# 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 logging from abc import ABC, abstractmethod from typing import Any, List, Hashable, TYPE_CHECKING, Dict from miplearn.features import Sample logger = logging.getLogger(__name__) if TYPE_CHECKING: from miplearn.solvers.learning import InternalSolver # noinspection PyMethodMayBeStatic class Instance(ABC): """ Abstract class holding all the data necessary to generate a concrete model of the proble. 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. """ def __init__(self) -> None: self.samples: List[Sample] = [] @abstractmethod def to_model(self) -> Any: """ Returns the optimization model corresponding to this instance. """ pass def get_instance_features(self) -> List[float]: """ Returns a 1-dimensional 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. By default, returns [0.0]. """ return [0.0] def get_variable_features(self) -> Dict[str, List[float]]: """ Returns dictionary mapping the name of each variable to a (1-dimensional) list of numerical features describing a particular decision variable. 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. If features are not provided for a given variable, MIPLearn will use a default set of features. By default, returns {}. """ return {} def get_variable_categories(self) -> Dict[str, Hashable]: """ Returns a dictionary mapping the name of each variable to its category. If two variables have the same category, LearningSolver will use the same internal ML model to predict the values of both variables. If a variable is not listed in the dictionary, ML models will ignore the variable. A category can be any hashable type, such as strings, numbers or tuples. By default, returns {}. """ return {} def get_constraint_features(self) -> Dict[str, List[float]]: return {} def get_constraint_categories(self) -> Dict[str, Hashable]: return {} def has_static_lazy_constraints(self) -> bool: return False def has_dynamic_lazy_constraints(self) -> bool: return False def is_constraint_lazy(self, cid: str) -> bool: return False def find_violated_lazy_constraints( self, solver: "InternalSolver", model: Any, ) -> List[Hashable]: """ 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 enforce_lazy_constraint and 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. The current solution can be queried with `solver.get_solution()`. If the solver is configured to use lazy callbacks, this solution may be non-integer. For a concrete example, see TravelingSalesmanInstance. """ return [] def enforce_lazy_constraint( self, solver: "InternalSolver", model: Any, violation: Hashable, ) -> None: """ Adds constraints to the model to ensure that the given violation is fixed. 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, enforce_lazy_constraints will be called without a corresponding call to find_violated_lazy_constraints. Note that this method can be called either before the optimization starts or from within a callback. To ensure that constraints are added correctly in either case, it is recommended to use `solver.add_constraint`, instead of modifying the `model` object directly. For a concrete example, see TravelingSalesmanInstance. """ pass def has_user_cuts(self) -> bool: return False def find_violated_user_cuts(self, model: Any) -> List[Hashable]: return [] def enforce_user_cut( self, solver: "InternalSolver", model: Any, violation: Hashable, ) -> Any: return None def load(self) -> None: pass def free(self) -> None: pass def flush(self) -> None: """ Save any pending changes made to the instance to the underlying data store. """ pass