DiffOpt accepts SingleVariable in ScalarSet but does not retrieve it

[matbesancon]

This is due to get_problem_data(model::MOI.AbstractOptimizer) fetching only ScalarAffineFunction in set, so SingleVariable is passed but not counted

[matbesancon]

Handling single variables is tricky, one part of the issue is that we don't check lower bounds here:

ERROR: MathOptInterface.LowerBoundAlreadySet{MathOptInterface.GreaterThan{Float64}, MathOptInterface.GreaterThan{Float64}}: Cannot add `SingleVariable`-in`MathOptInterface.GreaterThan{Float64}` constraint for variable MathOptInterface.VariableIndex(3) as a `SingleVariable`-in`MathOptInterface.GreaterThan{Float64}` constraint was already set for this variable and both constraints set a lower bound.

is thrown in certain cases, but not all.

[matbesancon]

There seems to be a more general issue that not all constraints are retrieved, only SAF in LessThan which ignores for example vectorized Ax + b = 0, has this been looked at? @Aks1996 @blegat

[matbesancon]

Currently we offer blanket support for some sets and functions which should probably not be there:

const SUPPORTED_SCALAR_SETS = Union{
    MOI.GreaterThan{Float64},
    MOI.LessThan{Float64},
    MOI.EqualTo{Float64},
    MOI.Interval{Float64}
}

const SUPPORTED_SCALAR_FUNCTIONS = Union{
    MOI.SingleVariable,
    MOI.ScalarAffineFunction{Float64}
}

const SUPPORTED_VECTOR_FUNCTIONS = Union{
    MOI.VectorOfVariables,
    MOI.VectorAffineFunction{Float64},
}

const SUPPORTED_VECTOR_SETS = Union{
    MOI.Zeros,
    MOI.Nonpositives,
    MOI.Nonnegatives,
    MOI.SecondOrderCone,
    MOI.PositiveSemidefiniteConeTriangle,
}

[akshay326]

There seems to be a more general issue that not all constraints are retrieved, only SAF in LessThan which ignores for example vectorized Ax + b = 0, has this been looked at? @Aks1996 @blegat

nope. get_problem_data isn't extracting all constraints - such as greater than con. this issue links to #14 , which i totally forgot

[matbesancon]

@be-apt I think this one can be closed?

[akshay326]

yep, was fixed in #77. Diffopt retrieves SingleVariable in <, > constraints