Refactor JuMPSolver; capture log output

src/julia/src/MIPLearn.jl

@@ -9,9 +9,10 @@ module MIPLearn
     Instance = miplearn.Instance
     LearningSolver = miplearn.LearningSolver
     InternalSolver = miplearn.solvers.internal.InternalSolver
+    BenchmarkRunner = miplearn.BenchmarkRunner
 
     include("jump_solver.jl")
     include("knapsack.jl")
 
-    export Instance, LearningSolver, InternalSolver, JuMPSolver
+    export Instance, LearningSolver, InternalSolver, JuMPSolver, BenchmarkRunner
 end

src/julia/src/jump_solver.jl

@@ -8,6 +8,7 @@ using MathOptInterface
 const MOI = MathOptInterface
 using TimerOutputs
 
+
 mutable struct JuMPSolverData
     basename_idx_to_var
     var_to_basename_idx
@@ -18,6 +19,7 @@ mutable struct JuMPSolverData
     solution::Union{Nothing,Dict{String,Dict{String,Float64}}}
 end
 
+
 function varname_split(varname::String)
     m = match(r"([^[]*)\[(.*)\]", varname)
     if m == nothing
@@ -27,12 +29,152 @@ function varname_split(varname::String)
 end
 
 
-function set_solver_verbosity!(model::JuMP.Model, tee::Bool)
+"""
-    if tee
+    optimize_and_capture_output!(model; tee=tee)
-        JuMP.unset_silent(model)
+
+Optimizes a given JuMP model while capturing the solver log, then returns that log.
+If tee=true, prints the solver log to the standard output as the optimization takes place.
+"""
+function optimize_and_capture_output!(model; tee::Bool=false)
+    original_stdout = stdout
+    rd, wr = redirect_stdout()
+    task = @async begin
+        log = ""
+        while true
+            line = String(readavailable(rd))
+            isopen(rd) || break
+            log *= String(line)
+            if tee
+                print(original_stdout, line)
+                flush(original_stdout)
+            end
+        end
+        return log
+    end
+    JuMP.unset_silent(model)
+    JuMP.optimize!(model)
+    sleep(1)
+    redirect_stdout(original_stdout)
+    close(rd)
+    return fetch(task)
+end
+
+
+function solve(data::JuMPSolverData; tee::Bool=false)
+    instance, model = data.instance, data.model
+    wallclock_time = 0
+    found_lazy = []
+    log = ""
+    while true
+        log *= optimize_and_capture_output!(model, tee=tee)
+        wallclock_time += JuMP.solve_time(model)
+        violations = instance.find_violated_lazy_constraints(model)
+        if length(violations) == 0
+            break
+        end
+        append!(found_lazy, violations)
+        for v in violations
+            instance.build_lazy_constraint(data.model, v)
+        end
+    end
+    update_solution!(data)
+    instance.found_violated_lazy_constraints = found_lazy
+    instance.found_violated_user_cuts = []
+    primal_bound = JuMP.objective_value(model)
+    dual_bound = JuMP.objective_bound(model)
+    if JuMP.objective_sense(model) == MOI.MIN_SENSE
+        sense = "min"
+        lower_bound = dual_bound
+        upper_bound = primal_bound
     else
-        JuMP.set_silent(model)
+        sense = "max"
+        lower_bound = primal_bound
+        upper_bound = dual_bound
+    end
+    return Dict("Lower bound" => lower_bound,
+                "Upper bound" => upper_bound,
+                "Sense" => sense,
+                "Wallclock time" => wallclock_time,
+                "Nodes" => 1,
+                "Log" => log,
+                "Warm start value" => nothing)    
+end
+
+
+function solve_lp(data::JuMPSolverData; tee::Bool=false)
+    model, bin_vars = data.model, data.bin_vars
+    for var in bin_vars
+        JuMP.unset_binary(var)
+        JuMP.set_upper_bound(var, 1.0)
+        JuMP.set_lower_bound(var, 0.0)
+    end
+    log = optimize_and_capture_output!(model, tee=tee)
+    update_solution!(data)
+    obj_value = JuMP.objective_value(model)
+    for var in bin_vars
+        JuMP.set_binary(var)
     end
+    return Dict("Optimal value" => obj_value,
+                "Log" => log)
+end
+
+
+function update_solution!(data::JuMPSolverData)
+    var_to_basename_idx, model = data.var_to_basename_idx, data.model
+    solution = Dict{String,Dict{String,Float64}}()
+    for var in JuMP.all_variables(model)
+        var in keys(var_to_basename_idx) || continue
+        basename, idx = var_to_basename_idx[var]
+        if !haskey(solution, basename)
+            solution[basename] = Dict{String,Float64}()
+        end
+        solution[basename][idx] = JuMP.value(var)
+    end
+    data.solution = solution
+end
+
+
+function set_instance!(data::JuMPSolverData, instance, model)
+    data.instance = instance
+    data.model = model
+    data.var_to_basename_idx = Dict(var => varname_split(JuMP.name(var))
+                               for var in JuMP.all_variables(model))
+    data.basename_idx_to_var = Dict(varname_split(JuMP.name(var)) => var
+                               for var in JuMP.all_variables(model))
+    data.bin_vars = [var
+                     for var in JuMP.all_variables(model)
+                     if JuMP.is_binary(var)]
+    if data.optimizer != nothing
+        JuMP.set_optimizer(model, data.optimizer)
+    end
+end    
+
+
+function fix!(data::JuMPSolverData, solution)
+    count = 0
+    for (basename, subsolution) in solution
+        for (idx, value) in subsolution
+            value != nothing || continue
+            var = data.basename_idx_to_var[basename, idx]
+            JuMP.fix(var, value, force=true)
+            count += 1
+        end
+    end
+    @info "Fixing $count variables"
+end
+
+
+function set_warm_start!(data::JuMPSolverData, solution)
+    count = 0
+    for (basename, subsolution) in solution
+        for (idx, value) in subsolution
+            value != nothing || continue
+            var = data.basename_idx_to_var[basename, idx]
+            JuMP.set_start_value(var, value)
+            count += 1
+        end
+    end
+    @info "Setting warm start values for $count variables"
 end    
 
