Add more variable features

miplearn/__init__.py

@@ -16,7 +16,7 @@ from .components.static_lazy import StaticLazyConstraintsComponent
 from .features import (
     Features,
     TrainingSample,
-    VariableFeatures,
+    Variable,
     InstanceFeatures,
 )
 from .instance.base import Instance

miplearn/features.py

@@ -36,9 +36,22 @@ class InstanceFeatures:
 
 
 @dataclass
-class VariableFeatures:
+class Variable:
+    basis_status: Optional[str] = None
     category: Optional[Hashable] = None
+    lower_bound: Optional[float] = None
+    obj_coeff: Optional[float] = None
+    reduced_cost: Optional[float] = None
+    sa_lb_down: Optional[float] = None
+    sa_lb_up: Optional[float] = None
+    sa_obj_down: Optional[float] = None
+    sa_obj_up: Optional[float] = None
+    sa_ub_down: Optional[float] = None
+    sa_ub_up: Optional[float] = None
+    type: Optional[str] = None
+    upper_bound: Optional[float] = None
     user_features: Optional[List[float]] = None
+    value: Optional[float] = None
 
 
 @dataclass
@@ -59,7 +72,7 @@ class Constraint:
 @dataclass
 class Features:
     instance: Optional[InstanceFeatures] = None
-    variables: Optional[Dict[str, VariableFeatures]] = None
+    variables: Optional[Dict[str, Variable]] = None
     constraints: Optional[Dict[str, Constraint]] = None
 
 
@@ -78,8 +91,8 @@ class FeaturesExtractor:
     def _extract_variables(
         self,
         instance: "Instance",
-    ) -> Dict[VariableName, VariableFeatures]:
+    ) -> Dict[VariableName, Variable]:
-        result: Dict[VariableName, VariableFeatures] = {}
+        result: Dict[VariableName, Variable] = {}
         for var_name in self.solver.get_variable_names():
             user_features: Optional[List[float]] = None
             category: Category = instance.get_variable_category(var_name)
@@ -102,7 +115,7 @@ class FeaturesExtractor:
                         f"Found {type(v).__name__} instead "
                         f"for var={var_name}."
                     )
-            result[var_name] = VariableFeatures(
+            result[var_name] = Variable(
                 category=category,
                 user_features=user_features,
             )

miplearn/solvers/gurobi.py

@@ -10,7 +10,7 @@ from typing import List, Any, Dict, Optional, Hashable
 
 from overrides import overrides
 
-from miplearn.features import Constraint
+from miplearn.features import Constraint, Variable
 from miplearn.instance.base import Instance
 from miplearn.solvers import _RedirectOutput
 from miplearn.solvers.internal import (
@@ -415,6 +415,49 @@ class GurobiSolver(InternalSolver):
             capacity=67.0,
         )
 
+    @overrides
+    def get_variables(self) -> Dict[str, Variable]:
+        assert self.model is not None
+        variables = {}
+        for gp_var in self.model.getVars():
+            name = gp_var.varName
+            assert len(name) > 0, f"empty variable name detected"
+            assert name not in variables, f"duplicated variable name detected: {name}"
+            var = self._parse_gurobi_var(gp_var)
+            variables[name] = var
+        return variables
+
+    def _parse_gurobi_var(self, gp_var: Any) -> Variable:
+        assert self.model is not None
+        var = Variable()
+        var.lower_bound = gp_var.lb
+        var.upper_bound = gp_var.ub
+        var.obj_coeff = gp_var.obj
+        var.type = gp_var.vtype
+
+        if self._has_lp_solution:
+            var.reduced_cost = gp_var.rc
+            var.sa_obj_up = gp_var.saobjUp
+            var.sa_obj_down = gp_var.saobjLow
+            var.sa_ub_up = gp_var.saubUp
+            var.sa_ub_down = gp_var.saubLow
+            var.sa_lb_up = gp_var.salbUp
+            var.sa_lb_down = gp_var.salbLow
+            vbasis = gp_var.vbasis
+            if vbasis == 0:
+                var.basis_status = "B"
+            elif vbasis == -1:
+                var.basis_status = "L"
+            elif vbasis == -2:
+                var.basis_status = "U"
+            elif vbasis == -3:
+                var.basis_status = "S"
+            else:
+                raise Exception(f"unknown vbasis: {vbasis}")
+        if self._has_lp_solution or self._has_mip_solution:
+            var.value = gp_var.x
+        return var
+
     @overrides
     def get_constraints(self) -> Dict[str, Constraint]:
         assert self.model is not None
@@ -443,11 +486,11 @@ class GurobiSolver(InternalSolver):
         if self._has_lp_solution:
             constr.dual_value = gp_constr.pi
             constr.sa_rhs_up = gp_constr.sarhsup
-            constr.sa_rhs_low = gp_constr.sarhslow
+            constr.sa_rhs_down = gp_constr.sarhslow
             if gp_constr.cbasis == 0:
-                constr.basis_status = "b"
+                constr.basis_status = "B"
             elif gp_constr.cbasis == -1:
-                constr.basis_status = "n"
+                constr.basis_status = "N"
             else:
                 raise Exception(f"unknown cbasis: {gp_constr.cbasis}")
         if self._has_lp_solution or self._has_mip_solution:
@@ -474,6 +517,26 @@ class GurobiSolver(InternalSolver):
             "user_features",
         ]
 
