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MIPLearn/miplearn/problems/maxcut.py

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5.3 KiB

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