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Make lazy constr component compatible with Pyomo+Gurobi

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This commit is contained in:
Alinson S. Xavier
2024-01-30 16:25:46 -06:00
parent c9eef36c4e
commit 25bbe20748
39 changed files with 482 additions and 264 deletions
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43
docs/guide/collectors.ipynb
View File

@@ -38,9 +38,13 @@
},
{
"cell_type": "code",
"execution_count": 3,
"execution_count": 1,
"id": "f906fe9c",
"metadata": {
"ExecuteTime": {
"end_time": "2024-01-30T22:19:30.826123021Z",
"start_time": "2024-01-30T22:19:30.766066926Z"
},
"collapsed": false,
"jupyter": {
"outputs_hidden": false
@@ -57,18 +61,18 @@
"x4 = [[0.37454012 0.9507143 0.7319939 ]\n",
" [0.5986585 0.15601864 0.15599452]\n",
" [0.05808361 0.8661761 0.601115 ]]\n",
"x5 = (2, 3)\t0.68030757\n",
" (3, 2)\t0.45049927\n",
" (4, 0)\t0.013264962\n",
" (0, 2)\t0.94220173\n",
" (4, 2)\t0.5632882\n",
" (2, 1)\t0.3854165\n",
" (1, 1)\t0.015966251\n",
" (3, 0)\t0.23089382\n",
" (4, 4)\t0.24102546\n",
" (1, 3)\t0.68326354\n",
" (3, 1)\t0.6099967\n",
" (0, 3)\t0.8331949\n"
"x5 = (3, 2)\t0.6803075671195984\n",
" (2, 3)\t0.4504992663860321\n",
" (0, 4)\t0.013264961540699005\n",
" (2, 0)\t0.9422017335891724\n",
" (2, 4)\t0.5632882118225098\n",
" (1, 2)\t0.38541650772094727\n",
" (1, 1)\t0.015966251492500305\n",
" (0, 3)\t0.2308938205242157\n",
" (4, 4)\t0.24102546274662018\n",
" (3, 1)\t0.6832635402679443\n",
" (1, 3)\t0.6099966764450073\n",
" (3, 0)\t0.83319491147995\n"
]
}
],
@@ -182,6 +186,10 @@
"execution_count": 4,
"id": "ac6f8c6f",
"metadata": {
"ExecuteTime": {
"end_time": "2024-01-30T22:19:30.826707866Z",
"start_time": "2024-01-30T22:19:30.825940503Z"
},
"collapsed": false,
"jupyter": {
"outputs_hidden": false
@@ -205,7 +213,7 @@
"\n",
"from miplearn.problems.tsp import (\n",
" TravelingSalesmanGenerator,\n",
" build_tsp_model,\n",
" build_tsp_model_gurobipy,\n",
")\n",
"from miplearn.io import write_pkl_gz\n",
"from miplearn.h5 import H5File\n",
@@ -231,7 +239,7 @@
"# Solve all instances and collect basic solution information.\n",
"# Process at most four instances in parallel.\n",
"bc = BasicCollector()\n",
"bc.collect(glob(\"data/tsp/*.pkl.gz\"), build_tsp_model, n_jobs=4)\n",
"bc.collect(glob(\"data/tsp/*.pkl.gz\"), build_tsp_model_gurobipy, n_jobs=4)\n",
"\n",
"# Read and print some training data for the first instance.\n",
"with H5File(\"data/tsp/00000.h5\", \"r\") as h5:\n",
@@ -244,6 +252,9 @@
"execution_count": null,
"id": "78f0b07a",
"metadata": {
"ExecuteTime": {
"start_time": "2024-01-30T22:19:30.826179789Z"
},
"collapsed": false,
"jupyter": {
"outputs_hidden": false
@@ -269,7 +280,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.9.16"
"version": "3.11.7"
}
},
"nbformat": 4,

6
docs/guide/features.ipynb
View File

@@ -51,7 +51,7 @@
},
{
"cell_type": "code",
"execution_count": 5,
"execution_count": 1,
"id": "ed9a18c8",
"metadata": {
"collapsed": false,
@@ -204,7 +204,7 @@
},
{
"cell_type": "code",
"execution_count": 6,
"execution_count": 2,
"id": "a1bc38fe",
"metadata": {
"collapsed": false,
@@ -326,7 +326,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.9.16"
"version": "3.11.7"
}
},
"nbformat": 4,

2
docs/guide/primal.ipynb
View File

@@ -283,7 +283,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.9.16"
"version": "3.11.7"
}
},
"nbformat": 4,

124
docs/guide/problems.ipynb
View File

@@ -108,11 +108,11 @@
"execution_count": 1,
"id": "f14e560c-ef9f-4c48-8467-72d6acce5f9f",
"metadata": {
"tags": [],
"ExecuteTime": {
"end_time": "2023-11-07T16:29:48.409419720Z",
"start_time": "2023-11-07T16:29:47.824353556Z"
}
},
"tags": []
},
"outputs": [
{
@@ -131,10 +131,10 @@
"9 [ 8.57 22.77 17.06 16.25 4.14 4. 1.56 22.97 14.09 19.09] 100.79\n",
"\n",
"Restricted license - for non-production use only - expires 2024-10-28\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 20 rows, 110 columns and 210 nonzeros\n",
