Module miplearn.problems.tsp
Expand source code
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
import networkx as nx
import numpy as np
import pyomo.environ as pe
from scipy.spatial.distance import pdist, squareform
from scipy.stats import uniform, randint
from scipy.stats.distributions import rv_frozen
from miplearn.instance import Instance
class ChallengeA:
def __init__(
self,
seed=42,
n_training_instances=500,
n_test_instances=50,
):
np.random.seed(seed)
self.generator = TravelingSalesmanGenerator(
x=uniform(loc=0.0, scale=1000.0),
y=uniform(loc=0.0, scale=1000.0),
n=randint(low=350, high=351),
gamma=uniform(loc=0.95, scale=0.1),
fix_cities=True,
round=True,
)
np.random.seed(seed + 1)
self.training_instances = self.generator.generate(n_training_instances)
np.random.seed(seed + 2)
self.test_instances = self.generator.generate(n_test_instances)
class TravelingSalesmanGenerator:
"""Random generator for the Traveling Salesman Problem."""
def __init__(
self,
x=uniform(loc=0.0, scale=1000.0),
y=uniform(loc=0.0, scale=1000.0),
n=randint(low=100, high=101),
gamma=uniform(loc=1.0, scale=0.0),
fix_cities=True,
round=True,
):
"""Initializes the problem generator.
Initially, the generator creates n cities (x_1,y_1),...,(x_n,y_n) where n, x_i and y_i are
sampled independently from the provided probability distributions `n`, `x` and `y`. For each
(unordered) pair of cities (i,j), the distance d[i,j] between them is set to:
d[i,j] = gamma[i,j] \sqrt{(x_i - x_j)^2 + (y_i - y_j)^2}
where gamma is sampled from the provided probability distribution `gamma`.
If fix_cities=True, the list of cities is kept the same for all generated instances. The
gamma values, and therefore also the distances, are still different.
By default, all distances d[i,j] are rounded to the nearest integer. If `round=False`
is provided, this rounding will be disabled.
Arguments
---------
x: rv_continuous
Probability distribution for the x-coordinate of each city.
y: rv_continuous
Probability distribution for the y-coordinate of each city.
n: rv_discrete
Probability distribution for the number of cities.
fix_cities: bool
If False, cities will be resampled for every generated instance. Otherwise, list of
cities will be computed once, during the constructor.
round: bool
If True, distances are rounded to the nearest integer.
"""
assert isinstance(x, rv_frozen), "x should be a SciPy probability distribution"
assert isinstance(y, rv_frozen), "y should be a SciPy probability distribution"
assert isinstance(n, rv_frozen), "n should be a SciPy probability distribution"
assert isinstance(
gamma,
rv_frozen,
), "gamma should be a SciPy probability distribution"
self.x = x
self.y = y
self.n = n
self.gamma = gamma
self.round = round
if fix_cities:
self.fixed_n, self.fixed_cities = self._generate_cities()
else:
self.fixed_n = None
self.fixed_cities = None
def generate(self, n_samples):
def _sample():
if self.fixed_cities is not None:
n, cities = self.fixed_n, self.fixed_cities
else:
n, cities = self._generate_cities()
distances = squareform(pdist(cities)) * self.gamma.rvs(size=(n, n))
distances = np.tril(distances) + np.triu(distances.T, 1)
if self.round:
distances = distances.round()
return TravelingSalesmanInstance(n, distances)
return [_sample() for _ in range(n_samples)]
def _generate_cities(self):
n = self.n.rvs()
cities = np.array([(self.x.rvs(), self.y.rvs()) for _ in range(n)])
return n, cities
class TravelingSalesmanInstance(Instance):
"""An instance ot the Traveling Salesman Problem.
Given a list of cities and the distance between each pair of cities, the problem asks for the
shortest route starting at the first city, visiting each other city exactly once, then
returning to the first city. This problem is a generalization of the Hamiltonian path problem,
one of Karp's 21 NP-complete problems.
