Parse warm start value from log files

src/python/miplearn/solvers.py

@@ -3,8 +3,9 @@
 #  Released under the modified BSD license. See COPYING.md for more details.
 
 import logging
+import re
 import sys
-from abc import ABC
+from abc import ABC, abstractmethod
 from copy import deepcopy
 from io import StringIO
 
@@ -246,8 +247,8 @@ class InternalSolver(ABC):
         -------
         dict
             A dictionary of solver statistics containing the following keys:
-            "Lower bound", "Upper bound", "Wallclock time", "Nodes", "Sense"
+            "Lower bound", "Upper bound", "Wallclock time", "Nodes", "Sense",
-            and "Log".
+             "Log" and "Warm start value".
         """
         total_wallclock_time = 0
         streams = [StringIO()]
@@ -257,7 +258,8 @@ class InternalSolver(ABC):
         while True:
             logger.debug("Solving MIP...")
             with RedirectOutput(streams):
-                results = self._pyomo_solver.solve(tee=True)
+                results = self._pyomo_solver.solve(tee=True,
+                                                   warmstart=self._is_warm_start_available)
             total_wallclock_time += results["Solver"][0]["Wallclock time"]
             if not hasattr(self.instance, "find_violations"):
                 break
@@ -271,15 +273,35 @@ class InternalSolver(ABC):
                 cut = self.instance.build_lazy_constraint(self.model, v)
                 self.add_constraint(cut)
 
+        log = streams[0].getvalue()
         return {
             "Lower bound": results["Problem"][0]["Lower bound"],
             "Upper bound": results["Problem"][0]["Upper bound"],
             "Wallclock time": total_wallclock_time,
             "Nodes": 1,
             "Sense": self._obj_sense,
-            "Log": streams[0].getvalue()
+            "Log": log,
+            "Warm start value": self.extract_warm_start_value(log),
         }
 
+    def extract_warm_start_value(self, log):
+        """
+        Extracts and returns the objective value of the user-provided MIP start
+        from the provided solver log. If more than one value is found, returns
+        the last one. If no value is present in the logs, returns None.
+        """
+        ws_value = None
+        for line in log.splitlines():
+            matches = re.findall(self._get_warm_start_regexp(), line)
+            if len(matches) == 0:
+                continue
+            ws_value = float(matches[0])
+        return ws_value
+
+    @abstractmethod
+    def _get_warm_start_regexp(self):
+        pass
+
 
 class GurobiSolver(InternalSolver):
     def __init__(self):
@@ -324,15 +346,21 @@ class GurobiSolver(InternalSolver):
                                                warmstart=self._is_warm_start_available)
         self._pyomo_solver.set_callback(None)
         node_count = int(self._pyomo_solver._solver_model.getAttr("NodeCount"))
+
+        log = streams[0].getvalue()
         return {
             "Lower bound": results["Problem"][0]["Lower bound"],
             "Upper bound": results["Problem"][0]["Upper bound"],
             "Wallclock time": results["Solver"][0]["Wallclock time"],
             "Nodes": max(1, node_count),
             "Sense": self._obj_sense,
-            "Log": streams[0].getvalue(),
+            "Log": log,
+            "Warm start value": self.extract_warm_start_value(log),
         }
 
+    def _get_warm_start_regexp(self):
+        return "MIP start with objective ([0-9.e+-]*)"
+
 
 class CPLEXSolver(InternalSolver):
     def __init__(self,
@@ -374,6 +402,9 @@ class CPLEXSolver(InternalSolver):
             "Optimal value": results["Problem"][0]["Lower bound"],
         }
 
+    def _get_warm_start_regexp(self):
+        return "MIP start .* with objective ([0-9.e+-]*)\\."
+
 
 class LearningSolver:
     """

src/python/miplearn/tests/test_solver.py

@@ -19,7 +19,7 @@ def _get_instance():
     )
 
 
-def test_internal_solver():
+def test_internal_solver_warm_starts():
     for solver in [GurobiSolver(), CPLEXSolver(presolve=False)]:
         instance = _get_instance()
         model = instance.to_model()
@@ -29,11 +29,31 @@ def test_internal_solver():
             "x": {
                 0: 1.0,
                 1: 0.0,
+                2: 0.0,
+                3: 1.0,
+            }
+        })
+        stats = solver.solve(tee=True)
+        assert stats["Warm start value"] == 725.0
+
+        solver.set_warm_start({
+            "x": {
+                0: 1.0,
+                1: 1.0,
                 2: 1.0,
                 3: 1.0,
             }
         })
+        stats = solver.solve(tee=True)
+        assert stats["Warm start value"] is None
 
+
+def test_internal_solver():
+    for solver in [GurobiSolver(), CPLEXSolver(presolve=False)]:
+        instance = _get_instance()
+        model = instance.to_model()
+
+        solver.set_instance(instance, model)
         stats = solver.solve(tee=True)
         assert len(stats["Log"]) > 100
         assert stats["Lower bound"] == 1183.0