 
@@ -48,167 +190,43 @@ end
                                   ) 
     end
 
-    function add_constraint(self, constraint)
+    set_warm_start(self, solution) =
-        @warn "JuMPSolver: add_constraint not implemented"
+        set_warm_start!(self.data, solution)
-    end
-
-    function set_warm_start(self, solution)
-        basename_idx_to_var = self.data.basename_idx_to_var
-        for (basename, subsolution) in solution
-            for (idx, value) in subsolution
-                value != nothing || continue
-                var = basename_idx_to_var[basename, idx]
-                JuMP.set_start_value(var, value)
-            end
-        end
-    end
 
-    function clear_warm_start(self)
+    fix(self, solution) =
-        @error "JuMPSolver: clear_warm_start not implemented"
+        fix!(self.data, solution)
-    end
     
-    function fix(self, solution)
+    set_instance(self, instance, model) =
-        @timeit "fix" begin
+        set_instance!(self.data, instance, model)
-            basename_idx_to_var = self.data.basename_idx_to_var
-            for (basename, subsolution) in solution
-                for (idx, value) in subsolution
-                    value != nothing || continue
-                    var = basename_idx_to_var[basename, idx]
-                    JuMP.fix(var, value, force=true)
-                end
-            end
-        end
-    end
     
-    function set_instance(self, instance, model)
+    solve(self; tee=false) =
-        @timeit "set_instance" begin
+        solve(self.data, tee=tee)
-            self.data.instance = instance
-            self.data.model = model
-            self.data.var_to_basename_idx = Dict(var => varname_split(JuMP.name(var))
-                                            for var in JuMP.all_variables(model))
-            self.data.basename_idx_to_var = Dict(varname_split(JuMP.name(var)) => var
-                                            for var in JuMP.all_variables(model))
-            self.data.bin_vars = [var
-                             for var in JuMP.all_variables(model)
-                             if JuMP.is_binary(var)]
-            if self.data.optimizer != nothing
-                JuMP.set_optimizer(model, self.data.optimizer)
-            end
-        end
-    end
     
