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Extract LHS as a sparse matrix

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This commit is contained in:
Alinson S. Xavier
2021-08-12 05:35:04 -05:00
parent 5b3a56f053
commit fabb13dc7a
7 changed files with 119 additions and 136 deletions
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44
miplearn/solvers/gurobi.py
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@@ -10,6 +10,7 @@ from typing import List, Any, Dict, Optional, TYPE_CHECKING
import numpy as np
from overrides import overrides
from scipy.sparse import coo_matrix, lil_matrix
from miplearn.instance.base import Instance
from miplearn.solvers import _RedirectOutput
@@ -99,17 +100,19 @@ class GurobiSolver(InternalSolver):
assert cf.lhs is not None
assert cf.rhs is not None
assert self.model is not None
lhs = cf.lhs.tocsr()
for i in range(len(cf.names)):
sense = cf.senses[i]
lhs = self.gp.quicksum(
self._varname_to_var[varname] * coeff for (varname, coeff) in cf.lhs[i]
row = lhs[i, :]
row_expr = self.gp.quicksum(
self._gp_vars[row.indices[j]] * row.data[j] for j in range(row.getnnz())
)
if sense == b"=":
self.model.addConstr(lhs == cf.rhs[i], name=cf.names[i])
self.model.addConstr(row_expr == cf.rhs[i], name=cf.names[i])
elif sense == b"<":
self.model.addConstr(lhs <= cf.rhs[i], name=cf.names[i])
self.model.addConstr(row_expr <= cf.rhs[i], name=cf.names[i])
elif sense == b">":
self.model.addConstr(lhs >= cf.rhs[i], name=cf.names[i])
self.model.addConstr(row_expr >= cf.rhs[i], name=cf.names[i])
else:
raise Exception(f"Unknown sense: {sense}")
self.model.update()
@@ -133,18 +136,18 @@ class GurobiSolver(InternalSolver):
assert cf.rhs is not None
assert self.model is not None
result = []
x = np.array(self.model.getAttr("x", self.model.getVars()))
lhs = cf.lhs.tocsr() * x
for i in range(len(cf.names)):
sense = cf.senses[i]
lhs = sum(
self._varname_to_var[varname].x * coeff
for (varname, coeff) in cf.lhs[i]
)
if sense == "<":
result.append(lhs <= cf.rhs[i] + tol)
elif sense == ">":
result.append(lhs >= cf.rhs[i] - tol)
if sense == b"<":
result.append(lhs[i] <= cf.rhs[i] + tol)
elif sense == b">":
result.append(lhs[i] >= cf.rhs[i] - tol)
elif sense == b"<":
result.append(abs(cf.rhs[i] - lhs[i]) <= tol)
else:
result.append(abs(cf.rhs[i] - lhs) <= tol)
raise Exception(f"unknown sense: {sense}")
return result
@overrides
@@ -214,7 +217,7 @@ class GurobiSolver(InternalSolver):
gp_constrs = model.getConstrs()
constr_names = np.array(model.getAttr("constrName", gp_constrs), dtype="S")
lhs: Optional[List] = None
lhs: Optional[coo_matrix] = None
rhs, senses, slacks, basis_status = None, None, None, None
dual_value, basis_status, sa_rhs_up, sa_rhs_down = None, None, None, None
@@ -222,13 +225,14 @@ class GurobiSolver(InternalSolver):
rhs = np.array(model.getAttr("rhs", gp_constrs), dtype=float)
senses = np.array(model.getAttr("sense", gp_constrs), dtype="S")
if with_lhs:
lhs = [None for _ in gp_constrs]
nrows = len(gp_constrs)
ncols = len(self._var_names)
tmp = lil_matrix((nrows, ncols), dtype=float)
for (i, gp_constr) in enumerate(gp_constrs):
expr = model.getRow(gp_constr)
lhs[i] = [
(self._var_names[expr.getVar(j).index], expr.getCoeff(j))
for j in range(expr.size())
]
for j in range(expr.size()):
tmp[i, j] = expr.getCoeff(j)
lhs = tmp.tocoo()
if self._has_lp_solution:
dual_value = np.array(model.getAttr("pi", gp_constrs), dtype=float)