
solution[varname][idx] = var.x
return solution
@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: def set_warm_start(self, solution: Solution) -> None:
self._raise_if_callback() self._raise_if_callback()
self._clear_warm_start() self._clear_warm_start()
count_fixed, count_total = 0, 0 for (var_name, value) in solution.items():
for (varname, vardict) in solution.items(): var = self.varname_to_var[var_name]
for (idx, value) in vardict.items(): if value is not None:
count_total += 1 var.start = value
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)
)
@overrides
def get_sense(self) -> str: def get_sense(self) -> str:
assert self.model is not None assert self.model is not None
if self.model.modelSense == 1: if self.model.modelSense == 1:
@@ -252,18 +246,12 @@ class GurobiSolver(InternalSolver):
else: else:
return "max" return "max"
def get_value( @overrides
self,
var_name: str,
index: VarIndex,
) -> Optional[float]:
var = self._all_vars[var_name][index]
return self._get_value(var)
def is_infeasible(self) -> bool: def is_infeasible(self) -> bool:
assert self.model is not None assert self.model is not None
return self.model.status in [self.gp.GRB.INFEASIBLE, self.gp.GRB.INF_OR_UNBD] return self.model.status in [self.gp.GRB.INFEASIBLE, self.gp.GRB.INF_OR_UNBD]
@overrides
def get_dual(self, cid: str) -> float: def get_dual(self, cid: str) -> float:
assert self.model is not None assert self.model is not None
c = self.model.getConstrByName(cid) c = self.model.getConstrByName(cid)
@@ -288,15 +276,7 @@ class GurobiSolver(InternalSolver):
"get_value cannot be called from cb_where=%s" % self.cb_where "get_value cannot be called from cb_where=%s" % self.cb_where
) )
def get_empty_solution(self) -> Solution: @overrides
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
def add_constraint( def add_constraint(
self, self,
constraint: Any, constraint: Any,
@@ -321,36 +301,39 @@ class GurobiSolver(InternalSolver):
else: else:
self.model.addConstr(constraint, name=name) self.model.addConstr(constraint, name=name)
@overrides
def add_cut(self, cobj: Any) -> None: def add_cut(self, cobj: Any) -> None:
assert self.model is not None assert self.model is not None
assert self.cb_where == self.gp.GRB.Callback.MIPNODE assert self.cb_where == self.gp.GRB.Callback.MIPNODE
self.model.cbCut(cobj) self.model.cbCut(cobj)
def _clear_warm_start(self) -> None: def _clear_warm_start(self) -> None:
for (varname, vardict) in self._all_vars.items(): for var in self.varname_to_var.values():
for (idx, var) in vardict.items(): var.start = self.gp.GRB.UNDEFINED
var.start = self.gp.GRB.UNDEFINED
@overrides
def fix(self, solution: Solution) -> None: def fix(self, solution: Solution) -> None:
self._raise_if_callback() self._raise_if_callback()
for (varname, vardict) in solution.items(): for (varname, value) in solution.items():
for (idx, value) in vardict.items(): if value is None:
if value is None: continue
continue var = self.varname_to_var[varname]
var = self._all_vars[varname][idx] var.vtype = self.gp.GRB.CONTINUOUS
var.vtype = self.gp.GRB.CONTINUOUS var.lb = value
var.lb = value var.ub = value
var.ub = value
@overrides
def get_constraint_ids(self): def get_constraint_ids(self):
self._raise_if_callback() self._raise_if_callback()
self.model.update() self.model.update()
return [c.ConstrName for c in self.model.getConstrs()] return [c.ConstrName for c in self.model.getConstrs()]
@overrides
def get_constraint_rhs(self, cid: str) -> float: def get_constraint_rhs(self, cid: str) -> float:
assert self.model is not None assert self.model is not None
return self.model.getConstrByName(cid).rhs return self.model.getConstrByName(cid).rhs
@overrides
def get_constraint_lhs(self, cid: str) -> Dict[str, float]: def get_constraint_lhs(self, cid: str) -> Dict[str, float]:
assert self.model is not None assert self.model is not None
constr = self.model.getConstrByName(cid) constr = self.model.getConstrByName(cid)
@@ -360,6 +343,7 @@ class GurobiSolver(InternalSolver):
lhs[expr.getVar(i).varName] = expr.getCoeff(i) lhs[expr.getVar(i).varName] = expr.getCoeff(i)
return lhs return lhs
@overrides
def extract_constraint(self, cid): def extract_constraint(self, cid):
self._raise_if_callback() self._raise_if_callback()
constr = self.model.getConstrByName(cid) constr = self.model.getConstrByName(cid)
@@ -367,6 +351,7 @@ class GurobiSolver(InternalSolver):
self.model.remove(constr) self.model.remove(constr)
return cobj return cobj
@overrides
def is_constraint_satisfied(self, cobj, tol=1e-6): def is_constraint_satisfied(self, cobj, tol=1e-6):
lhs, sense, rhs, name = cobj lhs, sense, rhs, name = cobj
if self.cb_where is not None: if self.cb_where is not None:
@@ -386,21 +371,25 @@ class GurobiSolver(InternalSolver):
else: else:
raise Exception("Unknown sense: %s" % sense) raise Exception("Unknown sense: %s" % sense)
@overrides
def get_inequality_slacks(self) -> Dict[str, float]: def get_inequality_slacks(self) -> Dict[str, float]:
assert self.model is not None assert self.model is not None
ineqs = [c for c in self.model.getConstrs() if c.sense != "="] ineqs = [c for c in self.model.getConstrs() if c.sense != "="]
return {c.ConstrName: c.Slack for c in ineqs} return {c.ConstrName: c.Slack for c in ineqs}
@overrides
def set_constraint_sense(self, cid: str, sense: str) -> None: def set_constraint_sense(self, cid: str, sense: str) -> None:
assert self.model is not None assert self.model is not None
c = self.model.getConstrByName(cid) c = self.model.getConstrByName(cid)
c.Sense = sense c.Sense = sense
@overrides
def get_constraint_sense(self, cid: str) -> str: def get_constraint_sense(self, cid: str) -> str:
assert self.model is not None assert self.model is not None
c = self.model.getConstrByName(cid) c = self.model.getConstrByName(cid)
return c.Sense return c.Sense
@overrides
def relax(self) -> None: def relax(self) -> None:
assert self.model is not None assert self.model is not None
self.model.update() self.model.update()
@@ -438,6 +427,4 @@ class GurobiSolver(InternalSolver):
self.lazy_cb_where = state["lazy_cb_where"] self.lazy_cb_where = state["lazy_cb_where"]
self.instance = None self.instance = None
self.model = None self.model = None
self._all_vars = None
self._bin_vars = None
self.cb_where = None self.cb_where = None

