ANL-CEEESA
/
MIPLearn
mirror of https://github.com/ANL-CEEESA/MIPLearn.git
1
0
Fork 0
Code Issues Packages Projects Releases Wiki Activity

Make it optional to solve the LP relaxation first

Browse Source
pull/3/head
Alinson S. Xavier 5 years ago
parent 295358c553
commit db3e27b039
6 changed files with 118 additions and 62 deletions
Show Stats Download Patch File Download Diff File

111
src/julia/Manifest.toml
Unescape View File

@ -9,12 +9,6 @@ git-tree-sha1 = "9e62e66db34540a0c919d72172cc2f642ac71260"
uuid = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
version = "0.5.0"
[[BinaryProvider]]
deps = ["Libdl", "SHA"]
git-tree-sha1 = "5b08ed6036d9d3f0ee6369410b830f8873d4024c"
uuid = "b99e7846-7c00-51b0-8f62-c81ae34c0232"
version = "0.5.8"
[[Bzip2_jll]]
deps = ["Libdl", "Pkg"]
git-tree-sha1 = "03a44490020826950c68005cafb336e5ba08b7e8"
@ -28,13 +22,13 @@ version = "0.4.1"
[[CPLEX]]
deps = ["Libdl", "LinearAlgebra", "MathOptInterface", "MathProgBase", "SparseArrays"]
git-tree-sha1 = "f8dac98fbff2f7d7fe58fa1fcdbefaaaf29a1f59"
git-tree-sha1 = "c3d7c4c3e4d4bd01c5ac89dee420be93ef7ef20b"
uuid = "a076750e-1247-5638-91d2-ce28b192dca0"
version = "0.6.5"
version = "0.6.6"
[[CPLEXW]]
deps = ["CEnum", "Libdl"]
git-tree-sha1 = "ebad297748ee2a12cc13b5fb07f9bbfa8a900494"
git-tree-sha1 = "2259e91418573278d919d6a163634a34ff1adb61"
repo-rev = "master"
repo-url = "https://github.com/iSoron/CPLEXW.git"
uuid = "cfecb002-79c2-11e9-35be-cb59aa640f85"
@ -48,15 +42,15 @@ version = "0.5.1"
[[CodeTracking]]
deps = ["InteractiveUtils", "UUIDs"]
git-tree-sha1 = "0becdab7e6fbbcb7b88d8de5b72e5bb2f28239f3"
git-tree-sha1 = "ccc043a0df446cac279dca29d13e2827b40aceb5"
uuid = "da1fd8a2-8d9e-5ec2-8556-3022fb5608a2"
version = "0.5.8"
version = "0.5.12"
[[CodecBzip2]]
deps = ["Bzip2_jll", "Libdl", "TranscodingStreams"]
git-tree-sha1 = "2fee975d68f9a8b22187ae86e33c0829b30cf231"
git-tree-sha1 = "2e62a725210ce3c3c2e1a3080190e7ca491f18d7"
uuid = "523fee87-0ab8-5b00-afb7-3ecf72e48cfd"
version = "0.7.1"
version = "0.7.2"
[[CodecZlib]]
deps = ["TranscodingStreams", "Zlib_jll"]
@ -65,10 +59,10 @@ uuid = "944b1d66-785c-5afd-91f1-9de20f533193"
version = "0.7.0"
[[CommonSubexpressions]]
deps = ["Test"]
git-tree-sha1 = "efdaf19ab11c7889334ca247ff4c9f7c322817b0"
deps = ["MacroTools", "Test"]
git-tree-sha1 = "7b8a93dba8af7e3b42fecabf646260105ac373f7"
uuid = "bbf7d656-a473-5ed7-a52c-81e309532950"
version = "0.2.0"
version = "0.3.0"
[[CompilerSupportLibraries_jll]]
deps = ["Libdl", "Pkg"]
@ -84,9 +78,9 @@ version = "1.4.1"
[[DataStructures]]
deps = ["InteractiveUtils", "OrderedCollections"]
git-tree-sha1 = "4dead20a1606a60292529023d6eac18a1ef6432e"
git-tree-sha1 = "88d48e133e6d3dd68183309877eac74393daa7eb"
uuid = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
version = "0.17.12"
version = "0.17.20"
[[Dates]]
deps = ["Printf"]
@ -113,21 +107,21 @@ uuid = "7b1f6079-737a-58dc-b8bc-7a2ca5c1b5ee"
[[ForwardDiff]]
deps = ["CommonSubexpressions", "DiffResults", "DiffRules", "NaNMath", "Random", "SpecialFunctions", "StaticArrays"]
git-tree-sha1 = "869540e4367122fbffaace383a5bdc34d6e5e5ac"
git-tree-sha1 = "1d090099fb82223abc48f7ce176d3f7696ede36d"
uuid = "f6369f11-7733-5829-9624-2563aa707210"
version = "0.10.10"
version = "0.10.12"
[[Gurobi]]
