mirror of
https://github.com/ANL-CEEESA/MIPLearn.git
synced 2025-12-06 01:18:52 -06:00
Make lazy constr component compatible with Pyomo+Gurobi
This commit is contained in:
@@ -38,9 +38,13 @@
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},
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{
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"cell_type": "code",
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"execution_count": 3,
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"execution_count": 1,
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"id": "f906fe9c",
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"metadata": {
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"ExecuteTime": {
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"end_time": "2024-01-30T22:19:30.826123021Z",
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"start_time": "2024-01-30T22:19:30.766066926Z"
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},
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"collapsed": false,
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"jupyter": {
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"outputs_hidden": false
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@@ -57,18 +61,18 @@
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"x4 = [[0.37454012 0.9507143 0.7319939 ]\n",
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" [0.5986585 0.15601864 0.15599452]\n",
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" [0.05808361 0.8661761 0.601115 ]]\n",
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"x5 = (2, 3)\t0.68030757\n",
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" (3, 2)\t0.45049927\n",
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" (4, 0)\t0.013264962\n",
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" (0, 2)\t0.94220173\n",
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" (4, 2)\t0.5632882\n",
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" (2, 1)\t0.3854165\n",
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" (1, 1)\t0.015966251\n",
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" (3, 0)\t0.23089382\n",
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" (4, 4)\t0.24102546\n",
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" (1, 3)\t0.68326354\n",
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" (3, 1)\t0.6099967\n",
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" (0, 3)\t0.8331949\n"
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"x5 = (3, 2)\t0.6803075671195984\n",
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" (2, 3)\t0.4504992663860321\n",
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" (0, 4)\t0.013264961540699005\n",
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" (2, 0)\t0.9422017335891724\n",
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" (2, 4)\t0.5632882118225098\n",
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" (1, 2)\t0.38541650772094727\n",
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" (1, 1)\t0.015966251492500305\n",
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" (0, 3)\t0.2308938205242157\n",
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" (4, 4)\t0.24102546274662018\n",
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" (3, 1)\t0.6832635402679443\n",
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" (1, 3)\t0.6099966764450073\n",
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" (3, 0)\t0.83319491147995\n"
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]
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}
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],
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@@ -182,6 +186,10 @@
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"execution_count": 4,
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"id": "ac6f8c6f",
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"metadata": {
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"ExecuteTime": {
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"end_time": "2024-01-30T22:19:30.826707866Z",
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"start_time": "2024-01-30T22:19:30.825940503Z"
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},
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"collapsed": false,
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"jupyter": {
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"outputs_hidden": false
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@@ -205,7 +213,7 @@
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"\n",
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"from miplearn.problems.tsp import (\n",
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" TravelingSalesmanGenerator,\n",
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" build_tsp_model,\n",
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" build_tsp_model_gurobipy,\n",
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")\n",
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"from miplearn.io import write_pkl_gz\n",
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"from miplearn.h5 import H5File\n",
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@@ -231,7 +239,7 @@
