mirror of
https://github.com/ANL-CEEESA/MIPLearn.git
synced 2025-12-06 09:28:51 -06:00
Minor fixes to docstrings; make some classes private
This commit is contained in:
@@ -55,11 +55,11 @@ class Component(ABC):
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Parameters
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Parameters
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----------
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----------
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solver: "LearningSolver"
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solver: LearningSolver
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The solver calling this method.
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The solver calling this method.
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instance: Instance
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instance: Instance
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The instance being solved.
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The instance being solved.
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model:
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model: Any
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The concrete optimization model being solved.
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The concrete optimization model being solved.
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stats: dict
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stats: dict
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A dictionary containing statistics about the solution process, such as
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A dictionary containing statistics about the solution process, such as
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@@ -101,11 +101,11 @@ class Component(ABC):
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Parameters
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Parameters
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----------
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----------
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solver: "LearningSolver"
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solver: LearningSolver
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The solver calling this method.
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The solver calling this method.
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instance: Instance
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instance: Instance
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The instance being solved.
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The instance being solved.
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model:
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model: Any
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The concrete optimization model being solved.
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The concrete optimization model being solved.
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"""
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"""
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return False
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return False
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@@ -9,7 +9,7 @@ from typing import Any, List
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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class RedirectOutput:
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class _RedirectOutput:
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def __init__(self, streams: List[Any]):
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def __init__(self, streams: List[Any]):
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self.streams = streams
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self.streams = streams
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@@ -9,7 +9,7 @@ from random import randint
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from typing import List, Any, Dict, Optional
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from typing import List, Any, Dict, Optional
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from miplearn.instance import Instance
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from miplearn.instance import Instance
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from miplearn.solvers import RedirectOutput
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from miplearn.solvers import _RedirectOutput
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from miplearn.solvers.internal import (
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from miplearn.solvers.internal import (
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InternalSolver,
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InternalSolver,
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LPSolveStats,
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LPSolveStats,
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@@ -23,24 +23,25 @@ logger = logging.getLogger(__name__)
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class GurobiSolver(InternalSolver):
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class GurobiSolver(InternalSolver):
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"""
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An InternalSolver backed by Gurobi's Python API (without Pyomo).
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Parameters
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----------
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params: Optional[SolverParams]
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Parameters to pass to Gurobi. For example, `params={"MIPGap": 1e-3}`
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sets the gap tolerance to 1e-3.
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lazy_cb_frequency: int
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If 1, calls lazy constraint callbacks whenever an integer solution
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is found. If 2, calls it also at every node, after solving the
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LP relaxation of that node.
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"""
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def __init__(
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def __init__(
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self,
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self,
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params: Optional[SolverParams] = None,
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params: Optional[SolverParams] = None,
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lazy_cb_frequency: int = 1,
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lazy_cb_frequency: int = 1,
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) -> None:
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) -> None:
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"""
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An InternalSolver backed by Gurobi's Python API (without Pyomo).
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Parameters
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----------
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params
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Parameters to pass to Gurobi. For example, params={"MIPGap": 1e-3}
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sets the gap tolerance to 1e-3.
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lazy_cb_frequency
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If 1, calls lazy constraint callbacks whenever an integer solution
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is found. If 2, calls it also at every node, after solving the
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LP relaxation of that node.
