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@ -14,12 +14,14 @@ from miplearn.types import TrainingSample
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class Instance(ABC):
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"""
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Abstract class holding all the data necessary to generate a concrete model of the problem.
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In the knapsack problem, for example, this class could hold the number of items, their weights
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and costs, as well as the size of the knapsack. Objects implementing this class are able to
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convert themselves into a concrete optimization model, which can be optimized by a solver, or
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into arrays of features, which can be provided as inputs to machine learning models.
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Abstract class holding all the data necessary to generate a concrete model of the
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problem.
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In the knapsack problem, for example, this class could hold the number of items,
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their weights and costs, as well as the size of the knapsack. Objects
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implementing this class are able to convert themselves into a concrete
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optimization model, which can be optimized by a solver, or into arrays of
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features, which can be provided as inputs to machine learning models.
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"""
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def __init__(self):
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@ -34,21 +36,23 @@ class Instance(ABC):
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def get_instance_features(self):
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"""
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Returns a 1-dimensional Numpy array of (numerical) features describing the entire instance.
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Returns a 1-dimensional Numpy array of (numerical) features describing the
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entire instance.
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The array is used by LearningSolver to determine how similar two instances are. It may also
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be used to predict, in combination with variable-specific features, the values of binary
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decision variables in the problem.
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The array is used by LearningSolver to determine how similar two instances
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are. It may also be used to predict, in combination with variable-specific
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features, the values of binary decision variables in the problem.
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There is not necessarily a one-to-one correspondence between models and instance features:
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the features may encode only part of the data necessary to generate the complete model.
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Features may also be statistics computed from the original data. For example, in the
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knapsack problem, an implementation may decide to provide as instance features only
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the average weights, average prices, number of items and the size of the knapsack.
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There is not necessarily a one-to-one correspondence between models and
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instance features: the features may encode only part of the data necessary to
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generate the complete model. Features may also be statistics computed from
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the original data. For example, in the knapsack problem, an implementation
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may decide to provide as instance features only the average weights, average
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prices, number of items and the size of the knapsack.
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The returned array MUST have the same length for all relevant instances of the problem. If
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two instances map into arrays of different lengths, they cannot be solved by the same
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LearningSolver object.
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The returned array MUST have the same length for all relevant instances of
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the problem. If two instances map into arrays of different lengths,
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they cannot be solved by the same LearningSolver object.
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By default, returns [0].
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"""
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@ -56,20 +60,22 @@ class Instance(ABC):
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def get_variable_features(self, var, index):
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"""
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Returns a 1-dimensional array of (numerical) features describing a particular decision
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variable.
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Returns a 1-dimensional array of (numerical) features describing a particular
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decision variable.
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The argument `var` is a pyomo.core.Var object, which represents a collection of decision
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variables. The argument `index` specifies which variable in the collection is the relevant
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one.
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The argument `var` is a pyomo.core.Var object, which represents a collection
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of decision variables. The argument `index` specifies which variable in the
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collection is the relevant one.
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In combination with instance features, variable features are used by LearningSolver to
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predict, among other things, the optimal value of each decision variable before the
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optimization takes place. In the knapsack problem, for example, an implementation could
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provide as variable features the weight and the price of a specific item.
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In combination with instance features, variable features are used by
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LearningSolver to predict, among other things, the optimal value of each
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decision variable before the optimization takes place. In the knapsack
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problem, for example, an implementation could provide as variable features
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the weight and the price of a specific item.
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Like instance features, the arrays returned by this method MUST have the same length for
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all variables within the same category, for all relevant instances of the problem.
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Like instance features, the arrays returned by this method MUST have the same
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length for all variables within the same category, for all relevant instances
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of the problem.
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By default, returns [0].
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"""
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@ -77,12 +83,12 @@ class Instance(ABC):
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def get_variable_category(self, var, index):
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"""
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Returns the category (a string, an integer or any hashable type) for each decision
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variable.
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Returns the category (a string, an integer or any hashable type) for each
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decision variable.
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If two variables have the same category, LearningSolver will use the same internal ML
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model to predict the values of both variables. If the returned category is None, ML
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models will ignore the variable.
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If two variables have the same category, LearningSolver will use the same
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internal ML model to predict the values of both variables. If the returned
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category is None, ML models will ignore the variable.
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By default, returns "default".
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"""
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@ -107,16 +113,16 @@ class Instance(ABC):
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"""
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Returns lazy constraint violations found for the current solution.
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After solving a model, LearningSolver will ask the instance to identify which lazy
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constraints are violated by the current solution. For each identified violation,
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LearningSolver will then call the build_lazy_constraint, add the generated Pyomo
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constraint to the model, then resolve the problem. The process repeats until no further
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lazy constraint violations are found.
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After solving a model, LearningSolver will ask the instance to identify which
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lazy constraints are violated by the current solution. For each identified
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violation, LearningSolver will then call the build_lazy_constraint, add the
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generated Pyomo constraint to the model, then resolve the problem. The
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process repeats until no further lazy constraint violations are found.
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Each "violation" is simply a string, a tuple or any other hashable type which allows the
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instance to identify unambiguously which lazy constraint should be generated. In the
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Traveling Salesman Problem, for example, a subtour violation could be a frozen set
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containing the cities in the subtour.
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Each "violation" is simply a string, a tuple or any other hashable type which
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allows the instance to identify unambiguously which lazy constraint should be
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generated. In the Traveling Salesman Problem, for example, a subtour
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violation could be a frozen set containing the cities in the subtour.
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For a concrete example, see TravelingSalesmanInstance.
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"""
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@ -126,15 +132,17 @@ class Instance(ABC):
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"""
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Returns a Pyomo constraint which fixes a given violation.
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This method is typically called immediately after find_violated_lazy_constraints. The violation object
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provided to this method is exactly the same object returned earlier by find_violated_lazy_constraints.
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After some training, LearningSolver may decide to proactively build some lazy constraints
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at the beginning of the optimization process, before a solution is even available. In this
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case, build_lazy_constraints will be called without a corresponding call to
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This method is typically called immediately after
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find_violated_lazy_constraints. The violation object provided to this method
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is exactly the same object returned earlier by
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find_violated_lazy_constraints. After some training, LearningSolver may
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decide to proactively build some lazy constraints at the beginning of the
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optimization process, before a solution is even available. In this case,
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build_lazy_constraints will be called without a corresponding call to
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find_violated_lazy_constraints.
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The implementation should not directly add the constraint to the model. The constraint
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will be added by LearningSolver after the method returns.
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The implementation should not directly add the constraint to the model. The
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constraint will be added by LearningSolver after the method returns.
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For a concrete example, see TravelingSalesmanInstance.
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"""
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