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Implement a small subset of Alvarez2017 features

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This commit is contained in:
Alinson S. Xavier
2021-04-10 19:48:58 -05:00
parent 9ca4cc3c24
commit c39231cb18
3 changed files with 162 additions and 17 deletions
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103
tests/test_features.py
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@@ -9,7 +9,9 @@ from miplearn.features import (
Constraint,
)
from miplearn.solvers.gurobi import GurobiSolver
from miplearn.solvers.tests import assert_equals
from miplearn.solvers.tests import assert_equals, _round_variables, _round_constraints
inf = float("inf")
def test_knapsack() -> None:
@@ -17,58 +19,127 @@ def test_knapsack() -> None:
instance = solver.build_test_instance_knapsack()
model = instance.to_model()
solver.set_instance(instance, model)
solver.solve_lp()
FeaturesExtractor(solver).extract(instance)
assert_equals(
instance.features.variables,
_round_variables(instance.features.variables),
{
"x[0]": Variable(
basis_status="U",
category="default",
lower_bound=0.0,
obj_coeff=505.0,
type="B",
reduced_cost=193.615385,
sa_lb_down=-inf,
sa_lb_up=1.0,
sa_obj_down=311.384615,
sa_obj_up=inf,
sa_ub_down=0.913043,
sa_ub_up=2.043478,
type="C",
upper_bound=1.0,
user_features=[23.0, 505.0],
value=1.0,
alvarez_2017=[1.0, 0.32899, 0.0, 0.0, 1.0, 1.0, 5.265874, 0.0],
),
"x[1]": Variable(
basis_status="B",
category="default",
lower_bound=0.0,
obj_coeff=352.0,
type="B",
reduced_cost=0.0,
sa_lb_down=-inf,
sa_lb_up=0.923077,
sa_obj_down=317.777778,
sa_obj_up=570.869565,
sa_ub_down=0.923077,
sa_ub_up=inf,
type="C",
upper_bound=1.0,
user_features=[26.0, 352.0],
value=0.923077,
alvarez_2017=[
1.0,
0.229316,
0.0,
0.076923,
1.0,
1.0,
3.532875,
5.388476,
],
),
"x[2]": Variable(
basis_status="U",
category="default",
lower_bound=0.0,
obj_coeff=458.0,
type="B",
reduced_cost=187.230769,
sa_lb_down=-inf,
sa_lb_up=1.0,
sa_obj_down=270.769231,
sa_obj_up=inf,
sa_ub_down=0.9,
sa_ub_up=2.2,
type="C",
upper_bound=1.0,
user_features=[20.0, 458.0],
value=1.0,
alvarez_2017=[
1.0,
0.298371,
0.0,
0.0,
1.0,
1.0,
5.232342,
0.0,
],
),
"x[3]": Variable(
basis_status="L",
category="default",
lower_bound=0.0,
obj_coeff=220.0,
type="B",
reduced_cost=-23.692308,
sa_lb_down=-0.111111,
sa_lb_up=1.0,
sa_obj_down=-inf,
sa_obj_up=243.692308,
sa_ub_down=0.0,
sa_ub_up=inf,
type="C",
upper_bound=1.0,
user_features=[18.0, 220.0],
value=0.0,
alvarez_2017=[
1.0,
0.143322,
0.0,
0.0,
1.0,
-1.0,
0.0,
3.16515,
],
),
},
)
assert_equals(
instance.features.constraints,
_round_constraints(instance.features.constraints),
{
"eq_capacity": Constraint(
lhs={
"x[0]": 23.0,
"x[1]": 26.0,
"x[2]": 20.0,
"x[3]": 18.0,
},
sense="<",
rhs=67.0,
lazy=False,
basis_status="N",
category="eq_capacity",
dual_value=13.538462,
lazy=False,
lhs={"x[0]": 23.0, "x[1]": 26.0, "x[2]": 20.0, "x[3]": 18.0},
rhs=67.0,
sa_rhs_down=43.0,
sa_rhs_up=69.0,
sense="<",
slack=0.0,
user_features=[0.0],
)
},