Add user cut callbacks; begin rewrite of UserCutsComponent

miplearn/components/component.py

@@ -198,6 +198,14 @@ class Component:
     ) -> None:
         return
 
+    def user_cut_cb(
+        self,
+        solver: "LearningSolver",
+        instance: Instance,
+        model: Any,
+    ) -> None:
+        return
+
     def evaluate(self, instances: List[Instance]) -> List:
         ev = []
         for instance in instances:

miplearn/components/user_cuts.py

@@ -0,0 +1,64 @@
+#  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.
+
+from typing import Any, TYPE_CHECKING, Hashable, Set
+
+from miplearn import Component, Instance
+
+import logging
+
+from miplearn.features import Features, TrainingSample
+from miplearn.types import LearningSolveStats
+
+logger = logging.getLogger(__name__)
+
+if TYPE_CHECKING:
+    from miplearn.solvers.learning import LearningSolver
+
+
+class UserCutsComponentNG(Component):
+    def __init__(self) -> None:
+        self.enforced: Set[Hashable] = set()
+
+    def before_solve_mip(
+        self,
+        solver: "LearningSolver",
+        instance: Instance,
+        model: Any,
+        stats: LearningSolveStats,
+        features: Features,
+        training_data: TrainingSample,
+    ) -> None:
+        self.enforced.clear()
+
+    def after_solve_mip(
+        self,
+        solver: "LearningSolver",
+        instance: Instance,
+        model: Any,
+        stats: LearningSolveStats,
+        features: Features,
+        training_data: TrainingSample,
+    ) -> None:
+        training_data.user_cuts_enforced = set(self.enforced)
+
+    def user_cut_cb(
+        self,
+        solver: "LearningSolver",
+        instance: Instance,
+        model: Any,
+    ) -> None:
+        assert solver.internal_solver is not None
+        logger.debug("Finding violated user cuts...")
+        cids = instance.find_violated_user_cuts(model)
+        logger.debug(f"Found {len(cids)} violated user cuts")
+        logger.debug("Building violated user cuts...")
+        for cid in cids:
+            assert isinstance(cid, Hashable)
+            cobj = instance.build_user_cut(model, cid)
+            assert cobj is not None
+            solver.internal_solver.add_cut(cobj)
+            self.enforced.add(cid)
+        if len(cids) > 0:
+            logger.info(f"Added {len(cids)} violated user cuts")