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Use np.ndarray in Constraints.{basis_status,senses}

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This commit is contained in:
Alinson S. Xavier
2021-08-09 06:04:14 -05:00
parent 9ddda7e1e2
commit f809dd7de4
7 changed files with 42 additions and 32 deletions
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2
miplearn/components/static_lazy.py
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@@ -206,7 +206,7 @@ class StaticLazyConstraintsComponent(Component):
cids: Dict[str, List[str]] = {}
instance_features = sample.get_vector("static_instance_features")
constr_features = sample.get_vector_list("lp_constr_features")
constr_names = sample.get_vector("static_constr_names")
constr_names = sample.get_array("static_constr_names")
constr_categories = sample.get_vector("static_constr_categories")
constr_lazy = sample.get_vector("static_constr_lazy")
lazy_enforced = sample.get_set("mip_constr_lazy_enforced")

6
miplearn/features/extractor.py
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@@ -38,10 +38,10 @@ class FeaturesExtractor:
sample.put_array("static_var_obj_coeffs", variables.obj_coeffs)
sample.put_array("static_var_types", variables.types)
sample.put_array("static_var_upper_bounds", variables.upper_bounds)
sample.put_vector("static_constr_names", constraints.names)
sample.put_array("static_constr_names", constraints.names)
# sample.put("static_constr_lhs", constraints.lhs)
sample.put_array("static_constr_rhs", constraints.rhs)
sample.put_vector("static_constr_senses", constraints.senses)
sample.put_array("static_constr_senses", constraints.senses)
vars_features_user, var_categories = self._extract_user_features_vars(
instance, sample
)
@@ -78,7 +78,7 @@ class FeaturesExtractor:
sample.put_array("lp_var_sa_ub_down", variables.sa_ub_down)
sample.put_array("lp_var_sa_ub_up", variables.sa_ub_up)
sample.put_array("lp_var_values", variables.values)
sample.put_vector("lp_constr_basis_status", constraints.basis_status)
sample.put_array("lp_constr_basis_status", constraints.basis_status)
sample.put_array("lp_constr_dual_values", constraints.dual_values)
sample.put_array("lp_constr_sa_rhs_down", constraints.sa_rhs_down)
sample.put_array("lp_constr_sa_rhs_up", constraints.sa_rhs_up)

18
miplearn/solvers/gurobi.py
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@@ -104,12 +104,14 @@ class GurobiSolver(InternalSolver):
lhs = self.gp.quicksum(
self._varname_to_var[varname] * coeff for (varname, coeff) in cf.lhs[i]
)
if sense == "=":
if sense == b"=":
self.model.addConstr(lhs == cf.rhs[i], name=cf.names[i])
elif sense == "<":
elif sense == b"<":
self.model.addConstr(lhs <= cf.rhs[i], name=cf.names[i])
else:
elif sense == b">":
self.model.addConstr(lhs >= cf.rhs[i], name=cf.names[i])
else:
raise Exception(f"Unknown sense: {sense}")
self.model.update()
self._dirty = True
self._has_lp_solution = False
@@ -218,7 +220,7 @@ class GurobiSolver(InternalSolver):
if with_static:
rhs = np.array(model.getAttr("rhs", gp_constrs), dtype=float)
senses = model.getAttr("sense", gp_constrs)
senses = np.array(model.getAttr("sense", gp_constrs), dtype="S")
if with_lhs:
lhs = [None for _ in gp_constrs]
for (i, gp_constr) in enumerate(gp_constrs):
@@ -230,11 +232,9 @@ class GurobiSolver(InternalSolver):
if self._has_lp_solution:
dual_value = np.array(model.getAttr("pi", gp_constrs), dtype=float)
basis_status = list(
map(
_parse_gurobi_cbasis,
model.getAttr("cbasis", gp_constrs),
)
basis_status = np.array(
[_parse_gurobi_cbasis(c) for c in model.getAttr("cbasis", gp_constrs)],
dtype="S",
)
if with_sa:
sa_rhs_up = np.array(model.getAttr("saRhsUp", gp_constrs), dtype=float)

14
miplearn/solvers/internal.py
View File

@@ -68,7 +68,7 @@ class Variables:
@dataclass
class Constraints:
basis_status: Optional[List[str]] = None
basis_status: Optional[np.ndarray] = None
dual_values: Optional[np.ndarray] = None
lazy: Optional[List[bool]] = None
lhs: Optional[List[List[Tuple[bytes, float]]]] = None
@@ -76,13 +76,13 @@ class Constraints:
rhs: Optional[np.ndarray] = None
sa_rhs_down: Optional[np.ndarray] = None
sa_rhs_up: Optional[np.ndarray] = None
senses: Optional[List[str]] = None
senses: Optional[np.ndarray] = None
slacks: Optional[np.ndarray] = None
@staticmethod
def from_sample(sample: "Sample") -> "Constraints":
return Constraints(
basis_status=sample.get_vector("lp_constr_basis_status"),
basis_status=sample.get_array("lp_constr_basis_status"),
dual_values=sample.get_vector("lp_constr_dual_values"),
lazy=sample.get_vector("static_constr_lazy"),
# lhs=sample.get_vector("static_constr_lhs"),
@@ -90,13 +90,15 @@ class Constraints:
rhs=sample.get_vector("static_constr_rhs"),
sa_rhs_down=sample.get_vector("lp_constr_sa_rhs_down"),
sa_rhs_up=sample.get_vector("lp_constr_sa_rhs_up"),
senses=sample.get_vector("static_constr_senses"),
senses=sample.get_array("static_constr_senses"),
slacks=sample.get_vector("lp_constr_slacks"),
)
def __getitem__(self, selected: List[bool]) -> "Constraints":
return Constraints(
basis_status=self._filter(self.basis_status, selected),
basis_status=(
None if self.basis_status is None else self.basis_status[selected]
),
dual_values=(
None if self.dual_values is None else self.dual_values[selected]
),
@@ -108,7 +110,7 @@ class Constraints:
None if self.sa_rhs_down is None else self.sa_rhs_down[selected]
),
sa_rhs_up=(None if self.sa_rhs_up is None else self.sa_rhs_up[selected]),
senses=self._filter(self.senses, selected),
senses=(None if self.senses is None else self.senses[selected]),
slacks=(None if self.slacks is None else self.slacks[selected]),
)

