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71 lines
2.5 KiB
71 lines
2.5 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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import Base.Threads.@threads
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using TinyBnB, CPLEXW, Printf
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instance_name = ARGS[1]
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output_filename = ARGS[2]
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node_limit = parse(Int, ARGS[3])
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mip = open_mip(instance_name)
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n_vars = CPXgetnumcols(mip.cplex_env[1], mip.cplex_lp[1])
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pseudocost_count_up = [0 for i in 1:n_vars]
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pseudocost_count_down = [0 for i in 1:n_vars]
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pseudocost_sum_up = [0. for i in 1:n_vars]
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pseudocost_sum_down = [0. for i in 1:n_vars]
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function full_strong_branching_track(node::Node, progress::Progress)::TinyBnB.Variable
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N = length(node.fractional_variables)
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scores = Array{Float64}(undef, N)
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rates_up = Array{Float64}(undef, N)
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rates_down = Array{Float64}(undef, N)
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@threads for v in 1:N
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fix_vars!(node.mip, node.branch_variables, node.branch_values)
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obj_up, obj_down = TinyBnB.probe(node.mip, node.fractional_variables[v])
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unfix_vars!(node.mip, node.branch_variables)
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delta_up = obj_up - node.obj
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delta_down = obj_down - node.obj
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frac_up = ceil(node.fractional_values[v]) - node.fractional_values[v]
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frac_down = node.fractional_values[v] - floor(node.fractional_values[v])
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rates_up[v] = delta_up / frac_up
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rates_down[v] = delta_down / frac_down
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scores[v] = delta_up * delta_down
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end
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max_score, max_offset = findmax(scores)
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selected_var = node.fractional_variables[max_offset]
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if abs(rates_up[max_offset]) < 1e6
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pseudocost_count_up[selected_var.index] += 1
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pseudocost_sum_up[selected_var.index] += rates_up[max_offset]
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end
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if abs(rates_down[max_offset]) < 1e6
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pseudocost_count_down[selected_var.index] += 1
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pseudocost_sum_down[selected_var.index] += rates_down[max_offset]
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end
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return selected_var
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end
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branch_and_bound(mip,
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node_limit = node_limit,
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branch_rule = full_strong_branching_track,
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node_rule = best_bound,
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print_interval = 100)
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priority = [(pseudocost_count_up[v] == 0 || pseudocost_count_down[v] == 0) ? 0 :
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(pseudocost_sum_up[v] / pseudocost_count_up[v]) *
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(pseudocost_sum_down[v] / pseudocost_count_down[v])
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for v in 1:n_vars];
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open(output_filename, "w") do file
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for var in mip.binary_variables
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write(file, @sprintf("%s,%.0f\n", name(mip, var), priority[var.index]))
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end
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end
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