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"# Solve all instances and collect basic solution information.\n",
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"# Process at most four instances in parallel.\n",
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"bc = BasicCollector()\n",
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"bc.collect(glob(\"data/tsp/*.pkl.gz\"), build_tsp_model, n_jobs=4)\n",
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"bc.collect(glob(\"data/tsp/*.pkl.gz\"), build_tsp_model_gurobipy, n_jobs=4)\n",
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"\n",
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"# Read and print some training data for the first instance.\n",
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"with H5File(\"data/tsp/00000.h5\", \"r\") as h5:\n",
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@@ -244,6 +252,9 @@
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"execution_count": null,
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"id": "78f0b07a",
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"metadata": {
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"ExecuteTime": {
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"start_time": "2024-01-30T22:19:30.826179789Z"
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},
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"collapsed": false,
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"jupyter": {
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"outputs_hidden": false
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@@ -269,7 +280,7 @@
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.9.16"
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"version": "3.11.7"
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}
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},
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"nbformat": 4,
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@@ -51,7 +51,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 5,
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"execution_count": 1,
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"id": "ed9a18c8",
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"metadata": {
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"collapsed": false,
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@@ -204,7 +204,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 6,
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"execution_count": 2,
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"id": "a1bc38fe",
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"metadata": {
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"collapsed": false,
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@@ -326,7 +326,7 @@
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.9.16"
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"version": "3.11.7"
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}
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},
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"nbformat": 4,
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@@ -283,7 +283,7 @@
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.9.16"
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"version": "3.11.7"
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}
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},
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"nbformat": 4,
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@@ -108,11 +108,11 @@
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"execution_count": 1,
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"id": "f14e560c-ef9f-4c48-8467-72d6acce5f9f",
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"metadata": {
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"tags": [],
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"ExecuteTime": {
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"end_time": "2023-11-07T16:29:48.409419720Z",
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"start_time": "2023-11-07T16:29:47.824353556Z"
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}
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},
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"tags": []
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},
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"outputs": [
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{
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@@ -131,10 +131,10 @@
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"9 [ 8.57 22.77 17.06 16.25 4.14 4. 1.56 22.97 14.09 19.09] 100.79\n",
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"\n",
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"Restricted license - for non-production use only - expires 2024-10-28\n",
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"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
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"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
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"\n",
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"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
