# 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. import logging from dataclasses import dataclass from typing import List, Tuple, Optional, Any, Union import gurobipy as gp import networkx as nx import numpy as np import pyomo.environ as pe from gurobipy import quicksum, GRB, tuplelist from miplearn.io import read_pkl_gz from miplearn.problems import _gurobipy_set_params, _pyomo_set_params from miplearn.solvers.gurobi import GurobiModel from scipy.spatial.distance import pdist, squareform from scipy.stats import uniform, randint from scipy.stats.distributions import rv_frozen from miplearn.solvers.pyomo import PyomoModel logger = logging.getLogger(__name__) @dataclass class TravelingSalesmanData: n_cities: int distances: np.ndarray class TravelingSalesmanGenerator: """Random generator for the Traveling Salesman Problem.""" def __init__( self, x: rv_frozen = uniform(loc=0.0, scale=1000.0), y: rv_frozen = uniform(loc=0.0, scale=1000.0), n: rv_frozen = randint(low=100, high=101), gamma: rv_frozen = uniform(loc=1.0, scale=0.0), fix_cities: bool = True, round: bool = True, ) -> None: """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: Optional[int] self.fixed_cities: Optional[np.ndarray] self.fixed_n, self.fixed_cities = self._generate_cities() else: self.fixed_n = None self.fixed_cities = None def generate(self, n_samples: int) -> List[TravelingSalesmanData]: def _sample() -> TravelingSalesmanData: if self.fixed_cities is not None: assert self.fixed_n 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 TravelingSalesmanData(n, distances) return [_sample() for _ in range(n_samples)] def _generate_cities(self) -> Tuple[int, np.ndarray]: n = self.n.rvs() cities = np.array([(self.x.rvs(), self.y.rvs()) for _ in range(n)]) return n, cities def build_tsp_model_gurobipy( data: Union[str, TravelingSalesmanData], params: Optional[dict[str, Any]] = None, ) -> GurobiModel: model = gp.Model() _gurobipy_set_params(model, params) data = _tsp_read(data) edges = tuplelist( (i, j) for i in range(data.n_cities) for j in range(i + 1, data.n_cities) ) # Decision variables x = model.addVars(edges, vtype=GRB.BINARY, name="x") model._x = x model._edges = edges model._n_cities = data.n_cities # Objective function model.setObjective(quicksum(x[(i, j)] * data.distances[i, j] for (i, j) in edges)) # Eq: Must choose two edges adjacent to each node model.addConstrs( ( quicksum(x[min(i, j), max(i, j)] for j in range(data.n_cities) if i != j) == 2 for i in range(data.n_cities) ), name="eq_degree", ) def lazy_separate(model: GurobiModel) -> List[Any]: x_val = model.inner.cbGetSolution(model.inner._x) return _tsp_separate(x_val, edges, data.n_cities) def lazy_enforce(model: GurobiModel, violations: List[Any]) -> None: for violation in violations: model.add_constr( quicksum(model.inner._x[e[0], e[1]] for e in violation) >= 2 ) logger.info(f"tsp: added {len(violations)} subtour elimination constraints") model.update() return GurobiModel( model, lazy_separate=lazy_separate, lazy_enforce=lazy_enforce, ) def build_tsp_model_pyomo( data: Union[str, TravelingSalesmanData], solver: str = "gurobi_persistent", params: Optional[dict[str, Any]] = None, ) -> PyomoModel: model = pe.ConcreteModel() data = _tsp_read(data) edges = tuplelist( (i, j) for i in range(data.n_cities) for j in range(i + 1, data.n_cities) ) # Decision variables model.x = pe.Var(edges, domain=pe.Boolean, name="x") model.obj = pe.Objective( expr=sum(model.x[i, j] * data.distances[i, j] for (i, j) in edges) ) # Eq: Must choose two edges adjacent to each node model.degree_eqs = pe.ConstraintList() for i in range(data.n_cities): model.degree_eqs.add( sum(model.x[min(i, j), max(i, j)] for j in range(data.n_cities) if i != j) == 2 ) # Eq: Subtour elimination model.subtour_eqs = pe.ConstraintList() def lazy_separate(m: PyomoModel) -> List[Any]: m.solver.cbGetSolution([model.x[e] for e in edges]) x_val = {e: model.x[e].value for e in edges} return _tsp_separate(x_val, edges, data.n_cities) def lazy_enforce(m: PyomoModel, violations: List[Any]) -> None: logger.warning(f"Adding {len(violations)} subtour elimination constraints...") for violation in violations: m.add_constr( model.subtour_eqs.add(sum(model.x[e[0], e[1]] for e in violation) >= 2) ) pm = PyomoModel( model, solver, lazy_separate=lazy_separate, lazy_enforce=lazy_enforce, ) _pyomo_set_params(pm, params, solver) return pm def _tsp_read(data: Union[str, TravelingSalesmanData]) -> TravelingSalesmanData: if isinstance(data, str): data = read_pkl_gz(data) assert isinstance(data, TravelingSalesmanData) return data def _tsp_separate( x_val: dict[Tuple[int, int], float], edges: List[Tuple[int, int]], n_cities: int, ) -> List[Tuple[Tuple[int, int], ...]]: violations = [] selected_edges = [e for e in edges if x_val[e] > 0.5] graph = nx.Graph() graph.add_edges_from(selected_edges) for component in list(nx.connected_components(graph)): if len(component) < n_cities: cut_edges = tuple( (e[0], e[1]) for e in edges if (e[0] in component and e[1] not in component) or (e[0] not in component and e[1] in component) ) violations.append(cut_edges) return violations