+    @overrides
+    def get_variable_attrs(self) -> List[str]:
+        return [
+            "basis_status",
+            "category",
+            "lower_bound",
+            "obj_coeff",
+            "reduced_cost",
+            "sa_lb_down",
+            "sa_lb_up",
+            "sa_obj_down",
+            "sa_obj_up",
+            "sa_ub_down",
+            "sa_ub_up",
+            "type",
+            "upper_bound",
+            "user_features",
+            "value",
+        ]
+
 
 class GurobiTestInstanceInfeasible(Instance):
     @overrides

miplearn/solvers/internal.py

@@ -8,7 +8,7 @@ from typing import Any, Dict, List, Optional
 
 from overrides import EnforceOverrides
 
-from miplearn.features import Constraint
+from miplearn.features import Constraint, Variable
 from miplearn.instance.base import Instance
 from miplearn.types import (
     LPSolveStats,
@@ -247,9 +247,21 @@ class InternalSolver(ABC, EnforceOverrides):
         """
         return False
 
+    @abstractmethod
+    def get_variables(self) -> Dict[str, Variable]:
+        pass
+
     @abstractmethod
     def get_constraint_attrs(self) -> List[str]:
         """
         Returns a list of constraint attributes supported by this solver.
         """
+
+        pass
+
+    @abstractmethod
+    def get_variable_attrs(self) -> List[str]:
+        """
+        Returns a list of variable attributes supported by this solver.
+        """
         pass

miplearn/solvers/pyomo/base.py

@@ -19,6 +19,7 @@ from pyomo.core.expr.numeric_expr import SumExpression, MonomialTermExpression
 from pyomo.opt import TerminationCondition
 from pyomo.opt.base.solvers import SolverFactory
 
+from miplearn.features import Variable
 from miplearn.instance.base import Instance
 from miplearn.solvers import _RedirectOutput
 from miplearn.solvers.internal import (
@@ -363,6 +364,19 @@ class BasePyomoSolver(InternalSolver):
             capacity=67.0,
         )
 
+    @overrides
+    def get_variables(self) -> Dict[str, Variable]:
+        assert self.model is not None
+        variables = {}
+        for var in self.model.component_objects(pyomo.core.Var):
+            for idx in var:
+                varname = f"{var}[{idx}]"
+                variables[varname] = self._parse_pyomo_variable(var[idx])
+        return variables
+
+    def _parse_pyomo_variable(self, var: pyomo.core.Var) -> Variable:
+        return Variable()
+
     @overrides
     def get_constraints(self) -> Dict[str, Constraint]:
         assert self.model is not None
@@ -385,6 +399,7 @@ class BasePyomoSolver(InternalSolver):
         self,
         pyomo_constr: pyomo.core.Constraint,
     ) -> Constraint:
+        assert self.model is not None
         constr = Constraint()
 
         # Extract RHS and sense
@@ -448,6 +463,26 @@ class BasePyomoSolver(InternalSolver):
             "user_features",
         ]
 
