# 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. from dataclasses import dataclass from typing import List, Union, Callable import gurobipy as gp import numpy as np import pyomo.environ as pe from gurobipy import GRB from scipy.stats import uniform, randint from scipy.stats.distributions import rv_frozen from miplearn.io import read_pkl_gz from miplearn.solvers.gurobi import GurobiModel from miplearn.solvers.pyomo import PyomoModel @dataclass class SetCoverData: costs: np.ndarray incidence_matrix: np.ndarray class SetCoverGenerator: """Random instance generator for the Set Cover Problem. Generates instances by creating a new random incidence matrix for each instance, where the number of elements, sets, density, and costs are sampled from user-provided probability distributions. """ def __init__( self, n_elements: rv_frozen = randint(low=50, high=51), n_sets: Union[rv_frozen, Callable] = randint(low=100, high=101), costs: rv_frozen = uniform(loc=0.0, scale=100.0), K: rv_frozen = uniform(loc=25.0, scale=0.0), density: rv_frozen = uniform(loc=0.02, scale=0.00), ): """Initialize the problem generator. Parameters ---------- n_elements: rv_discrete Probability distribution for number of elements. n_sets: rv_discrete or callable Probability distribution for number of sets, or a callable that takes the number of elements and returns the number of sets. costs: rv_continuous Probability distribution for base set costs. K: rv_continuous Probability distribution for cost scaling factor based on set size. density: rv_continuous Probability distribution for incidence matrix density. """ assert isinstance( n_elements, rv_frozen ), "n_elements should be a SciPy probability distribution" assert isinstance(n_sets, rv_frozen) or callable( n_sets ), "n_sets should be a SciPy probability distribution or callable" assert isinstance( costs, rv_frozen ), "costs should be a SciPy probability distribution" assert isinstance(K, rv_frozen), "K should be a SciPy probability distribution" assert isinstance( density, rv_frozen ), "density should be a SciPy probability distribution" self.n_elements = n_elements self.n_sets = n_sets self.costs = costs self.density = density self.K = K def generate(self, n_samples: int) -> List[SetCoverData]: def _sample() -> SetCoverData: n_elements = self.n_elements.rvs() if callable(self.n_sets): n_sets = self.n_sets(n_elements) else: n_sets = self.n_sets.rvs() density = self.density.rvs() incidence_matrix = np.random.rand(n_elements, n_sets) < density incidence_matrix = incidence_matrix.astype(int) # Ensure each element belongs to at least one set for j in range(n_elements): if incidence_matrix[j, :].sum() == 0: incidence_matrix[j, randint(low=0, high=n_sets).rvs()] = 1 # Ensure each set contains at least one element for i in range(n_sets): if incidence_matrix[:, i].sum() == 0: incidence_matrix[randint(low=0, high=n_elements).rvs(), i] = 1 costs = self.costs.rvs(n_sets) + self.K.rvs() * incidence_matrix.sum(axis=0) return SetCoverData( costs=costs.round(2), incidence_matrix=incidence_matrix, ) return [_sample() for _ in range(n_samples)] class SetCoverPerturber: """Perturbation generator for existing Set Cover instances. Takes an existing SetCoverData instance and generates new instances by applying randomization factors to the existing costs while keeping the incidence matrix fixed. """ def __init__( self, costs_jitter: rv_frozen = uniform(loc=0.9, scale=0.2), ): """Initialize the perturbation generator. Parameters ---------- costs_jitter: rv_continuous Probability distribution for randomization factors applied to set costs. """ assert isinstance( costs_jitter, rv_frozen ), "costs_jitter should be a SciPy probability distribution" self.costs_jitter = costs_jitter def perturb( self, instance: SetCoverData, n_samples: int, ) -> List[SetCoverData]: def _sample() -> SetCoverData: (_, n_sets) = instance.incidence_matrix.shape jitter_factors = self.costs_jitter.rvs(n_sets) costs = np.round(instance.costs * jitter_factors, 2) return SetCoverData( costs=costs, incidence_matrix=instance.incidence_matrix, ) return [_sample() for _ in range(n_samples)] def build_setcover_model_gurobipy(data: Union[str, SetCoverData]) -> GurobiModel: data = _read_setcover_data(data) (n_elements, n_sets) = data.incidence_matrix.shape model = gp.Model() x = model.addMVar(n_sets, vtype=GRB.BINARY, name="x") model.addConstr(data.incidence_matrix @ x >= np.ones(n_elements), name="eqs") model.setObjective(data.costs @ x) model.update() return GurobiModel(model) def build_setcover_model_pyomo( data: Union[str, SetCoverData], solver: str = "gurobi_persistent", ) -> PyomoModel: data = _read_setcover_data(data) (n_elements, n_sets) = data.incidence_matrix.shape model = pe.ConcreteModel() model.sets = pe.Set(initialize=range(n_sets)) model.x = pe.Var(model.sets, domain=pe.Boolean, name="x") model.eqs = pe.Constraint(pe.Any) for i in range(n_elements): model.eqs[i] = ( sum(data.incidence_matrix[i, j] * model.x[j] for j in range(n_sets)) >= 1 ) model.obj = pe.Objective( expr=sum(data.costs[j] * model.x[j] for j in range(n_sets)) ) return PyomoModel(model, solver) def _read_setcover_data(data: Union[str, SetCoverData]) -> SetCoverData: if isinstance(data, str): data = read_pkl_gz(data) assert isinstance(data, SetCoverData) return data