get_constraints: Fetch slack and dual values

This commit is contained in:
2021-04-10 17:24:03 -05:00
parent 088d679f61
commit b5e602cdc1
5 changed files with 135 additions and 68 deletions

View File

@@ -12,6 +12,14 @@ from miplearn.solvers.internal import InternalSolver
# This file is in the main source folder, so that it can be called from Julia.
def _round_constraints(constraints):
for (cname, c) in constraints.items():
for attr in ["slack", "dual_value"]:
if getattr(c, attr) is not None:
setattr(c, attr, round(getattr(c, attr), 6))
return constraints
def run_internal_solver_tests(solver: InternalSolver) -> None:
run_basic_usage_tests(solver.clone())
run_warm_start_tests(solver.clone())
@@ -22,20 +30,38 @@ def run_internal_solver_tests(solver: InternalSolver) -> None:
def run_basic_usage_tests(solver: InternalSolver) -> None:
# Create and set instance
instance = solver.build_test_instance_knapsack()
model = instance.to_model()
solver.set_instance(instance, model)
# Fetch variables (after-load)
assert_equals(
solver.get_variable_names(),
["x[0]", "x[1]", "x[2]", "x[3]"],
)
# Fetch constraints (after-load)
assert_equals(
_round_constraints(solver.get_constraints()),
{
"eq_capacity": Constraint(
lazy=False,
lhs={"x[0]": 23.0, "x[1]": 26.0, "x[2]": 20.0, "x[3]": 18.0},
rhs=67.0,
sense="<",
)
},
)
# Solve linear programming relaxation
lp_stats = solver.solve_lp()
assert not solver.is_infeasible()
assert lp_stats["LP value"] is not None
assert_equals(round(lp_stats["LP value"], 3), 1287.923)
assert len(lp_stats["LP log"]) > 100
# Fetch variables (after-lp)
solution = solver.get_solution()
assert solution is not None
assert solution["x[0]"] is not None
@@ -47,6 +73,22 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
assert_equals(round(solution["x[2]"], 3), 1.000)
assert_equals(round(solution["x[3]"], 3), 0.000)
# Fetch constraints (after-lp)
assert_equals(
_round_constraints(solver.get_constraints()),
{
"eq_capacity": Constraint(
lazy=False,
lhs={"x[0]": 23.0, "x[1]": 26.0, "x[2]": 20.0, "x[3]": 18.0},
rhs=67.0,
sense="<",
slack=0.0,
dual_value=13.538462,
)
},
)
# Solve MIP
mip_stats = solver.solve(
tee=True,
iteration_cb=None,
@@ -60,6 +102,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
assert_equals(mip_stats["Sense"], "max")
assert isinstance(mip_stats["Wallclock time"], float)
# Fetch variables (after-mip)
solution = solver.get_solution()
assert solution is not None
assert solution["x[0]"] is not None
@@ -71,13 +114,15 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
assert_equals(solution["x[2]"], 1.0)
assert_equals(solution["x[3]"], 1.0)
# Fetch constraints (after-mip)
assert_equals(
solver.get_constraints(),
_round_constraints(solver.get_constraints()),
{
"eq_capacity": Constraint(
lhs={"x[0]": 23.0, "x[1]": 26.0, "x[2]": 20.0, "x[3]": 18.0},
rhs=67.0,
sense="<",
slack=6.0,
),
},
)
@@ -86,10 +131,11 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
cut = Constraint(lhs={"x[0]": 1.0}, sense="<", rhs=0.0)
assert not solver.is_constraint_satisfied(cut)
# Add new constraint and verify that it is listed
# Add new constraint and verify that it is listed. Modifying the model should
# also clear the current solution.
solver.add_constraint(cut, "cut")
assert_equals(
solver.get_constraints(),
_round_constraints(solver.get_constraints()),
{
"eq_capacity": Constraint(
lhs={"x[0]": 23.0, "x[1]": 26.0, "x[2]": 20.0, "x[3]": 18.0},
@@ -104,17 +150,11 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
},
)
# New constraint should affect the solution
# Re-solve MIP and verify that constraint affects the solution
stats = solver.solve()
assert_equals(stats["Lower bound"], 1030.0)
assert solver.is_constraint_satisfied(cut)
# Verify slacks
assert_equals(
solver.get_inequality_slacks(),
{"cut": 0.0, "eq_capacity": 3.0},
)
# Remove the new constraint
solver.remove_constraint("cut")
@@ -122,9 +162,6 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
stats = solver.solve()
assert_equals(stats["Lower bound"], 1183.0)
# Constraint should not be satisfied by current solution
assert not solver.is_constraint_satisfied(cut)
def run_warm_start_tests(solver: InternalSolver) -> None:
instance = solver.build_test_instance_knapsack()