# 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. from typing import Any, List from miplearn.features import VariableFeatures, ConstraintFeatures from miplearn.solvers.internal import InternalSolver inf = float("inf") # NOTE: # This file is in the main source folder, so that it can be called from Julia. def _round(obj: Any) -> Any: if obj is None: return None if isinstance(obj, float): return round(obj, 6) if isinstance(obj, tuple): return tuple([_round(v) for v in obj]) if isinstance(obj, list): return [_round(v) for v in obj] if isinstance(obj, dict): return {key: _round(value) for (key, value) in obj.items()} if isinstance(obj, VariableFeatures): obj.__dict__ = _round(obj.__dict__) if isinstance(obj, ConstraintFeatures): obj.__dict__ = _round(obj.__dict__) return obj def _filter_attrs(allowed_keys: List[str], obj: Any) -> Any: for key in obj.__dict__.keys(): if key not in allowed_keys: setattr(obj, key, None) return obj def run_internal_solver_tests(solver: InternalSolver) -> None: run_basic_usage_tests(solver.clone()) run_warm_start_tests(solver.clone()) run_infeasibility_tests(solver.clone()) run_iteration_cb_tests(solver.clone()) if solver.are_callbacks_supported(): run_lazy_cb_tests(solver.clone()) def run_basic_usage_tests(solver: InternalSolver) -> None: # Create and set instance instance = solver.build_test_instance_knapsack() model = instance.to_model() solver.set_instance(instance, model) # Fetch variables (after-load) assert_equals( solver.get_variables(), VariableFeatures( names=["x[0]", "x[1]", "x[2]", "x[3]", "z"], lower_bounds=[0.0, 0.0, 0.0, 0.0, 0.0], upper_bounds=[1.0, 1.0, 1.0, 1.0, 67.0], types=["B", "B", "B", "B", "C"], obj_coeffs=[505.0, 352.0, 458.0, 220.0, 0.0], ), ) # Fetch constraints (after-load) assert_equals( solver.get_constraints(), ConstraintFeatures( names=("eq_capacity",), rhs=(0.0,), lhs=( ( ("x[0]", 23.0), ("x[1]", 26.0), ("x[2]", 20.0), ("x[3]", 18.0), ("z", -1.0), ), ), senses=("=",), ), ) # Solve linear programming relaxation lp_stats = solver.solve_lp() assert not solver.is_infeasible() assert lp_stats.lp_value is not None assert_equals(round(lp_stats.lp_value, 3), 1287.923) assert lp_stats.lp_log is not None assert len(lp_stats.lp_log) > 100 assert lp_stats.lp_wallclock_time is not None assert lp_stats.lp_wallclock_time > 0 # Fetch variables (after-lp) assert_equals( _round(solver.get_variables(with_static=False)), _filter_attrs( solver.get_variable_attrs(), VariableFeatures( names=["x[0]", "x[1]", "x[2]", "x[3]", "z"], basis_status=["U", "B", "U", "L", "U"], reduced_costs=[193.615385, 0.0, 187.230769, -23.692308, 13.538462], sa_lb_down=[-inf, -inf, -inf, -0.111111, -inf], sa_lb_up=[1.0, 0.923077, 1.0, 1.0, 67.0], sa_obj_down=[311.384615, 317.777778, 270.769231, -inf, -13.538462], sa_obj_up=[inf, 570.869565, inf, 243.692308, inf], sa_ub_down=[0.913043, 0.923077, 0.9, 0.0, 43.0], sa_ub_up=[2.043478, inf, 2.2, inf, 69.0], values=[1.0, 0.923077, 1.0, 0.0, 67.0], ), ), ) # Fetch constraints (after-lp) assert_equals( _round(solver.get_constraints(with_static=False)), _filter_attrs( solver.get_constraint_attrs(), ConstraintFeatures( basis_status=("N",), dual_values=(13.538462,), names=("eq_capacity",), sa_rhs_down=(-24.0,), sa_rhs_up=(2.0,), slacks=(0.0,), ), ), ) # Solve MIP mip_stats = solver.solve( tee=True, ) assert not solver.is_infeasible() assert mip_stats.mip_log is not None assert len(mip_stats.mip_log) > 100 assert mip_stats.mip_lower_bound is not None assert_equals(mip_stats.mip_lower_bound, 1183.0) assert mip_stats.mip_upper_bound is not None assert_equals(mip_stats.mip_upper_bound, 1183.0) assert mip_stats.mip_sense