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MIPLearn
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Alinson S. Xavier 6 years ago
parent 7d8279a3bb
commit 4ab957b686
28 changed files with 87 additions and 87 deletions
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.gitignore vendored
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TODO.md TODO.md
.idea
*.bin *.bin
*$py.class *$py.class
*.cover *.cover

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benchmark/Makefile
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov> # Written by Alinson S. Xavier <axavier@anl.gov>
CHALLENGES := \ CHALLENGES := \
stab/ChallengeA \ stab/ChallengeA \

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benchmark/benchmark.py
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#!/usr/bin/env python #!/usr/bin/env python
# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
"""Benchmark script """Benchmark script

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miplearn/__init__.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from .components.component import Component from .components.component import Component
from .components.warmstart import (WarmStartComponent, from .components.warmstart import (WarmStartComponent,

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miplearn/benchmark.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from .solvers import LearningSolver from .solvers import LearningSolver
from copy import deepcopy from copy import deepcopy

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miplearn/components/__init__.py
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# 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.

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miplearn/components/branching.jl
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
import Base.Threads.@threads import Base.Threads.@threads
using TinyBnB, CPLEXW, Printf using TinyBnB, CPLEXW, Printf

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miplearn/components/branching.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from .component import Component from .component import Component
from ..extractors import Extractor from ..extractors import Extractor

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miplearn/components/component.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from abc import ABC, abstractmethod from abc import ABC, abstractmethod

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miplearn/components/tests/__init__.py
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# 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.

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miplearn/components/tests/test_branching.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from miplearn import BranchPriorityComponent, LearningSolver from miplearn import BranchPriorityComponent, LearningSolver
from miplearn.problems.knapsack import KnapsackInstance from miplearn.problems.knapsack import KnapsackInstance

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miplearn/components/tests/test_warmstart.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from miplearn import WarmStartComponent, LearningSolver from miplearn import WarmStartComponent, LearningSolver
from miplearn.problems.knapsack import KnapsackInstance from miplearn.problems.knapsack import KnapsackInstance

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miplearn/components/tests/test_warmstart_knn.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from miplearn import KnnWarmStartPredictor from miplearn import KnnWarmStartPredictor
from sklearn.metrics import accuracy_score, precision_score from sklearn.metrics import accuracy_score, precision_score

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miplearn/components/tests/test_warmstart_logistic.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from miplearn import LogisticWarmStartPredictor from miplearn import LogisticWarmStartPredictor
from sklearn.metrics import accuracy_score, precision_score from sklearn.metrics import accuracy_score, precision_score

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miplearn/components/warmstart.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from .component import Component from .component import Component
from ..extractors import * from ..extractors import *

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miplearn/extractors.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
import numpy as np import numpy as np
from abc import ABC, abstractmethod from abc import ABC, abstractmethod

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miplearn/instance.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from abc import ABC, abstractmethod from abc import ABC, abstractmethod

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miplearn/problems/__init__.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2019-2020 Argonne National Laboratory. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Written by Alinson S. Xavier <axavier@anl.gov> # Released under the modified BSD license. See COPYING.md for more details.

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miplearn/problems/knapsack.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2019-2020 Argonne National Laboratory. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Written by Alinson S. Xavier <axavier@anl.gov> # Released under the modified BSD license. See COPYING.md for more details.
import miplearn import miplearn
from miplearn import Instance from miplearn import Instance

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miplearn/problems/stab.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2019-2020 Argonne National Laboratory. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Written by Alinson S. Xavier <axavier@anl.gov> # Released under the modified BSD license. See COPYING.md for more details.
import numpy as np import numpy as np
import pyomo.environ as pe import pyomo.environ as pe

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miplearn/problems/tests/__init__.py
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# 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.

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miplearn/problems/tests/test_knapsack.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2019-2020 Argonne National Laboratory. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Written by Alinson S. Xavier <axavier@anl.gov> # Released under the modified BSD license. See COPYING.md for more details.
from miplearn import LearningSolver from miplearn import LearningSolver
from miplearn.problems.knapsack import MultiKnapsackGenerator, MultiKnapsackInstance from miplearn.problems.knapsack import MultiKnapsackGenerator, MultiKnapsackInstance

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miplearn/problems/tests/test_stab.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2019-2020 Argonne National Laboratory. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Written by Alinson S. Xavier <axavier@anl.gov> # Released under the modified BSD license. See COPYING.md for more details.
from miplearn import LearningSolver from miplearn import LearningSolver
from miplearn.problems.stab import MaxWeightStableSetInstance from miplearn.problems.stab import MaxWeightStableSetInstance

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miplearn/solvers.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from . import WarmStartComponent, BranchPriorityComponent from . import WarmStartComponent, BranchPriorityComponent
import pyomo.environ as pe import pyomo.environ as pe

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miplearn/tests/__init__.py
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# 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.

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miplearn/tests/test_benchmark.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from miplearn import LearningSolver, BenchmarkRunner, KnnWarmStartPredictor from miplearn import LearningSolver, BenchmarkRunner, KnnWarmStartPredictor
from miplearn.problems.stab import MaxWeightStableSetGenerator from miplearn.problems.stab import MaxWeightStableSetGenerator

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miplearn/tests/test_extractors.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from miplearn.problems.knapsack import KnapsackInstance from miplearn.problems.knapsack import KnapsackInstance
from miplearn.extractors import (UserFeaturesExtractor, from miplearn.extractors import (UserFeaturesExtractor,

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miplearn/tests/test_solver.py
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# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright © 2020, UChicago Argonne, LLC. All rights reserved. # Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details. # Released under the modified BSD license. See COPYING.md for more details.
# Written by Alinson S. Xavier <axavier@anl.gov>
from miplearn import LearningSolver, BranchPriorityComponent, WarmStartComponent from miplearn import LearningSolver, BranchPriorityComponent, WarmStartComponent
from miplearn.problems.knapsack import KnapsackInstance from miplearn.problems.knapsack import KnapsackInstance

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