mirror of
https://github.com/ANL-CEEESA/MIPLearn.git
synced 2025-12-06 01:18:52 -06:00
Rename Variables and Constraints; move to internal.py
This commit is contained in:
@@ -12,7 +12,8 @@ from miplearn.classifiers import Classifier
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from miplearn.classifiers.counting import CountingClassifier
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from miplearn.classifiers.threshold import MinProbabilityThreshold, Threshold
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from miplearn.components.component import Component
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from miplearn.features import Sample, ConstraintFeatures
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from miplearn.features import Sample
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from miplearn.solvers.internal import Constraints
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from miplearn.instance.base import Instance
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from miplearn.types import LearningSolveStats
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@@ -45,7 +46,7 @@ class StaticLazyConstraintsComponent(Component):
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self.threshold_prototype: Threshold = threshold
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self.classifiers: Dict[Hashable, Classifier] = {}
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self.thresholds: Dict[Hashable, Threshold] = {}
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self.pool: ConstraintFeatures = ConstraintFeatures()
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self.pool: Constraints = Constraints()
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self.violation_tolerance: float = violation_tolerance
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self.enforced_cids: Set[Hashable] = set()
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self.n_restored: int = 0
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@@ -82,7 +83,7 @@ class StaticLazyConstraintsComponent(Component):
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logger.info("Instance does not have static lazy constraints. Skipping.")
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self.enforced_cids = set(self.sample_predict(sample))
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logger.info("Moving lazy constraints to the pool...")
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constraints = ConstraintFeatures.from_sample(sample)
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constraints = Constraints.from_sample(sample)
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assert constraints.lazy is not None
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assert constraints.names is not None
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selected = [
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@@ -4,9 +4,8 @@
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import collections
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import numbers
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from dataclasses import dataclass
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from math import log, isfinite
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from typing import TYPE_CHECKING, Dict, Optional, List, Hashable, Tuple, Any
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from typing import TYPE_CHECKING, Dict, Optional, List, Hashable, Any
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import numpy as np
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@@ -15,76 +14,6 @@ if TYPE_CHECKING:
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from miplearn.instance.base import Instance
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@dataclass
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class VariableFeatures:
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names: Optional[List[str]] = None
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basis_status: Optional[List[str]] = None
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lower_bounds: Optional[List[float]] = None
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obj_coeffs: Optional[List[float]] = None
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reduced_costs: Optional[List[float]] = None
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sa_lb_down: Optional[List[float]] = None
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sa_lb_up: Optional[List[float]] = None
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sa_obj_down: Optional[List[float]] = None
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sa_obj_up: Optional[List[float]] = None
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sa_ub_down: Optional[List[float]] = None
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sa_ub_up: Optional[List[float]] = None
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types: Optional[List[str]] = None
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upper_bounds: Optional[List[float]] = None
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values: Optional[List[float]] = None
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@dataclass
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class ConstraintFeatures:
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basis_status: Optional[List[str]] = None
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dual_values: Optional[List[float]] = None
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lazy: Optional[List[bool]] = None
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lhs: Optional[List[List[Tuple[str, float]]]] = None
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names: Optional[List[str]] = None
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rhs: Optional[List[float]] = None
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sa_rhs_down: Optional[List[float]] = None
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sa_rhs_up: Optional[List[float]] = None
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senses: Optional[List[str]] = None
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slacks: Optional[List[float]] = None
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@staticmethod
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def from_sample(sample: "Sample") -> "ConstraintFeatures":
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return ConstraintFeatures(
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basis_status=sample.get("lp_constr_basis_status"),
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dual_values=sample.get("lp_constr_dual_values"),
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lazy=sample.get("constr_lazy"),
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lhs=sample.get("constr_lhs"),
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names=sample.get("constr_names"),
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rhs=sample.get("constr_rhs"),
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sa_rhs_down=sample.get("lp_constr_sa_rhs_down"),
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sa_rhs_up=sample.get("lp_constr_sa_rhs_up"),
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senses=sample.get("constr_senses"),
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slacks=sample.get("lp_constr_slacks"),
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)
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def __getitem__(self, selected: List[bool]) -> "ConstraintFeatures":
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return ConstraintFeatures(
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basis_status=self._filter(self.basis_status, selected),
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dual_values=self._filter(self.dual_values, selected),
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names=self._filter(self.names, selected),
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lazy=self._filter(self.lazy, selected),
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lhs=self._filter(self.lhs, selected),