+    @overrides
+    def get_variable_attrs(self) -> List[str]:
+        return [
+            # "basis_status",
+            # "category",
+            # "lower_bound",
+            # "obj_coeff",
+            # "reduced_cost",
+            # "sa_lb_down",
+            # "sa_lb_up",
+            # "sa_obj_down",
+            # "sa_obj_up",
+            # "sa_ub_down",
+            # "sa_ub_up",
+            # "type",
+            # "upper_bound",
+            # "user_features",
+            # "value",
+        ]
+
 
 class PyomoTestInstanceInfeasible(Instance):
     @overrides

miplearn/solvers/tests/__init__.py

@@ -4,9 +4,10 @@
 
 from typing import Any, Dict
 
-from miplearn.features import Constraint
+from miplearn.features import Constraint, Variable
 from miplearn.solvers.internal import InternalSolver
 
+inf = float("inf")
 
 # NOTE:
 # This file is in the main source folder, so that it can be called from Julia.
@@ -20,10 +21,30 @@ def _round_constraints(constraints: Dict[str, Constraint]) -> Dict[str, Constrai
     return constraints
 
 
+def _round_variables(vars: Dict[str, Variable]) -> Dict[str, Variable]:
+    for (cname, c) in vars.items():
+        for attr in [
+            "upper_bound",
+            "lower_bound",
+            "obj_coeff",
+            "value",
+            "reduced_cost",
+            "sa_obj_up",
+            "sa_obj_down",
+            "sa_ub_up",
+            "sa_ub_down",
+            "sa_lb_up",
+            "sa_lb_down",
+        ]:
+            if getattr(c, attr) is not None:
+                setattr(c, attr, round(getattr(c, attr), 6))
+    return vars
+
+
 def _remove_unsupported_constr_attrs(
     solver: InternalSolver,
     constraints: Dict[str, Constraint],
-):
+) -> Dict[str, Constraint]:
     for (cname, c) in constraints.items():
         to_remove = []
         for k in c.__dict__.keys():
@@ -34,6 +55,20 @@ def _remove_unsupported_constr_attrs(
     return constraints
 
 
+def _remove_unsupported_var_attrs(
+    solver: InternalSolver,
+    variables: Dict[str, Variable],
+) -> Dict[str, Variable]:
+    for (cname, c) in variables.items():
+        to_remove = []
+        for k in c.__dict__.keys():
+            if k not in solver.get_variable_attrs():
+                to_remove.append(k)
+        for k in to_remove:
+            setattr(c, k, None)
+    return variables
+
+
 def run_internal_solver_tests(solver: InternalSolver) -> None:
     run_basic_usage_tests(solver.clone())
     run_warm_start_tests(solver.clone())
@@ -51,8 +86,36 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
 
     # Fetch variables (after-load)
     assert_equals(
-        solver.get_variable_names(),
+        _round_variables(solver.get_variables()),
-        ["x[0]", "x[1]", "x[2]", "x[3]"],
+        _remove_unsupported_var_attrs(
+            solver,
+            {
+                "x[0]": Variable(
+                    lower_bound=0.0,
+                    obj_coeff=505.0,
+                    type="B",
+                    upper_bound=1.0,
+                ),
+                "x[1]": Variable(
+                    lower_bound=0.0,
+                    obj_coeff=352.0,
+                    type="B",
+                    upper_bound=1.0,
+                ),
+                "x[2]": Variable(
+                    lower_bound=0.0,
+                    obj_coeff=458.0,
+                    type="B",
+                    upper_bound=1.0,
+                ),
+                "x[3]": Variable(
+                    lower_bound=0.0,
+                    obj_coeff=220.0,
+                    type="B",
+                    upper_bound=1.0,
+                ),
+            },
+        ),
     )
 
     # Fetch constraints (after-load)
@@ -75,17 +138,75 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
     assert_equals(round(lp_stats["LP value"], 3), 1287.923)
     assert len(lp_stats["LP log"]) > 100
 
