# 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 import os import tempfile from typing import List, cast import dill from miplearn.instance.base import Instance from miplearn.instance.picklegz import PickleGzInstance, write_pickle_gz, read_pickle_gz from miplearn.solvers.gurobi import GurobiSolver from miplearn.solvers.internal import InternalSolver from miplearn.solvers.learning import LearningSolver # noinspection PyUnresolvedReferences from miplearn.solvers.tests import _round from tests.solvers.test_internal_solver import internal_solvers logger = logging.getLogger(__name__) def test_learning_solver( internal_solvers: List[InternalSolver], ) -> None: for mode in ["exact", "heuristic"]: for internal_solver in internal_solvers: logger.info("Solver: %s" % internal_solver) instance = internal_solver.build_test_instance_knapsack() solver = LearningSolver( solver=internal_solver, mode=mode, ) solver.solve(instance) assert len(instance.samples) > 0 sample = instance.samples[0] after_mip = sample.after_mip assert after_mip is not None assert after_mip.variables is not None assert after_mip.variables.values == [1.0, 0.0, 1.0, 1.0, 61.0] assert after_mip.mip_solve is not None assert after_mip.mip_solve.mip_lower_bound == 1183.0 assert after_mip.mip_solve.mip_upper_bound == 1183.0 assert after_mip.mip_solve.mip_log is not None assert len(after_mip.mip_solve.mip_log) > 100 after_lp = sample.after_lp assert after_lp is not None assert after_lp.variables is not None assert _round(after_lp.variables.values) == [1.0, 0.923077, 1.0, 0.0, 67.0] assert after_lp.lp_solve is not None assert after_lp.lp_solve.lp_value is not None assert round(after_lp.lp_solve.lp_value, 3) == 1287.923 assert after_lp.lp_solve.lp_log is not None assert len(after_lp.lp_solve.lp_log) > 100 solver.fit([instance]) solver.solve(instance) # Assert solver is picklable with tempfile.TemporaryFile() as file: dill.dump(solver, file) def test_solve_without_lp( internal_solvers: List[InternalSolver], ) -> None: for internal_solver in internal_solvers: logger.info("Solver: %s" % internal_solver) instance = internal_solver.build_test_instance_knapsack() solver = LearningSolver( solver=internal_solver, solve_lp=False, ) solver.solve(instance) solver.fit([instance]) solver.solve(instance) def test_parallel_solve( internal_solvers: List[InternalSolver], ) -> None: for internal_solver in internal_solvers: instances = [internal_solver.build_test_instance_knapsack() for _ in range(10)] solver = LearningSolver(solver=internal_solver) results = solver.parallel_solve(instances, n_jobs=3) assert len(results) == 10 for instance in instances: assert len(instance.samples) == 1 def test_solve_fit_from_disk( internal_solvers: List[InternalSolver], ) -> None: for internal_solver in internal_solvers: # Create instances and pickle them instances: List[Instance] = [] for k in range(3): instance = internal_solver.build_test_instance_knapsack() with tempfile.NamedTemporaryFile(suffix=".pkl", delete=False) as file: instances += [PickleGzInstance(file.name)] write_pickle_gz(instance, file.name) # Test: solve solver = LearningSolver(solver=internal_solver) solver.solve(instances[0]) instance_loaded = read_pickle_gz(cast(PickleGzInstance, instances[0]).filename) assert len(instance_loaded.samples) > 0 # Test: parallel_solve solver.parallel_solve(instances) for instance in instances: instance_loaded = read_pickle_gz(cast(PickleGzInstance, instance).filename) assert len(instance_loaded.samples) > 0 # Delete temporary files for instance in instances: os.remove(cast(PickleGzInstance, instance).filename) def test_simulate_perfect() -> None: internal_solver = GurobiSolver() instance = internal_solver.build_test_instance_knapsack() with tempfile.NamedTemporaryFile(suffix=".pkl", delete=False) as tmp: write_pickle_gz(instance, tmp.name) solver = LearningSolver( solver=internal_solver, simulate_perfect=True, ) stats = solver.solve(PickleGzInstance(tmp.name)) assert stats["mip_lower_bound"] == stats["Objective: Predicted lower bound"] def test_gap() -> None: assert LearningSolver._compute_gap(ub=0.0, lb=0.0) == 0.0 assert LearningSolver._compute_gap(ub=1.0, lb=0.5) == 0.5 assert LearningSolver._compute_gap(ub=1.0, lb=1.0) == 0.0 assert LearningSolver._compute_gap(ub=1.0, lb=-1.0) is None assert LearningSolver._compute_gap(ub=1.0, lb=None) is None assert LearningSolver._compute_gap(ub=None, lb=1.0) is None assert LearningSolver._compute_gap(ub=None, lb=None) is None