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rhs=self._filter(self.rhs, selected),
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sa_rhs_down=self._filter(self.sa_rhs_down, selected),
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sa_rhs_up=self._filter(self.sa_rhs_up, selected),
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senses=self._filter(self.senses, selected),
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slacks=self._filter(self.slacks, selected),
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)
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def _filter(
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self,
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obj: Optional[List],
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selected: List[bool],
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) -> Optional[List]:
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if obj is None:
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return None
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return [obj[i] for (i, selected_i) in enumerate(selected) if selected_i]
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class Sample:
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def __init__(
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self,
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@@ -10,7 +10,6 @@ from typing import List, Any, Dict, Optional, Hashable, Tuple, TYPE_CHECKING
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from overrides import overrides
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from miplearn.features import VariableFeatures, ConstraintFeatures
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from miplearn.instance.base import Instance
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from miplearn.solvers import _RedirectOutput
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from miplearn.solvers.internal import (
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@@ -19,6 +18,8 @@ from miplearn.solvers.internal import (
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IterationCallback,
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LazyCallback,
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MIPSolveStats,
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Variables,
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Constraints,
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)
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from miplearn.solvers.pyomo.base import PyomoTestInstanceKnapsack
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from miplearn.types import (
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@@ -91,7 +92,7 @@ class GurobiSolver(InternalSolver):
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]
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@overrides
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def add_constraints(self, cf: ConstraintFeatures) -> None:
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def add_constraints(self, cf: Constraints) -> None:
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assert cf.names is not None
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assert cf.senses is not None
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assert cf.lhs is not None
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@@ -120,7 +121,7 @@ class GurobiSolver(InternalSolver):
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@overrides
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def are_constraints_satisfied(
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self,
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cf: ConstraintFeatures,
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cf: Constraints,
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tol: float = 1e-5,
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) -> List[bool]:
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assert cf.names is not None
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@@ -196,7 +197,7 @@ class GurobiSolver(InternalSolver):
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with_static: bool = True,
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with_sa: bool = True,
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with_lhs: bool = True,
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) -> ConstraintFeatures:
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) -> Constraints:
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model = self.model
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assert model is not None
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assert model.numVars == len(self._gp_vars)
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@@ -241,7 +242,7 @@ class GurobiSolver(InternalSolver):
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if self._has_lp_solution or self._has_mip_solution:
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slacks = model.getAttr("slack", gp_constrs)
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return ConstraintFeatures(
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return Constraints(
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basis_status=basis_status,
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dual_values=dual_value,
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lhs=lhs,
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@@ -300,7 +301,7 @@ class GurobiSolver(InternalSolver):
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self,
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with_static: bool = True,
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with_sa: bool = True,
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) -> VariableFeatures:
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) -> Variables:
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model = self.model
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assert model is not None
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@@ -347,7 +348,7 @@ class GurobiSolver(InternalSolver):
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if model.solCount > 0:
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values = model.getAttr("x", self._gp_vars)
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return VariableFeatures(
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return Variables(
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names=self._var_names,
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upper_bounds=upper_bounds,
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lower_bounds=lower_bounds,
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@@ -5,9 +5,8 @@
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import logging
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from abc import ABC, abstractmethod
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from dataclasses import dataclass
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from typing import Any, List, Optional, List
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from typing import Any, Optional, List, Tuple, TYPE_CHECKING
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from miplearn.features import VariableFeatures, ConstraintFeatures
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from miplearn.instance.base import Instance
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from miplearn.types import (
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IterationCallback,
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@@ -18,6 +17,9 @@ from miplearn.types import (
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logger = logging.getLogger(__name__)
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if TYPE_CHECKING:
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from miplearn.features import Sample
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@dataclass
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class LPSolveStats:
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@@ -44,20 +46,90 @@ class MIPSolveStats:
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mip_warm_start_value: Optional[float] = None
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@dataclass
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class Variables:
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names: Optional[List[str]] = None
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basis_status: Optional[List[str]] = None
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lower_bounds: Optional[List[float]] = None
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obj_coeffs: Optional[List[float]] = None
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reduced_costs: Optional[List[float]] = None
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sa_lb_down: Optional[List[float]] = None
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sa_lb_up: Optional[List[float]] = None
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sa_obj_down: Optional[List[float]] = None
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sa_obj_up: Optional[List[float]] = None
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sa_ub_down: Optional[List[float]] = None
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sa_ub_up: Optional[List[float]] = None
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types: Optional[List[str]] = None
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upper_bounds: Optional[List[float]] = None
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values: Optional[List[float]] = None
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@dataclass
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class Constraints:
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basis_status: Optional[List[str]] = None
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dual_values: Optional[List[float]] = None
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lazy: Optional[List[bool]] = None
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lhs: Optional[List[List[Tuple[str, float]]]] = None
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names: Optional[List[str]] = None
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rhs: Optional[List[float]] = None
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sa_rhs_down: Optional[List[float]] = None
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sa_rhs_up: Optional[List[float]] = None
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senses: Optional[List[str]] = None
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slacks: Optional[List[float]] = None
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@staticmethod
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def from_sample(sample: "Sample") -> "Constraints":
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return Constraints(
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basis_status=sample.get("lp_constr_basis_status"),
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dual_values=sample.get("lp_constr_dual_values"),
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lazy=sample.get("constr_lazy"),
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lhs=sample.get("constr_lhs"),
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names=sample.get("constr_names"),
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rhs=sample.get("constr_rhs"),
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sa_rhs_down=sample.get("lp_constr_sa_rhs_down"),
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sa_rhs_up=sample.get("lp_constr_sa_rhs_up"),
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senses=sample.get("constr_senses"),
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slacks=sample.get("lp_constr_slacks"),
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)
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def __getitem__(self, selected: List[bool]) -> "Constraints":
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return Constraints(
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basis_status=self._filter(self.basis_status, selected),
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dual_values=self._filter(self.dual_values, selected),
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names=self._filter(self.names, selected),
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lazy=self._filter(self.lazy, selected),
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lhs=self._filter(self.lhs, selected),
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rhs=self._filter(self.rhs, selected),
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sa_rhs_down=self._filter(self.sa_rhs_down, selected),
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sa_rhs_up=self._filter(self.sa_rhs_up, selected),
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senses=self._filter(self.senses, selected),
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slacks=self._filter(self.slacks, selected),
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)
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def _filter(
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self,
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obj: Optional[List],
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selected: List[bool],
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) -> Optional[List]:
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if obj is None:
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return None
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return [obj[i] for (i, selected_i) in enumerate(selected) if selected_i]
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class InternalSolver(ABC):
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"""
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Abstract class representing the MIP solver used internally by LearningSolver.
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"""
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@abstractmethod
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def add_constraints(self, cf: ConstraintFeatures) -> None:
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def add_constraints(self, cf: Constraints) -> None:
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"""Adds the given constraints to the model."""
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pass
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@abstractmethod
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def are_constraints_satisfied(
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self,
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cf: ConstraintFeatures,
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cf: Constraints,
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tol: float = 1e-5,
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) -> List[bool]:
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"""
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@@ -133,7 +205,7 @@ class InternalSolver(ABC):
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with_static: bool = True,
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with_sa: bool = True,
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with_lhs: bool = True,
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) -> ConstraintFeatures:
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) -> Constraints:
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pass
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@abstractmethod
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@@ -149,7 +221,7 @@ class InternalSolver(ABC):
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self,
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with_static: bool = True,
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with_sa: bool = True,
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) -> VariableFeatures:
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) -> Variables:
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"""
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Returns a description of the decision variables in the problem.