28
miplearn/solvers/internal.py
View File

@@ -6,23 +6,25 @@ import logging
from abc import ABC, abstractmethod from abc import ABC, abstractmethod
from typing import Any, Dict, List, Optional from typing import Any, Dict, List, Optional
from overrides import EnforceOverrides
from miplearn.instance.base import Instance from miplearn.instance.base import Instance
from miplearn.types import ( from miplearn.types import (
LPSolveStats, LPSolveStats,
IterationCallback, IterationCallback,
LazyCallback, LazyCallback,
MIPSolveStats, MIPSolveStats,
VarIndex,
Solution,
BranchPriorities, BranchPriorities,
Constraint, Constraint,
UserCutCallback, UserCutCallback,
Solution,
VariableName,
) )
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
class InternalSolver(ABC): class InternalSolver(ABC, EnforceOverrides):
""" """
Abstract class representing the MIP solver used internally by LearningSolver. 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 If called after `solve`, returns the best primal solution found during
the search. If called after `solve_lp`, returns the optimal solution the search. If called after `solve_lp`, returns the optimal solution
to the LP relaxation. If no primal solution is available, return None. 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 pass
@@ -235,14 +234,6 @@ class InternalSolver(ABC):
""" """
pass 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 @abstractmethod
def relax(self) -> None: def relax(self) -> None:
""" """
@@ -286,11 +277,10 @@ class InternalSolver(ABC):
pass pass
@abstractmethod @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 Returns a list containing the names of all variables in the model. This
`get_solution`, but with all values set to None. This method is method is used by the ML components to query what variables are there in the
used by the ML components to query what variables are there in model before a solution is available.
the model before a solution is available.
""" """
pass pass

