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@ -1,25 +1,27 @@
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# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
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# Released under the modified BSD license. See COPYING.md for more details.
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from typing import List
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import networkx as nx
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import numpy as np
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import pyomo.environ as pe
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from networkx import Graph
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from overrides import overrides
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from scipy.stats import uniform, randint
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from scipy.stats.distributions import rv_frozen
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from miplearn.instance.base import Instance
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from miplearn.types import VariableName, Category
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class ChallengeA:
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def __init__(
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self,
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seed=42,
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n_training_instances=500,
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n_test_instances=50,
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):
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seed: int = 42,
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n_training_instances: int = 500,
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n_test_instances: int = 50,
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) -> None:
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np.random.seed(seed)
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self.generator = MaxWeightStableSetGenerator(
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w=uniform(loc=100.0, scale=50.0),
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@ -35,62 +37,6 @@ class ChallengeA:
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self.test_instances = self.generator.generate(n_test_instances)
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class MaxWeightStableSetGenerator:
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"""Random instance generator for the Maximum-Weight Stable Set Problem.
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The generator has two modes of operation. When `fix_graph=True` is provided, one random
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Erdős-Rényi graph $G_{n,p}$ is generated in the constructor, where $n$ and $p$ are sampled
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from user-provided probability distributions `n` and `p`. To generate each instance, the
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generator independently samples each $w_v$ from the user-provided probability distribution `w`.
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When `fix_graph=False`, a new random graph is generated for each instance; the remaining
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parameters are sampled in the same way.
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"""
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def __init__(
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self,
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w=uniform(loc=10.0, scale=1.0),
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n=randint(low=250, high=251),
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p=uniform(loc=0.05, scale=0.0),
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fix_graph=True,
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):
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"""Initialize the problem generator.
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Parameters
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----------
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w: rv_continuous
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Probability distribution for vertex weights.
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n: rv_discrete
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Probability distribution for parameter $n$ in Erdős-Rényi model.
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p: rv_continuous
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Probability distribution for parameter $p$ in Erdős-Rényi model.
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"""
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assert isinstance(w, rv_frozen), "w should be a SciPy probability distribution"
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assert isinstance(n, rv_frozen), "n should be a SciPy probability distribution"
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assert isinstance(p, rv_frozen), "p should be a SciPy probability distribution"
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self.w = w
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self.n = n
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self.p = p
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self.fix_graph = fix_graph
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self.graph = None
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if fix_graph:
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self.graph = self._generate_graph()
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def generate(self, n_samples):
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def _sample():
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if self.graph is not None:
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graph = self.graph
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else:
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graph = self._generate_graph()
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weights = self.w.rvs(graph.number_of_nodes())
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return MaxWeightStableSetInstance(graph, weights)
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return [_sample() for _ in range(n_samples)]
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def _generate_graph(self):
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return nx.generators.random_graphs.binomial_graph(self.n.rvs(), self.p.rvs())
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class MaxWeightStableSetInstance(Instance):
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"""An instance of the Maximum-Weight Stable Set Problem.
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@ -101,7 +47,7 @@ class MaxWeightStableSetInstance(Instance):
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This is one of Karp's 21 NP-complete problems.
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"""
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def __init__(self, graph, weights):
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def __init__(self, graph: Graph, weights: np.ndarray) -> None:
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super().__init__()
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self.graph = graph
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self.weights = weights
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@ -109,7 +55,7 @@ class MaxWeightStableSetInstance(Instance):
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self.varname_to_node = {f"x[{v}]": v for v in self.nodes}
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@overrides
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def to_model(self):
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def to_model(self) -> pe.ConcreteModel:
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model = pe.ConcreteModel()
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model.x = pe.Var(self.nodes, domain=pe.Binary)
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model.OBJ = pe.Objective(
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@ -122,10 +68,10 @@ class MaxWeightStableSetInstance(Instance):
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return model
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@overrides
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def get_variable_features(self, var_name):
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def get_variable_features(self, var_name: VariableName) -> List[float]:
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v1 = self.varname_to_node[var_name]
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neighbor_weights = [0] * 15
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neighbor_degrees = [100] * 15
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neighbor_weights = [0.0] * 15
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neighbor_degrees = [100.0] * 15
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for v2 in self.graph.neighbors(v1):
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neighbor_weights += [self.weights[v2] / self.weights[v1]]
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neighbor_degrees += [self.graph.degree(v2) / self.graph.degree(v1)]
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@ -138,5 +84,62 @@ class MaxWeightStableSetInstance(Instance):
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return features
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@overrides
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def get_variable_category(self, var):
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def get_variable_category(self, var: VariableName) -> Category:
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return "default"
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class MaxWeightStableSetGenerator:
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"""Random instance generator for the Maximum-Weight Stable Set Problem.
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The generator has two modes of operation. When `fix_graph=True` is provided,
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one random Erdős-Rényi graph $G_{n,p}$ is generated in the constructor, where $n$
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and $p$ are sampled from user-provided probability distributions `n` and `p`. To
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generate each instance, the generator independently samples each $w_v$ from the
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user-provided probability distribution `w`.
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When `fix_graph=False`, a new random graph is generated for each instance; the
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remaining parameters are sampled in the same way.
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"""
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def __init__(
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self,
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w: rv_frozen = uniform(loc=10.0, scale=1.0),
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n: rv_frozen = randint(low=250, high=251),
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p: rv_frozen = uniform(loc=0.05, scale=0.0),
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fix_graph: bool = True,
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):
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"""Initialize the problem generator.
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Parameters
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----------
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w: rv_continuous
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Probability distribution for vertex weights.
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n: rv_discrete
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Probability distribution for parameter $n$ in Erdős-Rényi model.
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p: rv_continuous
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Probability distribution for parameter $p$ in Erdős-Rényi model.
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"""
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assert isinstance(w, rv_frozen), "w should be a SciPy probability distribution"
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assert isinstance(n, rv_frozen), "n should be a SciPy probability distribution"
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assert isinstance(p, rv_frozen), "p should be a SciPy probability distribution"
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self.w = w
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self.n = n
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self.p = p
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self.fix_graph = fix_graph
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self.graph = None
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if fix_graph:
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self.graph = self._generate_graph()
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def generate(self, n_samples: int) -> List[MaxWeightStableSetInstance]:
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def _sample() -> MaxWeightStableSetInstance:
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if self.graph is not None:
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graph = self.graph
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else:
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graph = self._generate_graph()
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weights = self.w.rvs(graph.number_of_nodes())
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return MaxWeightStableSetInstance(graph, weights)
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return [_sample() for _ in range(n_samples)]
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def _generate_graph(self) -> Graph:
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return nx.generators.random_graphs.binomial_graph(self.n.rvs(), self.p.rvs())
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