# 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 dataclasses import dataclass from typing import List, Optional, Union import gurobipy as gp import numpy as np from gurobipy import GRB from scipy.stats import uniform, randint from scipy.stats.distributions import rv_frozen from miplearn.io import read_pkl_gz from miplearn.solvers.gurobi import GurobiModel @dataclass class MultiKnapsackData: """Data for the multi-dimensional knapsack problem Args ---- prices Item prices. capacities Knapsack capacities. weights Matrix of item weights. """ prices: np.ndarray capacities: np.ndarray weights: np.ndarray # noinspection PyPep8Naming class MultiKnapsackGenerator: """Random instance generator for the multi-dimensional knapsack problem. Generates new instances by creating random items and knapsacks according to the provided probability distributions. Each instance has a random number of items (variables) and knapsacks (constraints), with weights, prices, and capacities sampled independently. Parameters ---------- n: rv_discrete Probability distribution for the number of items (or variables). m: rv_discrete Probability distribution for the number of knapsacks (or constraints). w: rv_continuous Probability distribution for the item weights. K: rv_continuous Probability distribution for the profit correlation coefficient. u: rv_continuous Probability distribution for the profit multiplier. alpha: rv_continuous Probability distribution for the tightness ratio. round: boolean If true, all prices, weights and capacities are rounded to the nearest integer. """ def __init__( self, n: rv_frozen = randint(low=100, high=101), m: rv_frozen = randint(low=30, high=31), w: rv_frozen = randint(low=0, high=1000), K: rv_frozen = randint(low=500, high=501), u: rv_frozen = uniform(loc=0.0, scale=1.0), alpha: rv_frozen = uniform(loc=0.25, scale=0.0), round: bool = True, ): assert isinstance(n, rv_frozen), "n should be a SciPy probability distribution" assert isinstance(m, rv_frozen), "m should be a SciPy probability distribution" assert isinstance(w, rv_frozen), "w should be a SciPy probability distribution" assert isinstance(K, rv_frozen), "K should be a SciPy probability distribution" assert isinstance(u, rv_frozen), "u should be a SciPy probability distribution" assert isinstance( alpha, rv_frozen ), "alpha should be a SciPy probability distribution" self.n = n self.m = m self.w = w self.u = u self.K = K self.alpha = alpha self.round = round def generate(self, n_samples: int) -> List[MultiKnapsackData]: def _sample() -> MultiKnapsackData: n = self.n.rvs() m = self.m.rvs() w = np.array([self.w.rvs(n) for _ in range(m)]) u = self.u.rvs(n) K = self.K.rvs() alpha = self.alpha.rvs(m) p = np.array([w[:, j].sum() / m + K * u[j] for j in range(n)]) b = np.array([w[i, :].sum() * alpha[i] for i in range(m)]) if self.round: p = p.round() b = b.round() w = w.round() return MultiKnapsackData(p, b, w) return [_sample() for _ in range(n_samples)] class MultiKnapsackPerturber: """Perturbation generator for existing multi-dimensional knapsack instances. Takes an existing MultiKnapsackData instance and generates new instances by applying randomization factors to the existing weights and prices while keeping the structure (number of items and knapsacks) fixed. Parameters ---------- w_jitter: rv_continuous Probability distribution for randomization factors applied to item weights. p_jitter: rv_continuous Probability distribution for randomization factors applied to item prices. alpha_jitter: rv_continuous Probability distribution for randomization factors applied to knapsack capacities. round: boolean If true, all perturbed prices, weights and capacities are rounded to the nearest integer. """ def __init__( self, w_jitter: rv_frozen = uniform(loc=0.9, scale=0.2), p_jitter: rv_frozen = uniform(loc=0.9, scale=0.2), alpha_jitter: rv_frozen = uniform(loc=0.9, scale=0.2), round: bool = True, ): assert isinstance( w_jitter, rv_frozen ), "w_jitter should be a SciPy probability distribution" assert isinstance( p_jitter, rv_frozen ), "p_jitter should be a SciPy probability distribution" assert isinstance( alpha_jitter, rv_frozen ), "alpha_jitter should be a SciPy probability distribution" self.w_jitter = w_jitter self.p_jitter = p_jitter self.alpha_jitter = alpha_jitter self.round = round def perturb( self, instance: MultiKnapsackData, n_samples: int, ) -> List[MultiKnapsackData]: def _sample() -> MultiKnapsackData: m, n = instance.weights.shape w_factors = np.array([self.w_jitter.rvs(n) for _ in range(m)]) p_factors = self.p_jitter.rvs(n) alpha_factors = self.alpha_jitter.rvs(m) w = instance.weights * w_factors p = instance.prices * p_factors b = instance.capacities * alpha_factors if self.round: p = p.round() b = b.round() w = w.round() return MultiKnapsackData(p, b, w) return [_sample() for _ in range(n_samples)] def build_multiknapsack_model_gurobipy( data: Union[str, MultiKnapsackData] ) -> GurobiModel: """Converts multi-knapsack problem data into a concrete Gurobipy model.""" if isinstance(data, str): data = read_pkl_gz(data) assert isinstance(data, MultiKnapsackData) model = gp.Model() m, n = data.weights.shape x = model.addMVar(n, vtype=GRB.BINARY, name="x") model.addConstr(data.weights @ x <= data.capacities) model.setObjective(-data.prices @ x) model.update() return GurobiModel(model)