mirror of
https://github.com/ANL-CEEESA/MIPLearn.git
synced 2025-12-08 18:38:51 -06:00
175 lines
5.1 KiB
Python
175 lines
5.1 KiB
Python
# 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.
|
|
|
|
Generates instances by creating a new random Erdős-Rényi graph $G_{n,p}$ for each
|
|
instance, where $n$ and $p$ are sampled from user-provided probability distributions.
|
|
For each instance, the generator assigns random edge weights drawn from the set {-1, 1}
|
|
with equal probability.
|
|
"""
|
|
|
|
def __init__(
|
|
self,
|
|
n: rv_frozen,
|
|
p: rv_frozen,
|
|
):
|
|
"""
|
|
Initialize the problem generator.
|
|
|
|
Parameters
|
|
----------
|
|
n: rv_discrete
|
|
Probability distribution for the number of nodes.
|
|
p: rv_continuous
|
|
Probability distribution for the graph density.
|
|
"""
|
|
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
|
|
|
|
def generate(self, n_samples: int) -> List[MaxCutData]:
|
|
def _sample() -> MaxCutData:
|
|
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
|
|
|
|
|
|
class MaxCutPerturber:
|
|
"""Perturbation generator for existing Maximum Cut instances.
|
|
|
|
Takes an existing MaxCutData instance and generates new instances by randomly
|
|
flipping the sign of each edge weight with a given probability while keeping
|
|
the graph structure fixed.
|
|
"""
|
|
|
|
def __init__(
|
|
self,
|
|
w_jitter: float = 0.05,
|
|
):
|
|
"""Initialize the perturbation generator.
|
|
|
|
Parameters
|
|
----------
|
|
w_jitter: float
|
|
Probability that each edge weight flips sign (from -1 to 1 or vice versa).
|
|
"""
|
|
assert 0.0 <= w_jitter <= 1.0, "w_jitter should be between 0.0 and 1.0"
|
|
self.w_jitter = w_jitter
|
|
|
|
def perturb(
|
|
self,
|
|
instance: MaxCutData,
|
|
n_samples: int,
|
|
) -> List[MaxCutData]:
|
|
def _sample() -> MaxCutData:
|
|
jitter = self._generate_jitter(instance.graph)
|
|
weights = instance.weights * jitter
|
|
return MaxCutData(instance.graph, weights)
|
|
|
|
return [_sample() for _ in range(n_samples)]
|
|
|
|
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
|