Add support for VectorOfVariables constraints and add qcp tests

jump-dev · Mar 30, 2019 · 38cc791 · 38cc791
1 parent 32b7b5e
commit 38cc791
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Showing 2 changed files with 18 additions and 16 deletions.
diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl
@@ -5,10 +5,6 @@ const VI = MOI.VariableIndex
 
 const MOIU = MOI.Utilities
 
-const SF = Union{MOI.VectorOfVariables, MOI.VectorAffineFunction{Float64}}
-const SS = Union{MOI.Zeros, MOI.Nonnegatives, MOI.SecondOrderCone,
-                 MOI.ExponentialCone}
-
 struct Solution
     ret_val::Int
     primal::Vector{Float64}
@@ -89,7 +85,13 @@ function MOI.supports(::Optimizer,
     return true
 end
 
-MOI.supports_constraint(::Optimizer, ::Type{<:SF}, ::Type{<:SS}) = true
+function MOI.supports_constraint(::Optimizer,
+                                 ::Type{MOI.VectorAffineFunction{Float64}},
+                                 ::Type{<:Union{MOI.Zeros, MOI.Nonnegatives,
+                                                MOI.SecondOrderCone,
+                                                MOI.ExponentialCone}})
+    return true
+end
 
 function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike; kws...)
     return MOIU.automatic_copy_to(dest, src; kws...)
@@ -140,7 +142,6 @@ constrrows(instance::Optimizer, ci::CI{<:MOI.AbstractVectorFunction, <:MOI.Abstr
 matrix(data::ModelData, s::MOI.Zeros) = data.b, data.IA, data.JA, data.VA
 matrix(data::ModelData, s::Union{MOI.Nonnegatives, MOI.SecondOrderCone, MOI.ExponentialCone}) = data.h, data.IG, data.JG, data.VG
 matrix(instance::Optimizer, s) = matrix(instance.data, s)
-MOIU.load_constraint(instance::Optimizer, ci, f::MOI.VectorOfVariables, s) = MOIU.load_constraint(instance, ci, MOI.VectorAffineFunction{Float64}(f), s)
 # ECOS orders differently than MOI the second and third dimension of the exponential cone
 orderval(val, s) = val
 function orderval(val, s::Union{MOI.ExponentialCone, Type{MOI.ExponentialCone}})

diff --git a/test/MOI_wrapper.jl b/test/MOI_wrapper.jl
@@ -25,34 +25,35 @@ MOIU.@model(ECOSModelData,
              MOI.ExponentialCone),
             (),
             (), (), # No scalar sets
-            (MOI.VectorOfVariables,),
-            (MOI.VectorAffineFunction,))
+            (), (MOI.VectorAffineFunction,))
 # UniversalFallback is needed for starting values, even if they are ignored by ECOS
 const cache = MOIU.UniversalFallback(ECOSModelData{Float64}())
 const cached = MOIU.CachingOptimizer(cache, optimizer)
 
 # Essential bridges that are needed for all tests
-const bridged = MOIB.Vectorize{Float64}(MOIB.NonposToNonneg{Float64}(cached))
+const bridged = MOIB.full_bridge_optimizer(cached, Float64)
 
 # SOC2 requires 1e-4
 const config = MOIT.TestConfig(atol=1e-4, rtol=1e-4)
 
 @testset "Unit" begin
-    MOIT.unittest(MOIB.SplitInterval{Float64}(bridged),
+    MOIT.unittest(bridged,
                   config,
-                  [# Quadratic functions are not supported
-                   "solve_qcp_edge_cases", "solve_qp_edge_cases",
+                  [# Need https://github.com/JuliaOpt/MathOptInterface.jl/issues/529
+                   "solve_qp_edge_cases",
                    # Integer and ZeroOne sets are not supported
                    "solve_integer_edge_cases", "solve_objbound_edge_cases"])
 end
 
 @testset "Continuous linear problems" begin
-    MOIT.contlineartest(MOIB.SplitInterval{Float64}(bridged),
-                        config)
+    MOIT.contlineartest(bridged, config)
+end
+
+@testset "Continuous quadratic problems" begin
+    MOIT.qcptest(bridged, config)
 end
 
 @testset "Continuous conic problems" begin
     exclude = ["sdp", "rootdet", "logdet"]
-    MOIT.contconictest(MOIB.GeoMean{Float64}(MOIB.RSOC{Float64}(bridged)),
-                       config, exclude)
+    MOIT.contconictest(bridged, config, exclude)
 end