deps = ["Libdl", "LinearAlgebra", "MathOptInterface", "MathProgBase", "SparseArrays"]
git-tree-sha1 = "619f241433b5127f9561ddcdc75b2023513c76ea"
git-tree-sha1 = "f36a2fa62909675681aec582ccfc4a4a629406e4"
uuid = "2e9cd046-0924-5485-92f1-d5272153d98b"
version = "0.7.6"
version = "0.8.1"
[[HTTP]]
deps = ["Base64", "Dates", "IniFile", "MbedTLS", "Sockets"]
git-tree-sha1 = "cd60d9a575d3b70c026d7e714212fd4ecf86b4bb"
git-tree-sha1 = "2ac03263ce44be4222342bca1c51c36ce7566161"
uuid = "cd3eb016-35fb-5094-929b-558a96fad6f3"
version = "0.8.13"
version = "0.8.17"
[[IniFile]]
deps = ["Test"]
@ -152,22 +146,22 @@ uuid = "2535ab7d-5cd8-5a07-80ac-9b1792aadce3"
version = "0.3.2"
[[JSONSchema]]
deps = ["BinaryProvider", "HTTP", "JSON"]
git-tree-sha1 = "b0a7f9328967df5213691d318a03cf70ea8c76b1"
deps = ["HTTP", "JSON", "ZipFile"]
git-tree-sha1 = "a9ecdbc90be216912a2e3e8a8e38dc4c93f0d065"
uuid = "7d188eb4-7ad8-530c-ae41-71a32a6d4692"
version = "0.2.0"
version = "0.3.2"
[[JuMP]]
deps = ["Calculus", "DataStructures", "ForwardDiff", "LinearAlgebra", "MathOptInterface", "MutableArithmetics", "NaNMath", "Random", "SparseArrays", "Statistics"]
git-tree-sha1 = "84c1cf8bec4729b8b2ef4dfc4e1db1b892ad0d30"
git-tree-sha1 = "cbab42e2e912109d27046aa88f02a283a9abac7c"
uuid = "4076af6c-e467-56ae-b986-b466b2749572"
version = "0.21.2"
version = "0.21.3"
[[JuliaInterpreter]]
deps = ["CodeTracking", "InteractiveUtils", "Random", "UUIDs"]
git-tree-sha1 = "2eadbbde5534346cbb837c3a75b377cba477a06d"
git-tree-sha1 = "7b2a1b650cec61a7d8cd8ee9ee7a818b5764d502"
uuid = "aa1ae85d-cabe-5617-a682-6adf51b2e16a"
version = "0.7.13"
version = "0.7.26"
[[LibGit2]]
deps = ["Printf"]
@ -185,9 +179,9 @@ uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"
[[LoweredCodeUtils]]
deps = ["JuliaInterpreter"]
git-tree-sha1 = "1c41621653250b2824b6e664ac5bd805558aeff9"
git-tree-sha1 = "dbd9336b43c2d6fa492efa09ba3bb10fbdbeeb64"
uuid = "6f1432cf-f94c-5a45-995e-cdbf5db27b0b"
version = "0.4.3"
version = "0.4.9"
[[MacroTools]]
deps = ["Markdown", "Random"]
@ -201,9 +195,9 @@ uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"
[[MathOptInterface]]
deps = ["BenchmarkTools", "CodecBzip2", "CodecZlib", "JSON", "JSONSchema", "LinearAlgebra", "MutableArithmetics", "OrderedCollections", "SparseArrays", "Test", "Unicode"]
git-tree-sha1 = "27f2ef85879b8f1d144266ab44f076ba0dfbd8a1"
git-tree-sha1 = "cd2049c055c7d192a235670d50faa375361624ba"
uuid = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
version = "0.9.13"
version = "0.9.14"
[[MathProgBase]]
deps = ["LinearAlgebra", "SparseArrays"]
@ -213,29 +207,29 @@ version = "0.7.8"
[[MbedTLS]]
deps = ["Dates", "MbedTLS_jll", "Random", "Sockets"]
git-tree-sha1 = "a9e2221f06b42f56052f43ad7edecb01d0ef5ab4"
git-tree-sha1 = "426a6978b03a97ceb7ead77775a1da066343ec6e"
uuid = "739be429-bea8-5141-9913-cc70e7f3736d"
version = "1.0.1"
version = "1.0.2"
[[MbedTLS_jll]]
deps = ["Libdl", "Pkg"]
git-tree-sha1 = "c83f5a1d038f034ad0549f9ee4d5fac3fb429e33"
git-tree-sha1 = "a0cb0d489819fa7ea5f9fa84c7e7eba19d8073af"
uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1"
version = "2.16.0+2"
version = "2.16.6+1"
[[Mmap]]
uuid = "a63ad114-7e13-5084-954f-fe012c677804"
[[MutableArithmetics]]
deps = ["LinearAlgebra", "SparseArrays", "Test"]
