# 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 import numpy as np 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 from miplearn.types import LearningSolveStats logger = logging.getLogger(__name__) if TYPE_CHECKING: from miplearn.solvers.learning import LearningSolver, Instance 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 def before_solve_mip( self, solver: "LearningSolver", instance: "Instance", model: Any, stats: LearningSolveStats, features: Features, training_data: TrainingSample, ) -> 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, training_data) logger.info("Enforcing %d user cuts ahead-of-time..." % len(cids)) for cid in cids: cobj = instance.build_user_cut(model, cid) solver.internal_solver.add_constraint(cobj) stats["UserCuts: Added ahead-of-time"] = len(cids) 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) cobj = instance.build_user_cut(model, cid) assert cobj is not None solver.internal_solver.add_cut(cobj) self.enforced.add(cid) self.n_added_in_callback += 1 if len(cids) > 0: logger.debug(f"Added {len(cids)} violated user cuts") def after_solve_mip( self, solver: "LearningSolver", instance: "Instance", model: Any, stats: LearningSolveStats, features: Features, training_data: TrainingSample, ) -> None: training_data.user_cuts_enforced = set(self.enforced) stats["UserCuts: Added in callback"] = self.n_added_in_callback logger.info(f"{self.n_added_in_callback} user cuts added in callback") # Delegate ML methods to self.dynamic # ------------------------------------------------------------------- def sample_xy( self, instance: "Instance", sample: TrainingSample, ) -> Tuple[Dict, Dict]: return self.dynamic.sample_xy(instance, sample) def sample_predict( self, instance: "Instance", sample: TrainingSample, ) -> List[Hashable]: return self.dynamic.sample_predict(instance, sample) def fit(self, training_instances: List["Instance"]) -> None: self.dynamic.fit(training_instances) def fit_xy( self, x: Dict[Hashable, np.ndarray], y: Dict[Hashable, np.ndarray], ) -> None: self.dynamic.fit_xy(x, y) def sample_evaluate( self, instance: "Instance", sample: TrainingSample, ) -> Dict[Hashable, Dict[str, float]]: return self.dynamic.sample_evaluate(instance, sample)