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Refactor QP with MatrixOfConstraints and bridges #187

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merged 18 commits into from
Feb 22, 2022
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@blegat blegat commented Jan 5, 2022

Requires

Closes #153
Closes #167

@matbesancon
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Current failures are mostly due to:

ArgumentError: Ipopt.Optimizer does not support getting the attribute MathOptInterface.ListOfModelAttributesSet().

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blegat commented Jan 12, 2022

Current failures are mostly due to:

ArgumentError: Ipopt.Optimizer does not support getting the attribute MathOptInterface.ListOfModelAttributesSet().

Fixed by 93d286c

MOIU.UniversalFallback(MOIU.Model{Float64}()),
optimizer,
)
return Optimizer(caching_opt)
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Should we recommend:
DiffOpt.diff_optimizer for pure MOI usage
and
DiffOpt.Optimizer for JuMP usage?

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@blegat blegat Jan 12, 2022

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We should recommend DiffOpt.diff_optimizer in both cases. Optimizer is for advanced user that want to control the caches and bridges layers, similar to the direct mode in JuMP.

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codecov bot commented Jan 12, 2022

Codecov Report

Merging #187 (f9db0ac) into master (437da79) will decrease coverage by 1.22%.
The diff coverage is 95.09%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #187      +/-   ##
==========================================
- Coverage   89.40%   88.17%   -1.23%     
==========================================
  Files           8        8              
  Lines         934      837      -97     
==========================================
- Hits          835      738      -97     
  Misses         99       99              
Impacted Files Coverage Δ
src/conic_diff.jl 93.89% <0.00%> (-3.77%) ⬇️
src/bridges.jl 100.00% <100.00%> (ø)
src/diff_opt.jl 99.21% <100.00%> (+3.63%) ⬆️
src/jump_moi_overloads.jl 63.55% <100.00%> (+0.69%) ⬆️
src/moi_wrapper.jl 81.43% <100.00%> (+0.28%) ⬆️
src/quadratic_diff.jl 98.56% <100.00%> (-0.63%) ⬇️

Continue to review full report at Codecov.

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Is this blocked by a merge on MOI? I saw the special branch in the docs

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blegat commented Jan 13, 2022

Is this blocked by a merge on MOI? I saw the special branch in the docs

Yes, the MOI bl/diffopt contains random changes needed. It should be separated into documented and tested changes, merged to MOI and then MOI should get a new release.
The PRs jump-dev/MathOptInterface.jl#1716 and jump-dev/MathOptInterface.jl#1718 should contain everything that's needed for this PR.

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@blegat we can now change the dependency to MOI 0.10.8 and remove the branch specification in CI :)

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Evaluated: [0.9998383009322291] ≈ [1.0] (atol=0.0001, rtol=0.0001)

@blegat I would just crank up the tolerance here no?

@blegat blegat merged commit 5e9590b into master Feb 22, 2022
@blegat blegat mentioned this pull request Feb 22, 2022
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@blegat blegat deleted the bl/qp_matrix branch April 3, 2023 07:31
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Refactoring with bridges Replace get_problem_data by MOI.Utilities.MatrixOfConstraints
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