104
miplearn/solvers/pyomo/base.py
View File

@@ -9,6 +9,7 @@ from io import StringIO
from typing import Any, List, Dict, Optional from typing import Any, List, Dict, Optional
import pyomo import pyomo
from overrides import overrides
from pyomo import environ as pe from pyomo import environ as pe
from pyomo.core import Var, Constraint from pyomo.core import Var, Constraint
from pyomo.opt import TerminationCondition from pyomo.opt import TerminationCondition
@@ -23,7 +24,12 @@ from miplearn.solvers.internal import (
LazyCallback, LazyCallback,
MIPSolveStats, MIPSolveStats,
) )
from miplearn.types import VarIndex, SolverParams, Solution, UserCutCallback from miplearn.types import (
SolverParams,
UserCutCallback,
Solution,
VariableName,
)
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@@ -52,6 +58,7 @@ class BasePyomoSolver(InternalSolver):
for (key, value) in params.items(): for (key, value) in params.items():
self._pyomo_solver.options[key] = value self._pyomo_solver.options[key] = value
@overrides
def solve_lp( def solve_lp(
self, self,
tee: bool = False, tee: bool = False,
@@ -76,6 +83,7 @@ class BasePyomoSolver(InternalSolver):
var.domain = pyomo.core.base.set_types.Binary var.domain = pyomo.core.base.set_types.Binary
self._pyomo_solver.update_var(var) self._pyomo_solver.update_var(var)
@overrides
def solve( def solve(
self, self,
tee: bool = False, tee: bool = False,
@@ -123,36 +131,44 @@ class BasePyomoSolver(InternalSolver):
} }
return stats return stats
@overrides
def get_solution(self) -> Optional[Solution]: def get_solution(self) -> Optional[Solution]:
assert self.model is not None assert self.model is not None
if self.is_infeasible(): if self.is_infeasible():
return None return None
solution: Solution = {} solution: Solution = {}
for var in self.model.component_objects(Var): for var in self.model.component_objects(Var):
solution[str(var)] = {}
for index in var: for index in var:
if var[index].fixed: if var[index].fixed:
continue continue
solution[str(var)][index] = var[index].value solution[f"{var}[{index}]"] = var[index].value
return solution 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: def set_warm_start(self, solution: Solution) -> None:
self._clear_warm_start() self._clear_warm_start()
count_total, count_fixed = 0, 0 count_fixed = 0
for var_name in solution: for (var_name, value) in solution.items():
if value is None:
continue
var = self._varname_to_var[var_name] var = self._varname_to_var[var_name]
for index in solution[var_name]: var.value = solution[var_name]
count_total += 1 count_fixed += 1
var[index].value = solution[var_name][index]
if solution[var_name][index] is not None:
count_fixed += 1
if count_fixed > 0: if count_fixed > 0:
self._is_warm_start_available = True 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( def set_instance(
self, self,
instance: Instance, instance: Instance,
@@ -168,25 +184,6 @@ class BasePyomoSolver(InternalSolver):
self._update_vars() self._update_vars()
self._update_constrs() 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: def _clear_warm_start(self) -> None:
for var in self._all_vars: for var in self._all_vars:
if not var.fixed: if not var.fixed:
@@ -204,8 +201,8 @@ class BasePyomoSolver(InternalSolver):
self._bin_vars = [] self._bin_vars = []
self._varname_to_var = {} self._varname_to_var = {}
for var in self.model.component_objects(Var): for var in self.model.component_objects(Var):
self._varname_to_var[var.name] = var
for idx in var: for idx in var:
self._varname_to_var[f"{var.name}[{idx}]"] = var[idx]
self._all_vars += [var[idx]] self._all_vars += [var[idx]]
if var[idx].domain == pyomo.core.base.set_types.Binary: if var[idx].domain == pyomo.core.base.set_types.Binary:
self._bin_vars += [var[idx]] self._bin_vars += [var[idx]]
@@ -220,25 +217,16 @@ class BasePyomoSolver(InternalSolver):
else: else:
self._cname_to_constr[constr.name] = constr self._cname_to_constr[constr.name] = constr
def fix(self, solution): @overrides
count_total, count_fixed = 0, 0 def fix(self, solution: Solution) -> None:
for varname in solution: for (varname, value) in solution.items():
for index in solution[varname]: if value is None:
var = self._varname_to_var[varname] continue
count_total += 1 var = self._varname_to_var[varname]
if solution[varname][index] is None: var.fix(value)
continue self._pyomo_solver.update_var(var)
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 add_constraint(self, constraint): def add_constraint(self, constraint):
self._pyomo_solver.add_constraint(constraint) self._pyomo_solver.add_constraint(constraint)
self._update_constrs() self._update_constrs()
@@ -271,6 +259,7 @@ class BasePyomoSolver(InternalSolver):
return None return None
return int(value) return int(value)
@overrides
def get_constraint_ids(self): def get_constraint_ids(self):
return list(self._cname_to_constr.keys()) return list(self._cname_to_constr.keys())
@@ -280,6 +269,7 @@ class BasePyomoSolver(InternalSolver):
def _get_node_count_regexp(self) -> Optional[str]: def _get_node_count_regexp(self) -> Optional[str]:
return None return None
@overrides
def relax(self) -> None: def relax(self) -> None:
for var in self._bin_vars: for var in self._bin_vars:
lb, ub = var.bounds lb, ub = var.bounds
@@ -288,6 +278,7 @@ class BasePyomoSolver(InternalSolver):
var.domain = pyomo.core.base.set_types.Reals var.domain = pyomo.core.base.set_types.Reals
self._pyomo_solver.update_var(var) self._pyomo_solver.update_var(var)
@overrides
def get_inequality_slacks(self) -> Dict[str, float]: def get_inequality_slacks(self) -> Dict[str, float]:
result: Dict[str, float] = {} result: Dict[str, float] = {}
for (cname, cobj) in self._cname_to_constr.items(): for (cname, cobj) in self._cname_to_constr.items():
@@ -296,6 +287,7 @@ class BasePyomoSolver(InternalSolver):
result[cname] = cobj.slack() result[cname] = cobj.slack()
return result return result
@overrides
def get_constraint_sense(self, cid: str) -> str: def get_constraint_sense(self, cid: str) -> str:
cobj = self._cname_to_constr[cid] cobj = self._cname_to_constr[cid]
has_ub = cobj.has_ub() has_ub = cobj.has_ub()
@@ -310,6 +302,7 @@ class BasePyomoSolver(InternalSolver):
else: else:
return "=" return "="
@overrides
def get_constraint_rhs(self, cid: str) -> float: def get_constraint_rhs(self, cid: str) -> float:
cobj = self._cname_to_constr[cid] cobj = self._cname_to_constr[cid]
if cobj.has_ub: if cobj.has_ub:
@@ -317,23 +310,30 @@ class BasePyomoSolver(InternalSolver):
else: else:
return cobj.lower() return cobj.lower()
@overrides
def get_constraint_lhs(self, cid: str) -> Dict[str, float]: def get_constraint_lhs(self, cid: str) -> Dict[str, float]:
return {} return {}
@overrides
def set_constraint_sense(self, cid: str, sense: str) -> None: def set_constraint_sense(self, cid: str, sense: str) -> None:
raise NotImplementedError() raise NotImplementedError()
@overrides
def extract_constraint(self, cid: str) -> Constraint: def extract_constraint(self, cid: str) -> Constraint:
raise NotImplementedError() raise NotImplementedError()
@overrides
def is_constraint_satisfied(self, cobj: Constraint, tol: float = 1e-6) -> bool: def is_constraint_satisfied(self, cobj: Constraint, tol: float = 1e-6) -> bool:
raise NotImplementedError() raise NotImplementedError()
@overrides
def is_infeasible(self) -> bool: def is_infeasible(self) -> bool:
return self._termination_condition == TerminationCondition.infeasible return self._termination_condition == TerminationCondition.infeasible
@overrides
def get_dual(self, cid): def get_dual(self, cid):
raise NotImplementedError() raise NotImplementedError()
@overrides
def get_sense(self) -> str: def get_sense(self) -> str:
return self._obj_sense return self._obj_sense