"Model fingerprint: 0x1ff9913f\n",
@@ -159,8 +159,8 @@
"H 0 0 2.0000000 1.27484 36.3% - 0s\n",
" 0 0 1.27484 0 4 2.00000 1.27484 36.3% - 0s\n",
"\n",
"Explored 1 nodes (38 simplex iterations) in 0.02 seconds (0.00 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Explored 1 nodes (38 simplex iterations) in 0.01 seconds (0.00 work units)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 3: 2 4 5 \n",
"\n",
@@ -323,10 +323,10 @@
"capacities\n",
" [1310. 988. 1004. 1269. 1007.]\n",
"\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 5 rows, 10 columns and 50 nonzeros\n",
"Model fingerprint: 0xaf3ac15e\n",
@@ -354,7 +354,7 @@
" Cover: 1\n",
"\n",
"Explored 1 nodes (4 simplex iterations) in 0.01 seconds (0.00 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 2: -1279 -804 \n",
"No other solutions better than -1279\n",
@@ -498,10 +498,10 @@
"demands = [6.12 1.39 2.92 3.66 4.56 7.85 2. 5.14 5.92 0.46]\n",
"capacities = [151.89 42.63 16.26 237.22 241.41 202.1 76.15 24.42 171.06 110.04]\n",
"\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 21 rows, 110 columns and 220 nonzeros\n",
"Model fingerprint: 0x8d8d9346\n",
@@ -535,8 +535,8 @@
" 0 0 86.06884 0 15 93.92000 86.06884 8.36% - 0s\n",
"* 0 0 0 91.2300000 91.23000 0.00% - 0s\n",
"\n",
"Explored 1 nodes (70 simplex iterations) in 0.02 seconds (0.00 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Explored 1 nodes (70 simplex iterations) in 0.07 seconds (0.00 work units)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 10: 91.23 93.92 93.98 ... 368.79\n",
"\n",
@@ -670,10 +670,10 @@
"costs [1044.58 850.13 1014.5 944.83 697.9 971.87 213.49 220.98 70.23\n",
" 425.33]\n",
"\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 5 rows, 10 columns and 28 nonzeros\n",
"Model fingerprint: 0xe5c2d4fa\n",
@@ -688,8 +688,8 @@
"Presolve time: 0.00s\n",
"Presolve: All rows and columns removed\n",
"\n",
"Explored 0 nodes (0 simplex iterations) in 0.01 seconds (0.00 work units)\n",
"Thread count was 1 (of 12 available processors)\n",
"Explored 0 nodes (0 simplex iterations) in 0.00 seconds (0.00 work units)\n",
"Thread count was 1 (of 20 available processors)\n",
"\n",
"Solution count 1: 213.49 \n",
"\n",
@@ -786,10 +786,13 @@
"execution_count": 5,
"id": "cc797da7",
"metadata": {
"collapsed": false,
"ExecuteTime": {
"end_time": "2023-11-07T16:29:48.806917868Z",
"start_time": "2023-11-07T16:29:48.781619530Z"
},
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [
@@ -806,10 +809,10 @@
"costs [1044.58 850.13 1014.5 944.83 697.9 971.87 213.49 220.98 70.23\n",
" 425.33]\n",
"\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 5 rows, 10 columns and 28 nonzeros\n",
"Model fingerprint: 0x4ee91388\n",
@@ -824,8 +827,9 @@
"Presolve time: 0.00s\n",
"Presolve: All rows and columns removed\n",
"\n",
"Explored 0 nodes (0 simplex iterations) in 0.01 seconds (0.00 work units)\n",
"Thread count was 1 (of 12 available processors)\n",
"Explored 0 nodes (0 simplex iterations) in 0.00 seconds (0.00 work units)\n",
"Thread count was 1 (of 20 available processors)\n",
"\n",
"Solution count 2: -1986.37 -1265.56 \n",
"No other solutions better than -1986.37\n",
"\n",
@@ -930,10 +934,10 @@
"weights[1] [ 2.06 96.99 83.24 21.23 18.18 18.34 30.42 52.48 43.19 29.12]\n",
"\n",
"Set parameter PreCrush to value 1\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 15 rows, 10 columns and 30 nonzeros\n",
"Model fingerprint: 0x3240ea4a\n",
@@ -957,7 +961,7 @@
" 0 0 infeasible 0 -219.14000 -219.14000 0.00% - 0s\n",
"\n",
"Explored 1 nodes (5 simplex iterations) in 0.01 seconds (0.00 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 1: -219.14 \n",
"No other solutions better than -219.14\n",
@@ -965,7 +969,7 @@
"Optimal solution found (tolerance 1.00e-04)\n",
"Best objective -2.191400000000e+02, best bound -2.191400000000e+02, gap 0.0000%\n",
"\n",
"User-callback calls 300, time in user-callback 0.00 sec\n"
"User-callback calls 299, time in user-callback 0.00 sec\n"
]
}
],
@@ -975,7 +979,7 @@