10
miplearn/solvers/pyomo/base.py
View File

@@ -89,12 +89,14 @@ class BasePyomoSolver(InternalSolver):
for (varname, coeff) in cf.lhs[i]:
var = self._varname_to_var[varname]
lhs += var * coeff
if cf.senses[i] == "=":
if cf.senses[i] == b"=":
expr = lhs == cf.rhs[i]
elif cf.senses[i] == "<":
elif cf.senses[i] == b"<":
expr = lhs <= cf.rhs[i]
else:
elif cf.senses[i] == b">":
expr = lhs >= cf.rhs[i]
else:
raise Exception(f"Unknown sense: {cf.senses[i]}")
cl = pe.Constraint(expr=expr, name=name)
self.model.add_component(name.decode(), cl)
self._pyomo_solver.add_constraint(cl)
@@ -235,7 +237,7 @@ class BasePyomoSolver(InternalSolver):
return Constraints(
names=_none_if_empty(np.array(names, dtype="S")),
rhs=_none_if_empty(np.array(rhs, dtype=float)),
senses=_none_if_empty(senses),
senses=_none_if_empty(np.array(senses, dtype="S")),
lhs=_none_if_empty(lhs),
slacks=_none_if_empty(np.array(slacks, dtype=float)),
dual_values=_none_if_empty(np.array(dual_values, dtype=float)),

8
miplearn/solvers/tests/__init__.py
View File

@@ -64,7 +64,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
(b"z", -1.0),
],
],
senses=["="],
senses=np.array(["="], dtype="S"),
),
)
@@ -108,7 +108,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
_filter_attrs(
solver.get_constraint_attrs(),
Constraints(
basis_status=["N"],
basis_status=np.array(["N"], dtype="S"),
dual_values=np.array([13.538462]),
names=np.array(["eq_capacity"], dtype="S"),
sa_rhs_down=np.array([-24.0]),
@@ -164,7 +164,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
names=np.array(["cut"], dtype="S"),
lhs=[[(b"x[0]", 1.0)]],
rhs=np.array([0.0]),
senses=["<"],
senses=np.array(["<"], dtype="S"),
)
assert_equals(solver.are_constraints_satisfied(cf), [False])
@@ -189,7 +189,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
(b"x[0]", 1.0),
],
],
senses=["=", "<"],
senses=np.array(["=", "<"], dtype="S"),
),
),
)

16
tests/features/test_extractor.py
View File

@@ -54,7 +54,7 @@ def test_knapsack() -> None:
)
assert sample.get_vector_list("static_var_features") is not None
assert_equals(
sample.get_vector("static_constr_names"),
sample.get_array("static_constr_names"),
np.array(["eq_capacity"], dtype="S"),
)
# assert_equals(
@@ -70,7 +70,10 @@ def test_knapsack() -> None:
# ],
# )
assert_equals(sample.get_vector("static_constr_rhs"), [0.0])
assert_equals(sample.get_vector("static_constr_senses"), ["="])
assert_equals(
sample.get_array("static_constr_senses"),
np.array(["="], dtype="S"),
)
assert_equals(sample.get_vector("static_constr_features"), [None])
assert_equals(
sample.get_vector("static_constr_categories"),
@@ -114,7 +117,10 @@ def test_knapsack() -> None:
assert_equals(sample.get_vector("lp_var_sa_ub_up"), [2.043478, inf, 2.2, inf, 69.0])
assert_equals(sample.get_vector("lp_var_values"), [1.0, 0.923077, 1.0, 0.0, 67.0])
assert sample.get_vector_list("lp_var_features") is not None
assert_equals(sample.get_vector("lp_constr_basis_status"), ["N"])
assert_equals(
sample.get_array("lp_constr_basis_status"),
np.array(["N"], dtype="S"),
)
assert_equals(sample.get_vector("lp_constr_dual_values"), [13.538462])
assert_equals(sample.get_vector("lp_constr_sa_rhs_down"), [-24.0])
assert_equals(sample.get_vector("lp_constr_sa_rhs_up"), [2.0])
@@ -132,7 +138,7 @@ def test_constraint_getindex() -> None:
cf = Constraints(
names=np.array(["c1", "c2", "c3"], dtype="S"),
rhs=np.array([1.0, 2.0, 3.0]),
senses=["=", "<", ">"],
senses=np.array(["=", "<", ">"], dtype="S"),
lhs=[
[
(b"x1", 1.0),
@@ -153,7 +159,7 @@ def test_constraint_getindex() -> None:
Constraints(
names=np.array(["c1", "c3"], dtype="S"),
rhs=np.array([1.0, 3.0]),
senses=["=", ">"],
senses=np.array(["=", ">"], dtype="S"),
lhs=[
[
(b"x1", 1.0),