diff --git a/src/JuMP.jl b/src/JuMP.jl index e296dc51057..45df94f9fe0 100644 --- a/src/JuMP.jl +++ b/src/JuMP.jl @@ -88,97 +88,83 @@ const MOIBIN = MOICON{MOI.SingleVariable,MOI.ZeroOne} @enum ModelMode Automatic Manual Direct abstract type AbstractModel end +# All `AbstractModels` must define `num_variables`. + +""" + Model + +A mathematical model of an optimization problem. +""" mutable struct Model <: AbstractModel - # special variablewise properties that we keep track of: + # Special variablewise properties that we keep track of: # lower bound, upper bound, fixed, integrality, binary - variabletolowerbound::Dict{MOIVAR,MOILB} - variabletoupperbound::Dict{MOIVAR,MOIUB} - variabletofix::Dict{MOIVAR,MOIFIX} - variabletointegrality::Dict{MOIVAR,MOIINT} - variabletozeroone::Dict{MOIVAR,MOIBIN} + variabletolowerbound::Dict{MOIVAR, MOILB} + variabletoupperbound::Dict{MOIVAR, MOIUB} + variabletofix::Dict{MOIVAR, MOIFIX} + variabletointegrality::Dict{MOIVAR, MOIINT} + variabletozeroone::Dict{MOIVAR, MOIBIN} customnames::Vector - # # Variable cones of the form, e.g. (:SDP, 1:9) - # varCones::Vector{Tuple{Symbol,Any}} - - # Solution data - objbound - objval - # colVal::Vector{Float64} - # redCosts::Vector{Float64} - # linconstrDuals::Vector{Float64} - # conicconstrDuals::Vector{Float64} - # constr_to_row::Vector{Vector{Int}} - # # Vector of the same length as sdpconstr. - # # sdpconstrSym[c] is the list of pairs (i,j), i > j - # # such that a symmetry-enforcing constraint has been created - # # between sdpconstr[c].terms[i,j] and sdpconstr[c].terms[j,i] - # sdpconstrSym::Vector{Vector{Tuple{Int,Int}}} + # In Manual and Automatic modes, LazyBridgeOptimizer{CachingOptimizer}. + # In Direct mode, will hold an AbstractOptimizer. moibackend::MOI.AbstractOptimizer - # callbacks - callbacks - # lazycallback - # cutcallback - # heurcallback - - # hook into a solve call...function of the form f(m::Model; kwargs...), - # where kwargs get passed along to subsequent solve calls + # Hook into a solve call...function of the form f(m::Model; kwargs...), + # where kwargs get passed along to subsequent solve calls. optimizehook - # # ditto for a print hook - # printhook - - + # TODO: Document. nlpdata#::NLPData - - objdict::Dict{Symbol,Any} # dictionary from variable and constraint names to objects - - operator_counter::Int # number of times we add large expressions - - # Extension dictionary - e.g. for robust - # Extensions should define a type to hold information particular to - # their functionality, and store an instance of the type in this - # dictionary keyed on an extension-specific symbol - ext::Dict{Symbol,Any} - # Default constructor - function Model(; mode::ModelMode=Automatic, backend=nothing, optimizer=nothing, bridge_constraints=true) + # Dictionary from variable and constraint names to objects. + objdict::Dict{Symbol, Any} + # Number of times we add large expressions. Incremented and checked by + # the `operator_warn` method. + operator_counter::Int + # Enable extensions to attach arbitrary information to a JuMP model by + # using an extension-specific symbol as a key. + ext::Dict{Symbol, Any} + + # Default constructor. + function Model(; + mode::ModelMode=Automatic, + backend=nothing, + optimizer=nothing, + bridge_constraints=true) model = new() - # TODO make pretty - model.variabletolowerbound = Dict{MOIVAR,MOILB}() - model.variabletoupperbound = Dict{MOIVAR,MOIUB}() - model.variabletofix = Dict{MOIVAR,MOIFIX}() - model.variabletointegrality = Dict{MOIVAR,MOIINT}() - model.variabletozeroone = Dict{MOIVAR,MOIBIN}() + model.variabletolowerbound = Dict{MOIVAR, MOILB}() + model.variabletoupperbound = Dict{MOIVAR, MOIUB}() + model.variabletofix = Dict{MOIVAR, MOIFIX}() + model.variabletointegrality = Dict{MOIVAR, MOIINT}() + model.variabletozeroone = Dict{MOIVAR, MOIBIN}() model.customnames = VariableRef[] - model.objbound = 0.0 - model.objval = 0.0 if backend != nothing - # TODO: It would make more sense to not force users to specify Direct mode if they also provide a backend. + # TODO: It would make more sense to not force users to specify + # Direct mode if they also provide a backend. @assert mode == Direct @assert optimizer === nothing @assert