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"""
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import gurobipy
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import gurobipy
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if params is None:
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if params is None:
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@@ -108,7 +109,7 @@ class GurobiSolver(InternalSolver):
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def _apply_params(self, streams: List[Any]) -> None:
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def _apply_params(self, streams: List[Any]) -> None:
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assert self.model is not None
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assert self.model is not None
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with RedirectOutput(streams):
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with _RedirectOutput(streams):
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for (name, value) in self.params.items():
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for (name, value) in self.params.items():
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self.model.setParam(name, value)
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self.model.setParam(name, value)
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if "seed" not in [k.lower() for k in self.params.keys()]:
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if "seed" not in [k.lower() for k in self.params.keys()]:
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@@ -130,7 +131,7 @@ class GurobiSolver(InternalSolver):
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var.vtype = self.gp.GRB.CONTINUOUS
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var.vtype = self.gp.GRB.CONTINUOUS
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var.lb = 0.0
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var.lb = 0.0
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var.ub = 1.0
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var.ub = 1.0
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with RedirectOutput(streams):
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with _RedirectOutput(streams):
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self.model.optimize()
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self.model.optimize()
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for (varname, vardict) in self._bin_vars.items():
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for (varname, vardict) in self._bin_vars.items():
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for (idx, var) in vardict.items():
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for (idx, var) in vardict.items():
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@@ -174,7 +175,7 @@ class GurobiSolver(InternalSolver):
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if iteration_cb is None:
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if iteration_cb is None:
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iteration_cb = lambda: False
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iteration_cb = lambda: False
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while True:
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while True:
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with RedirectOutput(streams):
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with _RedirectOutput(streams):
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if lazy_cb is None:
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if lazy_cb is None:
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self.model.optimize()
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self.model.optimize()
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else:
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else:
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@@ -362,11 +363,13 @@ class GurobiSolver(InternalSolver):
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ineqs = [c for c in self.model.getConstrs() if c.sense != "="]
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ineqs = [c for c in self.model.getConstrs() if c.sense != "="]
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return {c.ConstrName: c.Slack for c in ineqs}
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return {c.ConstrName: c.Slack for c in ineqs}
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def set_constraint_sense(self, cid, sense):
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def set_constraint_sense(self, cid: str, sense: str) -> None:
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assert self.model is not None
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c = self.model.getConstrByName(cid)
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c = self.model.getConstrByName(cid)
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c.Sense = sense
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c.Sense = sense
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def get_constraint_sense(self, cid):
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def get_constraint_sense(self, cid: str) -> str:
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assert self.model is not None
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c = self.model.getConstrByName(cid)
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c = self.model.getConstrByName(cid)
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return c.Sense
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return c.Sense
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@@ -15,15 +15,12 @@ from miplearn.types import (
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VarIndex,
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VarIndex,
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Solution,
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Solution,
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BranchPriorities,
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BranchPriorities,
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Constraint,
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)
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)
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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class Constraint:
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pass
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class InternalSolver(ABC):
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class InternalSolver(ABC):
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"""
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"""
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Abstract class representing the MIP solver used internally by LearningSolver.
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Abstract class representing the MIP solver used internally by LearningSolver.
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@@ -61,13 +58,13 @@ class InternalSolver(ABC):
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Parameters
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Parameters
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----------
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----------
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iteration_cb:
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iteration_cb: IterationCallback
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By default, InternalSolver makes a single call to the native `solve`
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By default, InternalSolver makes a single call to the native `solve`
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method and returns the result. If an iteration callback is provided
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method and returns the result. If an iteration callback is provided
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instead, InternalSolver enters a loop, where `solve` and `iteration_cb`
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instead, InternalSolver enters a loop, where `solve` and `iteration_cb`
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are called alternatively. To stop the loop, `iteration_cb` should return
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are called alternatively. To stop the loop, `iteration_cb` should return
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False. Any other result causes the solver to loop again.
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False. Any other result causes the solver to loop again.
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lazy_cb:
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lazy_cb: LazyCallback
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This function is called whenever the solver finds a new candidate
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This function is called whenever the solver finds a new candidate
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solution and can be used to add lazy constraints to the model. Only the
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solution and can be used to add lazy constraints to the model. Only the
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following operations within the callback are allowed:
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following operations within the callback are allowed:
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@@ -75,7 +72,7 @@ class InternalSolver(ABC):
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- Querying if a constraint is satisfied
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- Querying if a constraint is satisfied
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- Adding a new constraint to the problem
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- Adding a new constraint to the problem
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Additional operations may be allowed by specific subclasses.
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Additional operations may be allowed by specific subclasses.
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tee
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tee: bool
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If true, prints the solver log to the screen.
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If true, prints the solver log to the screen.
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"""
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"""
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pass
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pass
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@@ -119,7 +116,7 @@ class InternalSolver(ABC):
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----------
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----------
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instance: Instance
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instance: Instance
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The instance to be loaded.
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The instance to be loaded.
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model:
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model: Any
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The concrete optimization model corresponding to this instance
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The concrete optimization model corresponding to this instance
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(e.g. JuMP.Model or pyomo.core.ConcreteModel). If not provided,
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(e.g. JuMP.Model or pyomo.core.ConcreteModel). If not provided,
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it will be generated by calling `instance.to_model()`.
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it will be generated by calling `instance.to_model()`.
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@@ -184,10 +181,28 @@ class InternalSolver(ABC):
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@abstractmethod
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@abstractmethod
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def set_constraint_sense(self, cid: str, sense: str) -> None:
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def set_constraint_sense(self, cid: str, sense: str) -> None:
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"""
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Modifies the sense of a given constraint.
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Parameters
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----------
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cid: str
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The name of the constraint.
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sense: str
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The new sense (either "<", ">" or "=").