3
miplearn/solvers/pyomo/cplex.py
View File

@@ -3,6 +3,7 @@
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
from typing import Optional from typing import Optional
from overrides import overrides
from pyomo import environ as pe from pyomo import environ as pe
from scipy.stats import randint from scipy.stats import randint
@@ -36,8 +37,10 @@ class CplexPyomoSolver(BasePyomoSolver):
params=params, params=params,
) )
@overrides
def _get_warm_start_regexp(self): def _get_warm_start_regexp(self):
return "MIP start .* with objective ([0-9.e+-]*)\\." return "MIP start .* with objective ([0-9.e+-]*)\\."
@overrides
def _get_node_count_regexp(self): def _get_node_count_regexp(self):
return "^[ *] *([0-9]+)" return "^[ *] *([0-9]+)"

16
miplearn/solvers/pyomo/gurobi.py
View File

@@ -5,6 +5,7 @@
import logging import logging
from typing import Optional from typing import Optional
from overrides import overrides
from pyomo import environ as pe from pyomo import environ as pe
from scipy.stats import randint from scipy.stats import randint
@@ -38,22 +39,25 @@ class GurobiPyomoSolver(BasePyomoSolver):
params=params, params=params,
) )
@overrides
def _extract_node_count(self, log: str) -> int: def _extract_node_count(self, log: str) -> int:
return max(1, int(self._pyomo_solver._solver_model.getAttr("NodeCount"))) return max(1, int(self._pyomo_solver._solver_model.getAttr("NodeCount")))
@overrides
def _get_warm_start_regexp(self) -> str: def _get_warm_start_regexp(self) -> str:
return "MIP start with objective ([0-9.e+-]*)" return "MIP start with objective ([0-9.e+-]*)"
@overrides
def _get_node_count_regexp(self) -> Optional[str]: def _get_node_count_regexp(self) -> Optional[str]:
return None return None
@overrides
def set_branching_priorities(self, priorities: BranchPriorities) -> None: def set_branching_priorities(self, priorities: BranchPriorities) -> None:
from gurobipy import GRB 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] var = self._varname_to_var[varname]
for (index, priority) in priorities[varname].items(): gvar = self._pyomo_solver._pyomo_var_to_solver_var_map[var]
if priority is None: gvar.setAttr(GRB.Attr.BranchPriority, int(round(priority)))
continue
gvar = self._pyomo_solver._pyomo_var_to_solver_var_map[var[index]]
gvar.setAttr(GRB.Attr.BranchPriority, int(round(priority)))

28
miplearn/types.py
View File

@@ -2,7 +2,7 @@
# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # 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 from mypy_extensions import TypedDict
@@ -10,9 +10,15 @@ if TYPE_CHECKING:
# noinspection PyUnresolvedReferences # noinspection PyUnresolvedReferences
from miplearn.solvers.learning import InternalSolver from miplearn.solvers.learning import InternalSolver
VarIndex = Union[str, int, Tuple[Union[str, int]]] BranchPriorities = Dict[str, Optional[float]]
Category = Hashable
Solution = Dict[str, Dict[VarIndex, Optional[float]]] 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 = TypedDict(
"LPSolveStats", "LPSolveStats",
@@ -65,17 +71,3 @@ LearningSolveStats = TypedDict(
}, },
total=False, total=False,
) )
IterationCallback = Callable[[], bool]
LazyCallback = Callable[[Any, Any], None]
UserCutCallback = Callable[["InternalSolver", Any], None]
SolverParams = Dict[str, Any]
BranchPriorities = Solution
class Constraint:
pass

1
requirements.txt
View File

@@ -17,3 +17,4 @@ pre-commit~=2.9
mypy==0.790 mypy==0.790
pdoc3==0.7.* pdoc3==0.7.*
decorator~=4.4 decorator~=4.4
overrides

