Improve Julia interface

src/julia/Manifest.toml

@@ -17,9 +17,9 @@ version = "0.5.8"
 
 [[Bzip2_jll]]
 deps = ["Libdl", "Pkg"]
-git-tree-sha1 = "3663bfffede2ef41358b6fc2e1d8a6d50b3c3904"
+git-tree-sha1 = "03a44490020826950c68005cafb336e5ba08b7e8"
 uuid = "6e34b625-4abd-537c-b88f-471c36dfa7a0"
-version = "1.0.6+2"
+version = "1.0.6+4"
 
 [[CEnum]]
 git-tree-sha1 = "215a9aa4a1f23fbd05b92769fdd62559488d70e9"
@@ -145,6 +145,12 @@ git-tree-sha1 = "b34d7cef7b337321e97d22242c3c2b91f476748e"
 uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
 version = "0.21.0"
 
+[[JSON2]]
+deps = ["Dates", "Parsers", "Test"]
+git-tree-sha1 = "66397cc6c08922f98a28ab05a8d3002f9853b129"
+uuid = "2535ab7d-5cd8-5a07-80ac-9b1792aadce3"
+version = "0.3.2"
+
 [[JSONSchema]]
 deps = ["BinaryProvider", "HTTP", "JSON"]
 git-tree-sha1 = "b0a7f9328967df5213691d318a03cf70ea8c76b1"
@@ -350,6 +356,6 @@ version = "1.2.0"
 
 [[Zlib_jll]]
 deps = ["Libdl", "Pkg"]
-git-tree-sha1 = "622d8b6dc0c7e8029f17127703de9819134d1b71"
+git-tree-sha1 = "fdd89e5ab270ea0f2a0174bd9093e557d06d4bfa"
 uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
-version = "1.2.11+14"
+version = "1.2.11+16"

src/julia/Project.toml

@@ -7,6 +7,7 @@ version = "0.1.0"
 CPLEX = "a076750e-1247-5638-91d2-ce28b192dca0"
 CPLEXW = "cfecb002-79c2-11e9-35be-cb59aa640f85"
 Gurobi = "2e9cd046-0924-5485-92f1-d5272153d98b"
+JSON2 = "2535ab7d-5cd8-5a07-80ac-9b1792aadce3"
 JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
 Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"

src/julia/src/MIPLearn.jl

@@ -8,14 +8,34 @@ module MIPLearn
 using PyCall
 miplearn = pyimport("miplearn")
 Instance = miplearn.Instance
-LearningSolver = miplearn.LearningSolver
-InternalSolver = miplearn.solvers.internal.InternalSolver
 BenchmarkRunner = miplearn.BenchmarkRunner
 
-include("jump_solver.jl")
-include("knapsack.jl")
-include("log.jl")
+macro pycall(expr)
+    quote
+        err_msg = nothing
+        result = nothing
+        try
+            result = $(esc(expr))
+        catch err
+            args = err.val.args[1]
+            if (err isa PyCall.PyError) && (args isa String) && startswith(args, "Julia")
+                err_msg = replace(args, r"Stacktrace.*" => "")
+            else
+                rethrow(err)
+            end
+        end
+        if err_msg != nothing
+            error(err_msg)
+        end
+        result
+    end
+end
 
-export Instance, LearningSolver, InternalSolver, JuMPSolver, BenchmarkRunner
+include("log.jl")
+include("jump_solver.jl")
+include("learning_solver.jl")
+include("instance.jl")
+
+export Instance, BenchmarkRunner
 