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"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
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"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
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"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
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"\n",
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"Optimize a model with 20 rows, 110 columns and 210 nonzeros\n",
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"Model fingerprint: 0x1ff9913f\n",
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@@ -159,8 +159,8 @@
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"H 0 0 2.0000000 1.27484 36.3% - 0s\n",
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" 0 0 1.27484 0 4 2.00000 1.27484 36.3% - 0s\n",
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"\n",
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"Explored 1 nodes (38 simplex iterations) in 0.02 seconds (0.00 work units)\n",
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"Thread count was 12 (of 12 available processors)\n",
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"Explored 1 nodes (38 simplex iterations) in 0.01 seconds (0.00 work units)\n",
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"Thread count was 20 (of 20 available processors)\n",
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"\n",
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"Solution count 3: 2 4 5 \n",
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"\n",
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@@ -323,10 +323,10 @@
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"capacities\n",
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" [1310. 988. 1004. 1269. 1007.]\n",
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"\n",
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"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
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"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
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"\n",
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"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
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"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
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"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
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"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
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"\n",
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"Optimize a model with 5 rows, 10 columns and 50 nonzeros\n",
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"Model fingerprint: 0xaf3ac15e\n",
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@@ -354,7 +354,7 @@
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" Cover: 1\n",
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"\n",
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"Explored 1 nodes (4 simplex iterations) in 0.01 seconds (0.00 work units)\n",
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"Thread count was 12 (of 12 available processors)\n",
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"Thread count was 20 (of 20 available processors)\n",
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"\n",
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"Solution count 2: -1279 -804 \n",
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"No other solutions better than -1279\n",
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@@ -498,10 +498,10 @@
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"demands = [6.12 1.39 2.92 3.66 4.56 7.85 2. 5.14 5.92 0.46]\n",
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"capacities = [151.89 42.63 16.26 237.22 241.41 202.1 76.15 24.42 171.06 110.04]\n",
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"\n",
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"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
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"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
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"\n",
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"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
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"Thread count: 6 physical cores, 12 logical processors, using up to 12 threads\n",
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||||
"CPU model: 13th Gen Intel(R) Core(TM) i7-13800H, instruction set [SSE2|AVX|AVX2]\n",
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"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
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"\n",
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"Optimize a model with 21 rows, 110 columns and 220 nonzeros\n",
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"Model fingerprint: 0x8d8d9346\n",
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@@ -535,8 +535,8 @@
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" 0 0 86.06884 0 15 93.92000 86.06884 8.36% - 0s\n",