"""
def __init__(self, n_cities, distances):
assert isinstance(distances, np.ndarray)
assert distances.shape == (n_cities, n_cities)
self.n_cities = n_cities
self.distances = distances
def to_model(self):
model = pe.ConcreteModel()
model.edges = edges = [
(i, j) for i in range(self.n_cities) for j in range(i + 1, self.n_cities)
]
model.x = pe.Var(edges, domain=pe.Binary)
model.obj = pe.Objective(
expr=sum(model.x[i, j] * self.distances[i, j] for (i, j) in edges),
sense=pe.minimize,
)
model.eq_degree = pe.ConstraintList()
model.eq_subtour = pe.ConstraintList()
for i in range(self.n_cities):
model.eq_degree.add(
sum(
model.x[min(i, j), max(i, j)]
for j in range(self.n_cities)
if i != j
)
== 2
)
return model
def get_instance_features(self):
return np.array([1])
def get_variable_features(self, var_name, index):
return np.array([1])
def get_variable_category(self, var_name, index):
return index
def find_violated_lazy_constraints(self, model):
selected_edges = [e for e in model.edges if model.x[e].value > 0.5]
graph = nx.Graph()
graph.add_edges_from(selected_edges)
components = [frozenset(c) for c in list(nx.connected_components(graph))]
violations = []
for c in components:
if len(c) < self.n_cities:
violations += [c]
return violations
def build_lazy_constraint(self, model, component):
cut_edges = [
e
for e in model.edges
if (e[0] in component and e[1] not in component)
or (e[0] not in component and e[1] in component)
]
return model.eq_subtour.add(sum(model.x[e] for e in cut_edges) >= 2)
def find_violated_user_cuts(self, model):
return self.find_violated_lazy_constraints(model)
def build_user_cut(self, model, violation):
return self.build_lazy_constraint(model, violation)
Classes
class ChallengeA (seed=42, n_training_instances=500, n_test_instances=50)
-
Expand source code
class ChallengeA: def __init__( self, seed=42, n_training_instances=500, n_test_instances=50, ): np.random.seed(seed) self.generator = TravelingSalesmanGenerator( x=uniform(loc=0.0, scale=1000.0), y=uniform(loc=0.0, scale=1000.0), n=randint(low=350, high=351), gamma=uniform(loc=0.95, scale=0.1), fix_cities=True, round=True, ) np.random.seed(seed + 1) self.training_instances = self.generator.generate(n_training_instances) np.random.seed(seed + 2) self.test_instances = self.generator.generate(n_test_instances)
class TravelingSalesmanGenerator (x=<scipy.stats._distn_infrastructure.rv_frozen object>, y=<scipy.stats._distn_infrastructure.rv_frozen object>, n=<scipy.stats._distn_infrastructure.rv_frozen object>, gamma=<scipy.stats._distn_infrastructure.rv_frozen object>, fix_cities=True, round=True)
-
Random generator for the Traveling Salesman Problem.
Initializes the problem generator.
Initially, the generator creates n cities (x_1,y_1),…,(x_n,y_n) where n, x_i and y_i are sampled independently from the provided probability distributions
n
,x
andy
. For each (unordered) pair of cities (i,j), the distance d[i,j] between them is set to:d[i,j] = gamma[i,j] \sqrt{(x_i - x_j)^2 + (y_i - y_j)^2}
where gamma is sampled from the provided probability distribution
gamma
.If fix_cities=True, the list of cities is kept the same for all generated instances. The gamma values, and therefore also the distances, are still different.
By default, all distances d[i,j] are rounded to the nearest integer. If
round=False
is provided, this rounding will be disabled.Arguments
x
:rv_continuous
- Probability distribution for the x-coordinate of each city.
y
:rv_continuous
- Probability distribution for the y-coordinate of each city.
n
:rv_discrete
- Probability distribution for the number of cities.
fix_cities
:bool
- If False, cities will be resampled for every generated instance. Otherwise, list of cities will be computed once, during the constructor.
round
:bool
- If True, distances are rounded to the nearest integer.
