Add MaxCut problem

miplearn/problems/maxcut.py

@@ -0,0 +1,111 @@
+#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
+#  Copyright (C) 2020-2025, UChicago Argonne, LLC. All rights reserved.
+#  Released under the modified BSD license. See COPYING.md for more details.
+
+from dataclasses import dataclass
+from typing import List, Union, Optional, Any
+
+import gurobipy as gp
+import networkx as nx
+import numpy as np
+from gurobipy import quicksum
+from networkx import Graph
+from scipy.stats.distributions import rv_frozen
+
+from miplearn.io import read_pkl_gz
+from miplearn.problems import _gurobipy_set_params
+from miplearn.solvers.gurobi import GurobiModel
+
+
+@dataclass
+class MaxCutData:
+    graph: Graph
+    weights: np.ndarray
+
+
+class MaxCutGenerator:
+    """
+    Random instance generator for the Maximum Cut Problem.
+
+    The generator operates in two modes. When `fix_graph=True`, a single random
+    Erdős-Rényi graph $G_{n,p}$ is generated during initialization, with parameters $n$
+    and $p$ drawn from their respective probability distributions. For each instance,
+    only edge weights are randomly sampled from the set {1, -1}, while the graph
+    structure remains fixed.
+
+    When `fix_graph=False`, both the graph structure and edge weights are randomly
+    generated for each instance.
+    """
+
+    def __init__(
+        self,
+        n: rv_frozen,
+        p: rv_frozen,
+        fix_graph: bool,
+    ):
+        """
+        Initialize the problem generator.
+
+        Parameters
+        ----------
+        n: rv_discrete
+            Probability distribution for the number of nodes.
+        p: rv_continuous
+            Probability distribution for the graph density.
+        fix_graph: bool
+            Controls graph generation for instances. If false, a new random graph is
+            generated for each instance. If true, the same graph is reused across instances.
+        """
+        assert isinstance(n, rv_frozen), "n should be a SciPy probability distribution"
+        assert isinstance(p, rv_frozen), "p should be a SciPy probability distribution"
+        self.n = n
+        self.p = p
+        self.fix_graph = fix_graph
+        self.graph = None
+        if fix_graph:
+            self.graph = self._generate_graph()
+
+    def generate(self, n_samples: int) -> List[MaxCutData]:
+        def _sample() -> MaxCutData:
+            if self.graph is not None:
+                graph = self.graph
+            else:
+                graph = self._generate_graph()
+            m = graph.number_of_edges()
+            weights = np.random.randint(2, size=(m,)) * 2 - 1
+            return MaxCutData(graph, weights)
+
+        return [_sample() for _ in range(n_samples)]
+
+    def _generate_graph(self) -> Graph:
+        return nx.generators.random_graphs.binomial_graph(self.n.rvs(), self.p.rvs())
+
+def build_maxcut_model_gurobipy(
+    data: Union[str, MaxCutData],
+    params: Optional[dict[str, Any]] = None,
+) -> GurobiModel:
+    # Initialize model
+    model = gp.Model()
+    _gurobipy_set_params(model, params)
+
+    # Read data
+    data = _maxcut_read(data)
+    nodes = list(data.graph.nodes())
+    edges = list(data.graph.edges())
+
+    # Add decision variables
+    x = model.addVars(nodes, vtype=gp.GRB.BINARY, name="x")
+
+    # Add the objective function
+    model.setObjective(quicksum(
+        - data.weights[i] * x[e[0]] * (1 - x[e[1]]) for (i, e) in enumerate(edges)
+    ))
+
+    model.update()
+    return GurobiModel(model)
+
+def _maxcut_read(data: Union[str, MaxCutData]) -> MaxCutData:
+    if isinstance(data, str):
+        data = read_pkl_gz(data)
+    assert isinstance(data, MaxCutData)
+    return data

