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173 lines
5.6 KiB
173 lines
5.6 KiB
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020, 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 abc import ABC, abstractmethod
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from typing import Any, List, Union, TYPE_CHECKING
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from miplearn.instance import Instance
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from miplearn.types import LearningSolveStats, TrainingSample
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if TYPE_CHECKING:
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from miplearn.solvers.learning import LearningSolver
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class Component(ABC):
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"""
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A Component is an object which adds functionality to a LearningSolver.
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For better code maintainability, LearningSolver simply delegates most of its
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functionality to Components. Each Component is responsible for exactly one ML
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strategy.
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"""
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def before_solve_lp(
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self,
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solver: "LearningSolver",
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instance: Instance,
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model: Any,
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) -> None:
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"""
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Method called by LearningSolver before the root LP relaxation is solved.
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Parameters
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----------
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solver
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The solver calling this method.
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instance
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The instance being solved.
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model
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The concrete optimization model being solved.
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"""
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return
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def after_solve_lp(
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self,
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solver: "LearningSolver",
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instance: Instance,
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model: Any,
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stats: LearningSolveStats,
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training_data: TrainingSample,
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) -> None:
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"""
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Method called by LearningSolver after the root LP relaxation is solved.
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Parameters
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----------
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solver: LearningSolver
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The solver calling this method.
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instance: Instance
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The instance being solved.
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model: Any
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The concrete optimization model being solved.
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stats: LearningSolveStats
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A dictionary containing statistics about the solution process, such as
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number of nodes explored and running time. Components are free to add
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their own statistics here. For example, PrimalSolutionComponent adds
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statistics regarding the number of predicted variables. All statistics in
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this dictionary are exported to the benchmark CSV file.
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training_data: TrainingSample
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A dictionary containing data that may be useful for training machine
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learning models and accelerating the solution process. Components are
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free to add their own training data here. For example,
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PrimalSolutionComponent adds the current primal solution. The data must
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be pickable.
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"""
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return
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def before_solve_mip(
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self,
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solver: "LearningSolver",
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instance: Instance,
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model: Any,
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) -> None:
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"""
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Method called by LearningSolver before the MIP is solved.
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Parameters
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----------
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solver
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The solver calling this method.
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instance
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The instance being solved.
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model
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The concrete optimization model being solved.
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"""
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return
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def after_solve_mip(
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self,
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solver: "LearningSolver",
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instance: Instance,
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model: Any,
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stats: LearningSolveStats,
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training_data: TrainingSample,
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) -> None:
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"""
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Method called by LearningSolver after the MIP is solved.
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Parameters
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----------
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solver: LearningSolver
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The solver calling this method.
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instance: Instance
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The instance being solved.
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model: Any
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The concrete optimization model being solved.
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stats: LearningSolveStats
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A dictionary containing statistics about the solution process, such as
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number of nodes explored and running time. Components are free to add
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their own statistics here. For example, PrimalSolutionComponent adds
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statistics regarding the number of predicted variables. All statistics in
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this dictionary are exported to the benchmark CSV file.
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training_data: TrainingSample
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A dictionary containing data that may be useful for training machine
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learning models and accelerating the solution process. Components are
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free to add their own training data here. For example,
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PrimalSolutionComponent adds the current primal solution. The data must
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be pickable.
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"""
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return
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def fit(
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self,
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training_instances: Union[List[str], List[Instance]],
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) -> None:
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return
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def iteration_cb(
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self,
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solver: "LearningSolver",
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instance: Instance,
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model: Any,
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) -> bool:
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"""
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Method called by LearningSolver at the end of each iteration.
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After solving the MIP, LearningSolver calls `iteration_cb` of each component,
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giving them a chance to modify the problem and resolve it before the solution
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process ends. For example, the lazy constraint component uses `iteration_cb`
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to check that all lazy constraints are satisfied.
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If `iteration_cb` returns False for all components, the solution process
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ends. If it retunrs True for any component, the MIP is solved again.
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Parameters
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----------
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solver: LearningSolver
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The solver calling this method.
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instance: Instance
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The instance being solved.
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model: Any
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The concrete optimization model being solved.
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"""
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return False
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def lazy_cb(
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self,
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solver: "LearningSolver",
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instance: Instance,
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model: Any,
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) -> None:
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return
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