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@@ -19,7 +19,6 @@ from pyomo.core.expr.numeric_expr import SumExpression, MonomialTermExpression
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from pyomo.opt import TerminationCondition
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from pyomo.opt.base.solvers import SolverFactory
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from miplearn.features import VariableFeatures, ConstraintFeatures
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from miplearn.instance.base import Instance
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from miplearn.solvers import _RedirectOutput, _none_if_empty
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from miplearn.solvers.internal import (
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@@ -28,6 +27,8 @@ from miplearn.solvers.internal import (
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IterationCallback,
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LazyCallback,
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MIPSolveStats,
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Variables,
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Constraints,
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)
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from miplearn.types import (
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SolverParams,
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@@ -79,7 +80,7 @@ class BasePyomoSolver(InternalSolver):
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self._has_mip_solution = False
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@overrides
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def add_constraints(self, cf: ConstraintFeatures) -> None:
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def add_constraints(self, cf: Constraints) -> None:
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assert cf.names is not None
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assert cf.senses is not None
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assert cf.lhs is not None
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@@ -111,7 +112,7 @@ class BasePyomoSolver(InternalSolver):
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@overrides
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def are_constraints_satisfied(
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self,
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cf: ConstraintFeatures,
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cf: Constraints,
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tol: float = 1e-5,
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) -> List[bool]:
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assert cf.names is not None
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@@ -159,7 +160,7 @@ class BasePyomoSolver(InternalSolver):
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with_static: bool = True,
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with_sa: bool = True,
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with_lhs: bool = True,
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) -> ConstraintFeatures:
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) -> Constraints:
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model = self.model
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assert model is not None
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@@ -233,7 +234,7 @@ class BasePyomoSolver(InternalSolver):
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names.append(constr.name)
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_parse_constraint(constr)
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return ConstraintFeatures(
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return Constraints(
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names=_none_if_empty(names),
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rhs=_none_if_empty(rhs),
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senses=_none_if_empty(senses),
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@@ -271,7 +272,7 @@ class BasePyomoSolver(InternalSolver):
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self,
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with_static: bool = True,
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with_sa: bool = True,
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) -> VariableFeatures:
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) -> Variables:
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assert self.model is not None
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names: List[str] = []
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@@ -326,7 +327,7 @@ class BasePyomoSolver(InternalSolver):
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if self._has_lp_solution or self._has_mip_solution:
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values.append(v.value)
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return VariableFeatures(
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return Variables(
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names=_none_if_empty(names),
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types=_none_if_empty(types),
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upper_bounds=_none_if_empty(upper_bounds),
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@@ -6,8 +6,7 @@ from typing import Any, List
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import numpy as np
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|
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from miplearn.features import VariableFeatures, ConstraintFeatures
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from miplearn.solvers.internal import InternalSolver
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from miplearn.solvers.internal import InternalSolver, Variables, Constraints
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inf = float("inf")
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@@ -40,7 +39,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
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# Fetch variables (after-load)
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assert_equals(
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solver.get_variables(),
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VariableFeatures(
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Variables(
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names=["x[0]", "x[1]", "x[2]", "x[3]", "z"],