"from scipy.stats import uniform, randint\n",
"from miplearn.problems.stab import (\n",
" MaxWeightStableSetGenerator,\n",
" build_stab_model,\n",
" build_stab_model_gurobipy,\n",
")\n",
"\n",
"# Set random seed to make example reproducible\n",
@@ -998,7 +1002,7 @@
"print()\n",
"\n",
"# Load and optimize the first instance\n",
"model = build_stab_model(data[0])\n",
"model = build_stab_model_gurobipy(data[0])\n",
"model.optimize()"
]
},
@@ -1071,10 +1075,13 @@
"execution_count": 7,
"id": "9d0c56c6",
"metadata": {
"collapsed": false,
"ExecuteTime": {
"end_time": "2023-11-07T16:29:48.958833448Z",
"start_time": "2023-11-07T16:29:48.898121017Z"
},
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [
@@ -1107,10 +1114,10 @@
"\n",
"Set parameter PreCrush to value 1\n",
"Set parameter LazyConstraints to value 1\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 10 rows, 45 columns and 90 nonzeros\n",
"Model fingerprint: 0x719675e5\n",
@@ -1135,7 +1142,7 @@
" Lazy constraints: 3\n",
"\n",
"Explored 1 nodes (17 simplex iterations) in 0.01 seconds (0.00 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 1: 2921 \n",
"\n",
@@ -1150,7 +1157,10 @@
"import random\n",
"import numpy as np\n",
"from scipy.stats import uniform, randint\n",
"from miplearn.problems.tsp import TravelingSalesmanGenerator, build_tsp_model\n",
"from miplearn.problems.tsp import (\n",
" TravelingSalesmanGenerator,\n",
" build_tsp_model_gurobipy,\n",
")\n",
"\n",
"# Set random seed to make example reproducible\n",
"random.seed(42)\n",
@@ -1173,7 +1183,7 @@
"print()\n",
"\n",
"# Load and optimize the first instance\n",
"model = build_tsp_model(data[0])\n",
"model = build_tsp_model_gurobipy(data[0])\n",
"model.optimize()"
]
},
@@ -1283,10 +1293,13 @@
"execution_count": 8,
"id": "6217da7c",
"metadata": {
"collapsed": false,
"ExecuteTime": {
"end_time": "2023-11-07T16:29:49.061613905Z",
"start_time": "2023-11-07T16:29:48.941857719Z"
},
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [
@@ -1320,10 +1333,10 @@
" 828.28 775.18 834.99 959.76 865.72 1193.52 1058.92 985.19 893.92\n",
" 962.16 781.88 723.15 639.04 602.4 787.02]\n",
"\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 578 rows, 360 columns and 2128 nonzeros\n",
"Model fingerprint: 0x4dc1c661\n",
@@ -1361,8 +1374,8 @@
" RLT: 1\n",
" Relax-and-lift: 7\n",
"\n",
"Explored 1 nodes (234 simplex iterations) in 0.04 seconds (0.02 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Explored 1 nodes (234 simplex iterations) in 0.03 seconds (0.02 work units)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 5: 364722 368600 374044 ... 440662\n",
"\n",
@@ -1487,10 +1500,10 @@
"weights[0] [37.45 95.07 73.2 59.87 15.6 15.6 5.81 86.62 60.11 70.81]\n",
"weights[1] [ 2.06 96.99 83.24 21.23 18.18 18.34 30.42 52.48 43.19 29.12]\n",
"\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 15 rows, 10 columns and 30 nonzeros\n",
"Model fingerprint: 0x2d2d1390\n",
@@ -1514,7 +1527,7 @@
" 0 0 infeasible 0 301.00000 301.00000 0.00% - 0s\n",
"\n",
"Explored 1 nodes (8 simplex iterations) in 0.01 seconds (0.00 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 1: 301 \n",
"\n",
@@ -1558,13 +1571,16 @@
},
{
"cell_type": "code",
"execution_count": 9,
"execution_count": null,
"id": "9f12e91f",
"metadata": {
"collapsed": false,
"ExecuteTime": {
"end_time": "2023-11-07T16:29:49.075852252Z",
"start_time": "2023-11-07T16:29:49.050243601Z"
},
"collapsed": false,
"jupyter": {
"outputs_hidden": false
}
},
"outputs": [],
@@ -1587,7 +1603,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.9.16"
"version": "3.11.7"
}
},
"nbformat": 4,

28
docs/guide/solvers.ipynb
View File

@@ -57,7 +57,7 @@
},
{
"cell_type": "code",
"execution_count": 3,
"execution_count": 1,
"id": "92b09b98",
"metadata": {
"collapsed": false,
@@ -70,10 +70,11 @@
"name": "stdout",
"output_type": "stream",
"text": [
