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functions.jl
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functions.jl
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using Test
variable_function_type(::Type{<:MOI.AbstractScalarSet}) = MOI.SingleVariable
variable_function_type(::Type{<:MOI.AbstractVectorSet}) = MOI.VectorOfVariables
"""
eval_variables(varval::Function, f::AbstractFunction)
Returns the value of function `f` if each variable index `vi` is evaluated as
`varval(vi)`. Note that `varval` should return a number, see
[`substitute_variables`](@ref) for a similar function where `varval` returns a
function.
"""
function eval_variables end
eval_variables(varval::Function, f::SVF) = varval(f.variable)
eval_variables(varval::Function, f::VVF) = varval.(f.variables)
function eval_variables(varval::Function, f::SAF)
return mapreduce(t -> eval_term(varval, t), +, f.terms, init = f.constant)
end
function eval_variables(varval::Function, f::VAF)
out = copy(f.constants)
for t in f.terms
out[t.output_index] += eval_term(varval, t.scalar_term)
end
return out
end
function eval_variables(varval::Function, f::SQF)
init = zero(f.constant)
lin = mapreduce(t -> eval_term(varval, t), +, f.affine_terms, init = init)
quad =
mapreduce(t -> eval_term(varval, t), +, f.quadratic_terms, init = init)
return lin + quad + f.constant
end
function eval_variables(varval::Function, f::VQF)
out = copy(f.constants)
for t in f.affine_terms
out[t.output_index] += eval_term(varval, t.scalar_term)
end
for t in f.quadratic_terms
out[t.output_index] += eval_term(varval, t.scalar_term)
end
return out
end
# Affine term
function eval_term(varval::Function, t::MOI.ScalarAffineTerm)
return t.coefficient * varval(t.variable_index)
end
# Quadratic term
function eval_term(varval::Function, t::MOI.ScalarQuadraticTerm)
tval =
t.coefficient * varval(t.variable_index_1) * varval(t.variable_index_2)
return t.variable_index_1 == t.variable_index_2 ? tval / 2 : tval
end
"""
map_indices(index_map::Function, x)
Substitute any [`MOI.VariableIndex`](@ref) (resp. [`MOI.ConstraintIndex`](@ref))
in `x` by the [`MOI.VariableIndex`](@ref) (resp. [`MOI.ConstraintIndex`](@ref))
of the same type given by `index_map(x)`.
This function is used by implementations of [`MOI.copy_to`](@ref) on constraint
functions, attribute values and submittable values hence it needs to be
implemented for custom types that are meant to be used as attribute or
submittable value.
"""
function map_indices end
"""
map_indices(variable_map::AbstractDict{T, T}, x) where {T <: MOI.Index}
Shortcut for `map_indices(vi -> variable_map[vi], x)`.
"""
function map_indices(variable_map::AbstractDict{T,T}, x) where {T<:MOI.Index}
return map_indices(vi -> variable_map[vi], x)
end
const ObjectWithoutIndex = Union{
Nothing,
DataType,
Number,
Enum,
AbstractString,
MOI.AnyAttribute,
MOI.AbstractSet,
Function,
MOI.ModelLike,
Symbol,
}
const ObjectOrTupleWithoutIndex =
Union{ObjectWithoutIndex,Tuple{Vararg{ObjectWithoutIndex}}}
const ObjectOrTupleOrArrayWithoutIndex = Union{
ObjectOrTupleWithoutIndex,
AbstractArray{<:ObjectOrTupleWithoutIndex},
AbstractArray{<:AbstractArray{<:ObjectOrTupleWithoutIndex}},
}
map_indices(::Function, x::ObjectOrTupleOrArrayWithoutIndex) = x
map_indices(index_map::Function, vi::MOI.VariableIndex) = index_map(vi)
map_indices(index_map::Function, ci::MOI.ConstraintIndex) = index_map(ci)
function map_indices(index_map::Function, array::AbstractArray{<:MOI.Index})
return map(index_map, array)
end
map_indices(::Function, block::MOI.NLPBlockData) = block
# Terms
function map_indices(index_map::Function, t::MOI.ScalarAffineTerm)
return MOI.ScalarAffineTerm(t.coefficient, index_map(t.variable_index))
end
function map_indices(index_map::Function, t::MOI.VectorAffineTerm)
return MOI.VectorAffineTerm(
t.output_index,
map_indices(index_map, t.scalar_term),
)
end
function map_indices(index_map::Function, t::MOI.ScalarQuadraticTerm)
inds = index_map.((t.variable_index_1, t.variable_index_2))
return MOI.ScalarQuadraticTerm(t.coefficient, inds...)