 end # module

src/julia/src/instance.jl

@@ -0,0 +1,61 @@
+#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
+#  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+#  Released under the modified BSD license. See COPYING.md for more details.
+
+using JSON2
+import Base: dump
+
+get_instance_features(instance) = [0.]
+get_variable_features(instance, var, index) = [0.]
+find_violated_lazy_constraints(instance, model) = []
+build_lazy_constraint(instance, model, v) = nothing
+
+dump(instance::PyCall.PyObject, filename) = @pycall instance.dump(filename)
+load!(instance::PyCall.PyObject, filename) = @pycall instance.load(filename)
+
+macro Instance(klass)
+    quote
+        @pydef mutable struct Wrapper <: Instance
+            function __init__(self, args...; kwargs...)
+                self.data = $(esc(klass))(args...; kwargs...)
+            end
+                
+            function dump(self, filename)
+                prev_data = self.data
+                self.data = JSON2.write(prev_data)
+                Instance.dump(self, filename)
+                self.data = prev_data
+            end
+            
+            function load(self, filename)
+                Instance.load(self, filename)
+                self.data = JSON2.read(self.data, $(esc(klass)))
+            end
+                
+            to_model(self) =
+                $(esc(:to_model))(self.data)
+                
+            get_instance_features(self) =
+                get_instance_features(self.data)
+                
+            get_variable_features(self, var, index) =
+                get_variable_features(self.data, var, index)
+
+            function find_violated_lazy_constraints(self, model)
+                find_violated_lazy_constraints(self.data, model)
+            end
+            
+            function build_lazy_constraint(self, model, v)
+                build_lazy_constraint(self.data, model, v)
+            end
+        end
+    end
+end
+
+export get_instance_features,
+       get_variable_features,
+       find_violated_lazy_constraints,
+       build_lazy_constraint,
+       dump,
+       load!,
+       @Instance

src/julia/src/jump_solver.jl

@@ -17,6 +17,7 @@ mutable struct JuMPSolverData
     model
     bin_vars
     solution::Union{Nothing,Dict{String,Dict{String,Float64}}}
+    time_limit::Union{Nothing, Float64}
 end
 
 
@@ -61,6 +62,9 @@ end
 
 function solve(data::JuMPSolverData; tee::Bool=false)
     instance, model = data.instance, data.model
+    if data.time_limit != nothing
+        JuMP.set_time_limit_sec(model, data.time_limit)
+    end
     wallclock_time = 0
     found_lazy = []
     log = ""
@@ -174,10 +178,9 @@ function set_warm_start!(data::JuMPSolverData, solution)
         end
     end
     @info "Setting warm start values for $count variables"
-end    
+end 
 
-
-@pydef mutable struct JuMPSolver <: InternalSolver
+@pydef mutable struct JuMPSolver <: miplearn.solvers.internal.InternalSolver
     function __init__(self; optimizer)
         self.data = JuMPSolverData(nothing,  # basename_idx_to_var
                                    nothing,  # var_to_basename_idx
@@ -186,6 +189,7 @@ end
                                    nothing,  # model
                                    nothing,  # bin_vars
                                    nothing,  # solution
+                                   nothing,  # time limit
                                   ) 
     end
 
@@ -208,7 +212,7 @@ end
         self.data.solution
     
     set_time_limit(self, time_limit) =
-        JuMP.set_time_limit_sec(self.data.model, time_limit)
+        self.data.time_limit = time_limit
 
     set_gap_tolerance(self, gap_tolerance) =
         @warn "JuMPSolver: set_gap_tolerance not implemented"
@@ -228,3 +232,5 @@ end
         error("JuMPSolver.clear_warm_start should never be called")
 
 end
+
+export JuMPSolver, solve!, fit!, add!

src/julia/src/knapsack.jl

@@ -1,32 +0,0 @@
-#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
-#  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
-#  Released under the modified BSD license. See COPYING.md for more details.
-
-using PyCall
-
-@pydef mutable struct KnapsackInstance <: Instance
-    function __init__(self, weights, prices, capacity)
-        self.weights = weights
-        self.prices = prices
-        self.capacity = capacity
-    end
-
-    function to_model(self)
-        model = Model()
-        n = length(self.weights)
-        @variable(model, x[1:n], Bin)
-        @objective(model, Max, sum(x[i] * self.prices[i] for i in 1:n))
-        @constraint(model, sum(x[i] * self.weights[i] for i in 1:n) <= self.capacity)
-        return model
-    end
-
-    function get_instance_features(self)
-        return [0.]
-    end
-
-    function get_variable_features(self, var, index)
-        return [0.]
-    end
-end
-
-export KnapsackInstance