-    function solve(self; tee=false)
+    solve_lp(self; tee=false) =
-        @timeit "solve" begin
+        solve_lp(self.data, tee=tee)
-            instance, model = self.data.instance, self.data.model
-            set_solver_verbosity!(model, tee)
-            wallclock_time = 0
-            found_lazy = []
-            while true
-                @timeit "optimize!" begin
-                    JuMP.optimize!(model)
-                end
-                wallclock_time += JuMP.solve_time(model)
-                @timeit "find_violated_lazy_constraints" begin
-                    violations = instance.find_violated_lazy_constraints(model)
-                end
-                #@info "$(length(violations)) violations found"
-                if length(violations) == 0
-                    break
-                end
-                append!(found_lazy, violations)
-                for v in violations
-                    instance.build_lazy_constraint(self.data.model, v)
-                end
-            end
-            @timeit "update solution" begin
-                self._update_solution()
-                instance.found_violated_lazy_constraints = found_lazy
-                instance.found_violated_user_cuts = []
-            end
-            primal_bound = JuMP.objective_value(model)
-            dual_bound = JuMP.objective_bound(model)
-            if JuMP.objective_sense(model) == MOI.MIN_SENSE
-                sense = "min"
-                lower_bound = dual_bound
-                upper_bound = primal_bound
-            else
-                sense = "max"
-                lower_bound = primal_bound
-                upper_bound = dual_bound
-            end
-        end
-        return Dict("Lower bound" => lower_bound,
-                    "Upper bound" => upper_bound,
-                    "Sense" => sense,
-                    "Wallclock time" => wallclock_time,
-                    "Nodes" => 1,
-                    "Log" => nothing,
-                    "Warm start value" => nothing)
-    end
     
-    function solve_lp(self; tee=false)
+    get_solution(self) =
-        @timeit "solve_lp" begin
+        self.data.solution
-            model = self.data.model
-            set_solver_verbosity!(model, tee)
-            bin_vars = self.data.bin_vars
-            @timeit "unset_binary" begin
-                for var in bin_vars
-                    JuMP.unset_binary(var)
-                    JuMP.set_upper_bound(var, 1.0)
-                    JuMP.set_lower_bound(var, 0.0)
-                end
-            end
-            @timeit "optimize" begin
-                JuMP.optimize!(model)
-            end
-            @timeit "update solution" begin
-                self._update_solution()
-            end
-            obj_value = JuMP.objective_value(model)
-            @timeit "set_binary" begin
-                for var in bin_vars
-                    JuMP.set_binary(var)
-                end
-            end
-        end
-        return Dict("Optimal value" => obj_value)
-    end
-
-    function get_solution(self)
-        return self.data.solution
-    end
     
-    function _update_solution(self)
+    set_time_limit(self, time_limit) =
-        var_to_basename_idx, model = self.data.var_to_basename_idx, self.data.model
+        JuMP.set_time_limit_sec(self.data.model, time_limit)
-        solution = Dict{String,Dict{String,Float64}}()
-        for var in JuMP.all_variables(model)
-            var in keys(var_to_basename_idx) || continue
-            basename, idx = var_to_basename_idx[var]
-            if !haskey(solution, basename)
-                solution[basename] = Dict{String,Float64}()
-            end
-            solution[basename][idx] = JuMP.value(var)
-        end
-        self.data.solution = solution
-    end
 
-    function set_gap_tolerance(self, gap_tolerance)
+    set_gap_tolerance(self, gap_tolerance) =
         @warn "JuMPSolver: set_gap_tolerance not implemented"
-    end
     
-    function set_node_limit(self)
+    set_node_limit(self) =
         @warn "JuMPSolver: set_node_limit not implemented"
-    end
     
-    function set_threads(self, threads)
+    set_threads(self, threads) =
         @warn "JuMPSolver: set_threads not implemented"
-    end
     
-    function set_branching_priorities(self, priorities)
+    set_branching_priorities(self, priorities) =
         @warn "JuMPSolver: set_branching_priorities not implemented"
-    end
     
-    function set_time_limit(self, time_limit)
+    add_constraint(self, constraint) =
-        JuMP.set_time_limit_sec(self.data.model, time_limit)
+        error("JuMPSolver.add_constraint should never be called")
-    end
+
+    clear_warm_start(self) =
+        error("JuMPSolver.clear_warm_start should never be called")
+
 end

src/julia/test/jump_solver_test.jl

@@ -34,6 +34,7 @@ end
         @test stats["Upper bound"] == 1183.0
         @test stats["Sense"] == "max"
         @test stats["Wallclock time"] > 0
+        @test length(stats["Log"]) > 100
 
         solution = solver.get_solution()
         @test solution["x"]["1"] == 1.0
@@ -43,6 +44,7 @@ end
 
         stats = solver.solve_lp()
         @test round(stats["Optimal value"], digits=3) == 1287.923
+        @test length(stats["Log"]) > 100
 
         solution = solver.get_solution()
         @test round(solution["x"]["1"], digits=3) == 1.000