Reorganize internal solver tests

This commit is contained in:
2021-04-09 20:33:48 -05:00
parent a8224b5a38
commit 626d75f25e
9 changed files with 191 additions and 244 deletions

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@@ -1,18 +0,0 @@
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
from typing import List
import pytest
from miplearn import InternalSolver, GurobiPyomoSolver, GurobiSolver
from miplearn.solvers.pyomo.xpress import XpressPyomoSolver
@pytest.fixture
def internal_solvers() -> List[InternalSolver]:
return [
GurobiPyomoSolver(),
GurobiSolver(),
XpressPyomoSolver(),
]

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@@ -0,0 +1,17 @@
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
from io import StringIO
from miplearn.solvers import _RedirectOutput
def test_redirect_output() -> None:
import sys
original_stdout = sys.stdout
io = StringIO()
with _RedirectOutput([io]):
print("Hello world")
assert sys.stdout == original_stdout
assert io.getvalue() == "Hello world\n"

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@@ -3,209 +3,35 @@
# Released under the modified BSD license. See COPYING.md for more details.
import logging
from io import StringIO
from typing import List
from warnings import warn
import pyomo.environ as pe
import pytest
from miplearn import InternalSolver
from miplearn.solvers import _RedirectOutput
from miplearn.solvers.gurobi import GurobiSolver
from miplearn.solvers.pyomo.base import BasePyomoSolver
# noinspection PyUnresolvedReferences
from .. import internal_solvers
from miplearn.solvers.internal import InternalSolver
from miplearn.solvers.pyomo.gurobi import GurobiPyomoSolver
from miplearn.solvers.pyomo.xpress import XpressPyomoSolver
from miplearn.solvers.tests import run_internal_solver_tests
logger = logging.getLogger(__name__)
def test_redirect_output() -> None:
import sys
original_stdout = sys.stdout
io = StringIO()
with _RedirectOutput([io]):
print("Hello world")
assert sys.stdout == original_stdout
assert io.getvalue() == "Hello world\n"
@pytest.fixture
def internal_solvers() -> List[InternalSolver]:
return [
XpressPyomoSolver(),
GurobiSolver(),
GurobiPyomoSolver(),
]
def test_internal_solver_warm_starts(
internal_solvers: List[InternalSolver],
) -> None:
for solver in internal_solvers:
logger.info("Solver: %s" % solver)
instance = solver.build_test_instance_knapsack()
model = instance.to_model()
solver.set_instance(instance, model)
solver.set_warm_start({"x[0]": 1.0, "x[1]": 0.0, "x[2]": 0.0, "x[3]": 1.0})
stats = solver.solve(tee=True)
if stats["Warm start value"] is not None:
assert stats["Warm start value"] == 725.0
else:
warn(f"{solver.__class__.__name__} should set warm start value")
solver.set_warm_start({"x[0]": 1.0, "x[1]": 1.0, "x[2]": 1.0, "x[3]": 1.0})
stats = solver.solve(tee=True)
assert stats["Warm start value"] is None
solver.fix({"x[0]": 1.0, "x[1]": 0.0, "x[2]": 0.0, "x[3]": 1.0})
stats = solver.solve(tee=True)
assert stats["Lower bound"] == 725.0
assert stats["Upper bound"] == 725.0
def test_xpress_pyomo_solver() -> None:
run_internal_solver_tests(XpressPyomoSolver())
def test_internal_solver(
internal_solvers: List[InternalSolver],
) -> None:
for solver in internal_solvers:
logger.info("Solver: %s" % solver)
instance = solver.build_test_instance_knapsack()
model = instance.to_model()
solver.set_instance(instance, model)
assert solver.get_variable_names() == ["x[0]", "x[1]", "x[2]", "x[3]"]
lp_stats = solver.solve_lp()
assert not solver.is_infeasible()
assert lp_stats["LP value"] is not None
assert round(lp_stats["LP value"], 3) == 1287.923
assert len(lp_stats["LP log"]) > 100
solution = solver.get_solution()
assert solution is not None
assert solution["x[0]"] is not None
assert solution["x[1]"] is not None
assert solution["x[2]"] is not None
assert solution["x[3]"] is not None
assert round(solution["x[0]"], 3) == 1.000
assert round(solution["x[1]"], 3) == 0.923
assert round(solution["x[2]"], 3) == 1.000
assert round(solution["x[3]"], 3) == 0.000
mip_stats = solver.solve(tee=True)
assert not solver.is_infeasible()
assert len(mip_stats["MIP log"]) > 100
assert mip_stats["Lower bound"] == 1183.0
assert mip_stats["Upper bound"] == 1183.0
assert mip_stats["Sense"] == "max"
assert isinstance(mip_stats["Wallclock time"], float)
