# MIPLearn, an extensible framework for Learning-Enhanced Mixed-Integer Optimization # Copyright (C) 2019-2020 Argonne National Laboratory. All rights reserved. # Written by Alinson S. Xavier from .transformers import PerVariableTransformer from .warmstart import WarmStartComponent from .branching import BranchPriorityComponent import pyomo.environ as pe import numpy as np from copy import deepcopy import pickle from tqdm import tqdm from joblib import Parallel, delayed from scipy.stats import randint import multiprocessing def _gurobi_factory(): solver = pe.SolverFactory('gurobi_persistent') solver.options["threads"] = 4 solver.options["Seed"] = randint(low=0, high=1000).rvs() return solver class LearningSolver: """ Mixed-Integer Linear Programming (MIP) solver that extracts information from previous runs, using Machine Learning methods, to accelerate the solution of new (yet unseen) instances. """ def __init__(self, threads=4, internal_solver_factory=_gurobi_factory, components=None, mode=None): self.is_persistent = None self.internal_solver = None self.components = components self.internal_solver_factory = internal_solver_factory if self.components is not None: assert isinstance(self.components, dict) else: self.components = { "warm-start": WarmStartComponent(), "branch-priority": BranchPriorityComponent(), } if mode is not None: assert mode in ["exact", "heuristic"] for component in self.components: component.mode = mode def _create_solver(self): self.internal_solver = self.internal_solver_factory() self.is_persistent = hasattr(self.internal_solver, "set_instance") def _clear(self): self.internal_solver = None def solve(self, instance, tee=False): model = instance.to_model() self._create_solver() if self.is_persistent: self.internal_solver.set_instance(model) for component in self.components.values(): component.before_solve(self, instance, model) if self.is_persistent: solve_results = self.internal_solver.solve(tee=tee, warmstart=True) else: solve_results = self.internal_solver.solve(model, tee=tee, warmstart=True) solve_results["Solver"][0]["Nodes"] = self.internal_solver._solver_model.getAttr("NodeCount") for component in self.components.values(): component.after_solve(self, instance, model) return solve_results def parallel_solve(self, instances, n_jobs=4, label="Solve"): self._clear() def _process(instance): solver = deepcopy(self) results = solver.solve(instance) solver._clear() return solver, results solver_result_pairs = Parallel(n_jobs=n_jobs)( delayed(_process)(instance) for instance in tqdm(instances, desc=label, ncols=80) ) solvers = [p[0] for p in solver_result_pairs] results = [p[1] for p in solver_result_pairs] for (name, component) in self.components.items(): for subsolver in solvers: self.components[name].merge(subsolver.components[name]) return results def fit(self): for component in self.components.values(): component.fit(self) def save_state(self, filename): with open(filename, "wb") as file: pickle.dump({ "version": 2, "components": self.components, }, file) def load_state(self, filename): with open(filename, "rb") as file: data = pickle.load(file) assert data["version"] == 2 for (component_name, component) in data["components"].items(): if component_name not in self.components.keys(): continue else: self.components[component_name].merge(component)