5
tests/components/test_dynamic_user_cuts.py
View File

@@ -10,6 +10,7 @@ import networkx as nx
import pytest import pytest
from gurobipy import GRB from gurobipy import GRB
from networkx import Graph from networkx import Graph
from overrides import overrides
from miplearn.components.dynamic_user_cuts import UserCutsComponent from miplearn.components.dynamic_user_cuts import UserCutsComponent
from miplearn.instance.base import Instance from miplearn.instance.base import Instance
@@ -24,6 +25,7 @@ class GurobiStableSetProblem(Instance):
super().__init__() super().__init__()
self.graph: Graph = graph self.graph: Graph = graph
@overrides
def to_model(self) -> Any: def to_model(self) -> Any:
model = gp.Model() model = gp.Model()
x = [model.addVar(vtype=GRB.BINARY) for _ in range(len(self.graph.nodes))] 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) model.addConstr(x[e[0]] + x[e[1]] <= 1)
return model return model
@overrides
def has_user_cuts(self) -> bool: def has_user_cuts(self) -> bool:
return True return True
@overrides
def find_violated_user_cuts(self, model): def find_violated_user_cuts(self, model):
assert isinstance(model, gp.Model) assert isinstance(model, gp.Model)
vals = model.cbGetNodeRel(model.getVars()) vals = model.cbGetNodeRel(model.getVars())
@@ -44,6 +48,7 @@ class GurobiStableSetProblem(Instance):
violations += [frozenset(clique)] violations += [frozenset(clique)]
return violations return violations
@overrides
def build_user_cut(self, model: Any, cid: Hashable) -> Any: def build_user_cut(self, model: Any, cid: Hashable) -> Any:
assert isinstance(cid, FrozenSet) assert isinstance(cid, FrozenSet)
x = model.getVars() x = model.getVars()

