# 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. from typing import Any, List import numpy as np from miplearn.solvers.internal import InternalSolver, Variables, Constraints inf = float("inf") # NOTE: # This file is in the main source folder, so that it can be called from Julia. def _filter_attrs(allowed_keys: List[str], obj: Any) -> Any: for key in obj.__dict__.keys(): if key not in allowed_keys: setattr(obj, key, None) return obj def run_internal_solver_tests(solver: InternalSolver) -> None: run_basic_usage_tests(solver.clone()) run_warm_start_tests(solver.clone()) run_infeasibility_tests(solver.clone()) run_iteration_cb_tests(solver.clone()) if solver.are_callbacks_supported(): run_lazy_cb_tests(solver.clone()) def run_basic_usage_tests(solver: InternalSolver) -> None: # Create and set instance instance = solver.build_test_instance_knapsack() model = instance.to_model() solver.set_instance(instance, model) # Fetch variables (after-load) assert_equals( solver.get_variables(), Variables( names=np.array(["x[0]", "x[1]", "x[2]", "x[3]", "z"], dtype="S"), lower_bounds=np.array([0.0, 0.0, 0.0, 0.0, 0.0]), upper_bounds=np.array([1.0, 1.0, 1.0, 1.0, 67.0]), types=np.array(["B", "B", "B", "B", "C"], dtype="S"), obj_coeffs=np.array([505.0, 352.0, 458.0, 220.0, 0.0]), ), ) # Fetch constraints (after-load) assert_equals( solver.get_constraints(), Constraints( names=np.array(["eq_capacity"], dtype="S"), rhs=np.array([0.0]), lhs=[ [ (b"x[0]", 23.0), (b"x[1]", 26.0), (b"x[2]", 20.0), (b"x[3]", 18.0), (b"z", -1.0), ], ], senses=["="], ), ) # Solve linear programming relaxation lp_stats = solver.solve_lp() assert not solver.is_infeasible() assert lp_stats.lp_value is not None assert_equals(round(lp_stats.lp_value, 3), 1287.923) assert lp_stats.lp_log is not None assert len(lp_stats.lp_log) > 100 assert lp_stats.lp_wallclock_time is not None assert lp_stats.lp_wallclock_time > 0 # Fetch variables (after-lp) assert_equals( solver.get_variables(with_static=False), _filter_attrs( solver.get_variable_attrs(), Variables( names=np.array(["x[0]", "x[1]", "x[2]", "x[3]", "z"], dtype="S"), basis_status=np.array(["U", "B", "U", "L", "U"], dtype="S"), reduced_costs=np.array( [193.615385, 0.0, 187.230769, -23.692308, 13.538462] ), sa_lb_down=np.array([-inf, -inf, -inf, -0.111111, -inf]), sa_lb_up=np.array([1.0, 0.923077, 1.0, 1.0, 67.0]), sa_obj_down=np.array( [311.384615, 317.777778, 270.769231, -inf, -13.538462] ), sa_obj_up=np.array([inf, 570.869565, inf, 243.692308, inf]), sa_ub_down=np.array([0.913043, 0.923077, 0.9, 0.0, 43.0]), sa_ub_up=np.array([2.043478, inf, 2.2, inf, 69.0]), values=np.array([1.0, 0.923077, 1.0, 0.0, 67.0]), ), ), ) # Fetch constraints (after-lp) assert_equals( solver.get_constraints(with_static=False), _filter_attrs( solver.get_constraint_attrs(), Constraints( basis_status=["N"], dual_values=np.array([13.538462]), names=np.array(["eq_capacity"], dtype="S"), sa_rhs_down=np.array([-24.0]), sa_rhs_up=np.array([2.0]), slacks=np.array([0.0]), ), ), ) # Solve MIP mip_stats = solver.solve( tee=True, ) assert not solver.is_infeasible() assert mip_stats.mip_log is not None assert len(mip_stats.mip_log) > 100 assert mip_stats.mip_lower_bound is not None assert_equals(mip_stats.mip_lower_bound, 1183.0) assert mip_stats.mip_upper_bound is not None assert_equals(mip_stats.mip_upper_bound, 1183.0) assert mip_stats.mip_sense is not None assert_equals(mip_stats.mip_sense, "max") assert mip_stats.mip_wallclock_time is not None assert isinstance(mip_stats.mip_wallclock_time, float) assert mip_stats.mip_wallclock_time > 0 # Fetch variables (after-mip) assert_equals( solver.get_variables(with_static=False), _filter_attrs( solver.get_variable_attrs(), Variables( names=np.array(["x[0]", "x[1]", "x[2]", "x[3]", "z"], dtype="S"), values=np.array([1.0, 0.0, 1.0, 1.0, 61.0]), ), ), ) # Fetch constraints (after-mip) assert_equals( solver.get_constraints(with_static=False), _filter_attrs( solver.get_constraint_attrs(), Constraints( names=np.array(["eq_capacity"], dtype="S"), slacks=np.array([0.0]), ), ), ) # Build new constraint and verify that it is violated cf = Constraints( names=np.array(["cut"], dtype="S"), lhs=[[(b"x[0]", 1.0)]], rhs=np.array([0.0]), senses=["<"], ) assert_equals(solver.are_constraints_satisfied(cf), [False]) # Add constraint and verify it affects solution solver.add_constraints(cf) assert_equals( solver.get_constraints(with_static=True), _filter_attrs( solver.get_constraint_attrs(), Constraints( names=np.array(["eq_capacity", "cut"], dtype="S"), rhs=np.array([0.0, 0.0]), lhs=[ [ (b"x[0]", 23.0), (b"x[1]", 26.0), (b"x[2]", 20.0), (b"x[3]", 18.0), (b"z", -1.0), ], [ (b"x[0]", 1.0), ], ], senses=["=", "<"], ), ), ) stats = solver.solve() assert_equals(stats.mip_lower_bound, 1030.0) assert_equals(solver.are_constraints_satisfied(cf), [True]) # Remove the new constraint solver.remove_constraints(np.array(["cut"], dtype="S")) # New constraint should no longer affect solution stats = solver.solve() assert_equals(stats.mip_lower_bound, 1183.0) def run_warm_start_tests(solver: InternalSolver) -> None: instance = solver.build_test_instance_knapsack() model = instance.to_model() solver.set_instance(instance, model) solver.set_warm_start({b"x[0]": 1.0, b"x[1]": 0.0, b"x[2]": 0.0, b"x[3]": 1.0}) stats = solver.solve(tee=True) if stats.mip_warm_start_value is not None: assert_equals(stats.mip_warm_start_value, 725.0) solver.set_warm_start({b"x[0]": 1.0, b"x[1]": 1.0, b"x[2]": 1.0, b"x[3]": 1.0}) stats = solver.solve(tee=True) assert stats.mip_warm_start_value is None solver.fix({b"x[0]": 1.0, b"x[1]": 0.0, b"x[2]": 0.0, b"x[3]": 1.0}) stats = solver.solve(tee=True) assert_equals(stats.mip_lower_bound, 725.0) assert_equals(stats.mip_upper_bound, 725.0) def run_infeasibility_tests(solver: InternalSolver) -> None: instance = solver.build_test_instance_infeasible() solver.set_instance(instance) mip_stats = solver.solve() assert solver.is_infeasible() assert solver.get_solution() is None assert mip_stats.mip_upper_bound is None assert mip_stats.mip_lower_bound is None lp_stats = solver.solve_lp() assert solver.get_solution() is None assert lp_stats.lp_value is None def run_iteration_cb_tests(solver: InternalSolver) -> None: instance = solver.build_test_instance_knapsack() solver.set_instance(instance) count = 0 def custom_iteration_cb() -> bool: nonlocal count count += 1 return count < 5 solver.solve(iteration_cb=custom_iteration_cb) assert_equals(count, 5) def run_lazy_cb_tests(solver: InternalSolver) -> None: instance = solver.build_test_instance_knapsack() model = instance.to_model() def lazy_cb(cb_solver: InternalSolver, cb_model: Any) -> None: relsol = cb_solver.get_solution() assert relsol is not None assert relsol[b"x[0]"] is not None if relsol[b"x[0]"] > 0: instance.enforce_lazy_constraint(cb_solver, cb_model, "cut") solver.set_instance(instance, model) solver.solve(lazy_cb=lazy_cb) solution = solver.get_solution() assert solution is not None assert_equals(solution[b"x[0]"], 0.0) def _equals_preprocess(obj: Any) -> Any: if isinstance(obj, np.ndarray): if obj.dtype == "float64": return np.round(obj, decimals=6).tolist() else: return obj.tolist() elif isinstance(obj, (int, str, bool, np.bool_, np.bytes_, bytes)): return obj elif isinstance(obj, float): return round(obj, 6) elif isinstance(obj, list): return [_equals_preprocess(i) for i in obj] elif isinstance(obj, tuple): return tuple(_equals_preprocess(i) for i in obj) elif obj is None: return None elif isinstance(obj, dict): return {k: _equals_preprocess(v) for (k, v) in obj.items()} else: for key in obj.__dict__.keys(): obj.__dict__[key] = _equals_preprocess(obj.__dict__[key]) return obj def assert_equals(left: Any, right: Any) -> None: left = _equals_preprocess(left) right = _equals_preprocess(right) assert left == right, f"left:\n{left}\nright:\n{right}"