tests/problems/test_maxcut.py

@@ -0,0 +1,57 @@
+#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
+#  Copyright (C) 2020-2025, UChicago Argonne, LLC. All rights reserved.
+#  Released under the modified BSD license. See COPYING.md for more details.
+import random
+
+import numpy as np
+
+from miplearn.problems.maxcut import MaxCutGenerator, build_maxcut_model_gurobipy
+from scipy.stats import randint, uniform
+
+def _set_seed():
+    random.seed(42)
+    np.random.seed(42)
+
+def test_maxcut_generator_not_fixed() -> None:
+    _set_seed()
+    gen = MaxCutGenerator(
+        n=randint(low=5, high=6),
+        p=uniform(loc=0.5, scale=0.0),
+        fix_graph=False,
+    )
+    data = gen.generate(3)
+    assert len(data) == 3
+    assert list(data[0].graph.nodes()) == [0, 1, 2, 3, 4]
+    assert list(data[0].graph.edges()) == [(0, 2), (0, 3), (0, 4), (2, 3), (2, 4), (3, 4)]
+    assert data[0].weights.tolist() == [-1, 1, -1, -1, -1, 1]
+    assert list(data[1].graph.nodes()) == [0, 1, 2, 3, 4]
+    assert list(data[1].graph.edges()) == [(0, 1), (0, 3), (0, 4), (1, 4), (3, 4)]
+    assert data[1].weights.tolist() == [-1, -1, -1, 1, -1]
+
+def test_maxcut_generator_fixed() -> None:
+    random.seed(42)
+    np.random.seed(42)
+    gen = MaxCutGenerator(
+        n=randint(low=5, high=6),
+        p=uniform(loc=0.5, scale=0.0),
+        fix_graph=True,
+    )
+    data = gen.generate(3)
+    assert len(data) == 3
+    assert list(data[0].graph.nodes()) == [0, 1, 2, 3, 4]
+    assert list(data[0].graph.edges()) == [(0, 2), (0, 3), (0, 4), (2, 3), (2, 4), (3, 4)]
+    assert data[0].weights.tolist() == [-1, 1, -1, -1, -1, 1]
+    assert list(data[1].graph.nodes()) == [0, 1, 2, 3, 4]
+    assert list(data[1].graph.edges()) == [(0, 2), (0, 3), (0, 4), (2, 3), (2, 4), (3, 4)]
+    assert data[1].weights.tolist() == [-1, -1, -1, 1, -1, -1]
+
+def test_maxcut_model():
+    _set_seed()
+    data = MaxCutGenerator(
+        n=randint(low=20, high=21),
+        p=uniform(loc=0.5, scale=0.0),
+        fix_graph=True,
+    ).generate(1)[0]
+    model = build_maxcut_model_gurobipy(data)
+    model.optimize()
+    assert model.inner.ObjVal == -26

tests/problems/test_setcover.py

@@ -2,7 +2,7 @@
 #  Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
-from tempfile import NamedTemporaryFile
+from tempfile import TemporaryDirectory
 
 import numpy as np
 from scipy.stats import randint, uniform
@@ -86,8 +86,8 @@ def test_set_cover() -> None:
         build_setcover_model_gurobipy(data),
     ]:
         assert isinstance(model, AbstractModel)
-        with NamedTemporaryFile() as tempfile:
-            with H5File(tempfile.name) as h5:
+        with TemporaryDirectory() as tempdir:
+            with H5File(f"{tempdir}/data.h5", "w") as h5:
                 model.optimize()
                 model.extract_after_mip(h5)
                 assert h5.get_scalar("mip_obj_value") == 11.0

tests/problems/test_stab.py

@@ -1,7 +1,7 @@
 #  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
 #  Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
-from tempfile import NamedTemporaryFile
+from tempfile import TemporaryDirectory
 
 import networkx as nx
 import numpy as np
@@ -25,8 +25,8 @@ def test_stab() -> None:
         build_stab_model_pyomo(data),
     ]:
         assert isinstance(model, AbstractModel)
-        with NamedTemporaryFile() as tempfile:
-            with H5File(tempfile.name) as h5:
+        with TemporaryDirectory() as tempdir:
+            with H5File(f"{tempdir}/data.h5", "w") as h5:
                 model.optimize()
                 model.extract_after_mip(h5)
                 assert h5.get_scalar("mip_obj_value") == -2.0

tests/test_h5.py

@@ -1,7 +1,7 @@
 #  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
 #  Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
-from tempfile import NamedTemporaryFile
+from tempfile import TemporaryDirectory
 from typing import Any
 
 import numpy as np
@@ -11,31 +11,31 @@ from miplearn.h5 import H5File
 
 
 def test_h5() -> None:
-    file = NamedTemporaryFile()
-    h5 = H5File(file.name)
-    _assert_roundtrip_scalar(h5, "A")
-    _assert_roundtrip_scalar(h5, True)
-    _assert_roundtrip_scalar(h5, 1)
-    _assert_roundtrip_scalar(h5, 1.0)
-    assert h5.get_scalar("unknown-key") is None
+    with TemporaryDirectory() as tempdir:
+        with H5File(f"{tempdir}/data.h5", "w") as h5:
+            _assert_roundtrip_scalar(h5, "A")
+            _assert_roundtrip_scalar(h5, True)
+            _assert_roundtrip_scalar(h5, 1)
+            _assert_roundtrip_scalar(h5, 1.0)
+            assert h5.get_scalar("unknown-key") is None
 
