# 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. from abc import ABC, abstractmethod import pickle, gzip, json class Instance(ABC): """ Abstract class holding all the data necessary to generate a concrete model of the problem. In the knapsack problem, for example, this class could hold the number of items, their weights and costs, as well as the size of the knapsack. Objects implementing this class are able to convert themselves into a concrete optimization model, which can be optimized by a solver, or into arrays of features, which can be provided as inputs to machine learning models. """ @abstractmethod def to_model(self): """ Returns a concrete Pyomo model corresponding to this instance. """ pass @abstractmethod def get_instance_features(self): """ Returns a 1-dimensional Numpy array of (numerical) features describing the entire instance. The array is used by LearningSolver to determine how similar two instances are. It may also be used to predict, in combination with variable-specific features, the values of binary decision variables in the problem. There is not necessarily a one-to-one correspondence between models and instance features: the features may encode only part of the data necessary to generate the complete model. Features may also be statistics computed from the original data. For example, in the knapsack problem, an implementation may decide to provide as instance features only the average weights, average prices, number of items and the size of the knapsack. The returned array MUST have the same length for all relevant instances of the problem. If two instances map into arrays of different lengths, they cannot be solved by the same LearningSolver object. """ pass @abstractmethod def get_variable_features(self, var, index): """ Returns a 1-dimensional array of (numerical) features describing a particular decision variable. The argument `var` is a pyomo.core.Var object, which represents a collection of decision variables. The argument `index` specifies which variable in the collection is the relevant one. In combination with instance features, variable features are used by LearningSolver to predict, among other things, the optimal value of each decision variable before the optimization takes place. In the knapsack problem, for example, an implementation could provide as variable features the weight and the price of a specific item. Like instance features, the arrays returned by this method MUST have the same length for all variables within the same category, for all relevant instances of the problem. """ pass def get_variable_category(self, var, index): """ Returns the category (a string, an integer or any hashable type) for each decision variable. If two variables have the same category, LearningSolver will use the same internal ML model to predict the values of both variables. By default, all variables belong to the "default" category, and therefore only one ML model is used for all variables. If the returned category is None, ML models will ignore the variable. """ return "default" def find_violated_lazy_constraints(self, model): """ Returns lazy constraint violations found for the current solution. After solving a model, LearningSolver will ask the instance to identify which lazy constraints are violated by the current solution. For each identified violation, LearningSolver will then call the build_lazy_constraint, add the generated Pyomo constraint to the model, then resolve the problem. The process repeats until no further lazy constraint violations are found. Each "violation" is simply a string, a tuple or any other hashable type which allows the instance to identify unambiguously which lazy constraint should be generated. In the Traveling Salesman Problem, for example, a subtour violation could be a frozen set containing the cities in the subtour. For a concrete example, see TravelingSalesmanInstance. """ return [] def build_lazy_constraint(self, model, violation): """ Returns a Pyomo constraint which fixes a given violation. This method is typically called immediately after find_violated_lazy_constraints. The violation object provided to this method is exactly the same object returned earlier by find_violated_lazy_constraints. After some training, LearningSolver may decide to proactively build some lazy constraints at the beginning of the optimization process, before a solution is even available. In this case, build_lazy_constraints will be called without a corresponding call to find_violated_lazy_constraints. The implementation should not directly add the constraint to the model. The constraint will be added by LearningSolver after the method returns. For a concrete example, see TravelingSalesmanInstance. """ pass def find_violated_user_cuts(self, model): return [] def build_user_cut(self, model, violation): pass def load(self, filename): with gzip.GzipFile(filename, 'r') as f: data = json.loads(f.read().decode('utf-8')) self.__dict__ = data def dump(self, filename): data = json.dumps(self.__dict__, indent=2).encode('utf-8') with gzip.GzipFile(filename, 'w') as f: f.write(data)