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Add user cut callbacks; begin rewrite of UserCutsComponent

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This commit is contained in:
Alinson S. Xavier
2021-04-06 12:46:37 -05:00
parent cfb17551f1
commit 9f2d7439dc
11 changed files with 213 additions and 43 deletions
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32
miplearn/solvers/learning.py
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@@ -125,18 +125,22 @@ class LearningSolver:
) -> LearningSolveStats:
# Generate model
# -------------------------------------------------------
if model is None:
with _RedirectOutput([]):
model = instance.to_model()
# Initialize training sample
# -------------------------------------------------------
training_sample = TrainingSample()
instance.training_data += [training_sample]
# Initialize stats
# -------------------------------------------------------
stats: LearningSolveStats = {}
# Initialize internal solver
# -------------------------------------------------------
self.tee = tee
self.internal_solver = self.solver_factory()
assert self.internal_solver is not None
@@ -144,6 +148,7 @@ class LearningSolver:
self.internal_solver.set_instance(instance, model)
# Extract features
# -------------------------------------------------------
FeaturesExtractor(self.internal_solver).extract(instance)
callback_args = (
@@ -156,6 +161,7 @@ class LearningSolver:
)
# Solve root LP relaxation
# -------------------------------------------------------
if self.solve_lp:
logger.debug("Running before_solve_lp callbacks...")
for component in self.components.values():
@@ -172,37 +178,50 @@ class LearningSolver:
for component in self.components.values():
component.after_solve_lp(*callback_args)
# Define wrappers
# Callback wrappers
# -------------------------------------------------------
def iteration_cb_wrapper() -> bool:
should_repeat = False
assert isinstance(instance, Instance)
for comp in self.components.values():
if comp.iteration_cb(self, instance, model):
should_repeat = True
return should_repeat
def lazy_cb_wrapper(
cb_solver: LearningSolver,
cb_solver: InternalSolver,
cb_model: Any,
) -> None:
assert isinstance(instance, Instance)
for comp in self.components.values():
comp.lazy_cb(self, instance, model)
def user_cut_cb_wrapper(
cb_solver: InternalSolver,
cb_model: Any,
) -> None:
for comp in self.components.values():
comp.user_cut_cb(self, instance, model)
lazy_cb = None
if self.use_lazy_cb:
lazy_cb = lazy_cb_wrapper
user_cut_cb = None
if instance.has_user_cuts():
user_cut_cb = user_cut_cb_wrapper
# Before-solve callbacks
# -------------------------------------------------------
logger.debug("Running before_solve_mip callbacks...")
for component in self.components.values():
component.before_solve_mip(*callback_args)
# Solve MIP
# -------------------------------------------------------
logger.info("Solving MIP...")
mip_stats = self.internal_solver.solve(
tee=tee,
iteration_cb=iteration_cb_wrapper,
user_cut_cb=user_cut_cb,
lazy_cb=lazy_cb,
)
stats.update(cast(LearningSolveStats, mip_stats))
@@ -216,17 +235,20 @@ class LearningSolver:
stats["Mode"] = self.mode
# Add some information to training_sample
# -------------------------------------------------------
training_sample.lower_bound = stats["Lower bound"]
training_sample.upper_bound = stats["Upper bound"]
training_sample.mip_log = stats["MIP log"]
training_sample.solution = self.internal_solver.get_solution()
# After-solve callbacks
# -------------------------------------------------------
logger.debug("Calling after_solve_mip callbacks...")
for component in self.components.values():
component.after_solve_mip(*callback_args)
# Write to file, if necessary
# Flush
# -------------------------------------------------------
if not discard_output:
instance.flush()