Stochastic vehicle scheduling

.gitignore

@@ -2,6 +2,7 @@
 /docs/src/index.md
 data
 scripts
+*heuristic_algorithms
 .DS_Store
 
 # Files generated by invoking Julia with --code-coverage

Project.toml

@@ -4,42 +4,51 @@ authors = ["Members of JuliaDecisionFocusedLearning"]
 version = "0.1.0"
 
 [deps]
+ConstrainedShortestPaths = "b3798467-87dc-4d99-943d-35a1bd39e395"
 DataDeps = "124859b0-ceae-595e-8997-d05f6a7a8dfe"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
 Flux = "587475ba-b771-5e3f-ad9e-33799f191a9c"
 Graphs = "86223c79-3864-5bf0-83f7-82e725a168b6"
 HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
 Images = "916415d5-f1e6-5110-898d-aaa5f9f070e0"
-InferOpt = "4846b161-c94e-4150-8dac-c7ae193c601f"
 Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
 JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 Metalhead = "dbeba491-748d-5e0e-a39e-b530a07fa0cc"
 NPZ = "15e1cf62-19b3-5cfa-8e77-841668bca605"
 Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
+Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+Requires = "ae029012-a4dd-5104-9daa-d747884805df"
+SCIP = "82193955-e24f-5292-bf16-6f2c5261a85f"
 SimpleWeightedGraphs = "47aef6b3-ad0c-573a-a1e2-d07658019622"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
+Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
+StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 
 [compat]
+ConstrainedShortestPaths = "0.6.0"
 DataDeps = "0.7"
 Distributions = "0.25"
 DocStringExtensions = "0.9"
-Flux = "0.14"
+Flux = "0.16"
 Graphs = "1.11"
 HiGHS = "1.9"
-Images = "0.26"
-InferOpt = "0.6"
+Images = "0.26.1"
 Ipopt = "1.6"
 JuMP = "1.22"
 LinearAlgebra = "1"
-Metalhead = "0.9"
+Metalhead = "0.9.4"
 NPZ = "0.4"
 Plots = "1"
+Printf = "1.11.0"
 Random = "1"
+Requires = "1.3.0"
 SimpleWeightedGraphs = "1.4"
 SparseArrays = "1"
+Statistics = "1.11.1"
+StatsBase = "0.34.4"
 julia = "1.6"
 
 [extras]

README.md

@@ -15,5 +15,6 @@ Currently, this package provides the following benchmark problems (many more to
 - `FixedSizeShortestPathBenchmark`: shortest path problem with on a graph with fixed size.
 - `WarcraftBenchmark`: shortest path problem on image maps
 - `PortfolioOptimizationBenchmark`: portfolio optimization problem.
+- `StochasticVehicleSchedulingBenchmark`: stochastic vehicle scheduling problem.
 
 See the [documentation](https://JuliaDecisionFocusedLearning.github.io/DecisionFocusedLearningBenchmarks.jl/stable/) for more details.

docs/make.jl

@@ -7,13 +7,15 @@ cp(joinpath(@__DIR__, "..", "README.md"), joinpath(@__DIR__, "src", "index.md");
 md_dir = joinpath(@__DIR__, "src")
 tutorial_dir = joinpath(@__DIR__, "src", "tutorials")
 benchmarks_dir = joinpath(@__DIR__, "src", "benchmarks")
+api_dir = joinpath(@__DIR__, "src", "api")
 
+api_files = map(x -> joinpath("api", x), readdir(api_dir))
 tutorial_files = readdir(tutorial_dir)
 md_tutorial_files = [split(file, ".")[1] * ".md" for file in tutorial_files]
 benchmark_files = readdir(benchmarks_dir)
 md_benchmark_files = [split(file, ".")[1] * ".md" for file in benchmark_files]
 
-include_tutorial = true
+include_tutorial = false
 
 if include_tutorial
     for file in tutorial_files
@@ -35,9 +37,9 @@ makedocs(;
             "benchmarks/fixed_size_shortest_path.md",
             "benchmarks/warcraft.md",
             "benchmarks/portfolio_optimization.md",
+            "benchmarks/vsp.md",
         ],
-        "API reference" =>
-            ["api/interface.md", "api/decision_focused.md", "api/warcraft.md"],
+        "API reference" => api_files,
     ],
 )
 

docs/src/api/fixed_shortest_path.md

@@ -0,0 +1,15 @@
+# Fixed-size shortest path
+
+## Public
+
+```@autodocs
+Modules = [DecisionFocusedLearningBenchmarks.FixedSizeShortestPath]
+Private = false
+```
+
+## Private
+
+```@autodocs
+Modules = [DecisionFocusedLearningBenchmarks.FixedSizeShortestPath]
+Public = false
+```

docs/src/api/portfolio_optimization.md

@@ -0,0 +1,15 @@
+# Subset selection
+
+## Public
+
+```@autodocs
+Modules = [DecisionFocusedLearningBenchmarks.PortfolioOptimization]
+Private = false
+```
+
+## Private
+
+```@autodocs
+Modules = [DecisionFocusedLearningBenchmarks.PortfolioOptimization]
+Public = false
+```