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"* 0 0 0 91.2300000 91.23000 0.00% - 0s\n",
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"\n",
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"Explored 1 nodes (70 simplex iterations) in 0.02 seconds (0.00 work units)\n",
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"Thread count was 12 (of 12 available processors)\n",
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"Explored 1 nodes (70 simplex iterations) in 0.07 seconds (0.00 work units)\n",
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"Thread count was 20 (of 20 available processors)\n",
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"\n",
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"Solution count 10: 91.23 93.92 93.98 ... 368.79\n",
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"\n",
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@@ -670,10 +670,10 @@
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"costs [1044.58 850.13 1014.5 944.83 697.9 971.87 213.49 220.98 70.23\n",
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" 425.33]\n",
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"\n",
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||||
"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
|
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"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
|
||||
"\n",
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||||
"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
|
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"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",
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"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
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"\n",
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"Optimize a model with 5 rows, 10 columns and 28 nonzeros\n",
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"Model fingerprint: 0xe5c2d4fa\n",
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@@ -688,8 +688,8 @@
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"Presolve time: 0.00s\n",
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"Presolve: All rows and columns removed\n",
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"\n",
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"Explored 0 nodes (0 simplex iterations) in 0.01 seconds (0.00 work units)\n",
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"Thread count was 1 (of 12 available processors)\n",
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"Explored 0 nodes (0 simplex iterations) in 0.00 seconds (0.00 work units)\n",
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"Thread count was 1 (of 20 available processors)\n",
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"\n",
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"Solution count 1: 213.49 \n",
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"\n",
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@@ -786,10 +786,13 @@
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"execution_count": 5,
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"id": "cc797da7",
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"metadata": {
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"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
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||||
}
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},
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"outputs": [
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@@ -806,10 +809,10 @@
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"costs [1044.58 850.13 1014.5 944.83 697.9 971.87 213.49 220.98 70.23\n",
|
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" 425.33]\n",
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"\n",
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"Gurobi Optimizer version 10.0.1 build v10.0.1rc0 (linux64)\n",
|
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"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (linux64)\n",
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"\n",
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"CPU model: Intel(R) Core(TM) i7-8750H CPU @ 2.20GHz, instruction set [SSE2|AVX|AVX2]\n",
|
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"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",
|
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"Thread count: 10 physical cores, 20 logical processors, using up to 20 threads\n",
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"\n",
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"Optimize a model with 5 rows, 10 columns and 28 nonzeros\n",
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"Model fingerprint: 0x4ee91388\n",
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@@ -824,8 +827,9 @@
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"Presolve time: 0.00s\n",
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"Presolve: All rows and columns removed\n",
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||||
"\n",
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"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",
|
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"Thread count was 1 (of 20 available processors)\n",
