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set_dot implementation #28

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Merged
merged 3 commits into from
Jul 24, 2019
Merged

set_dot implementation #28

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0ce8e33
decide coefficients with set_dot
guilhermebodin Jul 23, 2019
6063a45
add link to issue
guilhermebodin Jul 23, 2019
5616070
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guilhermebodin Jul 24, 2019
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68 changes: 13 additions & 55 deletions src/dual_equality_constraints.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -92,16 +92,17 @@ end
function fill_scalar_affine_terms!(scalar_affine_terms::Vector{MOI.ScalarAffineTerm{T}},
primal_con_dual_var::Dict{CI, Vector{VI}},
primal_model::MOI.ModelLike, ci::CI{VAF{T}, S},
primal_vi::VI) where {T,
S <: MOI.AbstractVectorSet}
primal_vi::VI) where {T, S <: MOI.AbstractVectorSet}

moi_function = get_function(primal_model, ci)
set = get_set(primal_model, ci)
for term in moi_function.terms
if term.scalar_term.variable_index == primal_vi
dual_vi = primal_con_dual_var[ci][term.output_index] # term.output_index is the row of the VAF,
# it corresponds to the dual variable associated with
# this constraint
push_to_scalar_affine_terms!(scalar_affine_terms, MOI.coefficient(term), dual_vi)
push_to_scalar_affine_terms!(scalar_affine_terms,
set_dot(term.output_index, set, T)*MOI.coefficient(term), dual_vi)
end
end
return
Expand All @@ -110,66 +111,23 @@ end
function fill_scalar_affine_terms!(scalar_affine_terms::Vector{MOI.ScalarAffineTerm{T}},
primal_con_dual_var::Dict{CI, Vector{VI}},
primal_model::MOI.ModelLike, ci::CI{VVF, S},
primal_vi::VI) where {T,
S <: MOI.AbstractVectorSet}
primal_vi::VI) where {T, S <: MOI.AbstractVectorSet}

moi_function = get_function(primal_model, ci)
set = get_set(primal_model, ci)
for (i, variable) in enumerate(moi_function.variables)
if variable == primal_vi
dual_vi = primal_con_dual_var[ci][i]
push_to_scalar_affine_terms!(scalar_affine_terms, one(T), dual_vi)
push_to_scalar_affine_terms!(scalar_affine_terms,
set_dot(i, set, T)*one(T), dual_vi)
end
end
return
end

function fill_scalar_affine_terms!(scalar_affine_terms::Vector{MOI.ScalarAffineTerm{T}},
primal_con_dual_var::Dict{CI, Vector{VI}},
primal_model::MOI.ModelLike, ci::CI{VAF{T}, MOI.PositiveSemidefiniteConeTriangle},
primal_vi::VI) where T

moi_function = get_function(primal_model, ci)
moi_set = get_set(primal_model, ci)
k::Int = 0
for j in 1:moi_set.side_dimension
for i in 1:j
k += 1
term = moi_function.terms[k]
if term.scalar_term.variable_index == primal_vi
dual_vi = primal_con_dual_var[ci][term.output_index] # term.output_index is the row of the VAF,
# it corresponds to the dual variable associated with
# this constraint
if i == j
push_to_scalar_affine_terms!(scalar_affine_terms, one(T), dual_vi)
else
push_to_scalar_affine_terms!(scalar_affine_terms, 2*one(T), dual_vi)
end
end
end
end
return
end

function fill_scalar_affine_terms!(scalar_affine_terms::Vector{MOI.ScalarAffineTerm{T}},
primal_con_dual_var::Dict{CI, Vector{VI}},
primal_model::MOI.ModelLike, ci::CI{VVF, MOI.PositiveSemidefiniteConeTriangle},
primal_vi::VI) where T

moi_function = get_function(primal_model, ci)
moi_set = get_set(primal_model, ci)
k::Int = 0
for j in 1:moi_set.side_dimension
for i in 1:j
k += 1
if moi_function.variables[k] == primal_vi
dual_vi = primal_con_dual_var[ci][k]
if i == j
push_to_scalar_affine_terms!(scalar_affine_terms, one(T), dual_vi)
else
push_to_scalar_affine_terms!(scalar_affine_terms, 2*one(T), dual_vi)
end
end
end
end
return
# Change to spzeros once https://github.com/JuliaOpt/MathOptInterface.jl/pull/805 is merged
function set_dot(i::Int, s::MOI.AbstractVectorSet, T::DataType)
vec = zeros(T, MOI.dimension(s))
vec[i] = one(T)
return MOIU.set_dot(vec, vec, s)
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We should modify MOIU.set_dot to accept AbstractArray so that vec can be passed as a sparse vector

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I don't know if this is super simple, I can try it tomorrow

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Thanks for the PR! Add a comment to change this once jump-dev/MathOptInterface.jl#805 is merged and released.

end
2 changes: 2 additions & 0 deletions src/dual_model_variables.jl
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Expand Up @@ -31,6 +31,8 @@ function _add_dual_variable(dual_model::MOI.ModelLike, primal_model::MOI.ModelLi
S <: MOI.AbstractSet}

row_dimension = get_ci_row_dimension(primal_model, ci)
# Change to add_constrained_varibales in MOI 0.9.0
# because of https://github.com/guilhermebodin/Dualization.jl/issues/9
vis = MOI.add_variables(dual_model, row_dimension) # Add as many variables as the dimension of the constraint
push!(primal_con_dual_var, ci => vis) # Add the map of the added dual variable to the relationated constraint
# Add each vi to the dictionary
Expand Down