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140 lines
4.4 KiB
140 lines
4.4 KiB
# MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
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# Copyright (C) 2020-2021, 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 logging
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from typing import Dict, List, TYPE_CHECKING, Hashable, Tuple, Any, Optional, Set
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import numpy as np
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from overrides import overrides
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from miplearn.instance.base import Instance
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from miplearn.classifiers import Classifier
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from miplearn.classifiers.counting import CountingClassifier
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from miplearn.classifiers.threshold import MinProbabilityThreshold, Threshold
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from miplearn.components.component import Component
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from miplearn.components.dynamic_common import DynamicConstraintsComponent
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from miplearn.features import TrainingSample, Features, Sample
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from miplearn.types import LearningSolveStats
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logger = logging.getLogger(__name__)
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if TYPE_CHECKING:
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from miplearn.solvers.learning import LearningSolver
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class DynamicLazyConstraintsComponent(Component):
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"""
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A component that predicts which lazy constraints to enforce.
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"""
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def __init__(
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self,
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classifier: Classifier = CountingClassifier(),
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threshold: Threshold = MinProbabilityThreshold([0, 0.05]),
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):
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self.dynamic: DynamicConstraintsComponent = DynamicConstraintsComponent(
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classifier=classifier,
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threshold=threshold,
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attr="lazy_enforced",
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)
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self.classifiers = self.dynamic.classifiers
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self.thresholds = self.dynamic.thresholds
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self.known_cids = self.dynamic.known_cids
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self.lazy_enforced: Set[Hashable] = set()
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@staticmethod
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def enforce(
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cids: List[Hashable],
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instance: Instance,
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model: Any,
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solver: "LearningSolver",
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) -> None:
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assert solver.internal_solver is not None
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for cid in cids:
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instance.enforce_lazy_constraint(solver.internal_solver, model, cid)
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@overrides
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def before_solve_mip(
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self,
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solver: "LearningSolver",
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instance: Instance,
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model: Any,
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stats: LearningSolveStats,
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sample: Sample,
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) -> None:
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self.lazy_enforced.clear()
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logger.info("Predicting violated (dynamic) lazy constraints...")
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cids = self.dynamic.sample_predict(instance, sample)
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logger.info("Enforcing %d lazy constraints..." % len(cids))
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self.enforce(cids, instance, model, solver)
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@overrides
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def after_solve_mip(
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self,
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solver: "LearningSolver",
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instance: Instance,
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model: Any,
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stats: LearningSolveStats,
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sample: Sample,
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) -> None:
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assert sample.after_mip is not None
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assert sample.after_mip.extra is not None
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sample.after_mip.extra["lazy_enforced"] = set(self.lazy_enforced)
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@overrides
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def iteration_cb(
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self,
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solver: "LearningSolver",
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instance: Instance,
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model: Any,
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) -> bool:
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assert solver.internal_solver is not None
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logger.debug("Finding violated lazy constraints...")
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cids = instance.find_violated_lazy_constraints(solver.internal_solver, model)
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if len(cids) == 0:
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logger.debug("No violations found")
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return False
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else:
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self.lazy_enforced |= set(cids)
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logger.debug(" %d violations found" % len(cids))
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self.enforce(cids, instance, model, solver)
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return True
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# Delegate ML methods to self.dynamic
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# -------------------------------------------------------------------
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@overrides
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def sample_xy(
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self,
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instance: Optional[Instance],
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sample: Sample,
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) -> Tuple[Dict, Dict]:
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return self.dynamic.sample_xy(instance, sample)
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def sample_predict(
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self,
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instance: Instance,
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sample: Sample,
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) -> List[Hashable]:
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return self.dynamic.sample_predict(instance, sample)
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@overrides
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def fit(self, training_instances: List[Instance]) -> None:
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self.dynamic.fit(training_instances)
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@overrides
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def fit_xy(
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self,
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x: Dict[Hashable, np.ndarray],
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y: Dict[Hashable, np.ndarray],
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) -> None:
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self.dynamic.fit_xy(x, y)
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@overrides
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def sample_evaluate(
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self,
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instance: Instance,
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sample: Sample,
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) -> Dict[Hashable, Dict[str, float]]:
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return self.dynamic.sample_evaluate(instance, sample)
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