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MIPLearn/miplearn/instance.py

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# MIPLearn: A Machine-Learning Framework for Mixed-Integer Optimization
# Copyright (C) 2019-2020 Argonne National Laboratory. All rights reserved.
# Written by Alinson S. Xavier <axavier@anl.gov>
from abc import ABC, abstractmethod
class Instance(ABC):
"""
Abstract class holding all the data necessary to generate a concrete model of the problem.
In the knapsack problem, for example, this class could hold the number of items, their weights
and costs, as well as the size of the knapsack. Objects implementing this class are able to
convert themselves into a concrete optimization model, which can be optimized by solver, or
into arrays of features, which can be provided as inputs to machine learning models.
"""
@abstractmethod
def to_model(self):
"""
Returns a concrete Pyomo model corresponding to this instance.
"""
pass
@abstractmethod
def get_instance_features(self):
"""
Returns a 1-dimensional Numpy array of (numerical) features describing the entire instance.
The array is used by LearningSolver to determine how similar two instances are. It may also
be used to predict, in combination with variable-specific features, the values of binary
decision variables in the problem.
There is not necessarily a one-to-one correspondence between models and instance features:
the features may encode only part of the data necessary to generate the complete model.
Features may also be statistics computed from the original data. For example, in the
knapsack problem, an implementation may decide to provide as instance features only
the average weights, average prices, number of items and the size of the knapsack.
The returned array MUST have the same length for all relevant instances of the problem. If
two instances map into arrays of different lengths, they cannot be solved by the same
LearningSolver object.
"""
pass
@abstractmethod
def get_variable_features(self, var, index):
"""
Returns a 1-dimensional array of (numerical) features describing a particular decision
variable.
The argument `var` is a pyomo.core.Var object, which represents a collection of decision
variables. The argument `index` specifies which variable in the collection is the relevant
one.
In combination with instance features, variable features are used by LearningSolver to
predict, among other things, the optimal value of each decision variable before the
optimization takes place. In the knapsack problem, for example, an implementation could
provide as variable features the weight and the price of a specific item.
Like instance features, the arrays returned by this method MUST have the same length for
all variables, and for all relevant instances of the problem.
If the value of the given variable should not be predicted, this method MUST return None.
"""
pass
def get_variable_category(self, var, index):
return "default"