|
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"\n",
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"Solution count 2: -1986.37 -1265.56 \n",
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"No other solutions better than -1986.37\n",
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"\n",
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@@ -930,10 +934,10 @@
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"weights[1] [ 2.06 96.99 83.24 21.23 18.18 18.34 30.42 52.48 43.19 29.12]\n",
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"\n",
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"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",
|
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"\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 @@
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||||
"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"
|
||||
]
|
||||
}
|
||||
],
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||||
@@ -975,7 +979,7 @@
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||||
"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",
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||||
"model = build_stab_model(data[0])\n",
|
||||
"model = build_stab_model_gurobipy(data[0])\n",
|
||||
"model.optimize()"
|
||||
]
|
||||
},
|
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@@ -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,
|
||||
|
||||
@@ -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,
|
||||
|
||||
@@ -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,
|
||||
|
||||
@@ -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,
|
||||
|
||||
@@ -1,3 +1,28 @@
|
||||
# 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 typing import Any, Optional
|
||||
|
||||
import gurobipy as gp
|
||||
from pyomo import environ as pe
|
||||
|
||||
|
||||
def _gurobipy_set_params(model: gp.Model, params: Optional[dict[str, Any]]) -> None:
|
||||
assert isinstance(model, gp.Model)
|
||||
if params is not None:
|
||||
for (param_name, param_value) in params.items():
|
||||
setattr(model.params, param_name, param_value)
|
||||
|
||||
|
||||
def _pyomo_set_params(
|
||||
model: pe.ConcreteModel,
|
||||
params: Optional[dict[str, Any]],
|
||||
solver: str,
|
||||
) -> None:
|
||||
assert (
|
||||
solver == "gurobi_persistent"
|
||||
), "setting parameters is only supported with gurobi_persistent"
|
||||
if solver == "gurobi_persistent" and params is not None:
|
||||
for (param_name, param_value) in params.items():
|
||||
model.solver.set_gurobi_param(param_name, param_value)
|
||||
|
||||
@@ -18,6 +18,8 @@ from networkx import Graph
|
||||
from scipy.stats import uniform, randint
|
||||
from scipy.stats.distributions import rv_frozen
|
||||
|
||||
from . import _gurobipy_set_params, _pyomo_set_params
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
@@ -88,11 +90,10 @@ def build_stab_model_gurobipy(
|
||||
data: Union[str, MaxWeightStableSetData],
|
||||
params: Optional[dict[str, Any]] = None,
|
||||
) -> GurobiModel:
|
||||
data = _stab_read(data)
|
||||
model = gp.Model()
|
||||
if params is not None:
|
||||
for (param_name, param_value) in params.items():
|
||||
setattr(model.params, param_name, param_value)
|
||||
_gurobipy_set_params(model, params)
|
||||
|
||||
data = _stab_read(data)
|
||||
nodes = list(data.graph.nodes)
|
||||
|
||||
# Variables and objective function
|
||||
@@ -152,18 +153,14 @@ def build_stab_model_pyomo(
|
||||
for clique in violations:
|
||||
m.add_constr(model.clique_eqs.add(sum(model.x[i] for i in clique) <= 1))
|
||||
|
||||
m = PyomoModel(
|
||||
pm = PyomoModel(
|
||||
model,
|
||||
solver,
|
||||
cuts_separate=cuts_separate,
|
||||
cuts_enforce=cuts_enforce,
|
||||
)
|
||||
|
||||
if solver == "gurobi_persistent" and params is not None:
|
||||
for (param_name, param_value) in params.items():
|
||||
m.solver.set_gurobi_param(param_name, param_value)
|
||||
|
||||
return m
|
||||
_pyomo_set_params(pm, params, solver)
|
||||
return pm
|
||||
|
||||
|
||||
def _stab_read(data: Union[str, MaxWeightStableSetData]) -> MaxWeightStableSetData:
|
||||
|
||||
@@ -2,20 +2,23 @@
|
||||
# Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved.
|
||||
# Released under the modified BSD license. See COPYING.md for more details.
|
||||
|
||||
import logging
|
||||
from dataclasses import dataclass
|
||||
from typing import List, Tuple, Optional, Any, Union
|
||||
|
||||
import gurobipy as gp
|
||||
import networkx as nx
|
||||
import numpy as np
|
||||
import pyomo.environ as pe
|
||||
from gurobipy import quicksum, GRB, tuplelist
|
||||
from miplearn.io import read_pkl_gz
|
||||
from miplearn.problems import _gurobipy_set_params, _pyomo_set_params
|
||||
from miplearn.solvers.gurobi import GurobiModel
|
||||
from scipy.spatial.distance import pdist, squareform
|
||||
from scipy.stats import uniform, randint
|
||||
from scipy.stats.distributions import rv_frozen
|
||||
import logging
|
||||
|
||||
from miplearn.io import read_pkl_gz
|
||||
from miplearn.solvers.gurobi import GurobiModel
|
||||
from miplearn.solvers.pyomo import PyomoModel
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
@@ -112,15 +115,18 @@ class TravelingSalesmanGenerator:
|