182
tests/components/test_primal.py
View File

@@ -20,43 +20,37 @@ from miplearn.solvers.learning import LearningSolver
def test_xy() -> None: def test_xy() -> None:
features = Features( features = Features(
variables={ variables={
"x": { "x[0]": VariableFeatures(
0: VariableFeatures( category="default",
category="default", user_features=[0.0, 0.0],
user_features=[0.0, 0.0], ),
), "x[1]": VariableFeatures(
1: VariableFeatures( category=None,
category=None, ),
), "x[2]": VariableFeatures(
2: VariableFeatures( category="default",
category="default", user_features=[1.0, 0.0],
user_features=[1.0, 0.0], ),
), "x[3]": VariableFeatures(
3: VariableFeatures( category="default",
category="default", user_features=[1.0, 1.0],
user_features=[1.0, 1.0], ),
),
}
} }
) )
instance = Mock(spec=Instance) instance = Mock(spec=Instance)
instance.features = features instance.features = features
sample = TrainingSample( sample = TrainingSample(
solution={ solution={
"x": { "x[0]": 0.0,
0: 0.0, "x[1]": 1.0,
1: 1.0, "x[2]": 1.0,
2: 1.0, "x[3]": 0.0,
3: 0.0,
}
}, },
lp_solution={ lp_solution={
"x": { "x[0]": 0.1,
0: 0.1, "x[1]": 0.1,
1: 0.1, "x[2]": 0.1,
2: 0.1, "x[3]": 0.1,
3: 0.1,
}
}, },
) )
x_expected = { x_expected = {
@@ -73,7 +67,7 @@ def test_xy() -> None:
[True, False], [True, False],
] ]
} }
xy = PrimalSolutionComponent.sample_xy(instance, sample) xy = PrimalSolutionComponent().sample_xy(instance, sample)
assert xy is not None assert xy is not None
x_actual, y_actual = xy x_actual, y_actual = xy
assert x_actual == x_expected assert x_actual == x_expected
@@ -83,35 +77,31 @@ def test_xy() -> None:
def test_xy_without_lp_solution() -> None: def test_xy_without_lp_solution() -> None:
features = Features( features = Features(
variables={ variables={
"x": { "x[0]": VariableFeatures(
0: VariableFeatures( category="default",
category="default", user_features=[0.0, 0.0],
user_features=[0.0, 0.0], ),
), "x[1]": VariableFeatures(
1: VariableFeatures( category=None,
category=None, ),
), "x[2]": VariableFeatures(
2: VariableFeatures( category="default",
category="default", user_features=[1.0, 0.0],
user_features=[1.0, 0.0], ),
), "x[3]": VariableFeatures(
3: VariableFeatures( category="default",
category="default", user_features=[1.0, 1.0],
user_features=[1.0, 1.0], ),
),
}
} }
) )
instance = Mock(spec=Instance) instance = Mock(spec=Instance)
instance.features = features instance.features = features
sample = TrainingSample( sample = TrainingSample(
solution={ solution={
"x": { "x[0]": 0.0,
0: 0.0, "x[1]": 1.0,
1: 1.0, "x[2]": 1.0,
2: 1.0, "x[3]": 0.0,
3: 0.0,
}
}, },
) )
x_expected = { x_expected = {
@@ -128,7 +118,7 @@ def test_xy_without_lp_solution() -> None:
[True, False], [True, False],
] ]
} }
xy = PrimalSolutionComponent.sample_xy(instance, sample) xy = PrimalSolutionComponent().sample_xy(instance, sample)
assert xy is not None assert xy is not None
x_actual, y_actual = xy x_actual, y_actual = xy
assert x_actual == x_expected assert x_actual == x_expected
@@ -150,48 +140,42 @@ def test_predict() -> None:
thr.predict = Mock(return_value=[0.75, 0.75]) thr.predict = Mock(return_value=[0.75, 0.75])
features = Features( features = Features(
variables={ variables={
"x": { "x[0]": VariableFeatures(
0: VariableFeatures( category="default",
category="default", user_features=[0.0, 0.0],
user_features=[0.0, 0.0], ),
), "x[1]": VariableFeatures(
1: VariableFeatures( category="default",
category="default", user_features=[0.0, 2.0],
user_features=[0.0, 2.0], ),
), "x[2]": VariableFeatures(
2: VariableFeatures( category="default",
category="default", user_features=[2.0, 0.0],
user_features=[2.0, 0.0], ),
),
}
} }
) )
instance = Mock(spec=Instance) instance = Mock(spec=Instance)
instance.features = features instance.features = features
sample = TrainingSample( sample = TrainingSample(
lp_solution={ lp_solution={
"x": { "x[0]": 0.1,
0: 0.1, "x[1]": 0.5,
1: 0.5, "x[2]": 0.9,
2: 0.9,
}
} }
) )
x, _ = PrimalSolutionComponent.sample_xy(instance, sample) x, _ = PrimalSolutionComponent().sample_xy(instance, sample)
comp = PrimalSolutionComponent() comp = PrimalSolutionComponent()
comp.classifiers = {"default": clf} comp.classifiers = {"default": clf}
comp.thresholds = {"default": thr} comp.thresholds = {"default": thr}
solution_actual = comp.sample_predict(instance, sample) pred = comp.sample_predict(instance, sample)
clf.predict_proba.assert_called_once() clf.predict_proba.assert_called_once()
assert_array_equal(x["default"], clf.predict_proba.call_args[0][0]) assert_array_equal(x["default"], clf.predict_proba.call_args[0][0])
thr.predict.assert_called_once() thr.predict.assert_called_once()
assert_array_equal(x["default"], thr.predict.call_args[0][0]) assert_array_equal(x["default"], thr.predict.call_args[0][0])
assert solution_actual == { assert pred == {
"x": { "x[0]": 0.0,
0: 0.0, "x[1]": None,
1: None, "x[2]": 1.0,
2: 1.0,
}
} }
@@ -242,36 +226,30 @@ def test_usage():
def test_evaluate() -> None: def test_evaluate() -> None:
comp = PrimalSolutionComponent() comp = PrimalSolutionComponent()
comp.sample_predict = lambda _, __: { # type: ignore comp.sample_predict = lambda _, __: { # type: ignore
"x": { "x[0]": 1.0,
0: 1.0, "x[1]": 0.0,
1: 0.0, "x[2]": 0.0,
2: 0.0, "x[3]": None,
3: None, "x[4]": 1.0,
4: 1.0,
}
} }
features: Features = Features( features: Features = Features(
variables={ variables={
"x": { "x[0]": VariableFeatures(),
0: VariableFeatures(), "x[1]": VariableFeatures(),
1: VariableFeatures(), "x[2]": VariableFeatures(),
2: VariableFeatures(), "x[3]": VariableFeatures(),
3: VariableFeatures(), "x[4]": VariableFeatures(),
4: VariableFeatures(),
}
} }
) )
instance = Mock(spec=Instance) instance = Mock(spec=Instance)
instance.features = features instance.features = features
sample: TrainingSample = TrainingSample( sample: TrainingSample = TrainingSample(
solution={ solution={
"x": { "x[0]": 1.0,
0: 1.0, "x[1]": 1.0,
1: 1.0, "x[2]": 0.0,
2: 0.0, "x[3]": 1.0,
3: 1.0, "x[4]": 1.0,
4: 1.0,
}
} }
) )
ev = comp.sample_evaluate(instance, sample) ev = comp.sample_evaluate(instance, sample)

3
tests/fixtures/infeasible.py vendored
View File

@@ -4,6 +4,7 @@
from typing import Any from typing import Any
from overrides import overrides
from pyomo import environ as pe from pyomo import environ as pe
from miplearn.instance.base import Instance from miplearn.instance.base import Instance
@@ -13,6 +14,7 @@ from tests.solvers import _is_subclass_or_instance
class InfeasiblePyomoInstance(Instance): class InfeasiblePyomoInstance(Instance):
@overrides
def to_model(self) -> pe.ConcreteModel: def to_model(self) -> pe.ConcreteModel:
model = pe.ConcreteModel() model = pe.ConcreteModel()
model.x = pe.Var([0], domain=pe.Binary) model.x = pe.Var([0], domain=pe.Binary)
@@ -22,6 +24,7 @@ class InfeasiblePyomoInstance(Instance):
class InfeasibleGurobiInstance(Instance): class InfeasibleGurobiInstance(Instance):
@overrides
def to_model(self) -> Any: def to_model(self) -> Any:
import gurobipy as gp import gurobipy as gp
from gurobipy import GRB from gurobipy import GRB