end
function map_indices(index_map::Function, t::MOI.VectorQuadraticTerm)
return MOI.VectorQuadraticTerm(
t.output_index,
map_indices(index_map, t.scalar_term),
)
end
# Functions
function map_indices(index_map::Function, f::MOI.SingleVariable)
return MOI.SingleVariable(index_map(f.variable))
end
function map_indices(index_map::Function, f::MOI.VectorOfVariables)
return MOI.VectorOfVariables(index_map.(f.variables))
end
function map_indices(index_map::Function, f::Union{SAF,VAF})
return typeof(f)(map_indices.(index_map, f.terms), MOI.constant(f))
end
function map_indices(index_map::Function, f::Union{SQF,VQF})
lin = map_indices.(index_map, f.affine_terms)
quad = map_indices.(index_map, f.quadratic_terms)
return typeof(f)(lin, quad, MOI.constant(f))
end
# Function changes
function map_indices(
index_map::Function,
change::Union{MOI.ScalarConstantChange,MOI.VectorConstantChange},
)
return change
end
function map_indices(index_map::Function, change::MOI.ScalarCoefficientChange)
return MOI.ScalarCoefficientChange(
index_map(change.variable),
change.new_coefficient,
)
end
function map_indices(index_map::Function, change::MOI.MultirowChange)
return MOI.MultirowChange(
index_map(change.variable),
change.new_coefficients,
)
end
# For performance reason, we assume that the type of the function does not
# change in `substitute_variables`.
"""
substitute_variables(variable_map::Function, x)
Substitute any [`MOI.VariableIndex`](@ref) in `x` by `variable_map(x)`. The
`variable_map` function returns either [`MOI.SingleVariable`](@ref) or
[`MOI.ScalarAffineFunction`](@ref), see [`eval_variables`](@ref) for a similar
function where `variable_map` returns a number.
This function is used by bridge optimizers on constraint functions, attribute
values and submittable values when at least one variable bridge is used hence it
needs to be implemented for custom types that are meant to be used as attribute
or submittable value.
"""
function substitute_variables end
substitute_variables(::Function, x::ObjectOrTupleOrArrayWithoutIndex) = x
substitute_variables(::Function, block::MOI.NLPBlockData) = block
# Used when submitting `HeuristicSolution`.
function substitute_variables(
variable_map::Function,
vis::Vector{MOI.VariableIndex},
)
return substitute_variables.(variable_map, vis)
end
function substitute_variables(variable_map::Function, vi::MOI.VariableIndex)
func = variable_map(vi)
if func != MOI.SingleVariable(vi)
error("Cannot substitute `$vi` as it is bridged into `$func`.")
end
return vi
end
function substitute_variables(
variable_map::Function,
term::MOI.ScalarQuadraticTerm{T},
) where {T}
# We could have `T = Complex{Float64}` and `variable_map(term.variable_index)`
# be a `MOI.ScalarAffineFunction{Float64}` with the Hermitian to PSD bridge.
# We convert to `MOI.ScalarAffineFunction{T}` to avoid any issue.
f1::MOI.ScalarAffineFunction{T} = variable_map(term.variable_index_1)
f2::MOI.ScalarAffineFunction{T} = variable_map(term.variable_index_2)
f12 = operate(*, T, f1, f2)::MOI.ScalarQuadraticFunction{T}
coef = term.coefficient
# The quadratic terms are evaluated as x'Qx/2 so a diagonal term should
# be divided by 2 while an off-diagonal term appears twice in the matrix
# and is divided by 2 so it stays the same.
if term.variable_index_1 == term.variable_index_2
coef /= 2
end
return operate!(*, T, f12, coef)
