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MIPLearn/miplearn/problems/knapsack.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>
import miplearn
import numpy as np
import pyomo.environ as pe
class KnapsackInstance(miplearn.Instance):
def __init__(self, weights, prices, capacity):
self.weights = weights
self.prices = prices
self.capacity = capacity
def to_model(self):
model = m = pe.ConcreteModel()
items = range(len(self.weights))
m.x = pe.Var(items, domain=pe.Binary)
m.OBJ = pe.Objective(rule=lambda m : sum(m.x[v] * self.prices[v] for v in items),
sense=pe.maximize)
m.eq_capacity = pe.Constraint(rule = lambda m :
sum(m.x[v] * self.weights[v]
for v in items) <= self.capacity)
return m
def get_instance_features(self):
return np.array([
self.capacity,
np.average(self.weights),
])
def get_variable_features(self, var, index):
return np.array([
self.weights[index],
self.prices[index],
])
class KnapsackInstance2(KnapsackInstance):
"""
Alternative implementation of the Knapsack Problem, which assigns a different category for each
decision variable, and therefore trains one machine learning model per variable.
"""
def get_instance_features(self):
return np.hstack([self.weights, self.prices])
def get_variable_features(self, var, index):
return np.array([
])
def get_variable_category(self, var, index):
return index