28
tests/problems/test_tsp.py
View File

@@ -39,13 +39,13 @@ def test_instance():
instance = TravelingSalesmanInstance(n_cities, distances) instance = TravelingSalesmanInstance(n_cities, distances)
solver = LearningSolver() solver = LearningSolver()
stats = solver.solve(instance) stats = solver.solve(instance)
x = instance.training_data[0].solution["x"] solution = instance.training_data[0].solution
assert x[0, 1] == 1.0 assert solution["x[(0, 1)]"] == 1.0
assert x[0, 2] == 0.0 assert solution["x[(0, 2)]"] == 0.0
assert x[0, 3] == 1.0 assert solution["x[(0, 3)]"] == 1.0
assert x[1, 2] == 1.0 assert solution["x[(1, 2)]"] == 1.0
assert x[1, 3] == 0.0 assert solution["x[(1, 3)]"] == 0.0
assert x[2, 3] == 1.0 assert solution["x[(2, 3)]"] == 1.0
assert stats["Lower bound"] == 4.0 assert stats["Lower bound"] == 4.0
assert stats["Upper bound"] == 4.0 assert stats["Upper bound"] == 4.0
@@ -67,12 +67,12 @@ def test_subtour():
solver = LearningSolver() solver = LearningSolver()
solver.solve(instance) solver.solve(instance)
assert len(instance.training_data[0].lazy_enforced) > 0 assert len(instance.training_data[0].lazy_enforced) > 0
x = instance.training_data[0].solution["x"] solution = instance.training_data[0].solution
assert x[0, 1] == 1.0 assert solution["x[(0, 1)]"] == 1.0
assert x[0, 4] == 1.0 assert solution["x[(0, 4)]"] == 1.0
assert x[1, 2] == 1.0 assert solution["x[(1, 2)]"] == 1.0
assert x[2, 3] == 1.0 assert solution["x[(2, 3)]"] == 1.0
assert x[3, 5] == 1.0 assert solution["x[(3, 5)]"] == 1.0
assert x[4, 5] == 1.0 assert solution["x[(4, 5)]"] == 1.0
solver.fit([instance]) solver.fit([instance])
solver.solve(instance) solver.solve(instance)

52
tests/solvers/test_internal_solver.py
View File

@@ -38,45 +38,18 @@ def test_internal_solver_warm_starts():
model = instance.to_model() model = instance.to_model()
solver = solver_class() solver = solver_class()
solver.set_instance(instance, model) solver.set_instance(instance, model)
solver.set_warm_start( solver.set_warm_start({"x[0]": 1.0, "x[1]": 0.0, "x[2]": 0.0, "x[3]": 1.0})
{
"x": {
0: 1.0,
1: 0.0,
2: 0.0,
3: 1.0,
}
}
)
stats = solver.solve(tee=True) stats = solver.solve(tee=True)
if stats["Warm start value"] is not None: if stats["Warm start value"] is not None:
assert stats["Warm start value"] == 725.0 assert stats["Warm start value"] == 725.0
else: else:
warn(f"{solver_class.__name__} should set warm start value") warn(f"{solver_class.__name__} should set warm start value")
solver.set_warm_start( solver.set_warm_start({"x[0]": 1.0, "x[1]": 1.0, "x[2]": 1.0, "x[3]": 1.0})
{
"x": {
0: 1.0,
1: 1.0,
2: 1.0,
3: 1.0,
}
}
)
stats = solver.solve(tee=True) stats = solver.solve(tee=True)
assert stats["Warm start value"] is None assert stats["Warm start value"] is None
solver.fix( solver.fix({"x[0]": 1.0, "x[1]": 0.0, "x[2]": 0.0, "x[3]": 1.0})
{
"x": {
0: 1.0,
1: 0.0,
2: 0.0,
3: 1.0,
}
}
)
stats = solver.solve(tee=True) stats = solver.solve(tee=True)
assert stats["Lower bound"] == 725.0 assert stats["Lower bound"] == 725.0
assert stats["Upper bound"] == 725.0 assert stats["Upper bound"] == 725.0
@@ -91,16 +64,18 @@ def test_internal_solver():
solver = solver_class() solver = solver_class()
solver.set_instance(instance, model) solver.set_instance(instance, model)
assert solver.get_variable_names() == ["x[0]", "x[1]", "x[2]", "x[3]"]
stats = solver.solve_lp() stats = solver.solve_lp()
assert not solver.is_infeasible() assert not solver.is_infeasible()
assert round(stats["LP value"], 3) == 1287.923 assert round(stats["LP value"], 3) == 1287.923
assert len(stats["LP log"]) > 100 assert len(stats["LP log"]) > 100
solution = solver.get_solution() solution = solver.get_solution()
assert round(solution["x"][0], 3) == 1.000 assert round(solution["x[0]"], 3) == 1.000
assert round(solution["x"][1], 3) == 0.923 assert round(solution["x[1]"], 3) == 0.923
assert round(solution["x"][2], 3) == 1.000 assert round(solution["x[2]"], 3) == 1.000
assert round(solution["x"][3], 3) == 0.000 assert round(solution["x[3]"], 3) == 0.000
stats = solver.solve(tee=True) stats = solver.solve(tee=True)
assert not solver.is_infeasible() assert not solver.is_infeasible()
@@ -111,10 +86,10 @@ def test_internal_solver():
assert isinstance(stats["Wallclock time"], float) assert isinstance(stats["Wallclock time"], float)
solution = solver.get_solution() solution = solver.get_solution()
assert solution["x"][0] == 1.0 assert solution["x[0]"] == 1.0
assert solution["x"][1] == 0.0 assert solution["x[1]"] == 0.0
assert solution["x"][2] == 1.0 assert solution["x[2]"] == 1.0
assert solution["x"][3] == 1.0 assert solution["x[3]"] == 1.0
# Add a brand new constraint # Add a brand new constraint
if isinstance(solver, BasePyomoSolver): if isinstance(solver, BasePyomoSolver):
@@ -199,7 +174,6 @@ def test_infeasible_instance():
stats = solver.solve_lp() stats = solver.solve_lp()
assert solver.get_solution() is None assert solver.get_solution() is None
assert stats["LP value"] is None assert stats["LP value"] is None
assert solver.get_value("x", 0) is None
def test_iteration_cb(): def test_iteration_cb():