end
function substitute_variables(
variable_map::Function,
term::MOI.ScalarAffineTerm{T},
) where {T}
# See comment for `term::MOI.ScalarQuadraticTerm` for the conversion.
func::MOI.ScalarAffineFunction{T} = variable_map(term.variable_index)
return operate(*, T, term.coefficient, func)::MOI.ScalarAffineFunction{T}
end
function substitute_variables(
variable_map::Function,
func::MOI.ScalarAffineFunction{T},
) where {T}
g = MOI.ScalarAffineFunction(MOI.ScalarAffineTerm{T}[], MOI.constant(func))
for term in func.terms
operate!(
+,
T,
g,
substitute_variables(variable_map, term),
)::typeof(func)
end
return g
end
function substitute_variables(
variable_map::Function,
func::MOI.VectorAffineFunction{T},
) where {T}
g = MOI.VectorAffineFunction(
MOI.VectorAffineTerm{T}[],
copy(MOI.constant(func)),
)
for term in func.terms
sub = substitute_variables(variable_map, term.scalar_term)
operate_output_index!(+, T, term.output_index, g, sub)::typeof(func)
end
return g
end
function substitute_variables(
variable_map::Function,
func::MOI.ScalarQuadraticFunction{T},
) where {T}
g = MOI.ScalarQuadraticFunction(
MOI.ScalarAffineTerm{T}[],
MOI.ScalarQuadraticTerm{T}[],
MOI.constant(func),
)
for term in func.affine_terms
operate!(
+,
T,
g,
substitute_variables(variable_map, term),
)::typeof(func)
end
for term in func.quadratic_terms
operate!(
+,
T,
g,
substitute_variables(variable_map, term),
)::typeof(func)
end
return g
end
function substitute_variables(
variable_map::Function,
func::MOI.VectorQuadraticFunction{T},
) where {T}
g = MOI.VectorQuadraticFunction(
MOI.VectorAffineTerm{T}[],
MOI.VectorQuadraticTerm{T}[],
copy(MOI.constant(func)),
)
for term in func.affine_terms
sub = substitute_variables(variable_map, term.scalar_term)
operate_output_index!(+, T, term.output_index, g, sub)::typeof(func)
end
for term in func.quadratic_terms
sub = substitute_variables(variable_map, term.scalar_term)
operate_output_index!(+, T, term.output_index, g, sub)::typeof(func)
end
return g
end
# Vector of constants
constant_vector(f::Union{SAF,SQF}) = [f.constant]
constant_vector(f::Union{VAF,VQF}) = f.constants
# Implements iterator interface
"""
scalar_type(F::Type{<:MOI.AbstractVectorFunction})
Type of functions obtained by indexing objects obtained by calling `eachscalar`
on functions of type `F`.
"""
function scalar_type end
scalar_type(::Type{MOI.VectorOfVariables}) = MOI.SingleVariable
function scalar_type(::Type{MOI.VectorAffineFunction{T}}) where {T}
return MOI.ScalarAffineFunction{T}
end
function scalar_type(::Type{MOI.VectorQuadraticFunction{T}}) where {T}
return MOI.ScalarQuadraticFunction{T}
end
struct ScalarFunctionIterator{F<:MOI.AbstractVectorFunction}
f::F
end
eachscalar(f::MOI.AbstractVectorFunction) = ScalarFunctionIterator(f)
eachscalar(f::AbstractVector) = f
function Base.iterate(it::ScalarFunctionIterator, state = 1)
if state > length(it)
return nothing
else
return (it[state], state + 1)
end
end
function Base.length(it::ScalarFunctionIterator{<:MOI.AbstractVectorFunction})
return MOI.output_dimension(it.f)
end
Base.eltype(it::ScalarFunctionIterator{VVF}) = SVF
Base.eltype(it::ScalarFunctionIterator{VAF{T}}) where {T} = SAF{T}
Base.eltype(it::ScalarFunctionIterator{VQF{T}}) where {T} = SQF{T}
Base.lastindex(it::ScalarFunctionIterator) = length(it)
# Define getindex for Vector functions
function Base.getindex(
it::ScalarFunctionIterator{MOI.VectorOfVariables},
i::Integer,
)
return MOI.SingleVariable(it.f.variables[i])
end
# Returns the scalar terms of output_index i
function scalar_terms_at_index(
terms::Vector{<:Union{MOI.VectorAffineTerm,MOI.VectorQuadraticTerm}},
i::Int,
)
return [term.scalar_term for term in terms if term.output_index == i]
end
function Base.getindex(it::ScalarFunctionIterator{<:VAF}, i::Integer)
return SAF(scalar_terms_at_index(it.f.terms, i), it.f.constants[i])
end