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"""
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pass
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pass
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@abstractmethod
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@abstractmethod
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def get_constraint_sense(self, cid: str) -> str:
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def get_constraint_sense(self, cid: str) -> str:
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"""
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Returns the sense of a given constraint (either "<", ">" or "=").
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Parameters
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----------
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cid: str
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The name of the constraint.
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"""
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pass
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pass
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@abstractmethod
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@abstractmethod
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@@ -17,7 +17,7 @@ from miplearn.components.lazy_dynamic import DynamicLazyConstraintsComponent
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from miplearn.components.objective import ObjectiveValueComponent
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from miplearn.components.objective import ObjectiveValueComponent
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from miplearn.components.primal import PrimalSolutionComponent
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from miplearn.components.primal import PrimalSolutionComponent
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from miplearn.instance import Instance
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from miplearn.instance import Instance
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from miplearn.solvers import RedirectOutput
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from miplearn.solvers import _RedirectOutput
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from miplearn.solvers.internal import InternalSolver
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from miplearn.solvers.internal import InternalSolver
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from miplearn.solvers.pyomo.gurobi import GurobiPyomoSolver
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from miplearn.solvers.pyomo.gurobi import GurobiPyomoSolver
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from miplearn.types import MIPSolveStats, TrainingSample
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from miplearn.types import MIPSolveStats, TrainingSample
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@@ -25,7 +25,7 @@ from miplearn.types import MIPSolveStats, TrainingSample
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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class GlobalVariables:
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class _GlobalVariables:
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def __init__(self) -> None:
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def __init__(self) -> None:
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self.solver: Optional[LearningSolver] = None
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self.solver: Optional[LearningSolver] = None
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self.instances: Optional[Union[List[str], List[Instance]]] = None
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self.instances: Optional[Union[List[str], List[Instance]]] = None
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@@ -36,14 +36,14 @@ class GlobalVariables:
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# Global variables used for multiprocessing. Global variables are copied by the
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# Global variables used for multiprocessing. Global variables are copied by the
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# operating system when the process forks. Local variables are copied through
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# operating system when the process forks. Local variables are copied through
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# serialization, which is a much slower process.
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# serialization, which is a much slower process.
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GLOBAL = [GlobalVariables()]
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_GLOBAL = [_GlobalVariables()]
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def _parallel_solve(idx):
|
def _parallel_solve(idx):
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solver = GLOBAL[0].solver
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solver = _GLOBAL[0].solver
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instances = GLOBAL[0].instances
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instances = _GLOBAL[0].instances
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output_filenames = GLOBAL[0].output_filenames
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output_filenames = _GLOBAL[0].output_filenames
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discard_outputs = GLOBAL[0].discard_outputs
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discard_outputs = _GLOBAL[0].discard_outputs
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if output_filenames is None:
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if output_filenames is None:
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output_filename = None
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output_filename = None
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else:
|
else:
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@@ -64,28 +64,26 @@ class LearningSolver:
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|
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Parameters
|
Parameters
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----------
|
----------
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components: [Component]
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components: List[Component]
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Set of components in the solver. By default, includes:
|
Set of components in the solver. By default, includes
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- ObjectiveValueComponent
|
`ObjectiveValueComponent`, `PrimalSolutionComponent`,
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- PrimalSolutionComponent
|
`DynamicLazyConstraintsComponent` and `UserCutsComponent`.
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- DynamicLazyConstraintsComponent
|
mode: str
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- UserCutsComponent
|
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mode:
|
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If "exact", solves problem to optimality, keeping all optimality
|
If "exact", solves problem to optimality, keeping all optimality
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guarantees provided by the MIP solver. If "heuristic", uses machine
|
guarantees provided by the MIP solver. If "heuristic", uses machine
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learning more aggressively, and may return suboptimal solutions.
|
learning more aggressively, and may return suboptimal solutions.
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solver:
|
solver: Callable[[], InternalSolver]
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A callable that constructs the internal solver. If None is provided,
|
A callable that constructs the internal solver. If None is provided,
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use GurobiPyomoSolver.
|
use GurobiPyomoSolver.
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use_lazy_cb:
|
use_lazy_cb: bool
|
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If true, use native solver callbacks for enforcing lazy constraints,
|
If true, use native solver callbacks for enforcing lazy constraints,
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instead of a simple loop. May not be supported by all solvers.
|
instead of a simple loop. May not be supported by all solvers.
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solve_lp_first:
|
solve_lp_first: bool
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If true, solve LP relaxation first, then solve original MILP. This
|
If true, solve LP relaxation first, then solve original MILP. This
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option should be activated if the LP relaxation is not very
|
option should be activated if the LP relaxation is not very
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expensive to solve and if it provides good hints for the integer
|
expensive to solve and if it provides good hints for the integer
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solution.
|
solution.
