MIPLearn v0.3

miplearn/components/priority.py

@@ -0,0 +1,31 @@
+#  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.
+
+from math import log
+from typing import List, Dict, Any
+import numpy as np
+
+import gurobipy as gp
+
+from ..h5 import H5File
+
+
+class ExpertBranchPriorityComponent:
+    def __init__(self) -> None:
+        pass
+
+    def fit(self, train_h5: List[str]) -> None:
+        pass
+
+    def before_mip(self, test_h5: str, model: gp.Model, _: Dict[str, Any]) -> None:
+        with H5File(test_h5, "r") as h5:
+            var_names = h5.get_array("static_var_names")
+            var_priority = h5.get_array("bb_var_priority")
+            assert var_priority is not None
+            assert var_names is not None
+
+            for (var_idx, var_name) in enumerate(var_names):
+                if np.isfinite(var_priority[var_idx]):
+                    var = model.getVarByName(var_name.decode())
+                    var.branchPriority = int(log(1 + var_priority[var_idx]))