function Base.getindex(it::ScalarFunctionIterator{<:VQF}, i::Integer)
lin = scalar_terms_at_index(it.f.affine_terms, i)
quad = scalar_terms_at_index(it.f.quadratic_terms, i)
return SQF(lin, quad, it.f.constants[i])
end
function Base.getindex(
it::ScalarFunctionIterator{MOI.VectorOfVariables},
I::AbstractVector,
)
return MOI.VectorOfVariables(it.f.variables[I])
end
function Base.getindex(
it::ScalarFunctionIterator{VAF{T}},
I::AbstractVector,
) where {T}
terms = MOI.VectorAffineTerm{T}[]
# assume at least one term per index
sizehint!(terms, length(I))
constant = it.f.constants[I]
for term in it.f.terms
idx = findfirst(Base.Fix1(==, term.output_index), I)
if idx !== nothing
push!(terms, MOI.VectorAffineTerm(idx, term.scalar_term))
end
end
return VAF(terms, constant)
end
function Base.getindex(
it::ScalarFunctionIterator{VQF{T}},
I::AbstractVector,
) where {T}
affine_terms = MOI.VectorAffineTerm{T}[]
quadratic_terms = MOI.VectorQuadraticTerm{T}[]
constant = Vector{T}(undef, length(I))
for (i, j) in enumerate(I)
g = it[j]
append!(
affine_terms,
map(t -> MOI.VectorAffineTerm(i, t), g.affine_terms),
)
append!(
quadratic_terms,
map(t -> MOI.VectorQuadraticTerm(i, t), g.quadratic_terms),
)
constant[i] = g.constant
end
return VQF(affine_terms, quadratic_terms, constant)
end
function zero_with_output_dimension(::Type{Vector{T}}, n::Integer) where {T}
return zeros(T, n)
end
function zero_with_output_dimension(
::Type{MOI.VectorAffineFunction{T}},
n::Integer,
) where {T}
return MOI.VectorAffineFunction{T}(MOI.VectorAffineTerm{T}[], zeros(T, n))
end
function zero_with_output_dimension(
::Type{MOI.VectorQuadraticFunction{T}},
n::Integer,
) where {T}
return MOI.VectorQuadraticFunction{T}(
MOI.VectorAffineTerm{T}[],
MOI.VectorQuadraticTerm{T}[],
zeros(T, n),
)
end
"""
unsafe_add(t1::MOI.ScalarAffineTerm, t2::MOI.ScalarAffineTerm)
Sums the coefficients of `t1` and `t2` and returns an output `MOI.ScalarAffineTerm`. It is unsafe because it uses the `variable_index` of `t1` as the `variable_index` of the output without checking that it is equal to that of `t2`.
"""
function unsafe_add(t1::MOI.ScalarAffineTerm, t2::MOI.ScalarAffineTerm)
return MOI.ScalarAffineTerm(
t1.coefficient + t2.coefficient,
t1.variable_index,
)
end
"""
unsafe_add(t1::MOI.ScalarQuadraticTerm, t2::MOI.ScalarQuadraticTerm)
Sums the coefficients of `t1` and `t2` and returns an output
`MOI.ScalarQuadraticTerm`. It is unsafe because it uses the `variable_index`'s
of `t1` as the `variable_index`'s of the output without checking that they are
the same (up to permutation) to those of `t2`.
"""
function unsafe_add(t1::MOI.ScalarQuadraticTerm, t2::MOI.ScalarQuadraticTerm)
return MOI.ScalarQuadraticTerm(
t1.coefficient + t2.coefficient,
t1.variable_index_1,
t1.variable_index_2,
)
end
"""
unsafe_add(t1::MOI.VectorAffineTerm, t2::MOI.VectorAffineTerm)
Sums the coefficients of `t1` and `t2` and returns an output `MOI.VectorAffineTerm`. It is unsafe because it uses the `output_index` and `variable_index` of `t1` as the `output_index` and `variable_index` of the output term without checking that they are equal to those of `t2`.
"""
function unsafe_add(
t1::VT,
t2::VT,
) where {VT<:Union{MOI.VectorAffineTerm,MOI.VectorQuadraticTerm}}
scalar_term = unsafe_add(t1.scalar_term, t2.scalar_term)
return VT(t1.output_index, scalar_term)
end
is_canonical(::Union{MOI.SingleVariable,MOI.VectorOfVariables}) = true
"""
is_canonical(f::Union{ScalarAffineFunction, VectorAffineFunction})
Returns a Bool indicating whether the function is in canonical form.
See [`canonical`](@ref).
"""
function is_canonical(f::Union{SAF,VAF})
return is_strictly_sorted(
f.terms,
MOI.term_indices,
t -> !iszero(MOI.coefficient(t)),
)
end
"""
is_canonical(f::Union{ScalarQuadraticFunction, VectorQuadraticFunction})
Returns a Bool indicating whether the function is in canonical form.
