Reorganize directories

src/julia/Manifest.toml

@@ -0,0 +1,119 @@
+# This file is machine-generated - editing it directly is not advised
+
+[[Base64]]
+uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
+
+[[CEnum]]
+git-tree-sha1 = "62847acab40e6855a9b5905ccb99c2b5cf6b3ebb"
+uuid = "fa961155-64e5-5f13-b03f-caf6b980ea82"
+version = "0.2.0"
+
+[[CPLEXW]]
+deps = ["CEnum", "Libdl"]
+git-tree-sha1 = "ebad297748ee2a12cc13b5fb07f9bbfa8a900494"
+repo-rev = "master"
+repo-url = "git@github.com:iSoron/CPLEXW.git"
+uuid = "cfecb002-79c2-11e9-35be-cb59aa640f85"
+version = "1.0.0"
+
+[[CodeTracking]]
+deps = ["InteractiveUtils", "UUIDs"]
+git-tree-sha1 = "0becdab7e6fbbcb7b88d8de5b72e5bb2f28239f3"
+uuid = "da1fd8a2-8d9e-5ec2-8556-3022fb5608a2"
+version = "0.5.8"
+
+[[Dates]]
+deps = ["Printf"]
+uuid = "ade2ca70-3891-5945-98fb-dc099432e06a"
+
+[[Distributed]]
+deps = ["Random", "Serialization", "Sockets"]
+uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
+
+[[FileWatching]]
+uuid = "7b1f6079-737a-58dc-b8bc-7a2ca5c1b5ee"
+
+[[InteractiveUtils]]
+deps = ["Markdown"]
+uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
+
+[[JuliaInterpreter]]
+deps = ["CodeTracking", "InteractiveUtils", "Random", "UUIDs"]
+git-tree-sha1 = "cf43000752f15c92bef4a080966810de886f3560"
+uuid = "aa1ae85d-cabe-5617-a682-6adf51b2e16a"
+version = "0.7.6"
+
+[[LibGit2]]
+uuid = "76f85450-5226-5b5a-8eaa-529ad045b433"
+
+[[Libdl]]
+uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
+
+[[Logging]]
+uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"
+
+[[LoweredCodeUtils]]
+deps = ["JuliaInterpreter"]
+git-tree-sha1 = "b416a30717e9109fffd4d9869f2f962b5dca3162"
+uuid = "6f1432cf-f94c-5a45-995e-cdbf5db27b0b"
+version = "0.4.2"
+
+[[Markdown]]
+deps = ["Base64"]
+uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"
+
+[[OrderedCollections]]
+deps = ["Random", "Serialization", "Test"]
+git-tree-sha1 = "c4c13474d23c60d20a67b217f1d7f22a40edf8f1"
+uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
+version = "1.1.0"
+
+[[Pkg]]
+deps = ["Dates", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "UUIDs"]
+uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
+
+[[Printf]]
+deps = ["Unicode"]
+uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7"
+
+[[REPL]]
+deps = ["InteractiveUtils", "Markdown", "Sockets"]
+uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
+
+[[Random]]
+deps = ["Serialization"]
+uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+
+[[Revise]]
+deps = ["CodeTracking", "Distributed", "FileWatching", "JuliaInterpreter", "LibGit2", "LoweredCodeUtils", "OrderedCollections", "Pkg", "REPL", "UUIDs", "Unicode"]
+git-tree-sha1 = "2ecbd19f31a934b035bfc38036d5f7ac575d0878"
+uuid = "295af30f-e4ad-537b-8983-00126c2a3abe"
+version = "2.5.0"
+
+[[SHA]]
+uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
+
+[[Serialization]]
+uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
+
+[[Sockets]]
+uuid = "6462fe0b-24de-5631-8697-dd941f90decc"
+
+[[Test]]
+deps = ["Distributed", "InteractiveUtils", "Logging", "Random"]
+uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[[TinyBnB]]
+deps = ["CPLEXW", "Printf", "Random", "Revise", "Test"]
+git-tree-sha1 = "921ad42ac9dd4d44e42941eb63c59bcb50f30b6f"
+repo-rev = "master"
+repo-url = "git@github.com:iSoron/TinyBnB.jl.git"
+uuid = "1b2a1171-e557-4eeb-a4d6-6c23d7e94fcd"
+version = "1.1.0"
+
+[[UUIDs]]
+deps = ["Random", "SHA"]
+uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
+
+[[Unicode]]
+uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"