docs/src/api/subset_selection.md

@@ -0,0 +1,15 @@
+# Subset selection
+
+## Public
+
+```@autodocs
+Modules = [DecisionFocusedLearningBenchmarks.SubsetSelection]
+Private = false
+```
+
+## Private
+
+```@autodocs
+Modules = [DecisionFocusedLearningBenchmarks.SubsetSelection]
+Public = false
+```

docs/src/api/vsp.md

@@ -0,0 +1,15 @@
+# Stochastic Vehicle Scheduling
+
+## Public
+
+```@autodocs
+Modules = [DecisionFocusedLearningBenchmarks.StochasticVehicleScheduling]
+Private = false
+```
+
+## Private
+
+```@autodocs
+Modules = [DecisionFocusedLearningBenchmarks.StochasticVehicleScheduling]
+Public = false
+```

docs/src/benchmarks/vsp.md

@@ -0,0 +1,3 @@
+# Stochastic Vehicle Scheduling
+
+[`StochasticVehicleSchedulingBenchmark`](@ref).

src/DecisionFocusedLearningBenchmarks.jl

@@ -1,10 +1,10 @@
 module DecisionFocusedLearningBenchmarks
 
 using DataDeps
-using HiGHS
-using InferOpt
+using Requires: @require
 
 function __init__()
+    # Register the Warcraft dataset
     ENV["DATADEPS_ALWAYS_ACCEPT"] = "true"
     register(
         DataDep(
@@ -14,6 +14,10 @@ function __init__()
             post_fetch_method=unpack,
         ),
     )
+
+    # Gurobi setup
+    @info "If you have Gurobi installed and want to use it, make sure to `using Gurobi` in order to enable it."
+    @require Gurobi = "2e9cd046-0924-5485-92f1-d5272153d98b" include("gurobi_setup.jl")
     return nothing
 end
 
@@ -25,6 +29,7 @@ include("SubsetSelection/SubsetSelection.jl")
 include("Warcraft/Warcraft.jl")
 include("FixedSizeShortestPath/FixedSizeShortestPath.jl")
 include("PortfolioOptimization/PortfolioOptimization.jl")
+include("StochasticVehicleScheduling/StochasticVehicleScheduling.jl")
 
 using .Utils
 using .Argmax
@@ -33,13 +38,15 @@ using .SubsetSelection
 using .Warcraft
 using .FixedSizeShortestPath
 using .PortfolioOptimization
+using .StochasticVehicleScheduling
 
 # Interface
 export AbstractBenchmark, DataSample
 export generate_dataset
 export generate_statistical_model
-export generate_maximizer
-export plot_data
+export generate_maximizer, maximizer_kwargs
+export objective_value
+export plot_data, plot_instance, plot_solution
 export compute_gap
 
 # Export all benchmarks
@@ -49,5 +56,6 @@ export SubsetSelectionBenchmark
 export WarcraftBenchmark
 export FixedSizeShortestPathBenchmark
 export PortfolioOptimizationBenchmark
+export StochasticVehicleSchedulingBenchmark
 
 end # module DecisionFocusedLearningBenchmarks

src/FixedSizeShortestPath/FixedSizeShortestPath.jl

@@ -54,6 +54,12 @@ function FixedSizeShortestPathBenchmark(;
     return FixedSizeShortestPathBenchmark(g, grid_size, p, deg, ν)
 end
 
+function Utils.objective_value(
+    ::FixedSizeShortestPathBenchmark, θ::AbstractArray, y::AbstractArray
+)
+    return -dot(θ, y)
+end
+
 """
 $TYPEDSIGNATURES
 
@@ -149,5 +155,6 @@ function Utils.generate_statistical_model(bench::FixedSizeShortestPathBenchmark)
 end
 
 export FixedSizeShortestPathBenchmark
+export generate_dataset, generate_maximizer, generate_statistical_model
 
 end

src/PortfolioOptimization/PortfolioOptimization.jl

@@ -2,12 +2,12 @@ module PortfolioOptimization
 
 using ..Utils
 using DocStringExtensions: TYPEDEF, TYPEDFIELDS, TYPEDSIGNATURES
-using Distributions
+using Distributions: Uniform, Bernoulli
 using Flux: Chain, Dense
-using Ipopt
-using JuMP
-using LinearAlgebra
-using Random
+using Ipopt: Ipopt
+using JuMP: @variable, @objective, @constraint, optimize!, value, Model, set_silent
+using LinearAlgebra: I
+using Random: MersenneTwister
 
 """
 $TYPEDEF
@@ -127,5 +127,6 @@ function Utils.generate_statistical_model(bench::PortfolioOptimizationBenchmark)
 end
 
 export PortfolioOptimizationBenchmark
+export generate_dataset, generate_maximizer, generate_statistical_model
 
 end