git-tree-sha1 = "e1edd618a8f39d16f8595dd622a63b25f759cf8a"
git-tree-sha1 = "6cf09794783b9de2e662c4e8b60d743021e338d0"
uuid = "d8a4904e-b15c-11e9-3269-09a3773c0cb0"
version = "0.2.9"
version = "0.2.10"
[[NaNMath]]
git-tree-sha1 = "928b8ca9b2791081dc71a51c55347c27c618760f"
git-tree-sha1 = "c84c576296d0e2fbb3fc134d3e09086b3ea617cd"
uuid = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
version = "0.3.3"
version = "0.3.4"
[[OpenSpecFun_jll]]
deps = ["CompilerSupportLibraries_jll", "Libdl", "Pkg"]
@ -244,10 +238,9 @@ uuid = "efe28fd5-8261-553b-a9e1-b2916fc3738e"
version = "0.5.3+3"
[[OrderedCollections]]
deps = ["Random", "Serialization", "Test"]
git-tree-sha1 = "c4c13474d23c60d20a67b217f1d7f22a40edf8f1"
git-tree-sha1 = "293b70ac1780f9584c89268a6e2a560d938a7065"
uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
version = "1.1.0"
version = "1.3.0"
[[PackageCompiler]]
deps = ["Libdl", "Pkg", "UUIDs"]
@ -257,9 +250,9 @@ version = "1.2.1"
[[Parsers]]
deps = ["Dates", "Test"]
git-tree-sha1 = "75d07cb840c300084634b4991761886d0d762724"
git-tree-sha1 = "8077624b3c450b15c087944363606a6ba12f925e"
uuid = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0"
version = "1.0.1"
version = "1.0.10"
[[Pkg]]
deps = ["Dates", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "UUIDs"]
@ -285,9 +278,9 @@ uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
[[Revise]]
deps = ["CodeTracking", "Distributed", "FileWatching", "JuliaInterpreter", "LibGit2", "LoweredCodeUtils", "OrderedCollections", "Pkg", "REPL", "UUIDs", "Unicode"]
git-tree-sha1 = "6cefbc0e3b62146e564a3cf209e7370a839883da"
git-tree-sha1 = "0992d4643e27b2deb9f2e4ec7a56b7033813a027"
uuid = "295af30f-e4ad-537b-8983-00126c2a3abe"
version = "2.6.0"
version = "2.7.3"
[[SHA]]
uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
@ -304,15 +297,15 @@ uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
[[SpecialFunctions]]
deps = ["OpenSpecFun_jll"]
git-tree-sha1 = "e19b98acb182567bcb7b75bb5d9eedf3a3b5ec6c"
git-tree-sha1 = "d8d8b8a9f4119829410ecd706da4cc8594a1e020"
uuid = "276daf66-3868-5448-9aa4-cd146d93841b"
version = "0.10.0"
version = "0.10.3"
[[StaticArrays]]
deps = ["LinearAlgebra", "Random", "Statistics"]
git-tree-sha1 = "5a3bcb6233adabde68ebc97be66e95dcb787424c"
git-tree-sha1 = "016d1e1a00fabc556473b07161da3d39726ded35"
uuid = "90137ffa-7385-5640-81b9-e52037218182"
version = "0.12.1"
version = "0.12.4"
[[Statistics]]
deps = ["LinearAlgebra", "SparseArrays"]
@ -324,9 +317,9 @@ uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
[[TimerOutputs]]
deps = ["Printf"]
git-tree-sha1 = "0cc8db57cb537191b02948d4fabdc09eb7f31f98"
git-tree-sha1 = "f458ca23ff80e46a630922c555d838303e4b9603"
uuid = "a759f4b9-e2f1-59dc-863e-4aeb61b1ea8f"
version = "0.5.5"
version = "0.5.6"
[[TinyBnB]]
deps = ["CPLEXW", "Printf", "Random", "Revise", "Test"]
@ -354,6 +347,12 @@ git-tree-sha1 = "80229be1f670524750d905f8fc8148e5a8c4537f"
uuid = "81def892-9a0e-5fdd-b105-ffc91e053289"
version = "1.2.0"
[[ZipFile]]
deps = ["Libdl", "Printf", "Zlib_jll"]
git-tree-sha1 = "254975fef2fc526583bb9b7c9420fe66ffe09f2f"
uuid = "a5390f91-8eb1-5f08-bee0-b1d1ffed6cea"
version = "0.9.2"
[[Zlib_jll]]
deps = ["Libdl", "Pkg"]
git-tree-sha1 = "fdd89e5ab270ea0f2a0174bd9093e557d06d4bfa"

