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