# 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 Any, TYPE_CHECKING, Hashable, Set, Tuple, Dict, List, Optional 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 Threshold, MinProbabilityThreshold from miplearn.components.component import Component from miplearn.components.dynamic_common import DynamicConstraintsComponent from miplearn.features import Features, TrainingSample, Sample from miplearn.types import LearningSolveStats logger = logging.getLogger(__name__) if TYPE_CHECKING: from miplearn.solvers.learning import LearningSolver class UserCutsComponent(Component): def __init__( self, classifier: Classifier = CountingClassifier(), threshold: Threshold = MinProbabilityThreshold([0.50, 0.50]), ) -> None: self.dynamic = DynamicConstraintsComponent( classifier=classifier, threshold=threshold, attr="user_cuts_enforced", ) self.enforced: Set[Hashable] = set() self.n_added_in_callback = 0 @overrides def before_solve_mip( self, solver: "LearningSolver", instance: "Instance", model: Any, stats: LearningSolveStats, sample: Sample, ) -> None: assert solver.internal_solver is not None self.enforced.clear() self.n_added_in_callback = 0 logger.info("Predicting violated user cuts...") cids = self.dynamic.sample_predict(instance, sample) logger.info("Enforcing %d user cuts ahead-of-time..." % len(cids)) for cid in cids: instance.enforce_user_cut(solver.internal_solver, model, cid) stats["UserCuts: Added ahead-of-time"] = len(cids) @overrides def user_cut_cb( self, solver: "LearningSolver", instance: "Instance", model: Any, ) -> None: assert solver.internal_solver is not None logger.debug("Finding violated user cuts...") cids = instance.find_violated_user_cuts(model) logger.debug(f"Found {len(cids)} violated user cuts") logger.debug("Building violated user cuts...") for cid in cids: if cid in self.enforced: continue assert isinstance(cid, Hashable) instance.enforce_user_cut(solver.internal_solver, model, cid) self.enforced.add(cid) self.n_added_in_callback += 1 if len(cids) > 0: logger.debug(f"Added {len(cids)} violated user cuts") @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["user_cuts_enforced"] = set(self.enforced) stats["UserCuts: Added in callback"] = self.n_added_in_callback if self.n_added_in_callback > 0: logger.info(f"{self.n_added_in_callback} user cuts added in callback") # Delegate ML methods to self.dynamic # ------------------------------------------------------------------- @overrides def sample_xy( self, instance: "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)