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Restricted license - for non-production use only - expires 2024-10-28\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: AMD Ryzen 9 7950X 16-Core Processor, instruction set [SSE2|AVX|AVX2|AVX512]\n",
"Thread count: 16 physical cores, 32 logical processors, using up to 32 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 10 rows, 45 columns and 90 nonzeros\n",
"Model fingerprint: 0x6ddcd141\n",
@@ -91,11 +92,12 @@
"\n",
"Solved in 15 iterations and 0.00 seconds (0.00 work units)\n",
"Optimal objective 2.761000000e+03\n",
"Set parameter PreCrush to value 1\n",
"Set parameter LazyConstraints to value 1\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: AMD Ryzen 9 7950X 16-Core Processor, instruction set [SSE2|AVX|AVX2|AVX512]\n",
"Thread count: 16 physical cores, 32 logical processors, using up to 32 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 10 rows, 45 columns and 90 nonzeros\n",
"Model fingerprint: 0x74ca3d0a\n",
@@ -125,7 +127,7 @@
" Lazy constraints: 3\n",
"\n",
"Explored 1 nodes (16 simplex iterations) in 0.01 seconds (0.00 work units)\n",
"Thread count was 32 (of 32 available processors)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 1: 2796 \n",
"\n",
@@ -141,7 +143,7 @@
"{'WS: Count': 1, 'WS: Number of variables set': 41.0}"
]
},
"execution_count": 3,
"execution_count": 1,
"metadata": {},
"output_type": "execute_result"
}
@@ -162,7 +164,7 @@
"from miplearn.io import write_pkl_gz\n",
"from miplearn.problems.tsp import (\n",
" TravelingSalesmanGenerator,\n",
" build_tsp_model,\n",
" build_tsp_model_gurobipy,\n",
")\n",
"from miplearn.solvers.learning import LearningSolver\n",
"\n",
@@ -189,7 +191,7 @@
"\n",
"# Collect training data\n",
"bc = BasicCollector()\n",
"bc.collect(train_data, build_tsp_model, n_jobs=4)\n",
"bc.collect(train_data, build_tsp_model_gurobipy, n_jobs=4)\n",
"\n",
"# Build learning solver\n",
"solver = LearningSolver(\n",
@@ -211,7 +213,7 @@
"solver.fit(train_data)\n",
"\n",
"# Solve a test instance\n",
"solver.optimize(test_data[0], build_tsp_model)"
"solver.optimize(test_data[0], build_tsp_model_gurobipy)"
]
},
{
@@ -239,7 +241,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.9.12"
"version": "3.11.7"
}
},
"nbformat": 4,

136
docs/tutorials/getting-started-gurobipy.ipynb
View File

@@ -127,7 +127,7 @@
},
{
"cell_type": "code",
"execution_count": 3,
"execution_count": 1,
"id": "22a67170-10b4-43d3-8708-014d91141e73",
"metadata": {
"ExecuteTime": {
@@ -163,7 +163,7 @@
},
{
"cell_type": "code",
"execution_count": 4,
"execution_count": 2,
"id": "2f67032f-0d74-4317-b45c-19da0ec859e9",
"metadata": {
"ExecuteTime": {
@@ -207,7 +207,7 @@
},
{
"cell_type": "code",
"execution_count": 5,
"execution_count": 3,
"id": "2a896f47",
"metadata": {
"ExecuteTime": {
@@ -221,10 +221,10 @@
"output_type": "stream",
"text": [
"Restricted license - for non-production use only - expires 2024-10-28\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 7 rows, 6 columns and 15 nonzeros\n",
"Model fingerprint: 0x58dfdd53\n",
@@ -250,7 +250,7 @@
"* 0 0 0 1320.0000000 1320.00000 0.00% - 0s\n",
"\n",
"Explored 1 nodes (5 simplex iterations) in 0.01 seconds (0.00 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 2: 1320 1400 \n",
"\n",
@@ -315,7 +315,7 @@
},
{
"cell_type": "code",
"execution_count": 6,
"execution_count": 4,
"id": "5eb09fab",
"metadata": {
"ExecuteTime": {
@@ -361,7 +361,7 @@
},
{
"cell_type": "code",
"execution_count": 7,
"execution_count": 5,
"id": "6156752c",
"metadata": {
"ExecuteTime": {
@@ -388,7 +388,7 @@
},
{
"cell_type": "code",
"execution_count": 8,
"execution_count": 6,
"id": "7623f002",
"metadata": {
"ExecuteTime": {
@@ -429,7 +429,7 @@
},
{
"cell_type": "code",
"execution_count": 9,
"execution_count": 7,
"id": "435f7bf8-4b09-4889-b1ec-b7b56e7d8ed2",
"metadata": {
"ExecuteTime": {
@@ -467,7 +467,7 @@
},
{
"cell_type": "code",
"execution_count": 10,
"execution_count": 8,
"id": "9d13dd50-3dcf-4673-a757-6f44dcc0dedf",
"metadata": {
"ExecuteTime": {
@@ -480,10 +480,10 @@
"name": "stdout",
"output_type": "stream",
