# 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 typing import Dict, List, TYPE_CHECKING, Hashable, Tuple, Any, Optional, Set import numpy as np from overrides import overrides from miplearn.instance.base import Instance from miplearn.classifiers import Classifier from miplearn.classifiers.counting import CountingClassifier from miplearn.classifiers.threshold import MinProbabilityThreshold, Threshold from miplearn.components.component import Component from miplearn.components.dynamic_common import DynamicConstraintsComponent from miplearn.features import TrainingSample, Features, Sample from miplearn.types import LearningSolveStats logger = logging.getLogger(__name__) if TYPE_CHECKING: from miplearn.solvers.learning import LearningSolver class DynamicLazyConstraintsComponent(Component): """ A component that predicts which lazy constraints to enforce. """ def __init__( self, classifier: Classifier = CountingClassifier(), threshold: Threshold = MinProbabilityThreshold([0, 0.05]), ): self.dynamic: DynamicConstraintsComponent = DynamicConstraintsComponent( classifier=classifier, threshold=threshold, attr="lazy_enforced", ) self.classifiers = self.dynamic.classifiers self.thresholds = self.dynamic.thresholds self.known_cids = self.dynamic.known_cids self.lazy_enforced: Set[Hashable] = set() @staticmethod def enforce( cids: List[Hashable], instance: Instance, model: Any, solver: "LearningSolver", ) -> None: assert solver.internal_solver is not None for cid in cids: instance.enforce_lazy_constraint(solver.internal_solver, model, cid) @overrides def before_solve_mip( self, solver: "LearningSolver", instance: Instance, model: Any, stats: LearningSolveStats, sample: Sample, ) -> None: self.lazy_enforced.clear() logger.info("Predicting violated (dynamic) lazy constraints...") cids = self.dynamic.sample_predict(instance, sample) logger.info("Enforcing %d lazy constraints..." % len(cids)) self.enforce(cids, instance, model, solver) @overrides def after_solve_mip( self, solver: "LearningSolver", instance: Instance, model: Any, stats: LearningSolveStats, sample: Sample, ) -> None: assert sample.after_mip is not None assert sample.after_mip.extra is not None sample.after_mip.extra["lazy_enforced"] = set(self.lazy_enforced) @overrides def iteration_cb( self, solver: "LearningSolver", instance: Instance, model: Any, ) -> bool: assert solver.internal_solver is not None logger.debug("Finding violated lazy constraints...") cids = instance.find_violated_lazy_constraints(solver.internal_solver, model) if len(cids) == 0: logger.debug("No violations found") return False else: self.lazy_enforced |= set(cids) logger.debug(" %d violations found" % len(cids)) self.enforce(cids, instance, model, solver) return True # Delegate ML methods to self.dynamic # ------------------------------------------------------------------- @overrides def sample_xy( self, instance: Optional[Instance], sample: Sample, ) -> Tuple[Dict, Dict]: return self.dynamic.sample_xy(instance, sample) def sample_predict( self, instance: Instance, sample: Sample, ) -> List[Hashable]: return self.dynamic.sample_predict(instance, sample) @overrides def fit(self, training_instances: List[Instance]) -> None: self.dynamic.fit(training_instances) @overrides def fit_xy( self, x: Dict[Hashable, np.ndarray], y: Dict[Hashable, np.ndarray], ) -> None: self.dynamic.fit_xy(x, y) @overrides def sample_evaluate( self, instance: Instance, sample: Sample, ) -> Dict[Hashable, Dict[str, float]]: return self.dynamic.sample_evaluate(instance, sample)