||||
return n, cities
|
||||
|
||||
|
||||
def build_tsp_model(data: Union[str, TravelingSalesmanData]) -> GurobiModel:
|
||||
if isinstance(data, str):
|
||||
data = read_pkl_gz(data)
|
||||
assert isinstance(data, TravelingSalesmanData)
|
||||
def build_tsp_model_gurobipy(
|
||||
data: Union[str, TravelingSalesmanData],
|
||||
params: Optional[dict[str, Any]] = None,
|
||||
) -> GurobiModel:
|
||||
|
||||
model = gp.Model()
|
||||
_gurobipy_set_params(model, params)
|
||||
|
||||
data = _tsp_read(data)
|
||||
edges = tuplelist(
|
||||
(i, j) for i in range(data.n_cities) for j in range(i + 1, data.n_cities)
|
||||
)
|
||||
model = gp.Model()
|
||||
|
||||
# Decision variables
|
||||
x = model.addVars(edges, vtype=GRB.BINARY, name="x")
|
||||
@@ -173,3 +179,75 @@ def build_tsp_model(data: Union[str, TravelingSalesmanData]) -> GurobiModel:
|
||||
lazy_separate=lazy_separate,
|
||||
lazy_enforce=lazy_enforce,
|
||||
)
|
||||
|
||||
|
||||
def build_tsp_model_pyomo(
|
||||
data: Union[str, TravelingSalesmanData],
|
||||
solver: str = "gurobi_persistent",
|
||||
params: Optional[dict[str, Any]] = None,
|
||||
) -> PyomoModel:
|
||||
|
||||
model = pe.ConcreteModel()
|
||||
data = _tsp_read(data)
|
||||
|
||||
edges = tuplelist(
|
||||
(i, j) for i in range(data.n_cities) for j in range(i + 1, data.n_cities)
|
||||
)
|
||||
|
||||
# Decision variables
|
||||
model.x = pe.Var(edges, domain=pe.Boolean, name="x")
|
||||
model.obj = pe.Objective(
|
||||
expr=sum(model.x[i, j] * data.distances[i, j] for (i, j) in edges)
|
||||
)
|
||||
|
||||
# Eq: Must choose two edges adjacent to each node
|
||||
model.degree_eqs = pe.ConstraintList()
|
||||
for i in range(data.n_cities):
|
||||
model.degree_eqs.add(
|
||||
sum(model.x[min(i, j), max(i, j)] for j in range(data.n_cities) if i != j)
|
||||
== 2
|
||||
)
|
||||
|
||||
# Eq: Subtour elimination
|
||||
model.subtour_eqs = pe.ConstraintList()
|
||||
|
||||
def lazy_separate(m: PyomoModel) -> List[Any]:
|
||||
violations = []
|
||||
m.solver.cbGetSolution([model.x[e] for e in edges])
|
||||
x_val = {e: model.x[e].value for e in edges}
|
||||
selected_edges = [e for e in edges if x_val[e] > 0.5]
|
||||
graph = nx.Graph()
|
||||
graph.add_edges_from(selected_edges)
|
||||
for component in list(nx.connected_components(graph)):
|
||||
if len(component) < data.n_cities:
|
||||
cut_edges = tuple(
|
||||
(e[0], e[1])
|
||||
for e in edges
|
||||
if (e[0] in component and e[1] not in component)
|
||||
or (e[0] not in component and e[1] in component)
|
||||
)
|
||||
violations.append(cut_edges)
|
||||
return violations
|
||||
|
||||
def lazy_enforce(m: PyomoModel, violations: List[Any]) -> None:
|
||||
logger.warning(f"Adding {len(violations)} subtour elimination constraints...")
|
||||
for violation in violations:
|
||||
m.add_constr(
|
||||
model.subtour_eqs.add(sum(model.x[e[0], e[1]] for e in violation) >= 2)
|
||||
)
|
||||
|
||||
pm = PyomoModel(
|
||||
model,
|
||||
solver,
|
||||
lazy_separate=lazy_separate,
|
||||
lazy_enforce=lazy_enforce,
|
||||
)
|
||||
_pyomo_set_params(pm, params, solver)
|
||||
return pm
|
||||
|
||||
|
||||
def _tsp_read(data: Union[str, TravelingSalesmanData]) -> TravelingSalesmanData:
|
||||
if isinstance(data, str):
|
||||
data = read_pkl_gz(data)
|
||||
assert isinstance(data, TravelingSalesmanData)
|
||||
return data
|
||||
|
||||
@@ -53,7 +53,12 @@ class PyomoModel(AbstractModel):
|
||||
assert (
|
||||
self.solver_name == "gurobi_persistent"
|
||||
), "Callbacks are currently only supported on gurobi_persistent"
|
||||
_gurobi_add_constr(self.solver, self.where, constr)
|
||||
if self.where in [AbstractModel.WHERE_CUTS, AbstractModel.WHERE_LAZY]:
|
||||
_gurobi_add_constr(self.solver, self.where, constr)
|
||||
else:
|
||||
# outside callbacks, add_constr shouldn't do anything, as the constraint
|
||||
# has already been added to the ConstraintList object
|
||||
pass
|
||||
|
||||
def add_constrs(
|
||||
self,
|
||||
|
||||
@@ -10,53 +10,60 @@ from sklearn.neighbors import KNeighborsClassifier
|
||||
|
||||
from miplearn.components.lazy.mem import MemorizingLazyComponent
|
||||
from miplearn.extractors.abstract import FeaturesExtractor
|
||||
from miplearn.problems.tsp import build_tsp_model
|
||||
from miplearn.problems.tsp import build_tsp_model_gurobipy, build_tsp_model_pyomo
|
||||
from miplearn.solvers.learning import LearningSolver
|
||||
|
||||
|
||||
def test_mem_component(
|
||||
tsp_h5: List[str],
|
||||
tsp_gp_h5: List[str],
|
||||
tsp_pyo_h5: List[str],
|
||||
default_extractor: FeaturesExtractor,
|
||||
) -> None:
|
||||
clf = Mock(wraps=DummyClassifier())
|
||||
comp = MemorizingLazyComponent(clf=clf, extractor=default_extractor)
|
||||
comp.fit(tsp_h5)
|
||||
for h5 in [tsp_gp_h5, tsp_pyo_h5]:
|
||||
clf = Mock(wraps=DummyClassifier())
|
||||
comp = MemorizingLazyComponent(clf=clf, extractor=default_extractor)
|
||||
comp.fit(tsp_gp_h5)
|
||||
|
||||
# Should call fit method with correct arguments
|
||||
clf.fit.assert_called()
|
||||
x, y = clf.fit.call_args.args
|
||||
assert x.shape == (3, 190)
|
||||
assert y.tolist() == [
|
||||
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0],
|
||||
[1, 1, 1, 0, 0, 1, 0, 1, 1, 1, 1, 1, 0, 0, 0, 1, 0, 0, 1, 1, 1, 0],
|
||||
[1, 1, 1, 1, 0, 1, 0, 1, 1, 1, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1, 1, 1],