solution = solver.get_solution()
assert solution is not None
assert solution["x[0]"] is not None
assert solution["x[1]"] is not None
assert solution["x[2]"] is not None
assert solution["x[3]"] is not None
assert solution["x[0]"] == 1.0
assert solution["x[1]"] == 0.0
assert solution["x[2]"] == 1.0
assert solution["x[3]"] == 1.0
# Add a brand new constraint
if isinstance(solver, BasePyomoSolver):
model.cut = pe.Constraint(expr=model.x[0] <= 0.0, name="cut")
solver.add_constraint(model.cut)
elif isinstance(solver, GurobiSolver):
x = model.getVarByName("x[0]")
solver.add_constraint(x <= 0.0, name="cut")
else:
raise Exception("Illegal state")
# New constraint should affect solution and should be listed in
# constraint ids
assert solver.get_constraint_ids() == ["eq_capacity", "cut"]
stats = solver.solve()
assert stats["Lower bound"] == 1030.0
assert solver.get_sense() == "max"
assert solver.get_constraint_sense("cut") == "<"
assert solver.get_constraint_sense("eq_capacity") == "<"
# Verify slacks
assert solver.get_inequality_slacks() == {
"cut": 0.0,
"eq_capacity": 3.0,
}
if isinstance(solver, GurobiSolver):
# Extract the new constraint
cobj = solver.extract_constraint("cut")
# New constraint should no longer affect solution and should no longer
# be listed in constraint ids
assert solver.get_constraint_ids() == ["eq_capacity"]
stats = solver.solve()
assert stats["Lower bound"] == 1183.0
# New constraint should not be satisfied by current solution
assert not solver.is_constraint_satisfied(cobj)
# Re-add constraint
solver.add_constraint(cobj)
# Constraint should affect solution again
assert solver.get_constraint_ids() == ["eq_capacity", "cut"]
stats = solver.solve()
assert stats["Lower bound"] == 1030.0
# New constraint should now be satisfied
assert solver.is_constraint_satisfied(cobj)
# Relax problem and make cut into an equality constraint
solver.relax()
solver.set_constraint_sense("cut", "=")
stats = solver.solve()
assert stats["Lower bound"] is not None
assert round(stats["Lower bound"]) == 1030.0
assert round(solver.get_dual("eq_capacity")) == 0.0
def test_gurobi_pyomo_solver() -> None:
run_internal_solver_tests(GurobiPyomoSolver())
def test_relax(
internal_solvers: List[InternalSolver],
) -> None:
for solver in internal_solvers:
instance = solver.build_test_instance_knapsack()
solver.set_instance(instance)
solver.relax()
stats = solver.solve()
assert stats["Lower bound"] is not None
assert round(stats["Lower bound"]) == 1288.0
def test_infeasible_instance(
internal_solvers: List[InternalSolver],
) -> None:
for solver in internal_solvers:
instance = solver.build_test_instance_infeasible()
solver.set_instance(instance)
mip_stats = solver.solve()
assert solver.is_infeasible()
assert solver.get_solution() is None
assert mip_stats["Upper bound"] is None
assert mip_stats["Lower bound"] is None
lp_stats = solver.solve_lp()
assert solver.get_solution() is None
assert lp_stats["LP value"] is None
def test_iteration_cb(
internal_solvers: List[InternalSolver],
) -> None:
for solver in internal_solvers:
logger.info("Solver: %s" % solver)
instance = solver.build_test_instance_knapsack()
solver.set_instance(instance)
count = 0
def custom_iteration_cb() -> bool:
nonlocal count
count += 1
return count < 5
solver.solve(iteration_cb=custom_iteration_cb)
assert count == 5
def test_gurobi_solver() -> None:
run_internal_solver_tests(GurobiSolver())

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@@ -5,8 +5,8 @@
import logging
from typing import Any
from miplearn import InternalSolver
from miplearn.solvers.gurobi import GurobiSolver
from miplearn.solvers.internal import InternalSolver
logger = logging.getLogger(__name__)

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@@ -9,13 +9,14 @@ from typing import List, cast
import dill
from miplearn import Instance, InternalSolver
from miplearn.instance.base import Instance
from miplearn.instance.picklegz import PickleGzInstance, write_pickle_gz, read_pickle_gz
from miplearn.solvers.gurobi import GurobiSolver
from miplearn.solvers.internal import InternalSolver
from miplearn.solvers.learning import LearningSolver
# noinspection PyUnresolvedReferences
from tests import internal_solvers
from tests.solvers.test_internal_solver import internal_solvers
logger = logging.getLogger(__name__)