Implement ObjectiveValueComponent

miplearn/components/tests/test_objective.py

@@ -0,0 +1,29 @@
+#  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 ObjectiveValueComponent, LearningSolver
+from miplearn.problems.knapsack import KnapsackInstance
+
+def _get_instances():
+    instances = [
+        KnapsackInstance(
+            weights=[23., 26., 20., 18.],
+            prices=[505., 352., 458., 220.],
+            capacity=67.,
+        ),
+    ]
+    models = [instance.to_model() for instance in instances]
+    solver = LearningSolver()
+    for i in range(len(instances)):
+        solver.solve(instances[i], models[i])
+    return instances, models
+
+
+def test_usage():
+    instances, models = _get_instances()
+    comp = ObjectiveValueComponent()
+    comp.fit(instances)
+    assert instances[0].lower_bound == 1183.0
+    assert instances[0].upper_bound == 1183.0
+    assert comp.predict(instances).tolist() == [[1183.0, 1183.0]]