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MIPLearn/miplearn/solvers/internal.py

196 lines
5.8 KiB

# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
import logging
from abc import ABC, abstractmethod
logger = logging.getLogger(__name__)
class ExtractedConstraint(ABC):
pass
class InternalSolver(ABC):
"""
Abstract class representing the MIP solver used internally by LearningSolver.
"""
@abstractmethod
def solve_lp(self, tee=False):
"""
Solves the LP relaxation of the currently loaded instance. After this
method finishes, the solution can be retrieved by calling `get_solution`.
Parameters
----------
tee: bool
If true, prints the solver log to the screen.
Returns
-------
dict
A dictionary of solver statistics containing the following keys:
"Optimal value".
"""
pass
@abstractmethod
def get_solution(self):
"""
Returns current solution found by the solver.
If called after `solve`, returns the best primal solution found during
the search. If called after `solve_lp`, returns the optimal solution
to the LP relaxation.
The solution is a dictionary `sol`, where the optimal value of `var[idx]`
is given by `sol[var][idx]`.
"""
pass
@abstractmethod
def set_warm_start(self, solution):
"""
Sets the warm start to be used by the solver.
The solution should be a dictionary following the same format as the
one produced by `get_solution`. Only one warm start is supported.
Calling this function when a warm start already exists will
remove the previous warm start.
"""
pass
@abstractmethod
def clear_warm_start(self):
"""
Removes any existing warm start from the solver.
"""
pass
@abstractmethod
def set_instance(self, instance, model=None):
"""
Loads the given instance into the solver.
Parameters
----------
instance: miplearn.Instance
The instance to be loaded.
model:
The concrete optimization model corresponding to this instance
(e.g. JuMP.Model or pyomo.core.ConcreteModel). If not provided,
it will be generated by calling `instance.to_model()`.
"""
pass
@abstractmethod
def fix(self, solution):
"""
Fixes the values of a subset of decision variables.
The values should be provided in the dictionary format generated by
`get_solution`. Missing values in the solution indicate variables
that should be left free.
"""
pass
@abstractmethod
def set_branching_priorities(self, priorities):
"""
Sets the branching priorities for the given decision variables.
When the MIP solver needs to decide on which variable to branch, variables
with higher priority are picked first, given that they are fractional.
Ties are solved arbitrarily. By default, all variables have priority zero.
The priorities should be provided in the dictionary format generated by
`get_solution`. Missing values indicate variables whose priorities
should not be modified.
"""
pass
@abstractmethod
def add_constraint(self, constraint):
"""
Adds a single constraint to the model.
"""
pass
@abstractmethod
def solve(self, tee=False, iteration_cb=None):
"""
Solves the currently loaded instance. After this method finishes,
the best solution found can be retrieved by calling `get_solution`.
Parameters
----------
iteration_cb: function
By default, InternalSolver makes a single call to the native `solve`
method and returns the result. If an iteration callback is provided
instead, InternalSolver enters a loop, where `solve` and `iteration_cb`
are called alternatively. To stop the loop, `iteration_cb` should
return False. Any other result causes the solver to loop again.
tee: bool
If true, prints the solver log to the screen.
Returns
-------
dict
A dictionary of solver statistics containing the following keys:
"Lower bound", "Upper bound", "Wallclock time", "Nodes", "Sense",
"Log" and "Warm start value".
"""
pass
@abstractmethod
def get_constraints_ids(self):
"""
Returns a list of ids, which uniquely identify each constraint in the model.
"""
pass
@abstractmethod
def extract_constraint(self, cid):
"""
Removes a given constraint from the model and returns an object `cobj` which
can be used to verify if the removed constraint is still satisfied by
the current solution, using `is_constraint_satisfied(cobj)`, and can potentially
be re-added to the model using `add_constraint(cobj)`.
"""
pass
@abstractmethod
def is_constraint_satisfied(self, cobj):
pass
@abstractmethod
def set_threads(self, threads):
pass
@abstractmethod
def set_time_limit(self, time_limit):
pass
@abstractmethod
def set_node_limit(self, node_limit):
pass
@abstractmethod
def set_gap_tolerance(self, gap_tolerance):
pass
@abstractmethod
def get_variables(self):
pass
def get_empty_solution(self):
solution = {}
for (var, indices) in self.get_variables().items():
solution[var] = {}
for idx in indices:
solution[var][idx] = 0.0
return solution