# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization # Copyright (C) 2020-2022, UChicago Argonne, LLC. All rights reserved. # Released under the modified BSD license. See COPYING.md for more details. from os.path import exists from tempfile import NamedTemporaryFile from typing import List, Any, Union, Dict, Callable, Optional, Tuple from miplearn.h5 import H5File from miplearn.io import _to_h5_filename from miplearn.solvers.abstract import AbstractModel import shutil class LearningSolver: def __init__(self, components: List[Any], skip_lp: bool = False) -> None: self.components = components self.skip_lp = skip_lp def fit(self, data_filenames: List[str]) -> None: h5_filenames = [_to_h5_filename(f) for f in data_filenames] for comp in self.components: comp.fit(h5_filenames) def optimize( self, model: Union[str, AbstractModel], build_model: Optional[Callable] = None, ) -> Tuple[AbstractModel, Dict[str, Any]]: h5_filename, mode = NamedTemporaryFile().name, "w" if isinstance(model, str): assert build_model is not None old_h5_filename = _to_h5_filename(model) model = build_model(model) assert isinstance(model, AbstractModel) # If the instance has an associate H5 file, we make a temporary copy of it, # then work on that copy. We keep the original file unmodified if exists(old_h5_filename): shutil.copy(old_h5_filename, h5_filename) mode = "r+" stats: Dict[str, Any] = {} with H5File(h5_filename, mode) as h5: model.extract_after_load(h5) if not self.skip_lp: relaxed = model.relax() relaxed.optimize() relaxed.extract_after_lp(h5) for comp in self.components: comp.before_mip(h5_filename, model, stats) model.optimize() model.extract_after_mip(h5) return model, stats