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Prototyping custom model/optimizer #535

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merged 13 commits into from
Jun 7, 2021
Merged

Prototyping custom model/optimizer #535

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b500aaf
Start example
guimarqu May 21, 2021
f23361e
Merge branch 'release-0.4.0' into custom_model_ex
guimarqu May 26, 2021
4308844
wip draft
guimarqu May 26, 2021
5f3e4f8
continue
guimarqu May 26, 2021
c0608c6
add map
laradicp May 27, 2021
c61e849
works with caching optimizer
guimarqu May 28, 2021
3546d62
varids in Env
guimarqu May 30, 2021
a6461bb
wrong result
guimarqu May 30, 2021
e6994fa
multiply costs by -1
laradicp Jun 1, 2021
8cc1db1
fix scaling
laradicp Jun 2, 2021
77a695e
Apply suggestions from code review
guimarqu Jun 2, 2021
622082f
Update test/interfaces/model.jl
guimarqu Jun 3, 2021
ec385ad
Merge branch 'release-0.4.0' into custom_model_ex
guimarqu Jun 4, 2021
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31 changes: 18 additions & 13 deletions test/interfaces/model.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -7,23 +7,28 @@ mutable struct KnapsackLibModel <: Coluna.MathProg.AbstractFormulation
costs::Vector{Float64}
weights::Vector{Float64}
capacity::Float64
varids::Vector{Coluna.MathProg.VarId}
map::Dict{Coluna.MathProg.VarId,Float64}
job_to_jumpvar::Dict{Int, JuMP.VariableRef}
#varids::Vector{Coluna.MathProg.VarId}
#map::Dict{Coluna.MathProg.VarId,Float64}
end
KnapsackLibModel(nbitems) = KnapsackLibModel(
nbitems, zeros(Float64, nbitems), zeros(Float64, nbitems), 0.0,
Vector{Coluna.MathProg.VarId}[], Dict{Coluna.MathProg.VarId,Float64}()
Dict{Int, JuMP.VariableRef}()
)
setcapacity!(model::KnapsackLibModel, cap) = model.capacity = cap
setweight!(model::KnapsackLibModel, j::Int, w) = model.weights[j] = w
setcost!(model::KnapsackLibModel, j::Int, c) = model.costs[j] = c
pushvarid!(model::KnapsackLibModel, x::VariableRef) = push!(
model.varids, x.model.moi_backend.varids[x.index]
)
map!(model::KnapsackLibModel, j::Int) = push!(
model.map, model.varids[j] => 1.0
)
map!(model::KnapsackLibModel, j::Int, x::JuMP.VariableRef) = model.job_to_jumpvar[j] = x
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coluna_backend(model::MOI.Utilities.CachingOptimizer) = coluna_backend(model.optimizer)
coluna_backend(b::MOI.Bridges.AbstractBridgeOptimizer) = coluna_backend(b.model)
coluna_backend(model) = model

function get_coluna_varid(model::KnapsackLibModel, form, j::Int)
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jumpvar = model.job_to_jumpvar[j]
opt = coluna_backend(backend(jumpvar.model))
return Coluna._get_orig_varid_in_form(opt, form, jumpvar.index)
end
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mutable struct KnapsackLibOptimizer <: BlockDecomposition.AbstractCustomOptimizer
model::KnapsackLibModel
end
Expand All @@ -48,7 +53,7 @@ function _scale_to_int(vals...)
end

function Coluna.Algorithm.run!(
opt::KnapsackLibOptimizer, ::Coluna.Env, ::Coluna.MathProg.Formulation,
opt::KnapsackLibOptimizer, ::Coluna.Env, form::Coluna.MathProg.Formulation,
input::Coluna.Algorithm.OptimizationInput; kw...
)
ws = _scale_to_int(opt.model.capacity, opt.model.weights...)
Expand All @@ -60,9 +65,9 @@ function Coluna.Algorithm.run!(
@show optimal
@show selected
for j in selected
map!(opt.model, j)
@show Coluna.MathProg.getname(form, get_coluna_varid(opt.model, form, j))
end
@show opt.model.map

error("run! method of custom optimizer reached !")
return
end
Expand Down Expand Up @@ -98,7 +103,7 @@ function knpcustommodel()
for j in data.jobs
setweight!(knp_model, j, data.weight[j,m])
setcost!(knp_model, j, data.cost[j,m])
pushvarid!(knp_model, x[m,j])
map!(knp_model, j, x[m,j])
end
knp_optimizer = KnapsackLibOptimizer(knp_model)
specify!(sp[m], solver = knp_optimizer) ##model = knp_model)
Expand Down