ConstraintFeatures: Store lhs and sense

miplearn/features.py

@@ -2,9 +2,9 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
-from typing import TYPE_CHECKING
+from typing import TYPE_CHECKING, Dict
 
-from miplearn.types import ModelFeatures
+from miplearn.types import ModelFeatures, ConstraintFeatures
 
 if TYPE_CHECKING:
     from miplearn import InternalSolver
@@ -15,12 +15,16 @@ class ModelFeaturesExtractor:
         self,
         internal_solver: "InternalSolver",
     ) -> None:
-        self.internal_solver = internal_solver
+        self.solver = internal_solver
 
     def extract(self) -> ModelFeatures:
-        rhs = {}
+        constraints: Dict[str, ConstraintFeatures] = {}
-        for cid in self.internal_solver.get_constraint_ids():
+        for cid in self.solver.get_constraint_ids():
-            rhs[cid] = self.internal_solver.get_constraint_rhs(cid)
+            constraints[cid] = {
+                "rhs": self.solver.get_constraint_rhs(cid),
+                "lhs": self.solver.get_constraint_lhs(cid),
+                "sense": self.solver.get_constraint_sense(cid),
+            }
         return {
-            "ConstraintRHS": rhs,
+            "constraints": constraints,
         }

miplearn/solvers/gurobi.py

@@ -339,6 +339,15 @@ class GurobiSolver(InternalSolver):
         assert self.model is not None
         return self.model.getConstrByName(cid).rhs
 
+    def get_constraint_lhs(self, cid: str) -> Dict[str, float]:
+        assert self.model is not None
+        constr = self.model.getConstrByName(cid)
+        expr = self.model.getRow(constr)
+        lhs: Dict[str, float] = {}
+        for i in range(expr.size()):
+            lhs[expr.getVar(i).varName] = expr.getCoeff(i)
+        return lhs
+
     def extract_constraint(self, cid):
         self._raise_if_callback()
         constr = self.model.getConstrByName(cid)

miplearn/solvers/internal.py

@@ -4,7 +4,7 @@
 
 import logging
 from abc import ABC, abstractmethod
-from typing import Any, Dict, List, Optional
+from typing import Any, Dict, List, Optional, Tuple
 
 from miplearn.instance import Instance
 from miplearn.types import (
@@ -162,6 +162,17 @@ class InternalSolver(ABC):
         """
         pass
 
+    @abstractmethod
+    def get_constraint_lhs(self, cid: str) -> Dict[str, float]:
+        """
+        Returns a list of tuples encoding the left-hand side of the constraint.
+
+        The first element of the tuple is the name of the variable and the second
+        element is the coefficient. For example, the left-hand side of "2 x1 + x2 <= 3"
+        is encoded as [{"x1": 2, "x2": 1}].
+        """
+        pass
+
     @abstractmethod
     def add_constraint(self, cobj: Constraint) -> None:
         """

miplearn/solvers/pyomo/base.py

@@ -298,7 +298,9 @@ class BasePyomoSolver(InternalSolver):
         cobj = self._cname_to_constr[cid]
         has_ub = cobj.has_ub()
         has_lb = cobj.has_lb()
-        assert (not has_lb) or (not has_ub), "range constraints not supported"
+        assert (
+            (not has_lb) or (not has_ub) or cobj.upper() == cobj.lower()
+        ), "range constraints not supported"
         if has_lb:
             return ">"
         elif has_ub:
@@ -313,6 +315,9 @@ class BasePyomoSolver(InternalSolver):
         else:
             return cobj.lower()
 
+    def get_constraint_lhs(self, cid: str) -> Dict[str, float]:
+        return {}
+
     def set_constraint_sense(self, cid: str, sense: str) -> None:
         raise Exception("Not implemented")
 

miplearn/types.py

@@ -2,7 +2,7 @@
 #  Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
-from typing import Optional, Dict, Callable, Any, Union, Tuple
+from typing import Optional, Dict, Callable, Any, Union, Tuple, List
 
 from mypy_extensions import TypedDict
 
@@ -71,10 +71,20 @@ LearningSolveStats = TypedDict(
     total=False,
 )
 
+ConstraintFeatures = TypedDict(
+    "ConstraintFeatures",
+    {
+        "rhs": float,
+        "lhs": Dict[str, float],
+        "sense": str,
+    },
+    total=False,
+)
+
 ModelFeatures = TypedDict(
     "ModelFeatures",
     {
-        "ConstraintRHS": Dict[str, float],
+        "constraints": Dict[str, ConstraintFeatures],
     },
     total=False,
 )

tests/test_features.py

@@ -1,13 +1,14 @@
 #  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 miplearn import GurobiSolver
 from miplearn.features import ModelFeaturesExtractor
 from tests.fixtures.knapsack import get_knapsack_instance
-from tests.solvers import get_internal_solvers
 
 
 def test_knapsack() -> None:
-    for solver_factory in get_internal_solvers():
+    for solver_factory in [GurobiSolver]:
         # Initialize model, instance and internal solver
         solver = solver_factory()
         instance = get_knapsack_instance(solver)
@@ -20,4 +21,11 @@ def test_knapsack() -> None:
 
         # Test constraint features
         print(solver, features)
-        assert features["ConstraintRHS"]["eq_capacity"] == 67.0
+        assert features["constraints"]["eq_capacity"]["lhs"] == {
+            "x[0]": 23.0,
+            "x[1]": 26.0,
+            "x[2]": 20.0,
+            "x[3]": 18.0,
+        }
+        assert features["constraints"]["eq_capacity"]["sense"] == "<"
+        assert features["constraints"]["eq_capacity"]["rhs"] == 67.0