|
||||
]
|
||||
# Should call fit method with correct arguments
|
||||
clf.fit.assert_called()
|
||||
x, y = clf.fit.call_args.args
|
||||
assert x.shape == (3, 190)
|
||||
assert y.tolist() == [
|
||||
[1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0],
|
||||
[1, 0, 0, 1, 0, 1, 1, 1, 1, 1, 0, 0, 0, 1, 0, 0, 1, 1, 1, 0],
|
||||
[1, 1, 0, 1, 0, 1, 1, 1, 1, 1, 0, 0, 0, 1, 0, 0, 0, 1, 1, 1],
|
||||
]
|
||||
|
||||
# Should store violations
|
||||
assert comp.constrs_ is not None
|
||||
assert comp.n_features_ == 190
|
||||
assert comp.n_targets_ == 22
|
||||
assert len(comp.constrs_) == 22
|
||||
# Should store violations
|
||||
assert comp.constrs_ is not None
|
||||
assert comp.n_features_ == 190
|
||||
assert comp.n_targets_ == 20
|
||||
assert len(comp.constrs_) == 20
|
||||
|
||||
# Call before-mip
|
||||
stats: Dict[str, Any] = {}
|
||||
model = Mock()
|
||||
comp.before_mip(tsp_h5[0], model, stats)
|
||||
# Call before-mip
|
||||
stats: Dict[str, Any] = {}
|
||||
model = Mock()
|
||||
comp.before_mip(tsp_gp_h5[0], model, stats)
|
||||
|
||||
# Should call predict with correct args
|
||||
clf.predict.assert_called()
|
||||
(x_test,) = clf.predict.call_args.args
|
||||
assert x_test.shape == (1, 190)
|
||||
# Should call predict with correct args
|
||||
clf.predict.assert_called()
|
||||
(x_test,) = clf.predict.call_args.args
|
||||
assert x_test.shape == (1, 190)
|
||||
|
||||
|
||||
def test_usage_tsp(
|
||||
tsp_h5: List[str],
|
||||
tsp_gp_h5: List[str],
|
||||
tsp_pyo_h5: List[str],
|
||||
default_extractor: FeaturesExtractor,
|
||||
) -> None:
|
||||
# Should not crash
|
||||
data_filenames = [f.replace(".h5", ".pkl.gz") for f in tsp_h5]
|
||||
clf = KNeighborsClassifier(n_neighbors=1)
|
||||
comp = MemorizingLazyComponent(clf=clf, extractor=default_extractor)
|
||||
solver = LearningSolver(components=[comp])
|
||||
solver.fit(data_filenames)
|
||||
solver.optimize(data_filenames[0], build_tsp_model)
|
||||
for (h5, build_model) in [
|
||||
(tsp_pyo_h5, build_tsp_model_pyomo),
|
||||
(tsp_gp_h5, build_tsp_model_gurobipy),
|
||||
]:
|
||||
data_filenames = [f.replace(".h5", ".pkl.gz") for f in h5]
|
||||
clf = KNeighborsClassifier(n_neighbors=1)
|
||||
comp = MemorizingLazyComponent(clf=clf, extractor=default_extractor)
|
||||
solver = LearningSolver(components=[comp])
|
||||
solver.fit(data_filenames)
|
||||
stats = solver.optimize(data_filenames[0], build_model) # type: ignore
|
||||
assert stats["Lazy Constraints: AOT"] > 0
|
||||
|
||||
@@ -47,8 +47,13 @@ def multiknapsack_h5(request: Any) -> List[str]:
|
||||
|
||||
|
||||
@pytest.fixture()
|
||||
def tsp_h5(request: Any) -> List[str]:
|
||||
return _h5_fixture("tsp*.h5", request)
|
||||
def tsp_gp_h5(request: Any) -> List[str]:
|
||||
return _h5_fixture("tsp-gp*.h5", request)
|
||||
|
||||
|
||||
@pytest.fixture()
|
||||
def tsp_pyo_h5(request: Any) -> List[str]:
|
||||
return _h5_fixture("tsp-pyo*.h5", request)
|
||||
|
||||
|
||||
@pytest.fixture()
|
||||
|
||||
30
tests/fixtures/gen_tsp.py
vendored
30
tests/fixtures/gen_tsp.py
vendored
@@ -5,7 +5,11 @@ from scipy.stats import uniform, randint
|
||||
|
||||
from miplearn.collectors.basic import BasicCollector
|
||||
from miplearn.io import write_pkl_gz
|
||||
from miplearn.problems.tsp import TravelingSalesmanGenerator, build_tsp_model
|
||||
from miplearn.problems.tsp import (
|
||||
TravelingSalesmanGenerator,
|
||||
build_tsp_model_gurobipy,
|
||||
build_tsp_model_pyomo,
|
||||
)
|
||||
|
||||
np.random.seed(42)
|
||||
gen = TravelingSalesmanGenerator(
|
||||
@@ -16,7 +20,27 @@ gen = TravelingSalesmanGenerator(
|
||||
fix_cities=True,
|
||||
round=True,
|
||||
)
|
||||
|
||||
data = gen.generate(3)
|
||||
data_filenames = write_pkl_gz(data, dirname(__file__), prefix="tsp-n20-")
|
||||
|
||||
params = {"seed": 42, "threads": 1}
|
||||
|
||||
# Gurobipy
|
||||
data_filenames = write_pkl_gz(data, dirname(__file__), prefix="tsp-gp-n20-")
|
||||
collector = BasicCollector()
|
||||
collector.collect(data_filenames, build_tsp_model)
|
||||
collector.collect(
|
||||
data_filenames,
|
||||
lambda d: build_tsp_model_gurobipy(d, params=params),
|
||||
progress=True,
|
||||
verbose=True,
|
||||
)
|
||||
|
||||
# Pyomo
|
||||
data_filenames = write_pkl_gz(data, dirname(__file__), prefix="tsp-pyo-n20-")
|
||||
collector = BasicCollector()
|
||||
collector.collect(
|
||||
data_filenames,
|
||||
lambda d: build_tsp_model_pyomo(d, params=params),
|
||||
progress=True,
|
||||
verbose=True,
|
||||
)
|
||||
|
||||
BIN
tests/fixtures/tsp-gp-n20-00000.h5
vendored
Normal file
BIN
tests/fixtures/tsp-gp-n20-00000.h5
vendored
Normal file
Binary file not shown.
BIN
tests/fixtures/tsp-gp-n20-00000.mps.gz
vendored
Normal file
BIN
tests/fixtures/tsp-gp-n20-00000.mps.gz
vendored
Normal file
Binary file not shown.
Binary file not shown.
BIN
tests/fixtures/tsp-gp-n20-00001.h5
vendored
Normal file
BIN
tests/fixtures/tsp-gp-n20-00001.h5
vendored
Normal file
Binary file not shown.
BIN
tests/fixtures/tsp-gp-n20-00001.mps.gz
vendored
Normal file
BIN
tests/fixtures/tsp-gp-n20-00001.mps.gz
vendored
Normal file
Binary file not shown.
Binary file not shown.
BIN
tests/fixtures/tsp-gp-n20-00002.h5
vendored
Normal file
BIN
tests/fixtures/tsp-gp-n20-00002.h5
vendored
Normal file
Binary file not shown.