-    # Fetch variables (after-lp)
+    # Fetch variables (after-load)
-    solution = solver.get_solution()
+    assert_equals(
-    assert solution is not None
+        _round_variables(solver.get_variables()),
-    assert solution["x[0]"] is not None
+        _remove_unsupported_var_attrs(
-    assert solution["x[1]"] is not None
+            solver,
-    assert solution["x[2]"] is not None
+            {
-    assert solution["x[3]"] is not None
+                "x[0]": Variable(
-    assert_equals(round(solution["x[0]"], 3), 1.000)
+                    basis_status="U",
-    assert_equals(round(solution["x[1]"], 3), 0.923)
+                    lower_bound=0.0,
-    assert_equals(round(solution["x[2]"], 3), 1.000)
+                    obj_coeff=505.0,
-    assert_equals(round(solution["x[3]"], 3), 0.000)
+                    reduced_cost=193.615385,
+                    sa_lb_down=-inf,
+                    sa_lb_up=1.0,
+                    sa_obj_down=311.384615,
+                    sa_obj_up=inf,
+                    sa_ub_down=0.913043,
+                    sa_ub_up=2.043478,
+                    type="C",
+                    upper_bound=1.0,
+                    value=1.0,
+                ),
+                "x[1]": Variable(
+                    basis_status="B",
+                    lower_bound=0.0,
+                    obj_coeff=352.0,
+                    reduced_cost=0.0,
+                    sa_lb_down=-inf,
+                    sa_lb_up=0.923077,
+                    sa_obj_down=317.777778,
+                    sa_obj_up=570.869565,
+                    sa_ub_down=0.923077,
+                    sa_ub_up=inf,
+                    type="C",
+                    upper_bound=1.0,
+                    value=0.923077,
+                ),
+                "x[2]": Variable(
+                    basis_status="U",
+                    lower_bound=0.0,
+                    obj_coeff=458.0,
+                    reduced_cost=187.230769,
+                    sa_lb_down=-inf,
+                    sa_lb_up=1.0,
+                    sa_obj_down=270.769231,
+                    sa_obj_up=inf,
+                    sa_ub_down=0.9,
+                    sa_ub_up=2.2,
+                    type="C",
+                    upper_bound=1.0,
+                    value=1.0,
+                ),
+                "x[3]": Variable(
+                    basis_status="L",
+                    lower_bound=0.0,
+                    obj_coeff=220.0,
+                    reduced_cost=-23.692308,
+                    sa_lb_down=-0.111111,
+                    sa_lb_up=1.0,
+                    sa_obj_down=-inf,
+                    sa_obj_up=243.692308,
+                    sa_ub_down=0.0,
+                    sa_ub_up=inf,
+                    type="C",
+                    upper_bound=1.0,
+                    value=0.0,
+                ),
+            },
+        ),
+    )
 
     # Fetch constraints (after-lp)
     assert_equals(
@@ -100,9 +221,9 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
                     sense="<",
                     slack=0.0,
                     dual_value=13.538462,
-                    sa_rhs_down=None,
+                    sa_rhs_down=43.0,
                     sa_rhs_up=69.0,
-                    basis_status="n",
+                    basis_status="N",
                 )
             },
         ),
@@ -122,17 +243,43 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
     assert_equals(mip_stats["Sense"], "max")
     assert isinstance(mip_stats["Wallclock time"], float)
 
-    # Fetch variables (after-mip)
+    # Fetch variables (after-load)
-    solution = solver.get_solution()
+    assert_equals(
-    assert solution is not None
+        _round_variables(solver.get_variables()),
-    assert solution["x[0]"] is not None
+        _remove_unsupported_var_attrs(
-    assert solution["x[1]"] is not None
+            solver,
-    assert solution["x[2]"] is not None
+            {
-    assert solution["x[3]"] is not None
+                "x[0]": Variable(
-    assert_equals(solution["x[0]"], 1.0)
+                    lower_bound=0.0,
-    assert_equals(solution["x[1]"], 0.0)
+                    obj_coeff=505.0,
-    assert_equals(solution["x[2]"], 1.0)
+                    type="B",
-    assert_equals(solution["x[3]"], 1.0)
+                    upper_bound=1.0,
+                    value=1.0,
+                ),
+                "x[1]": Variable(
+                    lower_bound=0.0,
+                    obj_coeff=352.0,
+                    type="B",
+                    upper_bound=1.0,
+                    value=0.0,
+                ),
+                "x[2]": Variable(
+                    lower_bound=0.0,
+                    obj_coeff=458.0,
+                    type="B",
+                    upper_bound=1.0,
+                    value=1.0,
+                ),
+                "x[3]": Variable(
+                    lower_bound=0.0,
+                    obj_coeff=220.0,
+                    type="B",
+                    upper_bound=1.0,
+                    value=1.0,
+                ),
+            },
+        ),
+    )
 