"text": [
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 1001 rows, 1000 columns and 2500 nonzeros\n",
"Model fingerprint: 0xa8b70287\n",
@@ -493,7 +493,7 @@
" Bounds range [1e+00, 1e+00]\n",
" RHS range [3e+08, 3e+08]\n",
"Presolve removed 1000 rows and 500 columns\n",
"Presolve time: 0.00s\n",
"Presolve time: 0.01s\n",
"Presolved: 1 rows, 500 columns, 500 nonzeros\n",
"\n",
"Iteration Objective Primal Inf. Dual Inf. Time\n",
@@ -502,13 +502,13 @@
"\n",
"Solved in 1 iterations and 0.01 seconds (0.00 work units)\n",
"Optimal objective 8.290621916e+09\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 1001 rows, 1000 columns and 2500 nonzeros\n",
"Model fingerprint: 0x4ccd7ae3\n",
"Model fingerprint: 0xcf27855a\n",
"Variable types: 500 continuous, 500 integer (500 binary)\n",
"Coefficient statistics:\n",
" Matrix range [1e+00, 2e+06]\n",
@@ -516,11 +516,9 @@
" Bounds range [1e+00, 1e+00]\n",
" RHS range [3e+08, 3e+08]\n",
"\n",
"User MIP start produced solution with objective 8.30129e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.29184e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.29146e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.29146e+09 (0.01s)\n",
"Loaded user MIP start with objective 8.29146e+09\n",
"User MIP start produced solution with objective 8.29153e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.29153e+09 (0.01s)\n",
"Loaded user MIP start with objective 8.29153e+09\n",
"\n",
"Presolve time: 0.00s\n",
"Presolved: 1001 rows, 1000 columns, 2500 nonzeros\n",
@@ -532,19 +530,32 @@
" Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time\n",
"\n",
" 0 0 8.2906e+09 0 1 8.2915e+09 8.2906e+09 0.01% - 0s\n",
" 0 0 8.2907e+09 0 3 8.2915e+09 8.2907e+09 0.01% - 0s\n",
" 0 0 8.2907e+09 0 1 8.2915e+09 8.2907e+09 0.01% - 0s\n",
" 0 0 8.2907e+09 0 2 8.2915e+09 8.2907e+09 0.01% - 0s\n",
"\n",
"Cutting planes:\n",
" Cover: 1\n",
" Gomory: 1\n",
" Flow cover: 2\n",
"\n",
"Explored 1 nodes (512 simplex iterations) in 0.07 seconds (0.01 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Explored 1 nodes (565 simplex iterations) in 0.03 seconds (0.01 work units)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 3: 8.29146e+09 8.29184e+09 8.30129e+09 \n",
"Solution count 1: 8.29153e+09 \n",
"\n",
"Optimal solution found (tolerance 1.00e-04)\n",
"Best objective 8.291459497797e+09, best bound 8.290645029670e+09, gap 0.0098%\n"
"Best objective 8.291528276179e+09, best bound 8.290733258025e+09, gap 0.0096%\n"
]
},
{
"data": {
"text/plain": [
"{'WS: Count': 1, 'WS: Number of variables set': 482.0}"
]
},
"execution_count": 8,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
@@ -565,7 +576,7 @@
},
{
"cell_type": "code",
"execution_count": 11,
"execution_count": 9,
"id": "2ff391ed-e855-4228-aa09-a7641d8c2893",
"metadata": {
"ExecuteTime": {
@@ -578,10 +589,10 @@
"name": "stdout",
"output_type": "stream",
"text": [
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 1001 rows, 1000 columns and 2500 nonzeros\n",
"Model fingerprint: 0xa8b70287\n",
@@ -600,10 +611,10 @@
"\n",
"Solved in 1 iterations and 0.01 seconds (0.00 work units)\n",
"Optimal objective 8.290621916e+09\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 1001 rows, 1000 columns and 2500 nonzeros\n",
"Model fingerprint: 0x4cbbf7c7\n",
@@ -641,14 +652,24 @@
" Gomory: 2\n",
" MIR: 1\n",
"\n",
"Explored 1 nodes (1031 simplex iterations) in 0.07 seconds (0.03 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Explored 1 nodes (1031 simplex iterations) in 0.15 seconds (0.03 work units)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 4: 8.29147e+09 8.29398e+09 8.29827e+09 9.75713e+09 \n",
"\n",
"Optimal solution found (tolerance 1.00e-04)\n",
"Best objective 8.291465302389e+09, best bound 8.290781665333e+09, gap 0.0082%\n"
]
},
{
"data": {
"text/plain": [
"{}"
]
},
"execution_count": 9,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
@@ -679,7 +700,7 @@
},
{
"cell_type": "code",
"execution_count": 12,