Expand source code
class TravelingSalesmanGenerator: """Random generator for the Traveling Salesman Problem.""" def __init__( self, x=uniform(loc=0.0, scale=1000.0), y=uniform(loc=0.0, scale=1000.0), n=randint(low=100, high=101), gamma=uniform(loc=1.0, scale=0.0), fix_cities=True, round=True, ): """Initializes the problem generator. Initially, the generator creates n cities (x_1,y_1),...,(x_n,y_n) where n, x_i and y_i are sampled independently from the provided probability distributions `n`, `x` and `y`. For each (unordered) pair of cities (i,j), the distance d[i,j] between them is set to: d[i,j] = gamma[i,j] \sqrt{(x_i - x_j)^2 + (y_i - y_j)^2} where gamma is sampled from the provided probability distribution `gamma`. If fix_cities=True, the list of cities is kept the same for all generated instances. The gamma values, and therefore also the distances, are still different. By default, all distances d[i,j] are rounded to the nearest integer. If `round=False` is provided, this rounding will be disabled. Arguments --------- x: rv_continuous Probability distribution for the x-coordinate of each city. y: rv_continuous Probability distribution for the y-coordinate of each city. n: rv_discrete Probability distribution for the number of cities. fix_cities: bool If False, cities will be resampled for every generated instance. Otherwise, list of cities will be computed once, during the constructor. round: bool If True, distances are rounded to the nearest integer. """ assert isinstance(x, rv_frozen), "x should be a SciPy probability distribution" assert isinstance(y, rv_frozen), "y should be a SciPy probability distribution" assert isinstance(n, rv_frozen), "n should be a SciPy probability distribution" assert isinstance( gamma, rv_frozen, ), "gamma should be a SciPy probability distribution" self.x = x self.y = y self.n = n self.gamma = gamma self.round = round if fix_cities: self.fixed_n, self.fixed_cities = self._generate_cities() else: self.fixed_n = None self.fixed_cities = None def generate(self, n_samples): def _sample(): if self.fixed_cities is not None: n, cities = self.fixed_n, self.fixed_cities else: n, cities = self._generate_cities() distances = squareform(pdist(cities)) * self.gamma.rvs(size=(n, n)) distances = np.tril(distances) + np.triu(distances.T, 1) if self.round: distances = distances.round() return TravelingSalesmanInstance(n, distances) return [_sample() for _ in range(n_samples)] def _generate_cities(self): n = self.n.rvs() cities = np.array([(self.x.rvs(), self.y.rvs()) for _ in range(n)]) return n, cities
Methods
def generate(self, n_samples)
-
Expand source code
def generate(self, n_samples): def _sample(): if self.fixed_cities is not None: n, cities = self.fixed_n, self.fixed_cities else: n, cities = self._generate_cities() distances = squareform(pdist(cities)) * self.gamma.rvs(size=(n, n)) distances = np.tril(distances) + np.triu(distances.T, 1) if self.round: distances = distances.round() return TravelingSalesmanInstance(n, distances) return [_sample() for _ in range(n_samples)]
class TravelingSalesmanInstance (n_cities, distances)
-
An instance ot the Traveling Salesman Problem.
Given a list of cities and the distance between each pair of cities, the problem asks for the shortest route starting at the first city, visiting each other city exactly once, then returning to the first city. This problem is a generalization of the Hamiltonian path problem, one of Karp's 21 NP-complete problems.
Expand source code
class TravelingSalesmanInstance(Instance): """An instance ot the Traveling Salesman Problem. Given a list of cities and the distance between each pair of cities, the problem asks for the shortest route starting at the first city, visiting each other city exactly once, then returning to the first city. This problem is a generalization of the Hamiltonian path problem, one of Karp's 21 NP-complete problems. """ def __init__(self, n_cities, distances): assert isinstance(distances, np.ndarray) assert distances.shape == (n_cities, n_cities) self.n_cities = n_cities self.distances = distances def to_model(self): model = pe.ConcreteModel() model.edges = edges = [ (i, j) for i in range(self.n_cities) for j in range(i + 1, self.n_cities) ] model.x = pe.Var(edges, domain=pe.Binary) model.obj = pe.Objective( expr=sum(model.x[i, j] * self.distances[i, j] for (i, j) in edges), sense=pe.minimize, ) model.eq_degree = pe.ConstraintList() model.eq_subtour = pe.ConstraintList() for i in range(self.n_cities): model.eq_degree.add( sum( model.x[min(i, j), max(i, j)] for j in range(self.n_cities) if i != j ) == 2 ) return model def get_instance_features(self): return np.array([1]) def get_variable_features(self, var_name, index): return np.array([1]) def get_variable_category(self, var_name, index): return index def find_violated_lazy_constraints(self, model): selected_edges = [e for e in model.edges if model.x[e].value > 0.5] graph = nx.Graph() graph.add_edges_from(selected_edges) components = [frozenset(c) for c in list(nx.connected_components(graph))] violations = [] for c in components: if len(c) < self.n_cities: violations += [c] return violations def build_lazy_constraint(self, model, component): cut_edges = [ e for e in model.edges if (e[0] in component and e[1] not in component) or (e[0] not in component and e[1] in component) ] return model.eq_subtour.add(sum(model.x[e] for e in cut_edges) >= 2) def find_violated_user_cuts(self, model): return self.find_violated_lazy_constraints(model) def build_user_cut(self, model, violation): return self.build_lazy_constraint(model, violation)
Ancestors
- Instance
- abc.ABC
Methods
def build_user_cut(self, model, violation)
-
Expand source code
def build_user_cut(self, model, violation): return self.build_lazy_constraint(model, violation)
def find_violated_user_cuts(self, model)
-
Expand source code
def find_violated_user_cuts(self, model): return self.find_violated_lazy_constraints(model)
Inherited members