bnbpy

A generic, configurable Python framework for solving optimization problems using Branch & Bound. Also supports Column Generation and Branch & Price.

See here a quick overview of the package with:

Installation instructions
Basic usage examples.

For a detailed documentation of the core components, please refer to this section.

This is how a search tree might look like for a simple problem solved with bnbpy:

Installation

Install the package from PyPI:

pip install bnbpy

Alternatively, clone the repository and install without extras:

git clone https://github.com/bruscalia/bnbpy.git
cd bnbpy
python -m pip install .

Or with the dev extra for tests and linters:

python -m pip install .[dev]

Basic Usage

Remember in this documentation you can find more detailed examples in the Usage section. Especially, the machine deadline example is a good starting point to understand how to implement your own problem and apply Branch & Bound from scratch.

Branch & Bound

from bnbpy import BranchAndBound, Problem

class MyProblem(Problem):
    # Define your problem specifications by implementing abstract methods

    def calc_bound(self):
        # Compute node lower bound
        pass

    def is_feasible(self):
        # Verify if node is feasible in the complete problem
        pass

    def branch(self):
        # Return a list of subproblems if not fathomed
        pass

# Apply Branch & Bound
problem = MyProblem()
bnb = BranchAndBound()
bnb.solve(problem)
print(bnb.solution)

Branch & Price

import bnbpy as bbp

class MyMaster(bbp.Master):
    def __init__(self, *args):
        # Implement your master problem
        pass

    def add_col(self, c) -> bool:
        # Include a new column and return True if accepted
        return True

    def solve(self) -> bbp.MasterSol:
        # cost = ...
        # duals = ...
        # return MasterSol(cost=cost, duals=duals)
        pass

class MyPricing(bbp.Pricing):
    def __init__(self, **kwargs):
        super().__init__(**kwargs)
        # Instantiate your pricing problem

    def set_weights(self, c):
        # Modify the instance by incorporating new weights
        pass

    def solve(self) -> bbp.PriceSol:
        # red_cost = ...
        # new_col = ...
        # return PriceSol(red_cost=red_cost, new_col=new_col)
        pass

class MyCG(bbp.ColumnGenProblem):
    def __init__(self, **kwargs):
        master = MyMaster()
        pricing = MyPricing(**kwargs)
        super().__init__(
            master=master,
            pricing=pricing,
        )

    def branch(self) -> list['MyCG'] | None:
        # Create children
        pass

    def is_feasible(self) -> bool:
        # Check for feasibility in the complete formulation
        pass

Contact

For any questions, suggestions or contributions, please open an issue or a pull request on the GitHub repository: bnbpy on GitHub.