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ConvertTight: Detect and fix infeasibility

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This commit is contained in:
Alinson S. Xavier
2021-01-12 10:05:57 -06:00
parent e59386f941
commit f77d1d5de9
6 changed files with 112 additions and 5 deletions
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31
miplearn/components/steps/convert_tight.py
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@@ -32,11 +32,15 @@ class ConvertTightIneqsIntoEqsStep(Component):
classifier=CountingClassifier(),
threshold=0.95,
slack_tolerance=0.0,
check_converted=False,
):
self.classifiers = {}
self.classifier_prototype = classifier
self.threshold = threshold
self.slack_tolerance = slack_tolerance
self.check_converted = check_converted
self.converted = []
self.original_sense = {}
def before_solve(self, solver, instance, _):
logger.info("Predicting tight LP constraints...")
@@ -47,14 +51,15 @@ class ConvertTightIneqsIntoEqsStep(Component):
return_constraints=True,
)
y = self.predict(x)
n_converted = 0
for category in y.keys():
for i in range(len(y[category])):
if y[category][i][0] == 1:
cid = constraints[category][i]
s = solver.internal_solver.get_constraint_sense(cid)
self.original_sense[cid] = s
solver.internal_solver.set_constraint_sense(cid, "=")
n_converted += 1
logger.info(f"Converted {n_converted} inequalities into equalities")
self.converted += [cid]
logger.info(f"Converted {len(self.converted)} inequalities")
def after_solve(self, solver, instance, model, results):
instance.slacks = solver.internal_solver.get_inequality_slacks()
@@ -152,3 +157,23 @@ class ConvertTightIneqsIntoEqsStep(Component):
else:
tn += 1
return classifier_evaluation_dict(tp, tn, fp, fn)
def iteration_cb(self, solver, instance, model):
if not self.check_converted:
return False
logger.debug("Checking converted inequalities...")
restored = []
if solver.internal_solver.is_infeasible():
for cid in self.converted:
f = solver.internal_solver.get_farkas_dual(cid)
if abs(f) > 0:
s = self.original_sense[cid]
solver.internal_solver.set_constraint_sense(cid, s)
restored += [cid]
for cid in restored:
self.converted.remove(cid)
if len(restored) > 0:
logger.info(f"Restored {len(restored)} inequalities")
return True
else:
return False