BIN
tests/fixtures/tsp-gp-n20-00002.mps.gz
vendored
Normal file
BIN
tests/fixtures/tsp-gp-n20-00002.mps.gz
vendored
Normal file
Binary file not shown.
BIN
tests/fixtures/tsp-gp-n20-00002.pkl.gz
vendored
Normal file
BIN
tests/fixtures/tsp-gp-n20-00002.pkl.gz
vendored
Normal file
Binary file not shown.
BIN
tests/fixtures/tsp-n20-00000.h5
vendored
BIN
tests/fixtures/tsp-n20-00000.h5
vendored
Binary file not shown.
BIN
tests/fixtures/tsp-n20-00001.h5
vendored
BIN
tests/fixtures/tsp-n20-00001.h5
vendored
Binary file not shown.
BIN
tests/fixtures/tsp-n20-00001.mps.gz
vendored
BIN
tests/fixtures/tsp-n20-00001.mps.gz
vendored
Binary file not shown.
BIN
tests/fixtures/tsp-n20-00002.h5
vendored
BIN
tests/fixtures/tsp-n20-00002.h5
vendored
Binary file not shown.
BIN
tests/fixtures/tsp-n20-00002.mps.gz
vendored
BIN
tests/fixtures/tsp-n20-00002.mps.gz
vendored
Binary file not shown.
BIN
tests/fixtures/tsp-n20-00002.pkl.gz
vendored
BIN
tests/fixtures/tsp-n20-00002.pkl.gz
vendored
Binary file not shown.
BIN
tests/fixtures/tsp-pyo-n20-00000.h5
vendored
Normal file
BIN
tests/fixtures/tsp-pyo-n20-00000.h5
vendored
Normal file
Binary file not shown.
BIN
tests/fixtures/tsp-pyo-n20-00000.mps.gz
vendored
Normal file
BIN
tests/fixtures/tsp-pyo-n20-00000.mps.gz
vendored
Normal file
Binary file not shown.
BIN
tests/fixtures/tsp-pyo-n20-00000.pkl.gz
vendored
Normal file
BIN
tests/fixtures/tsp-pyo-n20-00000.pkl.gz
vendored
Normal file
Binary file not shown.
BIN
tests/fixtures/tsp-pyo-n20-00001.h5
vendored
Normal file
BIN
tests/fixtures/tsp-pyo-n20-00001.h5
vendored
Normal file
Binary file not shown.
BIN
tests/fixtures/tsp-pyo-n20-00001.mps.gz
vendored
Normal file
BIN
tests/fixtures/tsp-pyo-n20-00001.mps.gz
vendored
Normal file
Binary file not shown.
BIN
tests/fixtures/tsp-pyo-n20-00001.pkl.gz
vendored
Normal file
BIN
tests/fixtures/tsp-pyo-n20-00001.pkl.gz
vendored
Normal file
Binary file not shown.
BIN
tests/fixtures/tsp-pyo-n20-00002.h5
vendored
Normal file
BIN
tests/fixtures/tsp-pyo-n20-00002.h5
vendored
Normal file
Binary file not shown.
BIN
tests/fixtures/tsp-pyo-n20-00002.mps.gz
vendored
Normal file
BIN
tests/fixtures/tsp-pyo-n20-00002.mps.gz
vendored
Normal file
Binary file not shown.
BIN
tests/fixtures/tsp-pyo-n20-00002.pkl.gz
vendored
Normal file
BIN
tests/fixtures/tsp-pyo-n20-00002.pkl.gz
vendored
Normal file
Binary file not shown.
@@ -6,7 +6,7 @@ import numpy as np
|
||||
from miplearn.problems.tsp import (
|
||||
TravelingSalesmanData,
|
||||
TravelingSalesmanGenerator,
|
||||
build_tsp_model,
|
||||
build_tsp_model_gurobipy,
|
||||
)
|
||||
from scipy.spatial.distance import pdist, squareform
|
||||
from scipy.stats import randint, uniform
|
||||
@@ -51,7 +51,7 @@ def test_tsp() -> None:
|
||||
)
|
||||
),
|
||||
)
|
||||
model = build_tsp_model(data)
|
||||
model = build_tsp_model_gurobipy(data)
|
||||
model.optimize()
|
||||
assert model.inner.getAttr("x", model.inner.getVars()) == [
|
||||
1.0,
|
||||
|
||||
Reference in New Issue
Block a user