"execution_count": 10,
"id": "67a6cd18",
"metadata": {
"ExecuteTime": {
@@ -692,10 +713,10 @@
"name": "stdout",
"output_type": "stream",
"text": [
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 1001 rows, 1000 columns and 2500 nonzeros\n",
"Model fingerprint: 0x19042f12\n",
@@ -714,13 +735,13 @@
"\n",
"Solved in 1 iterations and 0.01 seconds (0.00 work units)\n",
"Optimal objective 8.253596777e+09\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 1001 rows, 1000 columns and 2500 nonzeros\n",
"Model fingerprint: 0x8ee64638\n",
"Model fingerprint: 0xf97cde91\n",
"Variable types: 500 continuous, 500 integer (500 binary)\n",
"Coefficient statistics:\n",
" Matrix range [1e+00, 2e+06]\n",
@@ -728,13 +749,16 @@
" Bounds range [1e+00, 1e+00]\n",
" RHS range [3e+08, 3e+08]\n",
"\n",
"User MIP start produced solution with objective 8.25814e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.25814e+09 (0.00s)\n",
"User MIP start produced solution with objective 8.25512e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.25459e+09 (0.04s)\n",
"User MIP start produced solution with objective 8.25459e+09 (0.04s)\n",
"User MIP start produced solution with objective 8.25483e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.25483e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.25483e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.25459e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.25459e+09 (0.01s)\n",
"Loaded user MIP start with objective 8.25459e+09\n",
"\n",
"Presolve time: 0.01s\n",
"Presolve time: 0.00s\n",
"Presolved: 1001 rows, 1000 columns, 2500 nonzeros\n",
"Variable types: 500 continuous, 500 integer (500 binary)\n",
"\n",
@@ -758,16 +782,16 @@
" StrongCG: 1\n",
" Flow cover: 1\n",
"\n",
"Explored 1 nodes (575 simplex iterations) in 0.12 seconds (0.01 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Explored 1 nodes (575 simplex iterations) in 0.05 seconds (0.01 work units)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 3: 8.25459e+09 8.25512e+09 8.25814e+09 \n",
"Solution count 4: 8.25459e+09 8.25483e+09 8.25512e+09 8.25814e+09 \n",
"\n",
"Optimal solution found (tolerance 1.00e-04)\n",
"Best objective 8.254590409970e+09, best bound 8.253768093811e+09, gap 0.0100%\n",
"obj = 8254590409.969726\n",
"x = [1.0, 1.0, 0.0]\n",
"y = [935662.0949263407, 1604270.0218116897, 0.0]\n"
"y = [935662.0949262811, 1604270.0218116897, 0.0]\n"
]
}
],
@@ -805,7 +829,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.9.16"
"version": "3.11.7"
}
},
"nbformat": 4,

142
docs/tutorials/getting-started-pyomo.ipynb
View File

@@ -127,7 +127,7 @@
},
{
"cell_type": "code",
"execution_count": 3,
"execution_count": 1,
"id": "22a67170-10b4-43d3-8708-014d91141e73",
"metadata": {
"ExecuteTime": {
@@ -163,7 +163,7 @@
},
{
"cell_type": "code",
"execution_count": 4,
"execution_count": 2,
"id": "2f67032f-0d74-4317-b45c-19da0ec859e9",
"metadata": {
"ExecuteTime": {
@@ -213,7 +213,7 @@
},
{
"cell_type": "code",
"execution_count": 5,
"execution_count": 3,
"id": "2a896f47",
"metadata": {
"ExecuteTime": {
@@ -228,10 +228,10 @@
"text": [
"Restricted license - for non-production use only - expires 2024-10-28\n",
"Set parameter QCPDual to value 1\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 7 rows, 6 columns and 15 nonzeros\n",
"Model fingerprint: 0x15c7a953\n",
@@ -257,7 +257,7 @@
"* 0 0 0 1320.0000000 1320.00000 0.00% - 0s\n",
"\n",
"Explored 1 nodes (5 simplex iterations) in 0.01 seconds (0.00 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 2: 1320 1400 \n",
"\n",
@@ -324,7 +324,7 @@
},
{
"cell_type": "code",
"execution_count": 6,
"execution_count": 4,
"id": "5eb09fab",
"metadata": {
"ExecuteTime": {
@@ -370,7 +370,7 @@
},
{
"cell_type": "code",
"execution_count": 7,
"execution_count": 5,
"id": "6156752c",
"metadata": {
"ExecuteTime": {
@@ -397,7 +397,7 @@
},
{
"cell_type": "code",
"execution_count": 8,
"execution_count": 6,
"id": "7623f002",
"metadata": {
"ExecuteTime": {
@@ -438,7 +438,7 @@
