Implement iteration_cb for LearningSolver; reactivate TSP

miplearn/components/component.py

@@ -21,3 +21,6 @@ class Component(ABC):
     @abstractmethod
     def fit(self, training_instances):
         pass
+
+    def after_iteration(self, solver, instance, model):
+        return False

miplearn/components/lazy_dynamic.py

@@ -38,6 +38,18 @@ class DynamicLazyConstraintsComponent(Component):
             cut = instance.build_lazy_constraint(model, v)
             solver.internal_solver.add_constraint(cut)
 
+    def after_iteration(self, solver, instance, model):
+        logger.debug("Finding violated (dynamic) lazy constraints...")
+        violations = instance.find_violated_lazy_constraints(model)
+        if len(violations) == 0:
+            return False
+        instance.found_violated_lazy_constraints += violations
+        logger.debug("    %d violations found" % len(violations))
+        for v in violations:
+            cut = instance.build_lazy_constraint(model, v)
+            solver.internal_solver.add_constraint(cut)
+        return True
+
     def after_solve(self, solver, instance, model, results):
         pass
                 

miplearn/components/lazy_static.py

@@ -35,13 +35,20 @@ class StaticLazyConstraintsComponent(Component):
     def after_solve(self, solver, instance, model, results):
         pass
 
-    def on_callback(self, solver, instance, model):
-        print(self.pool)
+    def after_iteration(self, solver, instance, model):
+        logger.debug("Finding violated (static) lazy constraints...")
+        n_added = 0
         for c in self.pool:
             if not solver.internal_solver.is_constraint_satisfied(c.obj):
                 self.pool.remove(c)
                 solver.internal_solver.add_constraint(c.obj)
                 instance.found_violated_lazy_constraints += [c.cid]
+                n_added += 1
+        if n_added > 0:
+            logger.debug("    %d violations found" % n_added)
+            return True
+        else:
+            return False
                 
     def fit(self, training_instances):
         logger.debug("Extracting x and y...")

miplearn/components/tests/test_lazy_static.py

@@ -95,8 +95,9 @@ def test_usage_with_solver():
     ])
     internal.add_constraint.reset_mock()
 
-    # LearningSolver calls callback (first time)
-    component.on_callback(solver, instance, None)
+    # LearningSolver calls after_iteration (first time)
+    should_repeat = component.after_iteration(solver, instance, None)
+    assert should_repeat
 
     # Should ask internal solver to verify if constraints in the pool are
     # satisfied and add the ones that are not
@@ -105,8 +106,9 @@ def test_usage_with_solver():
     internal.add_constraint.assert_called_once_with("<c2>")
     internal.add_constraint.reset_mock()
 
-    # LearningSolver calls callback (second time)
-    component.on_callback(solver, instance, None)
+    # LearningSolver calls after_iteration (second time)
+    should_repeat = component.after_iteration(solver, instance, None)
+    assert not should_repeat
 
     # The lazy constraint pool should be empty by now, so no calls should be made
     internal.is_constraint_satisfied.assert_not_called()

miplearn/problems/tests/test_tsp.py

@@ -19,56 +19,56 @@ def test_generator():
     assert len(instances) == 100
     assert instances[0].n_cities == 100
     assert norm(instances[0].distances - instances[0].distances.T) < 1e-6
-    d = [instance.distances[0,1] for instance in instances]
+    d = [instance.distances[0, 1] for instance in instances]
     assert np.std(d) > 0
 
