# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved. # Released under the modified BSD license. See COPYING.md for more details. import numpy as np from miplearn.features import ( FeaturesExtractor, InstanceFeatures, VariableFeatures, ConstraintFeatures, Sample, ) from miplearn.solvers.gurobi import GurobiSolver from miplearn.solvers.tests import assert_equals inf = float("inf") def test_knapsack() -> None: solver = GurobiSolver() instance = solver.build_test_instance_knapsack() model = instance.to_model() solver.set_instance(instance, model) extractor = FeaturesExtractor() sample = Sample() # after-load # ------------------------------------------------------- extractor.extract_after_load_features(instance, solver, sample) assert_equals(sample.get("var_names"), ["x[0]", "x[1]", "x[2]", "x[3]", "z"]) assert_equals(sample.get("var_lower_bounds"), [0.0, 0.0, 0.0, 0.0, 0.0]) assert_equals(sample.get("var_obj_coeffs"), [505.0, 352.0, 458.0, 220.0, 0.0]) assert_equals(sample.get("var_types"), ["B", "B", "B", "B", "C"]) assert_equals(sample.get("var_upper_bounds"), [1.0, 1.0, 1.0, 1.0, 67.0]) assert_equals( sample.get("var_categories"), ["default", "default", "default", "default", None], ) assert_equals( sample.get("var_features_user"), [[23.0, 505.0], [26.0, 352.0], [20.0, 458.0], [18.0, 220.0], None], ) assert_equals( sample.get("var_features_AlvLouWeh2017"), [ [1.0, 0.32899, 0.0], [1.0, 0.229316, 0.0], [1.0, 0.298371, 0.0], [1.0, 0.143322, 0.0], [0.0, 0.0, 0.0], ], ) assert sample.get("var_features") is not None assert_equals(sample.get("constr_names"), ["eq_capacity"]) assert_equals( sample.get("constr_lhs"), [ [ ("x[0]", 23.0), ("x[1]", 26.0), ("x[2]", 20.0), ("x[3]", 18.0), ("z", -1.0), ], ], ) assert_equals(sample.get("constr_rhs"), [0.0]) assert_equals(sample.get("constr_senses"), ["="]) assert_equals(sample.get("constr_features_user"), [None]) assert_equals(sample.get("constr_categories"), ["eq_capacity"]) assert_equals(sample.get("constr_lazy"), [False]) assert_equals(sample.get("instance_features_user"), [67.0, 21.75]) assert_equals(sample.get("static_lazy_count"), 0) # after-lp # ------------------------------------------------------- solver.solve_lp() extractor.extract_after_lp_features(solver, sample) assert_equals( sample.get("lp_var_basis_status"), ["U", "B", "U", "L", "U"], ) assert_equals( sample.get("lp_var_reduced_costs"), [193.615385, 0.0, 187.230769, -23.692308, 13.538462], ) assert_equals( sample.get("lp_var_sa_lb_down"), [-inf, -inf, -inf, -0.111111, -inf], ) assert_equals( sample.get("lp_var_sa_lb_up"), [1.0, 0.923077, 1.0, 1.0, 67.0], ) assert_equals( sample.get("lp_var_sa_obj_down"), [311.384615, 317.777778, 270.769231, -inf, -13.538462], ) assert_equals( sample.get("lp_var_sa_obj_up"), [inf, 570.869565, inf, 243.692308, inf], ) assert_equals(sample.get("lp_var_sa_ub_down"), [0.913043, 0.923077, 0.9, 0.0, 43.0]) assert_equals(sample.get("lp_var_sa_ub_up"), [2.043478, inf, 2.2, inf, 69.0]) assert_equals(sample.get("lp_var_values"), [1.0, 0.923077, 1.0, 0.0, 67.0]) assert_equals( sample.get("lp_var_features_AlvLouWeh2017"), [ [1.0, 0.32899, 0.0, 0.0, 1.0, 1.0, 5.265874, 46.051702], [1.0, 0.229316, 0.0, 0.076923, 1.0, 1.0, 3.532875, 5.388476], [1.0, 0.298371, 0.0, 0.0, 1.0, 1.0, 5.232342, 46.051702], [1.0, 0.143322, 0.0, 0.0, 1.0, -1.0, 46.051702, 3.16515], [0.0, 0.0, 0.0, 0.0, 1.0, -1.0, 0.0, 0.0], ], ) assert sample.get("lp_var_features") is not None assert_equals(sample.get("lp_constr_basis_status"), ["N"]) assert_equals(sample.get("lp_constr_dual_values"), [13.538462]) assert_equals(sample.get("lp_constr_sa_rhs_down"), [-24.0]) assert_equals(sample.get("lp_constr_sa_rhs_up"), [2.0]) assert_equals(sample.get("lp_constr_slacks"), [0.0]) # after-mip # ------------------------------------------------------- solver.solve() extractor.extract_after_mip_features(solver, sample) assert_equals(sample.get("mip_var_values"), [1.0, 0.0, 1.0, 1.0, 61.0]) assert_equals(sample.get("mip_constr_slacks"), [0.0]) features = extractor.extract(instance, solver) assert_equals( features.instance, InstanceFeatures( user_features=[67.0, 21.75], lazy_constraint_count=0, ), ) def test_constraint_getindex() -> None: cf = ConstraintFeatures( names=["c1", "c2", "c3"], rhs=[1.0, 2.0, 3.0], senses=["=", "<", ">"], lhs=[ [ ("x1", 1.0), ("x2", 1.0), ], [ ("x2", 2.0), ("x3", 2.0), ], [ ("x3", 3.0), ("x4", 3.0), ], ], ) assert_equals( cf[[True, False, True]], ConstraintFeatures( names=["c1", "c3"], rhs=[1.0, 3.0], senses=["=", ">"], lhs=[ [ ("x1", 1.0), ("x2", 1.0), ], [ ("x3", 3.0), ("x4", 3.0), ], ], ), ) def test_assert_equals() -> None: assert_equals("hello", "hello") assert_equals([1.0, 2.0], [1.0, 2.0]) assert_equals(np.array([1.0, 2.0]), np.array([1.0, 2.0])) assert_equals( np.array([[1.0, 2.0], [3.0, 4.0]]), np.array([[1.0, 2.0], [3.0, 4.0]]), ) assert_equals( VariableFeatures(values=np.array([1.0, 2.0])), # type: ignore VariableFeatures(values=np.array([1.0, 2.0])), # type: ignore ) assert_equals(np.array([True, True]), [True, True]) assert_equals((1.0,), (1.0,)) assert_equals({"x": 10}, {"x": 10})