MOI looking for MIP in LP problem

[jd-lara]

I am trying to solve an LP problem with several linear solvers, GLPK and Clp and I am getting this error as if the solver was trying to find Integer Variables. However, if I use Ipopt then the model runs which indicate is not a model specification problem. I have checked that all my variables have a start value consistently also.

MethodError: no method matching add_mip_starts!(::Clp.Optimizer, ::Array{Int64,1}, ::Array{Float64,1})

Stacktrace:
 [1] set(::Clp.Optimizer, ::MathOptInterface.VariablePrimalStart, ::Array{MathOptInterface.VariableIndex,1}, ::Array{Float64,1}) at /Users/jdlara/.julia/packages/LinQuadOptInterface/RY8jg/src/variables.jl:189
 [2] _pass_attributes(::Clp.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::Bool, ::MathOptInterface.Utilities.IndexMap, ::Array{MathOptInterface.AbstractVariableAttribute,1}, ::Tuple{DataType}, ::Tuple{Array{MathOptInterface.VariableIndex,1}}, ::Tuple{Array{MathOptInterface.VariableIndex,1}}, ::typeof(MathOptInterface.set)) at /Users/jdlara/.julia/packages/MathOptInterface/62rhX/src/Utilities/copy.jl:59
 [3] pass_attributes at /Users/jdlara/.julia/packages/MathOptInterface/62rhX/src/Utilities/copy.jl:46 [inlined]
 [4] pass_attributes at /Users/jdlara/.julia/packages/MathOptInterface/62rhX/src/Utilities/copy.jl:44 [inlined]
 [5] default_copy_to(::Clp.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::Bool) at /Users/jdlara/.julia/packages/MathOptInterface/62rhX/src/Utilities/copy.jl:101
 [6] #copy_to#71 at /Users/jdlara/.julia/packages/LinQuadOptInterface/RY8jg/src/copy.jl:6 [inlined]
 [7] (::getfield(MathOptInterface, Symbol("#kw##copy_to")))(::NamedTuple{(:copy_names,),Tuple{Bool}}, ::typeof(MathOptInterface.copy_to), ::Clp.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}) at ./none:0
 [8] attachoptimizer!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}}) at /Users/jdlara/.julia/packages/MathOptInterface/62rhX/src/Utilities/cachingoptimizer.jl:125
 [9] optimize!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}}) at /Users/jdlara/.julia/packages/MathOptInterface/62rhX/src/Utilities/cachingoptimizer.jl:158
 [10] optimize!(::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}},MathOptInterface.Bridges.AllBridgedConstraints{Float64}}) at /Users/jdlara/.julia/packages/MathOptInterface/62rhX/src/Bridges/bridgeoptimizer.jl:73
 [11] #optimize!#94(::Bool, ::Function, ::Model, ::Nothing) at /Users/jdlara/.julia/packages/JuMP/LjMor/src/optimizer_interface.jl:65
 [12] optimize! at /Users/jdlara/.julia/packages/JuMP/LjMor/src/optimizer_interface.jl:42 [inlined] (repeats 2 times)
 [13] top-level scope at In[16]:1

Trying with ECOS gives a different error

MethodError: no method matching allocate(::ECOS.Optimizer, ::MathOptInterface.VariablePrimalStart, ::MathOptInterface.VariableIndex, ::Float64)
Closest candidates are:
  allocate(!Matched::MathOptInterface.Utilities.AbstractModel, ::Any...) at /Users/jdlara/.julia/packages/MathOptInterface/62rhX/src/Utilities/model.jl:339
  allocate(!Matched::MathOptInterface.Utilities.MockOptimizer, ::Union{AbstractConstraintAttribute, AbstractModelAttribute, AbstractOptimizerAttribute, AbstractVariableAttribute}, ::Union{VariableIndex, ConstraintIndex}, ::Any) at /Users/jdlara/.julia/packages/MathOptInterface/62rhX/src/Utilities/mockoptimizer.jl:286
  allocate(::MathOptInterface.ModelLike, ::Union{AbstractConstraintAttribute, AbstractVariableAttribute}, !Matched::Array{T,1} where T, !Matched::Array{T,1} where T) at /Users/jdlara/.julia/packages/MathOptInterface/62rhX/src/Utilities/copy.jl:156
  ...