MOI.isempty(backend) model.moibackend = backend else @assert mode != Direct - caching_optimizer = MOIU.CachingOptimizer(MOIU.UniversalFallback(JuMPMOIModel{Float64}()), mode == Automatic ? MOIU.Automatic : MOIU.Manual) + universal_fallback = MOIU.UniversalFallback(JuMPMOIModel{Float64}()) + caching_mode = (mode == Automatic) ? MOIU.Automatic : MOIU.Manual + caching_opt = MOIU.CachingOptimizer(universal_fallback, + caching_mode) if bridge_constraints - model.moibackend = MOI.Bridges.fullbridgeoptimizer(caching_optimizer, Float64) + model.moibackend = MOI.Bridges.fullbridgeoptimizer(caching_opt, + Float64) else - model.moibackend = caching_optimizer + model.moibackend = caching_opt end if optimizer !== nothing MOIU.resetoptimizer!(model, optimizer) end end - model.callbacks = Any[] model.optimizehook = nothing - # model.printhook = nothing model.nlpdata = nothing - model.objdict = Dict{Symbol,Any}() + model.objdict = Dict{Symbol, Any}() model.operator_counter = 0 - model.ext = Dict{Symbol,Any}() - + model.ext = Dict{Symbol, Any}() return model end end @@ -189,16 +175,21 @@ end # `model` field function caching_optimizer(model::Model) if model.moibackend isa MOIU.CachingOptimizer - model.moibackend - elseif model.moibackend isa MOI.Bridges.LazyBridgeOptimizer{<:MOIU.CachingOptimizer} - model.moibackend.model + return model.moibackend + elseif (model.moibackend isa + MOI.Bridges.LazyBridgeOptimizer{<:MOIU.CachingOptimizer}) + return model.moibackend.model else - error("The function `caching_optimizer` cannot be called on a model in `Direct` mode") + error("The function `caching_optimizer` cannot be called on a model " * + "in `Direct` mode.") end end -# Getters/setters +""" + mode(model::Model) +Return mode (Direct, Automatic, Manual) of model. +""" function mode(model::Model) if !(model.moibackend isa MOI.Bridges.LazyBridgeOptimizer{<:MOIU.CachingOptimizer} || model.moibackend isa MOIU.CachingOptimizer) @@ -210,38 +201,44 @@ function mode(model::Model) end end -# Needs to defined by all `AbstractModel` -num_variables(m::Model) = MOI.get(m, MOI.NumberOfVariables()) +""" + num_variables(model::Model) +Returns number of variables in `model`. """ - numnlconstr(m::Model) +num_variables(model::Model) = MOI.get(model, MOI.NumberOfVariables()) -returns the number of nonlinear constraints associated with the `Model m` """ -numnlconstr(m::Model) = m.nlpdata !== nothing ? length(m.nlpdata.nlconstr) : 0 + numnlconstr(model::Model) +Returns the number of nonlinear constraints associated with the `model`. +""" +function numnlconstr(model::Model) + return model.nlpdata !== nothing ? length(model.nlpdata.nlconstr) : 0 +end """ - objectivebound(m::Model) + objectivebound(model::Model) -Return the best known bound on the optimal objective value after a call to `solve`. +Return the best known bound on the optimal objective value after a call to +`optimize(model)`. """ -objectivebound(m::Model) = MOI.get(m, MOI.ObjectiveBound()) +objectivebound(model::Model) = MOI.get(model, MOI.ObjectiveBound()) """ - objectivevalue(m::Model) + objectivevalue(model::Model) -Return the objective value after a call to `solve`. +Return the objective value after a call to `optimize(model)`. """ -objectivevalue(m::Model) = MOI.get(m, MOI.ObjectiveValue()) +objectivevalue(model::Model) = MOI.get(model, MOI.ObjectiveValue()) """ - objectivesense(m::Model) + objectivesense(model::Model) Return the objective sense, `:Min`, `:Max`, or `:Feasibility`. """ -function objectivesense(m::Model) - moisense = MOI.get(m, MOI.ObjectiveSense()) +function objectivesense(model::Model) + moisense = MOI.get(model, MOI.ObjectiveSense()) if moisense == MOI.MinSense return :Min elseif moisense == MOI.MaxSense @@ -252,14 +249,12 @@ function objectivesense(m::Model) end end +# TODO(IainNZ): Document these too. +# TODO(#1381): Implement Base.copy for Model. terminationstatus(m::Model) = MOI.get(m, MOI.TerminationStatus()) primalstatus(m::Model) = MOI.get(m, MOI.PrimalStatus()) dualstatus(m::Model) = MOI.get(m, MOI.DualStatus()) - -# TODO: Implement Base.copy. - setoptimizehook(m::Model, f) = (m.optimizehook = f) -setprinthook(m::Model, f) = (m.printhook = f) #############################################################################