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4 changes: 4 additions & 0 deletions src/constrained_variables.jl
Original file line number Diff line number Diff line change
Expand Up @@ -50,6 +50,8 @@ function _add_constrained_variables(
for ci in cis
f = MOI.get(primal_model, MOI.ConstraintFunction(), ci)
if all(
# no element of the VectorOfVariables is a constrained variable
# and not a parameter
vi -> !haskey(m.constrained_var_idx, vi) && !(vi in params),
f.variables,
)
Expand All @@ -76,6 +78,8 @@ function _add_constrained_variable(
)
for ci in cis
f = MOI.get(primal_model, MOI.ConstraintFunction(), ci)
# no element of the VectorOfVariables is a constrained variable
# and not a parameter
if !haskey(m.constrained_var_idx, f) && !(f in params)
set = MOI.get(primal_model, MOI.ConstraintSet(), ci)
if !iszero(MOI.constant(set))
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60 changes: 43 additions & 17 deletions src/structures.jl
Original file line number Diff line number Diff line change
Expand Up @@ -30,50 +30,76 @@ MOI.Utilities.@model(

Maps information from all structures of the primal to the dual model.

Main user maps:

* `constrained_var_idx::Dict{MOI.VariableIndex,Tuple{MOI.ConstraintIndex,Int}}`:
maps original primal constrained variables to their primal original
maps primal constrained variables to their primal
constraints (the special ones that makes them constrained variables) and
their internal index (if vector constraints, VectorOfVariables-in-Set), 1
otherwise (VariableIndex-in-Set).
their internal index from 1 to dimension(set) (if vector constraints:
VectorOfVariables-in-Set), 1 otherwise (scalar: VariableIndex-in-Set).
Future name: primal_convar_to_primal_convarcon_and_index

* `constrained_var_dual::Dict{MOI.ConstraintIndex,MOI.ConstraintIndex}`: maps
the original primal constraint index of constrained variables to the dual
model's constraint index of the associated dual constraint.
the primal constraint index of constrained variables to the dual
model's constraint index of the associated dual constraint. This dual
constraint is a regular constraint (not a constrained variable constraint).
`VectorOfVariables`-in-`Zeros` and `VariableIndex`-in-`EqualTo(zero(T))`
are not in this map, as they are not dualized (See
primal_convarcon_to_dual_function).
Future name: primal_convarcon_to_dual_con

* `constrained_var_zero::Dict{MOI.ConstraintIndex,Unions{MOI.ScalarAffineFunction,MOI.VectorAffineFunction}}`:
caches scalar affine functions or vector affine functions associated with
constrained variables of type `VectorOfVariables`-in-`Zeros` or
`VariableIndex`-in-`EqualTo(zero(T))` as their duals would be `func`-in-`Reals`,
which are "irrelevant" to the model. This information is cached for
completeness of the `DualOptimizer` for `get`ting `ConstraintDuals`.
note: from the above two maps, we can get primal_convar_to_dual_con_and_index

* `primal_var_dual_con::Dict{MOI.VariableIndex,MOI.ConstraintIndex}`: maps
"free" primal variables to their associated dual constraints. Free variables
as opposed to constrained variables. Note that Dualization will select
automatically which variables are free and which are constrained.
"free" primal variables to their associated dual (equality) constraints.
Free variables as opposed to constrained variables. Note that Dualization
will select automatically which variables are free and which are
constrained.
Future name: primal_var_to_dual_con

note: from the above three maps, we can get primal_var_to_dual_con_and_index

* `primal_con_dual_var::Dict{MOI.ConstraintIndex,Vector{MOI.VariableIndex}}`:
maps primal constraint indices to vectors of dual variable indices. For
scalar constraints those vectors will be single element vectors.
Primal Constrained variables constraints (the main ones) are not in this
map.
Future name: primal_con_to_dual_var_vec

* `primal_con_dual_con::Dict{MOI.ConstraintIndex,MOI.ConstraintIndex}`: maps
primal constraints to dual variable constraints (if there is such constraint
the dual dual variable is said to be constrained). If the primal
primal constraints to dual constrained variable. If the primal
constraint's set is EqualTo or Zeros, no constraint is added in the dual
variable (the dual variable is said to be free).
The keys are similar to the (# primal_con_to_dual_var_vec) map, except
that `VariableIndex`-in-`EqualTo(zero(T))` and `VectorOfVariables`-in-`Zeros`
are not in this map.
Future name: primal_con_to_dual_convarcon

Additional helper maps:

* `primal_con_constants::Dict{MOI.ConstraintIndex,Vector{T}}`: maps primal
constraints to their respective constants, which might be inside the set.
This map is used in `MOI.get(::DualOptimizer,::MOI.ConstraintPrimal,ci)`
that requires extra information in the case that the scalar set constrains
a constant (`EqualtTo`, `GreaterThan`, `LessThan`).
Future name: primal_con_to_primal_constants_vec

* `primal_parameter::Dict{MOI.VariableIndex,MOI.VariableIndex}`: maps
parameters in the primal to parameters in the dual model.
Future name: primal_parameter_to_dual_parameter

* `constrained_var_zero::Dict{MOI.ConstraintIndex,Unions{MOI.ScalarAffineFunction,MOI.VectorAffineFunction}}`:
caches scalar affine functions or vector affine functions associated with
constrained variables of type `VectorOfVariables`-in-`Zeros` or
`VariableIndex`-in-`EqualTo(zero(T))` as their duals would be `func`-in-`Reals`,
which are "irrelevant" to the model. This information is cached for
completeness of the `DualOptimizer` for `get`ting `ConstraintDuals`.
Future name: primal_convarcon_to_dual_function

* `primal_var_dual_quad_slack::Dict{MOI.VariableIndex,MOI.VariableIndex}`:
maps primal variables (that appear in quadratic objective terms) to dual
"slack" variables.
"slack" variables. These primal variables might appear in other maps.
Future name: primal_var_in_quad_obj_to_dual_slack_var
"""
mutable struct PrimalDualMap{T}
constrained_var_idx::Dict{MOI.VariableIndex,Tuple{MOI.ConstraintIndex,Int}}
Expand Down
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