# 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, Tuple, Dict, List import numpy as np from overrides import overrides 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.sample import Sample from miplearn.instance.base import Instance from miplearn.types import LearningSolveStats, ConstraintName, ConstraintCategory 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="mip_user_cuts", ) self.enforced: Dict[ConstraintName, Any] = {} 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...") vnames = self.dynamic.sample_predict(instance, sample) logger.info("Enforcing %d user cuts ahead-of-time..." % len(vnames)) for vname in vnames: vdata = self.dynamic.known_violations[vname] instance.enforce_user_cut(solver.internal_solver, model, vdata) stats["UserCuts: Added ahead-of-time"] = len(vnames) @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...") violations = instance.find_violated_user_cuts(model) logger.debug(f"Found {len(violations)} violated user cuts") logger.debug("Building violated user cuts...") for (vname, vdata) in violations.items(): if vname in self.enforced: continue instance.enforce_user_cut(solver.internal_solver, model, vdata) self.enforced[vname] = vdata self.n_added_in_callback += 1 if len(violations) > 0: logger.debug(f"Added {len(violations)} violated user cuts") @overrides def after_solve_mip( self, solver: "LearningSolver", instance: "Instance", model: Any, stats: LearningSolveStats, sample: Sample, ) -> None: sample.put_scalar("mip_user_cuts", self.dynamic.encode(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) @overrides def pre_fit(self, pre: List[Any]) -> None: self.dynamic.pre_fit(pre) def sample_predict( self, instance: "Instance", sample: Sample, ) -> List[ConstraintName]: return self.dynamic.sample_predict(instance, sample) @overrides def pre_sample_xy(self, instance: Instance, sample: Sample) -> Any: return self.dynamic.pre_sample_xy(instance, sample) @overrides def fit_xy( self, x: Dict[ConstraintCategory, np.ndarray], y: Dict[ConstraintCategory, np.ndarray], ) -> None: self.dynamic.fit_xy(x, y) @overrides def sample_evaluate( self, instance: "Instance", sample: Sample, ) -> Dict[ConstraintCategory, Dict[ConstraintName, float]]: return self.dynamic.sample_evaluate(instance, sample)