3
tests/solvers/test_lazy_cb.py
View File

@@ -16,7 +16,6 @@ def test_lazy_cb():
model = instance.to_model() model = instance.to_model()
def lazy_cb(cb_solver, cb_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") cobj = (cb_model.getVarByName("x[0]") * 1.0, "<", 0.0, "cut")
if not cb_solver.is_constraint_satisfied(cobj): if not cb_solver.is_constraint_satisfied(cobj):
cb_solver.add_constraint(cobj) cb_solver.add_constraint(cobj)
@@ -24,4 +23,4 @@ def test_lazy_cb():
solver.set_instance(instance, model) solver.set_instance(instance, model)
solver.solve(lazy_cb=lazy_cb) solver.solve(lazy_cb=lazy_cb)
solution = solver.get_solution() solution = solver.get_solution()
assert solution["x"][0] == 0.0 assert solution["x[0]"] == 0.0

18
tests/solvers/test_learning_solver.py
View File

@@ -30,16 +30,16 @@ def test_learning_solver():
assert hasattr(instance, "features") assert hasattr(instance, "features")
sample = instance.training_data[0] sample = instance.training_data[0]
assert sample.solution["x"][0] == 1.0 assert sample.solution["x[0]"] == 1.0
assert sample.solution["x"][1] == 0.0 assert sample.solution["x[1]"] == 0.0
assert sample.solution["x"][2] == 1.0 assert sample.solution["x[2]"] == 1.0
assert sample.solution["x"][3] == 1.0 assert sample.solution["x[3]"] == 1.0
assert sample.lower_bound == 1183.0 assert sample.lower_bound == 1183.0
assert sample.upper_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[0]"], 3) == 1.000
assert round(sample.lp_solution["x"][1], 3) == 0.923 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[2]"], 3) == 1.000
assert round(sample.lp_solution["x"][3], 3) == 0.000 assert round(sample.lp_solution["x[3]"], 3) == 0.000
assert round(sample.lp_value, 3) == 1287.923 assert round(sample.lp_value, 3) == 1287.923
assert len(sample.mip_log) > 100 assert len(sample.mip_log) > 100
@@ -72,7 +72,7 @@ def test_parallel_solve():
assert len(results) == 10 assert len(results) == 10
for instance in instances: for instance in instances:
data = instance.training_data[0] data = instance.training_data[0]
assert len(data.solution["x"].keys()) == 4 assert len(data.solution.keys()) == 4
def test_solve_fit_from_disk(): def test_solve_fit_from_disk():

34
tests/test_features.py
View File

@@ -20,24 +20,22 @@ def test_knapsack() -> None:
solver.set_instance(instance, model) solver.set_instance(instance, model)
FeaturesExtractor(solver).extract(instance) FeaturesExtractor(solver).extract(instance)
assert instance.features.variables == { assert instance.features.variables == {
"x": { "x[0]": VariableFeatures(
0: VariableFeatures( category="default",
category="default", user_features=[23.0, 505.0],
user_features=[23.0, 505.0], ),
), "x[1]": VariableFeatures(
1: VariableFeatures( category="default",
category="default", user_features=[26.0, 352.0],
user_features=[26.0, 352.0], ),
), "x[2]": VariableFeatures(
2: VariableFeatures( category="default",
category="default", user_features=[20.0, 458.0],
user_features=[20.0, 458.0], ),
), "x[3]": VariableFeatures(
3: VariableFeatures( category="default",
category="default", user_features=[18.0, 220.0],
user_features=[18.0, 220.0], ),
),
}
} }
assert instance.features.constraints == { assert instance.features.constraints == {
"eq_capacity": ConstraintFeatures( "eq_capacity": ConstraintFeatures(