is not None assert_equals(mip_stats.mip_sense, "max") assert mip_stats.mip_wallclock_time is not None assert isinstance(mip_stats.mip_wallclock_time, float) assert mip_stats.mip_wallclock_time > 0 # Fetch variables (after-mip) assert_equals( _round(solver.get_variables(with_static=False)), _filter_attrs( solver.get_variable_attrs(), VariableFeatures( names=["x[0]", "x[1]", "x[2]", "x[3]", "z"], values=[1.0, 0.0, 1.0, 1.0, 61.0], ), ), ) # Fetch constraints (after-mip) assert_equals( _round(solver.get_constraints(with_static=False)), _filter_attrs( solver.get_constraint_attrs(), ConstraintFeatures( names=("eq_capacity",), slacks=(0.0,), ), ), ) # Build new constraint and verify that it is violated cf = ConstraintFeatures( names=("cut",), lhs=((("x[0]", 1.0),),), rhs=(0.0,), senses=("<",), ) assert_equals(solver.are_constraints_satisfied(cf), (False,)) # Add constraint and verify it affects solution solver.add_constraints(cf) assert_equals( _round(solver.get_constraints(with_static=True)), _filter_attrs( solver.get_constraint_attrs(), ConstraintFeatures( names=("eq_capacity", "cut"), rhs=(0.0, 0.0), lhs=( ( ("x[0]", 23.0), ("x[1]", 26.0), ("x[2]", 20.0), ("x[3]", 18.0), ("z", -1.0), ), (("x[0]", 1.0),), ), senses=("=", "<"), ), ), ) stats = solver.solve() assert_equals(stats.mip_lower_bound, 1030.0) assert_equals(solver.are_constraints_satisfied(cf), (True,)) # Remove the new constraint solver.remove_constraints(("cut",)) # New constraint should no longer affect solution stats = solver.solve() assert_equals(stats.mip_lower_bound, 1183.0) def run_warm_start_tests(solver: InternalSolver) -> None: instance = solver.build_test_instance_knapsack() model = instance.to_model() solver.set_instance(instance, model) solver.set_warm_start({"x[0]": 1.0, "x[1]": 0.0, "x[2]": 0.0, "x[3]": 1.0}) stats = solver.solve(tee=True) if stats.mip_warm_start_value is not None: assert_equals(stats.mip_warm_start_value, 725.0) solver.set_warm_start({"x[0]": 1.0, "x[1]": 1.0, "x[2]": 1.0, "x[3]": 1.0}) stats = solver.solve(tee=True) assert stats.mip_warm_start_value is None solver.fix({"x[0]": 1.0, "x[1]": 0.0, "x[2]": 0.0, "x[3]": 1.0}) stats = solver.solve(tee=True) assert_equals(stats.mip_lower_bound, 725.0) assert_equals(stats.mip_upper_bound, 725.0) def run_infeasibility_tests(solver: InternalSolver) -> None: instance = solver.build_test_instance_infeasible() solver.set_instance(instance) mip_stats = solver.solve() assert solver.is_infeasible() assert solver.get_solution() is None assert mip_stats.mip_upper_bound is None assert mip_stats.mip_lower_bound is None lp_stats = solver.solve_lp() assert solver.get_solution() is None assert lp_stats.lp_value is None def run_iteration_cb_tests(solver: InternalSolver) -> None: instance = solver.build_test_instance_knapsack() solver.set_instance(instance) count = 0 def custom_iteration_cb() -> bool: nonlocal count count += 1 return count < 5 solver.solve(iteration_cb=custom_iteration_cb) assert_equals(count, 5) def run_lazy_cb_tests(solver: InternalSolver) -> None: instance = solver.build_test_instance_knapsack() model = instance.to_model() def lazy_cb(cb_solver: InternalSolver, cb_model: Any) -> None: relsol = cb_solver.get_solution() assert relsol is not None assert relsol["x[0]"] is not None if relsol["x[0]"] > 0: instance.enforce_lazy_constraint(cb_solver, cb_model, "cut") solver.set_instance(instance, model) solver.solve(lazy_cb=lazy_cb) solution = solver.get_solution() assert solution is not None assert_equals(solution["x[0]"], 0.0) def assert_equals(left: Any, right: Any) -> None: assert left == right, f"left:\n{left}\nright:\n{right}"