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164 lines
5.3 KiB
164 lines
5.3 KiB
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020-2025, 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 dataclasses import dataclass
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from typing import List, Union, Optional, Any
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import gurobipy as gp
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import networkx as nx
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import numpy as np
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import pyomo.environ as pe
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from networkx import Graph
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from scipy.stats.distributions import rv_frozen
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from miplearn.io import read_pkl_gz
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from miplearn.problems import _gurobipy_set_params, _pyomo_set_params
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from miplearn.solvers.gurobi import GurobiModel
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from miplearn.solvers.pyomo import PyomoModel
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@dataclass
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class MaxCutData:
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graph: Graph
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weights: np.ndarray
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class MaxCutGenerator:
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"""
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Random instance generator for the Maximum Cut Problem.
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The generator operates in two modes. When `fix_graph=True`, a single random Erdős-Rényi graph $G_{n,
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p}$ is generated during initialization, with parameters $n$ and $p$ drawn from their respective probability
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distributions, and each edge is assigned a random weight drawn from the set {-1, 1}, with equal probability. To
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generate each instance variation, the generator randomly flips the sign of each edge weight with probability
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`w_jitter`. The graph remains the same across all variations.
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When `fix_graph=False`, a new random graph is generated for each instance, with random {-1,1} edge weights.
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"""
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def __init__(
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self,
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n: rv_frozen,
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p: rv_frozen,
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w_jitter: float = 0.0,
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fix_graph: bool = False,
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):
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"""
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Initialize the problem generator.
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Parameters
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----------
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n: rv_discrete
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Probability distribution for the number of nodes.
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p: rv_continuous
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Probability distribution for the graph density.
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w_jitter: float
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Probability that each edge weight flips from -1 to 1. Only applicable if fix_graph is True.
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fix_graph: bool
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Controls graph generation for instances. If false, a new random graph is
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generated for each instance. If true, the same graph is reused across instances.
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"""
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assert isinstance(n, rv_frozen), "n should be a SciPy probability distribution"
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assert isinstance(p, rv_frozen), "p should be a SciPy probability distribution"
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self.n = n
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self.p = p
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self.w_jitter = w_jitter
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self.fix_graph = fix_graph
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self.graph = None
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self.weights = None
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if fix_graph:
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self.graph = self._generate_graph()
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self.weights = self._generate_weights(self.graph)
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def generate(self, n_samples: int) -> List[MaxCutData]:
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def _sample() -> MaxCutData:
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if self.graph is not None:
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graph = self.graph
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weights = self.weights
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jitter = self._generate_jitter(graph)
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weights = weights * jitter
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else:
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graph = self._generate_graph()
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weights = self._generate_weights(graph)
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return MaxCutData(graph, weights)
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return [_sample() for _ in range(n_samples)]
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def _generate_graph(self) -> Graph:
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return nx.generators.random_graphs.binomial_graph(self.n.rvs(), self.p.rvs())
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@staticmethod
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def _generate_weights(graph: Graph) -> np.ndarray:
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m = graph.number_of_edges()
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return np.random.randint(2, size=(m,)) * 2 - 1
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def _generate_jitter(self, graph: Graph) -> np.ndarray:
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m = graph.number_of_edges()
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return (np.random.rand(m) >= self.w_jitter).astype(int) * 2 - 1
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def build_maxcut_model_gurobipy(
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data: Union[str, MaxCutData],
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params: Optional[dict[str, Any]] = None,
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) -> GurobiModel:
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# Initialize model
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model = gp.Model()
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_gurobipy_set_params(model, params)
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# Read data
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data = _maxcut_read(data)
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nodes = list(data.graph.nodes())
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edges = list(data.graph.edges())
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# Add decision variables
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x = model.addVars(nodes, vtype=gp.GRB.BINARY, name="x")
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# Add the objective function
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model.setObjective(
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gp.quicksum(
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-data.weights[i] * x[e[0]] * (1 - x[e[1]]) for (i, e) in enumerate(edges)
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)
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)
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model.update()
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return GurobiModel(model)
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def build_maxcut_model_pyomo(
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data: Union[str, MaxCutData],
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solver: str = "gurobi_persistent",
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params: Optional[dict[str, Any]] = None,
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) -> PyomoModel:
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# Initialize model
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model = pe.ConcreteModel()
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# Read data
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data = _maxcut_read(data)
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nodes = pe.Set(initialize=list(data.graph.nodes))
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edges = list(data.graph.edges())
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# Add decision variables
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model.x = pe.Var(nodes, domain=pe.Binary, name="x")
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# Add the objective function
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model.obj = pe.Objective(
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expr=pe.quicksum(
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-data.weights[i] * model.x[e[0]]
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+ data.weights[i] * model.x[e[0]] * model.x[e[1]]
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for (i, e) in enumerate(edges)
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),
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sense=pe.minimize,
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)
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model.pprint()
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pm = PyomoModel(model, solver)
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_pyomo_set_params(model, params, solver)
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return pm
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def _maxcut_read(data: Union[str, MaxCutData]) -> MaxCutData:
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if isinstance(data, str):
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data = read_pkl_gz(data)
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assert isinstance(data, MaxCutData)
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return data
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