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simulate_perfect:
|
simulate_perfect: bool
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If true, each call to solve actually performs three actions: solve
|
If true, each call to solve actually performs three actions: solve
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the original problem, train the ML models on the data that was just
|
the original problem, train the ML models on the data that was just
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||||||
collected, and solve the problem again. This is useful for evaluating
|
collected, and solve the problem again. This is useful for evaluating
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@@ -150,7 +148,7 @@ class LearningSolver:
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|
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# Generate model
|
# Generate model
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if model is None:
|
if model is None:
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with RedirectOutput([]):
|
with _RedirectOutput([]):
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model = instance.to_model()
|
model = instance.to_model()
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|
|
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# Initialize training sample
|
# Initialize training sample
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@@ -261,23 +259,23 @@ class LearningSolver:
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|||||||
|
|
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Parameters
|
Parameters
|
||||||
----------
|
----------
|
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instance:
|
instance: Union[Instance, str]
|
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The instance to be solved, or a filename.
|
The instance to be solved, or a filename.
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model:
|
model: Any
|
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The corresponding Pyomo model. If not provided, it will be created.
|
The corresponding Pyomo model. If not provided, it will be created.
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output_filename:
|
output_filename: Optional[str]
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If instance is a filename and output_filename is provided, write the
|
If instance is a filename and output_filename is provided, write the
|
||||||
modified instance to this file, instead of replacing the original one. If
|
modified instance to this file, instead of replacing the original one. If
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||||||
output_filename is None (the default), modified the original file in-place.
|
output_filename is None (the default), modified the original file in-place.
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discard_output:
|
discard_output: bool
|
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If True, do not write the modified instances anywhere; simply discard
|
If True, do not write the modified instances anywhere; simply discard
|
||||||
them. Useful during benchmarking.
|
them. Useful during benchmarking.
|
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tee:
|
tee: bool
|
||||||
If true, prints solver log to screen.
|
If true, prints solver log to screen.
|
||||||
|
|
||||||
Returns
|
Returns
|
||||||
-------
|
-------
|
||||||
dict
|
MIPSolveStats
|
||||||
A dictionary of solver statistics containing at least the following
|
A dictionary of solver statistics containing at least the following
|
||||||
keys: "Lower bound", "Upper bound", "Wallclock time", "Nodes",
|
keys: "Lower bound", "Upper bound", "Wallclock time", "Nodes",
|
||||||
"Sense", "Log", "Warm start value" and "LP value".
|
"Sense", "Log", "Warm start value" and "LP value".
|
||||||
@@ -324,34 +322,33 @@ class LearningSolver:
|
|||||||
|
|
||||||
Parameters
|
Parameters
|
||||||
----------
|
----------
|
||||||
output_filenames:
|
output_filenames: Optional[List[str]]
|
||||||
If instances are file names and output_filenames is provided, write the
|
If instances are file names and output_filenames is provided, write the
|
||||||
modified instances to these files, instead of replacing the original
|
modified instances to these files, instead of replacing the original
|
||||||
files. If output_filenames is None, modifies the instances in-place.
|
files. If output_filenames is None, modifies the instances in-place.
|
||||||
discard_outputs:
|
discard_outputs: bool
|
||||||
If True, do not write the modified instances anywhere; simply discard
|
If True, do not write the modified instances anywhere; simply discard
|
||||||
them instead. Useful during benchmarking.
|
them instead. Useful during benchmarking.
|
||||||
label:
|
label: str
|
||||||
Label to show in the progress bar.
|
Label to show in the progress bar.
|
||||||
instances:
|
instances: Union[List[str], List[Instance]]
|
||||||
The instances to be solved
|
The instances to be solved
|
||||||
n_jobs:
|
n_jobs: int
|
||||||
Number of instances to solve in parallel at a time.
|
Number of instances to solve in parallel at a time.
|
||||||
|
|
||||||
Returns
|
Returns
|
||||||
-------
|
-------
|
||||||
Returns a list of dictionaries, with one entry for each provided instance.
|
List[MIPSolveStats]
|
||||||
This dictionary is the same you would obtain by calling:
|
List of solver statistics, with one entry for each provided instance.