src/julia/Project.toml

@@ -0,0 +1,8 @@
+name = "MIPLearn"
+uuid = "2b1277c3-b477-4c49-a15e-7ba350325c68"
+authors = ["Alinson S Xavier <git@axavier.org>"]
+version = "0.1.0"
+
+[deps]
+CPLEXW = "cfecb002-79c2-11e9-35be-cb59aa640f85"
+TinyBnB = "1b2a1171-e557-4eeb-a4d6-6c23d7e94fcd"

src/julia/src/MIPLearn.jl

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+module MIPLearn
+
+greet() = print("Hello World!")
+
+end # module

src/julia/src/branching.jl

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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.
+
+import Base.Threads.@threads
+using TinyBnB, CPLEXW, Printf
+
+instance_name = ARGS[1]
+output_filename = ARGS[2]
+node_limit = parse(Int, ARGS[3])
+
+mip = open_mip(instance_name)
+n_vars = CPXgetnumcols(mip.cplex_env[1], mip.cplex_lp[1])
+
+pseudocost_count_up = [0 for i in 1:n_vars]
+pseudocost_count_down = [0 for i in 1:n_vars]
+pseudocost_sum_up = [0. for i in 1:n_vars]
+pseudocost_sum_down = [0. for i in 1:n_vars]
+
+function full_strong_branching_track(node::Node, progress::Progress)::TinyBnB.Variable
+    N = length(node.fractional_variables)
+    scores = Array{Float64}(undef, N)
+    rates_up = Array{Float64}(undef, N) 
+    rates_down = Array{Float64}(undef, N)
+    
+    @threads for v in 1:N
+        fix_vars!(node.mip, node.branch_variables, node.branch_values)
+        obj_up, obj_down = TinyBnB.probe(node.mip, node.fractional_variables[v])
+        unfix_vars!(node.mip, node.branch_variables)
+        delta_up  = obj_up - node.obj
+        delta_down = obj_down - node.obj
+        frac_up = ceil(node.fractional_values[v]) - node.fractional_values[v]
+        frac_down = node.fractional_values[v] - floor(node.fractional_values[v])
+        rates_up[v] = delta_up / frac_up
+        rates_down[v] = delta_down / frac_down
+        scores[v] = delta_up * delta_down
+    end
+
+    max_score, max_offset = findmax(scores)
+    selected_var = node.fractional_variables[max_offset]
+    
+    if abs(rates_up[max_offset]) < 1e6
+        pseudocost_count_up[selected_var.index] += 1
+        pseudocost_sum_up[selected_var.index] += rates_up[max_offset]
+    end
+    
+    if abs(rates_down[max_offset]) < 1e6
+        pseudocost_count_down[selected_var.index] += 1
+        pseudocost_sum_down[selected_var.index] += rates_down[max_offset]
+    end
+    
+    return selected_var
+end
+
+branch_and_bound(mip,
+                 node_limit = node_limit,
+                 branch_rule = full_strong_branching_track,
+                 node_rule = best_bound,
+                 print_interval = 100)
+
+priority = [(pseudocost_count_up[v] == 0 || pseudocost_count_down[v] == 0) ? 0 :
+              (pseudocost_sum_up[v] / pseudocost_count_up[v]) *
+              (pseudocost_sum_down[v] / pseudocost_count_down[v])
+             for v in 1:n_vars];
+
+open(output_filename, "w") do file
+    for var in mip.binary_variables
+        write(file, @sprintf("%s,%.0f\n", name(mip, var), priority[var.index]))
+    end
+end