-    
-# def test_instance():
-#     n_cities = 4
-#     distances = np.array([
-#         [0., 1., 2., 1.],
-#         [1., 0., 1., 2.],
-#         [2., 1., 0., 1.],
-#         [1., 2., 1., 0.],
-#     ])
-#     instance = TravelingSalesmanInstance(n_cities, distances)
-#     for solver_name in ['gurobi', 'cplex']:
-#         solver = LearningSolver(solver=solver_name)
-#         solver.solve(instance)
-#         x = instance.solution["x"]
-#         assert x[0,1] == 1.0
-#         assert x[0,2] == 0.0
-#         assert x[0,3] == 1.0
-#         assert x[1,2] == 1.0
-#         assert x[1,3] == 0.0
-#         assert x[2,3] == 1.0
-#         assert instance.lower_bound == 4.0
-#         assert instance.upper_bound == 4.0
-#
-#
-# def test_subtour():
-#     n_cities = 6
-#     cities = np.array([
-#         [0., 0.],
-#         [1., 0.],
-#         [2., 0.],
-#         [3., 0.],
-#         [0., 1.],
-#         [3., 1.],
-#     ])
-#     distances = squareform(pdist(cities))
-#     instance = TravelingSalesmanInstance(n_cities, distances)
-#     for solver_name in ['gurobi', 'cplex']:
-#         solver = LearningSolver(solver=solver_name)
-#         solver.solve(instance)
-#         assert hasattr(instance, "found_violated_lazy_constraints")
-#         assert hasattr(instance, "found_violated_user_cuts")
-#         x = instance.solution["x"]
-#         assert x[0,1] == 1.0
-#         assert x[0,4] == 1.0
-#         assert x[1,2] == 1.0
-#         assert x[2,3] == 1.0
-#         assert x[3,5] == 1.0
-#         assert x[4,5] == 1.0
-#         solver.fit([instance])
-#         solver.solve(instance)
+
+def test_instance():
+    n_cities = 4
+    distances = np.array([
+        [0., 1., 2., 1.],
+        [1., 0., 1., 2.],
+        [2., 1., 0., 1.],
+        [1., 2., 1., 0.],
+    ])
+    instance = TravelingSalesmanInstance(n_cities, distances)
+    for solver_name in ['gurobi', 'cplex']:
+        solver = LearningSolver(solver=solver_name)
+        solver.solve(instance)
+        x = instance.solution["x"]
+        assert x[0, 1] == 1.0
+        assert x[0, 2] == 0.0
+        assert x[0, 3] == 1.0
+        assert x[1, 2] == 1.0
+        assert x[1, 3] == 0.0
+        assert x[2, 3] == 1.0
+        assert instance.lower_bound == 4.0
+        assert instance.upper_bound == 4.0
+
+
+def test_subtour():
+    n_cities = 6
+    cities = np.array([
+        [0., 0.],
+        [1., 0.],
+        [2., 0.],
+        [3., 0.],
+        [0., 1.],
+        [3., 1.],
+    ])
+    distances = squareform(pdist(cities))
+    instance = TravelingSalesmanInstance(n_cities, distances)
+    for solver_name in ['gurobi', 'cplex']:
+        solver = LearningSolver(solver=solver_name)
+        solver.solve(instance)
+        assert hasattr(instance, "found_violated_lazy_constraints")
+        assert hasattr(instance, "found_violated_user_cuts")
+        x = instance.solution["x"]
+        assert x[0, 1] == 1.0
+        assert x[0, 4] == 1.0
+        assert x[1, 2] == 1.0
+        assert x[2, 3] == 1.0
+        assert x[3, 5] == 1.0
+        assert x[4, 5] == 1.0
+        solver.fit([instance])
+        solver.solve(instance)

miplearn/solvers/internal.py

@@ -126,7 +126,7 @@ class InternalSolver(ABC):
 
         Parameters
         ----------
-        iteration_cb: function
+        iteration_cb: () -> Bool
             By default, InternalSolver makes a single call to the native `solve`
             method and returns the result. If an iteration callback is provided
             instead, InternalSolver enters a loop, where `solve` and `iteration_cb`

miplearn/solvers/learning.py

@@ -171,8 +171,15 @@ class LearningSolver:
         if relaxation_only:
             return results
 
+        def iteration_cb():
+            should_repeat = False
+            for component in self.components.values():
+                if component.after_iteration(self, instance, model):
+                    should_repeat = True
+            return should_repeat
+
         logger.info("Solving MILP...")
-        results = self.internal_solver.solve(tee=tee)
+        results = self.internal_solver.solve(tee=tee, iteration_cb=iteration_cb)
         results["LP value"] = instance.lp_value
 
         # Read MIP solution and bounds

miplearn/solvers/tests/test_learning_solver.py

@@ -64,4 +64,4 @@ def test_add_components():
     solver.add(DynamicLazyConstraintsComponent())
     solver.add(DynamicLazyConstraintsComponent())
     assert len(solver.components) == 1
-    assert "LazyConstraintsComponent" in solver.components
+    assert "DynamicLazyConstraintsComponent" in solver.components