src/julia/src/learning_solver.jl

@@ -0,0 +1,28 @@
+#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
+#  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+#  Released under the modified BSD license. See COPYING.md for more details.
+
+struct LearningSolver
+    py::PyCall.PyObject
+end
+
+function LearningSolver(;
+                        optimizer,
+                        kwargs...,
+                       )::LearningSolver
+    py = @pycall miplearn.LearningSolver(;
+                                         kwargs...,
+                                         solver=JuMPSolver(optimizer=optimizer))
+    return LearningSolver(py)
+end
+
+solve!(solver::LearningSolver, instance; kwargs...) =
+    @pycall solver.py.solve(instance; kwargs...)
+
+fit!(solver::LearningSolver, instances; kwargs...) =
+    @pycall solver.py.fit(instances; kwargs...)
+
+add!(solver::LearningSolver, component; kwargs...) =
+    @pycall solver.py.add(component; kwargs...)
+
+export LearningSolver

src/julia/test/knapsack.jl

@@ -0,0 +1,34 @@
+#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
+#  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
+#  Released under the modified BSD license. See COPYING.md for more details.
+
+import MIPLearn: get_instance_features,
+                 get_variable_features
+                 find_violated_lazy_constraints
+using JuMP
+
+struct KnapsackData
+    weights
+    prices
+    capacity
+end
+
+function to_model(data::KnapsackData)
+    model = Model()
+    n = length(data.weights)
+    @variable(model, x[1:n], Bin)
+    @objective(model, Max, sum(x[i] * data.prices[i] for i in 1:n))
+    @constraint(model, sum(x[i] * data.weights[i] for i in 1:n) <= data.capacity)
+    return model
+end
+
+function get_instance_features(data::KnapsackData)
+    return [0.]
+end
+
+
+function get_variable_features(data::KnapsackData, var, index)
+    return [0.]
+end
+
+KnapsackInstance = @Instance(KnapsackData)

src/julia/test/learning_solver_test.jl

@@ -7,15 +7,32 @@ using MIPLearn
 using CPLEX
 using Gurobi
 
+
+@testset "Instance" begin
+    weights = [23., 26., 20., 18.]
+    prices = [505., 352., 458., 220.]
+    capacity = 67.0
+    
+    instance = KnapsackInstance(weights, prices, capacity)
+    dump(instance, "tmp/instance.json.gz")
+    
+    instance = KnapsackInstance([0.0], [0.0], 0.0)
+    load!(instance, "tmp/instance.json.gz")
+    @test instance.data.weights == weights
+    @test instance.data.prices == prices
+    @test instance.data.capacity == capacity
+end
+
+
 @testset "LearningSolver" begin
     for optimizer in [CPLEX.Optimizer, Gurobi.Optimizer]
         instance = KnapsackInstance([23., 26., 20., 18.],
                                     [505., 352., 458., 220.],
                                     67.0)
-        model = instance.to_model()
-        solver = LearningSolver(solver=JuMPSolver(optimizer=optimizer),
-                                mode="heuristic")
-        stats = solver.solve(instance, model)
+        solver = LearningSolver(optimizer=optimizer,
+                                mode="heuristic",
+                                time_limit=90)
+        stats = solve!(solver, instance)
         @test instance.solution["x"]["1"] == 1.0
         @test instance.solution["x"]["2"] == 0.0
         @test instance.solution["x"]["3"] == 1.0
@@ -27,7 +44,7 @@ using Gurobi
         @test round(instance.lp_solution["x"]["3"], digits=3) == 1.000
         @test round(instance.lp_solution["x"]["4"], digits=3) == 0.000
         @test round(instance.lp_value, digits=3) == 1287.923
-        solver.fit([instance])
-        solver.solve(instance)
+        fit!(solver, [instance])
+        solve!(solver, instance)
     end
 end

src/julia/test/runtests.jl

@@ -8,6 +8,7 @@ using MIPLearn
 MIPLearn.setup_logger()
 
 @testset "MIPLearn" begin
+    include("knapsack.jl")
     include("jump_solver_test.jl")
     include("learning_solver_test.jl")
 end