},
{
"cell_type": "code",
"execution_count": 9,
"execution_count": 7,
"id": "435f7bf8-4b09-4889-b1ec-b7b56e7d8ed2",
"metadata": {
"ExecuteTime": {
@@ -476,7 +476,7 @@
},
{
"cell_type": "code",
"execution_count": 10,
"execution_count": 8,
"id": "9d13dd50-3dcf-4673-a757-6f44dcc0dedf",
"metadata": {
"ExecuteTime": {
@@ -490,10 +490,10 @@
"output_type": "stream",
"text": [
"Set parameter QCPDual to value 1\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 1001 rows, 1000 columns and 2500 nonzeros\n",
"Model fingerprint: 0x5e67c6ee\n",
@@ -513,13 +513,13 @@
"Solved in 1 iterations and 0.01 seconds (0.00 work units)\n",
"Optimal objective 8.290621916e+09\n",
"Set parameter QCPDual to value 1\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 1001 rows, 1000 columns and 2500 nonzeros\n",
"Model fingerprint: 0xa4a7961e\n",
"Model fingerprint: 0x4a7cfe2b\n",
"Variable types: 500 continuous, 500 integer (500 binary)\n",
"Coefficient statistics:\n",
" Matrix range [1e+00, 2e+06]\n",
@@ -527,37 +527,48 @@
" Bounds range [1e+00, 1e+00]\n",
" RHS range [3e+08, 3e+08]\n",
"\n",
"User MIP start produced solution with objective 8.30129e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.29184e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.29146e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.29146e+09 (0.02s)\n",
"Loaded user MIP start with objective 8.29146e+09\n",
"User MIP start produced solution with objective 8.29153e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.29153e+09 (0.01s)\n",
"Loaded user MIP start with objective 8.29153e+09\n",
"\n",
"Presolve time: 0.01s\n",
"Presolve time: 0.00s\n",
"Presolved: 1001 rows, 1000 columns, 2500 nonzeros\n",
"Variable types: 500 continuous, 500 integer (500 binary)\n",
"\n",
"Root relaxation: objective 8.290622e+09, 512 iterations, 0.01 seconds (0.00 work units)\n",
"Root relaxation: objective 8.290622e+09, 512 iterations, 0.00 seconds (0.00 work units)\n",
"\n",
" Nodes | Current Node | Objective Bounds | Work\n",
" Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time\n",
"\n",
" 0 0 8.2906e+09 0 1 8.2915e+09 8.2906e+09 0.01% - 0s\n",
" 0 0 8.2907e+09 0 3 8.2915e+09 8.2907e+09 0.01% - 0s\n",
" 0 0 8.2907e+09 0 1 8.2915e+09 8.2907e+09 0.01% - 0s\n",
" 0 0 8.2907e+09 0 2 8.2915e+09 8.2907e+09 0.01% - 0s\n",
"\n",
"Cutting planes:\n",
" Cover: 1\n",
" Gomory: 1\n",
" Flow cover: 2\n",
"\n",
"Explored 1 nodes (512 simplex iterations) in 0.09 seconds (0.01 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Explored 1 nodes (565 simplex iterations) in 0.04 seconds (0.01 work units)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 3: 8.29146e+09 8.29184e+09 8.30129e+09 \n",
"Solution count 1: 8.29153e+09 \n",
"\n",
"Optimal solution found (tolerance 1.00e-04)\n",
"Best objective 8.291459497797e+09, best bound 8.290645029670e+09, gap 0.0098%\n",
"Best objective 8.291528276179e+09, best bound 8.290733258025e+09, gap 0.0096%\n",
"WARNING: Cannot get reduced costs for MIP.\n",
"WARNING: Cannot get duals for MIP.\n"
]
},
{
"data": {
"text/plain": [
"{}"
]
},
"execution_count": 8,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
@@ -578,7 +589,7 @@
},
{
"cell_type": "code",
"execution_count": 11,
"execution_count": 9,
"id": "2ff391ed-e855-4228-aa09-a7641d8c2893",
"metadata": {
"ExecuteTime": {
@@ -592,10 +603,10 @@
"output_type": "stream",
"text": [
"Set parameter QCPDual to value 1\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 1001 rows, 1000 columns and 2500 nonzeros\n",
"Model fingerprint: 0x5e67c6ee\n",
@@ -605,7 +616,7 @@
" Bounds range [1e+00, 1e+00]\n",
" RHS range [3e+08, 3e+08]\n",
"Presolve removed 1000 rows and 500 columns\n",
"Presolve time: 0.01s\n",
"Presolve time: 0.00s\n",
"Presolved: 1 rows, 500 columns, 500 nonzeros\n",
"\n",
"Iteration Objective Primal Inf. Dual Inf. Time\n",
@@ -615,10 +626,10 @@
"Solved in 1 iterations and 0.01 seconds (0.00 work units)\n",
"Optimal objective 8.290621916e+09\n",