     # Fetch constraints (after-mip)
     assert_equals(

tests/components/test_primal.py

@@ -12,7 +12,7 @@ from miplearn.classifiers import Classifier
 from miplearn.classifiers.threshold import Threshold
 from miplearn.components import classifier_evaluation_dict
 from miplearn.components.primal import PrimalSolutionComponent
-from miplearn.features import TrainingSample, VariableFeatures, Features
+from miplearn.features import TrainingSample, Variable, Features
 from miplearn.instance.base import Instance
 from miplearn.problems.tsp import TravelingSalesmanGenerator
 from miplearn.solvers.learning import LearningSolver
@@ -21,18 +21,18 @@ from miplearn.solvers.learning import LearningSolver
 def test_xy() -> None:
     features = Features(
         variables={
-            "x[0]": VariableFeatures(
+            "x[0]": Variable(
                 category="default",
                 user_features=[0.0, 0.0],
             ),
-            "x[1]": VariableFeatures(
+            "x[1]": Variable(
                 category=None,
             ),
-            "x[2]": VariableFeatures(
+            "x[2]": Variable(
                 category="default",
                 user_features=[1.0, 0.0],
             ),
-            "x[3]": VariableFeatures(
+            "x[3]": Variable(
                 category="default",
                 user_features=[1.0, 1.0],
             ),
@@ -78,18 +78,18 @@ def test_xy() -> None:
 def test_xy_without_lp_solution() -> None:
     features = Features(
         variables={
-            "x[0]": VariableFeatures(
+            "x[0]": Variable(
                 category="default",
                 user_features=[0.0, 0.0],
             ),
-            "x[1]": VariableFeatures(
+            "x[1]": Variable(
                 category=None,
             ),
-            "x[2]": VariableFeatures(
+            "x[2]": Variable(
                 category="default",
                 user_features=[1.0, 0.0],
             ),
-            "x[3]": VariableFeatures(
+            "x[3]": Variable(
                 category="default",
                 user_features=[1.0, 1.0],
             ),
@@ -141,15 +141,15 @@ def test_predict() -> None:
     thr.predict = Mock(return_value=[0.75, 0.75])
     features = Features(
         variables={
-            "x[0]": VariableFeatures(
+            "x[0]": Variable(
                 category="default",
                 user_features=[0.0, 0.0],
             ),
-            "x[1]": VariableFeatures(
+            "x[1]": Variable(
                 category="default",
                 user_features=[0.0, 2.0],
             ),
-            "x[2]": VariableFeatures(
+            "x[2]": Variable(
                 category="default",
                 user_features=[2.0, 0.0],
             ),
@@ -235,11 +235,11 @@ def test_evaluate() -> None:
     }
     features: Features = Features(
         variables={
-            "x[0]": VariableFeatures(),
+            "x[0]": Variable(),
-            "x[1]": VariableFeatures(),
+            "x[1]": Variable(),
-            "x[2]": VariableFeatures(),
+            "x[2]": Variable(),
-            "x[3]": VariableFeatures(),
+            "x[3]": Variable(),
-            "x[4]": VariableFeatures(),
+            "x[4]": Variable(),
         }
     )
     instance = Mock(spec=Instance)

tests/test_features.py

@@ -5,7 +5,7 @@
 from miplearn.features import (
     FeaturesExtractor,
     InstanceFeatures,
-    VariableFeatures,
+    Variable,
     Constraint,
 )
 from miplearn.solvers.gurobi import GurobiSolver
@@ -19,19 +19,19 @@ def test_knapsack() -> None:
         solver.set_instance(instance, model)
         FeaturesExtractor(solver).extract(instance)
         assert instance.features.variables == {
-            "x[0]": VariableFeatures(
+            "x[0]": Variable(
                 category="default",
                 user_features=[23.0, 505.0],
             ),
-            "x[1]": VariableFeatures(
+            "x[1]": Variable(
                 category="default",
                 user_features=[26.0, 352.0],
             ),
-            "x[2]": VariableFeatures(
+            "x[2]": Variable(
                 category="default",
                 user_features=[20.0, 458.0],
             ),
-            "x[3]": VariableFeatures(
+            "x[3]": Variable(
                 category="default",
                 user_features=[18.0, 220.0],
             ),