ConvertTight: Always check feasibility

This commit is contained in:
2021-01-13 09:28:55 -06:00
parent d67af4a26b
commit b01d97cc2b
3 changed files with 61 additions and 15 deletions

View File

@@ -30,10 +30,12 @@ def test_convert_tight_usage():
# Fit and resolve
solver.fit([instance])
solver.solve(instance)
stats = solver.solve(instance)
# Objective value should be the same
assert instance.upper_bound == original_upper_bound
assert stats["ConvertTight: Inf iterations"] == 0
assert stats["ConvertTight: Subopt iterations"] == 0
class TestInstance(Instance):
@@ -51,6 +53,21 @@ class TestInstance(Instance):
return m
class TestInstanceMin(Instance):
def to_model(self):
import gurobipy as grb
from gurobipy import GRB
m = grb.Model("model")
x1 = m.addVar(name="x1")
x2 = m.addVar(name="x2")
m.setObjective(x1 + 2 * x2, grb.GRB.MAXIMIZE)
m.addConstr(x1 <= 2, name="c1")
m.addConstr(x2 <= 2, name="c2")
m.addConstr(x1 + x2 <= 3, name="c2")
return m
def test_convert_tight_infeasibility():
comp = ConvertTightIneqsIntoEqsStep(
check_converted=True,
@@ -70,8 +87,10 @@ def test_convert_tight_infeasibility():
solve_lp_first=False,
)
instance = TestInstance()
solver.solve(instance)
stats = solver.solve(instance)
assert instance.lower_bound == 5.0
assert stats["ConvertTight: Inf iterations"] == 1
assert stats["ConvertTight: Subopt iterations"] == 0
def test_convert_tight_suboptimality():
@@ -93,5 +112,32 @@ def test_convert_tight_suboptimality():
solve_lp_first=False,
)
instance = TestInstance()
solver.solve(instance)
stats = solver.solve(instance)
assert instance.lower_bound == 5.0
assert stats["ConvertTight: Inf iterations"] == 0
assert stats["ConvertTight: Subopt iterations"] == 1
def test_convert_tight_optimal():
comp = ConvertTightIneqsIntoEqsStep(
check_converted=True,
)
comp.classifiers = {
"c1": Mock(spec=Classifier),
"c2": Mock(spec=Classifier),
"c3": Mock(spec=Classifier),
}
comp.classifiers["c1"].predict_proba = Mock(return_value=[[1, 0]])
comp.classifiers["c2"].predict_proba = Mock(return_value=[[0, 1]])
comp.classifiers["c3"].predict_proba = Mock(return_value=[[0, 1]])
solver = LearningSolver(
solver=GurobiSolver(params={}),
components=[comp],
solve_lp_first=False,
)
instance = TestInstance()
stats = solver.solve(instance)
assert instance.lower_bound == 5.0
assert stats["ConvertTight: Inf iterations"] == 0
assert stats["ConvertTight: Subopt iterations"] == 0