"Set parameter QCPDual to value 1\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 1001 rows, 1000 columns and 2500 nonzeros\n",
"Model fingerprint: 0x8a0f9587\n",
@@ -656,8 +667,8 @@
" Gomory: 2\n",
" MIR: 1\n",
"\n",
"Explored 1 nodes (1025 simplex iterations) in 0.08 seconds (0.03 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Explored 1 nodes (1025 simplex iterations) in 0.12 seconds (0.03 work units)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 4: 8.29147e+09 8.29398e+09 8.29827e+09 9.75713e+09 \n",
"\n",
@@ -666,6 +677,16 @@
"WARNING: Cannot get reduced costs for MIP.\n",
"WARNING: Cannot get duals for MIP.\n"
]
},
{
"data": {
"text/plain": [
"{}"
]
},
"execution_count": 9,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
@@ -696,7 +717,7 @@
},
{
"cell_type": "code",
"execution_count": 12,
"execution_count": 10,
"id": "67a6cd18",
"metadata": {
"ExecuteTime": {
@@ -710,10 +731,10 @@
"output_type": "stream",
"text": [
"Set parameter QCPDual to value 1\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 1001 rows, 1000 columns and 2500 nonzeros\n",
"Model fingerprint: 0x2dfe4e1c\n",
@@ -723,7 +744,7 @@
" Bounds range [1e+00, 1e+00]\n",
" RHS range [3e+08, 3e+08]\n",
"Presolve removed 1000 rows and 500 columns\n",
"Presolve time: 0.01s\n",
"Presolve time: 0.00s\n",
"Presolved: 1 rows, 500 columns, 500 nonzeros\n",
"\n",
"Iteration Objective Primal Inf. Dual Inf. Time\n",
@@ -733,13 +754,13 @@
"Solved in 1 iterations and 0.01 seconds (0.00 work units)\n",
"Optimal objective 8.253596777e+09\n",
"Set parameter QCPDual to value 1\n",
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
"\n",
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
"\n",
"Optimize a model with 1001 rows, 1000 columns and 2500 nonzeros\n",
"Model fingerprint: 0x20637200\n",
"Model fingerprint: 0x0f0924a1\n",
"Variable types: 500 continuous, 500 integer (500 binary)\n",
"Coefficient statistics:\n",
" Matrix range [1e+00, 2e+06]\n",
@@ -747,13 +768,16 @@
" Bounds range [1e+00, 1e+00]\n",
" RHS range [3e+08, 3e+08]\n",
"\n",
"User MIP start produced solution with objective 8.25814e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.25814e+09 (0.00s)\n",
"User MIP start produced solution with objective 8.25512e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.25459e+09 (0.04s)\n",
"User MIP start produced solution with objective 8.25459e+09 (0.04s)\n",
"User MIP start produced solution with objective 8.25483e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.25483e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.25483e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.25459e+09 (0.01s)\n",
"User MIP start produced solution with objective 8.25459e+09 (0.01s)\n",
"Loaded user MIP start with objective 8.25459e+09\n",
"\n",
"Presolve time: 0.01s\n",
"Presolve time: 0.00s\n",
"Presolved: 1001 rows, 1000 columns, 2500 nonzeros\n",
"Variable types: 500 continuous, 500 integer (500 binary)\n",
"\n",
@@ -777,10 +801,10 @@
" StrongCG: 1\n",
" Flow cover: 1\n",
"\n",
"Explored 1 nodes (575 simplex iterations) in 0.11 seconds (0.01 work units)\n",
"Thread count was 12 (of 12 available processors)\n",
"Explored 1 nodes (575 simplex iterations) in 0.09 seconds (0.01 work units)\n",
"Thread count was 20 (of 20 available processors)\n",
"\n",
"Solution count 3: 8.25459e+09 8.25512e+09 8.25814e+09 \n",
"Solution count 4: 8.25459e+09 8.25483e+09 8.25512e+09 8.25814e+09 \n",
"\n",
"Optimal solution found (tolerance 1.00e-04)\n",
"Best objective 8.254590409970e+09, best bound 8.253768093811e+09, gap 0.0100%\n",
@@ -788,7 +812,7 @@
"WARNING: Cannot get duals for MIP.\n",
"obj = 8254590409.96973\n",
" x = [1.0, 1.0, 0.0, 1.0, 1.0]\n",
" y = [935662.0949263407, 1604270.0218116897, 0.0, 1369560.835229226, 602828.5321028307]\n"
" y = [935662.0949262811, 1604270.0218116897, 0.0, 1369560.835229226, 602828.5321028307]\n"
]
}
],
@@ -826,7 +850,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.8.13"
"version": "3.11.7"
}
},
"nbformat": 4,