-    _assert_roundtrip_array(h5, np.array([True, False]))
-    _assert_roundtrip_array(h5, np.array([1, 2, 3]))
-    _assert_roundtrip_array(h5, np.array([1.0, 2.0, 3.0]))
-    _assert_roundtrip_array(h5, np.array(["A", "BB", "CCC"], dtype="S"))
-    assert h5.get_array("unknown-key") is None
+            _assert_roundtrip_array(h5, np.array([True, False]))
+            _assert_roundtrip_array(h5, np.array([1, 2, 3]))
+            _assert_roundtrip_array(h5, np.array([1.0, 2.0, 3.0]))
+            _assert_roundtrip_array(h5, np.array(["A", "BB", "CCC"], dtype="S"))
+            assert h5.get_array("unknown-key") is None
 
-    _assert_roundtrip_sparse(
-        h5,
-        coo_matrix(
-            [
-                [1.0, 0.0, 0.0],
-                [0.0, 2.0, 3.0],
-                [0.0, 0.0, 4.0],
-            ],
-        ),
-    )
-    assert h5.get_sparse("unknown-key") is None
+            _assert_roundtrip_sparse(
+                h5,
+                coo_matrix(
+                    [
+                        [1.0, 0.0, 0.0],
+                        [0.0, 2.0, 3.0],
+                        [0.0, 0.0, 4.0],
+                    ],
+                ),
+            )
+            assert h5.get_sparse("unknown-key") is None
 
 
 def _assert_roundtrip_array(h5: H5File, original: np.ndarray) -> None:

tests/test_solvers.py

@@ -2,7 +2,7 @@
 #  Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved.
 #  Released under the modified BSD license. See COPYING.md for more details.
 
-from tempfile import NamedTemporaryFile
+from tempfile import TemporaryDirectory
 from typing import Callable, Any
 
 import numpy as np
@@ -49,8 +49,8 @@ def _test_solver(build_model: Callable, data: Any) -> None:
 
 
 def _test_extract(model: AbstractModel) -> None:
-    with NamedTemporaryFile() as tempfile:
-        with H5File(tempfile.name) as h5:
+    with TemporaryDirectory() as tempdir:
+        with H5File(f"{tempdir}/data.h5", "w") as h5:
 
             def test_scalar(key: str, expected_value: Any) -> None:
                 actual_value = h5.get_scalar(key)
@@ -129,7 +129,6 @@ def _test_extract(model: AbstractModel) -> None:
             test_scalar("mip_obj_value", 11.0)
             mip_wallclock_time = h5.get_scalar("mip_wallclock_time")
             assert mip_wallclock_time is not None
-            assert mip_wallclock_time > 0
             if model._supports_node_count:
                 count = h5.get_scalar("mip_node_count")
                 assert count is not None
@@ -145,8 +144,8 @@ def _test_extract(model: AbstractModel) -> None:
 
 
 def _test_add_constr(model: AbstractModel) -> None:
-    with NamedTemporaryFile() as tempfile:
-        with H5File(tempfile.name) as h5:
+    with TemporaryDirectory() as tempdir:
+        with H5File(f"{tempdir}/data.h5", "w") as h5:
             model.add_constrs(
                 np.array([b"x[2]", b"x[3]"], dtype="S"),
                 np.array([[0, 1], [1, 0]]),
@@ -161,8 +160,8 @@ def _test_add_constr(model: AbstractModel) -> None:
 
 
 def _test_fix_vars(model: AbstractModel) -> None:
-    with NamedTemporaryFile() as tempfile:
-        with H5File(tempfile.name) as h5:
+    with TemporaryDirectory() as tempdir:
+        with H5File(f"{tempdir}/data.h5", "w") as h5:
             model.fix_variables(
                 var_names=np.array([b"x[2]", b"x[3]"], dtype="S"),
                 var_values=np.array([0, 0]),
@@ -175,8 +174,8 @@ def _test_fix_vars(model: AbstractModel) -> None:
 
 
 def _test_infeasible(model: AbstractModel) -> None:
-    with NamedTemporaryFile() as tempfile:
-        with H5File(tempfile.name) as h5:
+    with TemporaryDirectory() as tempdir:
+        with H5File(f"{tempdir}/data.h5", "w") as h5:
             model.fix_variables(
                 var_names=np.array([b"x[0]", b"x[3]"], dtype="S"),
                 var_values=np.array([0, 0]),