[blegat]

Starting values are not implemented for ECOS yet, the error message says that if you use MOI master :)

cc @IssamT for Clp

[jd-lara]

@blegat thanks, I am using the tagged version of JuMP. Something happened that all the LP solvers (that support start values) broke.

[IssamT]

@jd-lara, could you please send a MWE reproducing this error?

[IssamT]

Oh, I just noticed that you are using MOI. Clp and GLPK implement the LQOI interface and apparently they haven't implemented add_mip_starts! yet.

ECOS gives a different error because it doesn't use LQOI for implementing MOI.

[IssamT]

While trying to reproduce this error, I had a different error because I didn't set the start of all variables.

ERROR: LoadError: KeyError: key MathOptInterface.VariableIndex(1) not found
Stacktrace:
 [1] copy(::Base.Broadcast.Broadcasted{Base.Broadcast.DefaultArrayStyle{1},Tuple{Base.OneTo{Int64}},typeof(MathOptInterface.get),Tuple{Base.RefValue{MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}},Base.RefValue{MathOptInterface.VariablePrimalStart},Array{MathOptInterface.VariableIndex,1}}}) at ./dict.jl:478
 [2] materialize at ./broadcast.jl:724 [inlined]
 [3] get(::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::MathOptInterface.VariablePrimalStart, ::Array{MathOptInterface.VariableIndex,1}) at /Users/itahiri/.julia/dev/MathOptInterface/src/attributes.jl:195
 [4] _pass_attributes(::Clp.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::Bool, ::MathOptInterface.Utilities.IndexMap, ::Array{MathOptInterface.AbstractVariableAttribute,1}, ::Tuple{DataType}, ::Tuple{Array{MathOptInterface.VariableIndex,1}}, ::Tuple{Array{MathOptInterface.VariableIndex,1}}, ::typeof(MathOptInterface.set)) at /Users/itahiri/.julia/dev/MathOptInterface/src/Utilities/copy.jl:62
 [5] pass_attributes(::Clp.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::Bool, ::MathOptInterface.Utilities.IndexMap, ::Array{MathOptInterface.VariableIndex,1}, ::Function) at /Users/itahiri/.julia/dev/MathOptInterface/src/Utilities/copy.jl:49
 [6] pass_attributes at /Users/itahiri/.julia/dev/MathOptInterface/src/Utilities/copy.jl:44 [inlined]
 [7] default_copy_to(::Clp.Optimizer, ::MathOptInterface.Utilities.UniversalFallback{JuMP.JuMPMOIModel{Float64}}, ::Bool) at /Users/itahiri/.julia/dev/MathOptInterface/src/Utilities/copy.jl:104
 [8] #copy_to#71 at /Users/itahiri/.julia/dev/LinQuadOptInterface/src/copy.jl:7 [inlined]

The following example raises that error:

using JuMP
using Clp

m = Model(with_optimizer(Clp.Optimizer))

@variable(m, 0 <= x <= 1)
@variable(m, 0 <= y <= 1)
@variable(m, 0 <= z <= 1, start=1.0)
@constraint(m, x + y + z >= 1)
@objective(m, Min, 2x + y + z)

JuMP.optimize!(m)

The error I was getting is due to the fact MOI's default_copy assumes that if a variables has an attribute then this attribute should be defined for all the variables. Isn't this a strong assumption?

When defining the start value of all variables, then I get the same error in the issue and it should be fixed with this PR jump-dev/Clp.jl#44

[blegat]

The error I was getting is due to the fact MOI's default_copy assumes that if a variables has an attribute then this attribute should be defined for all the variables. Isn't this a strong assumption?

See #1460

[odow]

Is this now a duplicate of #1460?

[blegat]

I have opened issues to corresponding repo:
jump-dev/ECOS.jl#79
jump-dev/Clp.jl#44
jump-dev/GLPK.jl#82
JuliaOpt/LinQuadOptInterface.jl#70

We can close this.