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lower_bounds=[0.0, 0.0, 0.0, 0.0, 0.0],
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upper_bounds=[1.0, 1.0, 1.0, 1.0, 67.0],
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@@ -52,7 +51,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
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# Fetch constraints (after-load)
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assert_equals(
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solver.get_constraints(),
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ConstraintFeatures(
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Constraints(
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names=["eq_capacity"],
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rhs=[0.0],
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lhs=[
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@@ -83,7 +82,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
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solver.get_variables(with_static=False),
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_filter_attrs(
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solver.get_variable_attrs(),
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VariableFeatures(
|
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Variables(
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names=["x[0]", "x[1]", "x[2]", "x[3]", "z"],
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basis_status=["U", "B", "U", "L", "U"],
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reduced_costs=[193.615385, 0.0, 187.230769, -23.692308, 13.538462],
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@@ -103,7 +102,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
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solver.get_constraints(with_static=False),
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_filter_attrs(
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solver.get_constraint_attrs(),
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ConstraintFeatures(
|
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Constraints(
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basis_status=["N"],
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dual_values=[13.538462],
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names=["eq_capacity"],
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@@ -136,7 +135,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
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solver.get_variables(with_static=False),
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_filter_attrs(
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solver.get_variable_attrs(),
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VariableFeatures(
|
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Variables(
|
||||
names=["x[0]", "x[1]", "x[2]", "x[3]", "z"],
|
||||
values=[1.0, 0.0, 1.0, 1.0, 61.0],
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),
|
||||
@@ -148,7 +147,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
|
||||
solver.get_constraints(with_static=False),
|
||||
_filter_attrs(
|
||||
solver.get_constraint_attrs(),
|
||||
ConstraintFeatures(
|
||||
Constraints(
|
||||
names=["eq_capacity"],
|
||||
slacks=[0.0],
|
||||
),
|
||||
@@ -156,7 +155,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
|
||||
)
|
||||
|
||||
# Build new constraint and verify that it is violated
|
||||
cf = ConstraintFeatures(
|
||||
cf = Constraints(
|
||||
names=["cut"],
|
||||
lhs=[[("x[0]", 1.0)]],
|
||||
rhs=[0.0],
|
||||
@@ -170,7 +169,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
|
||||
solver.get_constraints(with_static=True),
|
||||
_filter_attrs(
|
||||
solver.get_constraint_attrs(),
|
||||
ConstraintFeatures(
|
||||
Constraints(
|
||||
names=["eq_capacity", "cut"],
|
||||
rhs=[0.0, 0.0],
|
||||
lhs=[
|
||||
|
||||
@@ -11,9 +11,9 @@ from numpy.testing import assert_array_equal
|
||||
from miplearn.classifiers import Classifier
|
||||
from miplearn.classifiers.threshold import Threshold, MinProbabilityThreshold
|
||||
from miplearn.components.static_lazy import StaticLazyConstraintsComponent
|
||||
from miplearn.features import Sample, ConstraintFeatures
|
||||
from miplearn.features import Sample
|
||||
from miplearn.instance.base import Instance
|
||||
from miplearn.solvers.internal import InternalSolver
|
||||
from miplearn.solvers.internal import InternalSolver, Constraints
|
||||
from miplearn.solvers.learning import LearningSolver
|
||||
from miplearn.types import (
|
||||
LearningSolveStats,
|
||||
@@ -118,7 +118,7 @@ def test_usage_with_solver(instance: Instance) -> None:
|
||||
|
||||
# Should ask internal solver to verify if constraints in the pool are
|
||||
# satisfied and add the ones that are not
|
||||
c = ConstraintFeatures.from_sample(sample)[[False, False, True, False, False]]
|
||||
c = Constraints.from_sample(sample)[[False, False, True, False, False]]
|
||||
internal.are_constraints_satisfied.assert_called_once_with(c, tol=1.0)
|
||||
internal.are_constraints_satisfied.reset_mock()
|
||||
internal.add_constraints.assert_called_once_with(c)
|
||||
|
||||
@@ -6,10 +6,9 @@ import numpy as np
|
||||
|
||||
from miplearn.features import (
|
||||
FeaturesExtractor,
|
||||
VariableFeatures,
|
||||
ConstraintFeatures,
|
||||
Sample,
|
||||
)
|
||||
from miplearn.solvers.internal import Variables, Constraints
|
||||
from miplearn.solvers.gurobi import GurobiSolver
|
||||
from miplearn.solvers.tests import assert_equals
|
||||
|
||||
@@ -129,7 +128,7 @@ def test_knapsack() -> None:
|
||||
|
||||
|
||||
def test_constraint_getindex() -> None:
|
||||
cf = ConstraintFeatures(
|
||||
cf = Constraints(
|
||||
names=["c1", "c2", "c3"],
|
||||
rhs=[1.0, 2.0, 3.0],
|
||||
senses=["=", "<", ">"],
|
||||
@@ -150,7 +149,7 @@ def test_constraint_getindex() -> None:
|
||||
)
|
||||
assert_equals(
|
||||
cf[[True, False, True]],
|
||||
ConstraintFeatures(
|
||||
Constraints(
|
||||
names=["c1", "c3"],
|
||||
rhs=[1.0, 3.0],
|
||||
senses=["=", ">"],
|
||||
@@ -177,8 +176,8 @@ def test_assert_equals() -> None:
|
||||
np.array([[1.0, 2.0], [3.0, 4.0]]),
|
||||
)
|
||||
assert_equals(
|
||||
VariableFeatures(values=np.array([1.0, 2.0])), # type: ignore
|
||||
VariableFeatures(values=np.array([1.0, 2.0])), # type: ignore
|
||||
Variables(values=np.array([1.0, 2.0])), # type: ignore
|
||||
Variables(values=np.array([1.0, 2.0])), # type: ignore
|
||||
)
|
||||
assert_equals(np.array([True, True]), [True, True])
|
||||
assert_equals((1.0,), (1.0,))
|
||||
|
||||
Reference in New Issue
Block a user