18
src/julia/src/jump_solver.jl
Unescape View File

@ -137,6 +137,21 @@ function update_solution!(data::JuMPSolverData)
end
function get_variables(data::JuMPSolverData)
var_to_basename_idx, model = data.var_to_basename_idx, data.model
variables = Dict()
for var in JuMP.all_variables(model)
var in keys(var_to_basename_idx) || continue
basename, idx = var_to_basename_idx[var]
if !haskey(variables, basename)
variables[basename] = []
end
push!(variables[basename], idx)
end
return variables
end
function set_instance!(data::JuMPSolverData, instance, model)
data.instance = instance
data.model = model
@ -211,6 +226,9 @@ end
get_solution(self) =
self.data.solution
get_variables(self) =
get_variables(self.data)
set_time_limit(self, time_limit) =
self.data.time_limit = time_limit

9
src/python/miplearn/solvers/guroby.py
Unescape View File

@ -84,7 +84,6 @@ class GurobiSolver(InternalSolver):
}
def solve(self, tee=False):
all_vars = self.model.getVars()
self.instance.found_violated_lazy_constraints = []
self.instance.found_violated_user_cuts = []
streams = [StringIO()]
@ -136,6 +135,14 @@ class GurobiSolver(InternalSolver):
solution[varname][idx] = var.x
return solution
def get_variables(self):
variables = {}
for (varname, vardict) in self._all_vars.items():
variables[varname] = {}
for (idx, var) in vardict.items():
variables[varname] += [idx]
return variables
def add_constraint(self, constraint):
self.model.addConstr(constraint)

10
src/python/miplearn/solvers/internal.py
Unescape View File

@ -150,5 +150,15 @@ class InternalSolver(ABC):
def set_gap_tolerance(self, gap_tolerance):
pass
@abstractmethod
def get_variables(self):
pass
def get_empty_solution(self):
solution = {}
for (var, indices) in self.get_variables().items():
solution[var] = {}
for idx in indices:
solution[var][idx] = 0.0
return solution

16
src/python/miplearn/solvers/learning.py
Unescape View File

@ -97,7 +97,8 @@ class LearningSolver:
instance,
model=None,
tee=False,
relaxation_only=False):
relaxation_only=False,
solve_lp_first=True):
"""
Solves the given instance. If trained machine-learning models are
available, they will be used to accelerate the solution process.
@ -111,9 +112,13 @@ class LearningSolver:
- instance.solution
- instance.found_violated_lazy_constraints
- instance.solver_log
Additional solver components may set additional properties. Please
see their documentation for more details.
If `solve_lp_first` is False, the properties lp_solution and lp_value
will be set to dummy values.
Parameters
----------
instance: miplearn.Instance
@ -124,6 +129,11 @@ class LearningSolver:
If true, prints solver log to screen.
relaxation_only: bool
If true, solve only the root LP relaxation.
solve_lp_first: bool
If true, solve LP relaxation first, then solve original MILP. This
option should be activated if the LP relaxation is not very
expensive to solve and if it provides good hints for the integer
solution.
Returns
-------
@ -145,10 +155,14 @@ class LearningSolver:
self.internal_solver = self._create_internal_solver()
self.internal_solver.set_instance(instance, model)
if solve_lp_first:
logger.debug("Solving LP relaxation...")
results = self.internal_solver.solve_lp(tee=tee)
instance.lp_solution = self.internal_solver.get_solution()
instance.lp_value = results["Optimal value"]
else:
instance.lp_solution = self.internal_solver.get_empty_solution()
instance.lp_value = 0.0
logger.debug("Running before_solve callbacks...")
for component in self.components.values():

8
src/python/miplearn/solvers/pyomo/base.py
Unescape View File

@ -56,6 +56,14 @@ class BasePyomoSolver(InternalSolver):
solution[str(var)][index] = var[index].value
return solution
def get_variables(self):
variables = {}
for var in self.model.component_objects(Var):
variables[str(var)] = []
for index in var:
variables[str(var)] += [index]
return variables
def set_warm_start(self, solution):
self.clear_warm_start()
count_total, count_fixed = 0, 0

Write Preview
Loading…
Cancel
Save