MIPLearn v0.3

miplearn/components/lazy.py

@@ -0,0 +1,43 @@
+#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
+#  Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved.
+#  Released under the modified BSD license. See COPYING.md for more details.
+
+import json
+from typing import Any, Dict, List
+
+import gurobipy as gp
+
+from ..h5 import H5File
+
+
+class ExpertLazyComponent:
+    def __init__(self) -> None:
+        pass
+
+    def fit(self, train_h5: List[str]) -> None:
+        pass
+
+    def before_mip(self, test_h5: str, model: gp.Model, stats: Dict[str, Any]) -> None:
+        with H5File(test_h5, "r") as h5:
+            constr_names = h5.get_array("static_constr_names")
+            constr_lazy = h5.get_array("mip_constr_lazy")
+            constr_violations = h5.get_scalar("mip_constr_violations")
+
+            assert constr_names is not None
+            assert constr_violations is not None
+
+            # Static lazy constraints
+            n_static_lazy = 0
+            if constr_lazy is not None:
+                for (constr_idx, constr_name) in enumerate(constr_names):
+                    if constr_lazy[constr_idx]:
+                        constr = model.getConstrByName(constr_name.decode())
+                        constr.lazy = 3
+                        n_static_lazy += 1
+            stats.update({"Static lazy constraints": n_static_lazy})
+
+            # Dynamic lazy constraints
+            if hasattr(model, "_fix_violations"):
+                violations = json.loads(constr_violations)
+                model._fix_violations(model, violations, "aot")
+                stats.update({"Dynamic lazy constraints": len(violations)})