|
||||||
|
The list is the same you would obtain by calling
|
||||||
[solver.solve(p) for p in instances]
|
`[solver.solve(p) for p in instances]`
|
||||||
|
|
||||||
"""
|
"""
|
||||||
self.internal_solver = None
|
self.internal_solver = None
|
||||||
self._silence_miplearn_logger()
|
self._silence_miplearn_logger()
|
||||||
GLOBAL[0].solver = self
|
_GLOBAL[0].solver = self
|
||||||
GLOBAL[0].output_filenames = output_filenames
|
_GLOBAL[0].output_filenames = output_filenames
|
||||||
GLOBAL[0].instances = instances
|
_GLOBAL[0].instances = instances
|
||||||
GLOBAL[0].discard_outputs = discard_outputs
|
_GLOBAL[0].discard_outputs = discard_outputs
|
||||||
results = p_map(
|
results = p_map(
|
||||||
_parallel_solve,
|
_parallel_solve,
|
||||||
list(range(len(instances))),
|
list(range(len(instances))),
|
||||||
|
|||||||
@@ -15,7 +15,7 @@ from pyomo.opt import TerminationCondition
|
|||||||
from pyomo.opt.base.solvers import SolverFactory
|
from pyomo.opt.base.solvers import SolverFactory
|
||||||
|
|
||||||
from miplearn.instance import Instance
|
from miplearn.instance import Instance
|
||||||
from miplearn.solvers import RedirectOutput
|
from miplearn.solvers import _RedirectOutput
|
||||||
from miplearn.solvers.internal import (
|
from miplearn.solvers.internal import (
|
||||||
InternalSolver,
|
InternalSolver,
|
||||||
LPSolveStats,
|
LPSolveStats,
|
||||||
@@ -60,7 +60,7 @@ class BasePyomoSolver(InternalSolver):
|
|||||||
streams: List[Any] = [StringIO()]
|
streams: List[Any] = [StringIO()]
|
||||||
if tee:
|
if tee:
|
||||||
streams += [sys.stdout]
|
streams += [sys.stdout]
|
||||||
with RedirectOutput(streams):
|
with _RedirectOutput(streams):
|
||||||
results = self._pyomo_solver.solve(tee=True)
|
results = self._pyomo_solver.solve(tee=True)
|
||||||
self._restore_integrality()
|
self._restore_integrality()
|
||||||
opt_value = None
|
opt_value = None
|
||||||
@@ -92,7 +92,7 @@ class BasePyomoSolver(InternalSolver):
|
|||||||
iteration_cb = lambda: False
|
iteration_cb = lambda: False
|
||||||
while True:
|
while True:
|
||||||
logger.debug("Solving MIP...")
|
logger.debug("Solving MIP...")
|
||||||
with RedirectOutput(streams):
|
with _RedirectOutput(streams):
|
||||||
results = self._pyomo_solver.solve(
|
results = self._pyomo_solver.solve(
|
||||||
tee=True,
|
tee=True,
|
||||||
warmstart=self._is_warm_start_available,
|
warmstart=self._is_warm_start_available,
|
||||||
|
|||||||
@@ -8,7 +8,7 @@ from warnings import warn
|
|||||||
|
|
||||||
import pyomo.environ as pe
|
import pyomo.environ as pe
|
||||||
|
|
||||||
from miplearn.solvers import RedirectOutput
|
from miplearn.solvers import _RedirectOutput
|
||||||
from miplearn.solvers.gurobi import GurobiSolver
|
from miplearn.solvers.gurobi import GurobiSolver
|
||||||
from miplearn.solvers.pyomo.base import BasePyomoSolver
|
from miplearn.solvers.pyomo.base import BasePyomoSolver
|
||||||
from miplearn.solvers.tests import (
|
from miplearn.solvers.tests import (
|
||||||
@@ -25,7 +25,7 @@ def test_redirect_output():
|
|||||||
|
|
||||||
original_stdout = sys.stdout
|
original_stdout = sys.stdout
|
||||||
io = StringIO()
|
io = StringIO()
|
||||||
with RedirectOutput([io]):
|
with _RedirectOutput([io]):
|
||||||
print("Hello world")
|
print("Hello world")
|
||||||
assert sys.stdout == original_stdout
|
assert sys.stdout == original_stdout
|
||||||
assert io.getvalue() == "Hello world\n"
|
assert io.getvalue() == "Hello world\n"
|
||||||
|
|||||||
@@ -54,3 +54,7 @@ LazyCallback = Callable[[Any, Any], None]
|
|||||||
SolverParams = Dict[str, Any]
|
SolverParams = Dict[str, Any]
|
||||||
|
|
||||||
BranchPriorities = Solution
|
BranchPriorities = Solution
|
||||||
|
|
||||||
|
|
||||||
|
class Constraint:
|
||||||
|
pass
|
||||||
|
|||||||
Reference in New Issue
Block a user