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Add support for ObjectiveBound #71

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Merged
merged 1 commit into from
Aug 6, 2018
Merged

Add support for ObjectiveBound #71

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17 changes: 14 additions & 3 deletions src/MOIWrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -17,8 +17,9 @@ struct Solution
dual_ineq::Vector{Float64}
slack::Vector{Float64}
objval::Float64
objbnd::Float64
end
Solution() = Solution(0, Float64[], Float64[], Float64[], Float64[], NaN)
Solution() = Solution(0, Float64[], Float64[], Float64[], Float64[], NaN, NaN)

# Used to build the data with allocate-load during `copy!`.
# When `optimize!` is called, a the data is used to build `ECOSMatrix`
Expand Down Expand Up @@ -252,8 +253,16 @@ function MOI.optimize!(instance::ECOSOptimizer)
dual_ineq = unsafe_wrap(Array, ecos_prob.z, m)[:]
slack = unsafe_wrap(Array, ecos_prob.s, m)[:]
ECOS.cleanup(ecos_prob_ptr, 0)
objval = (instance.maxsense ? -1 : 1) * dot(c, primal) + objconstant
instance.sol = Solution(ret_val, primal, dual_eq, dual_ineq, slack, objval)
objval = (instance.maxsense ? -1 : 1) * dot(c, primal)
if ret_val != ECOS.ECOS_DINF
objval += objconstant
end
objbnd = -(dot(b, dual_eq) + dot(h, dual_ineq))
if ret_val != ECOS.ECOS_PINF
objbnd += objconstant
end
instance.sol = Solution(ret_val, primal, dual_eq, dual_ineq, slack, objval,
objbnd)
end

# Implements getter for result value and statuses
Expand All @@ -277,6 +286,8 @@ end

MOI.canget(instance::ECOSOptimizer, ::MOI.ObjectiveValue) = true
MOI.get(instance::ECOSOptimizer, ::MOI.ObjectiveValue) = instance.sol.objval
MOI.canget(instance::ECOSOptimizer, ::MOI.ObjectiveBound) = true
MOI.get(instance::ECOSOptimizer, ::MOI.ObjectiveBound) = instance.sol.objbnd

function MOI.canget(instance::ECOSOptimizer, ::MOI.PrimalStatus)
instance.sol.ret_val != ECOS.ECOS_PINF
Expand Down