See [`canonical`](@ref).
"""
function is_canonical(f::Union{SQF,VQF})
v = is_strictly_sorted(
f.affine_terms,
MOI.term_indices,
t -> !iszero(MOI.coefficient(t)),
)
return v &= is_strictly_sorted(
f.quadratic_terms,
MOI.term_indices,
t -> !iszero(MOI.coefficient(t)),
)
end
"""
is_strictly_sorted(x::AbstractVector, by, filter)
Returns `true` if `by(x[i]) < by(x[i + 1])` and `filter(x[i]) == true` for
all indices i.
"""
function is_strictly_sorted(x::AbstractVector, by, filter)
if isempty(x)
return true
end
if !filter(first(x))
return false
end
for i in eachindex(x)[2:end]
if by(x[i]) <= by(x[i-1])
return false
end
if !filter(x[i])
return false
end
end
return true
end
"""
canonical(f::Union{ScalarAffineFunction, VectorAffineFunction,
ScalarQuadraticFunction, VectorQuadraticFunction})
Returns the function in a canonical form, i.e.
* A term appear only once.
* The coefficients are nonzero.
* The terms appear in increasing order of variable where there the order of the variables is the order of their value.
* For a `AbstractVectorFunction`, the terms are sorted in ascending order of output index.
The output of `canonical` can be assumed to be a copy of `f`, even for `VectorOfVariables`.
### Examples
If `x` (resp. `y`, `z`) is `VariableIndex(1)` (resp. 2, 3).
The canonical representation of `ScalarAffineFunction([y, x, z, x, z], [2, 1, 3, -2, -3], 5)` is `ScalarAffineFunction([x, y], [-1, 2], 5)`.
"""
canonical(f::MOI.AbstractFunction) = canonicalize!(copy(f))
canonicalize!(f::Union{MOI.VectorOfVariables,MOI.SingleVariable}) = f
"""
canonicalize!(f::Union{ScalarAffineFunction, VectorAffineFunction})
Convert a function to canonical form in-place, without allocating a copy to hold
the result. See [`canonical`](@ref).
"""
function canonicalize!(f::Union{SAF,VAF})
sort_and_compress!(
f.terms,
MOI.term_indices,
t -> !iszero(MOI.coefficient(t)),
unsafe_add,
)
return f
end
"""
canonicalize!(f::Union{ScalarQuadraticFunction, VectorQuadraticFunction})
Convert a function to canonical form in-place, without allocating a copy to hold
the result. See [`canonical`](@ref).
"""
function canonicalize!(f::Union{SQF,VQF})
sort_and_compress!(
f.affine_terms,
MOI.term_indices,
t -> !iszero(MOI.coefficient(t)),
unsafe_add,
)
sort_and_compress!(
f.quadratic_terms,
MOI.term_indices,
t -> !iszero(MOI.coefficient(t)),
unsafe_add,
)
return f
end
"""
sort_and_compress!(x::AbstractVector, by::Function, keep::Function, combine::Function)
Sort the vector `x` in-place using `by` as the function from elements to comparable keys, then
combine all entries for which `by(x[i]) == by(x[j])` using the function `x[i] = combine(x[i], x[j])`,
and remove any entries for which `keep(x[i]) == false`. This may result in `x` being resized to
a shorter length.
"""
function sort_and_compress!(x::AbstractVector, by, keep, combine)
if length(x) > 0
sort!(
x,
QuickSort,
Base.Order.ord(isless, by, false, Base.Sort.Forward),
)
i1 = firstindex(x)
for i2 in eachindex(x)[2:end]
if by(x[i1]) == by(x[i2])
x[i1] = combine(x[i1], x[i2])
else
if !keep(x[i1])
x[i1] = x[i2]
else
x[i1+1] = x[i2]
i1 += 1
end
end
end
if !keep(x[i1])
i1 -= 1
end
resize!(x, i1)
end
return x
end
function test_variablenames_equal(model, variablenames)
seen_name = Dict(name => false for name in variablenames)
for index in MOI.get(model, MOI.ListOfVariableIndices())
vname = MOI.get(model, MOI.VariableName(), index)
if !haskey(seen_name, vname)
error("Variable with name $vname present in model but not expected list of variable names.")
end
if seen_name[vname]
error("Variable with name $vname present twice in model (shouldn't happen!)")
end
seen_name[vname] = true
end
for (vname, seen) in seen_name
if !seen
error("Did not find variable with name $vname in instance.")
end
end
end
function test_constraintnames_equal(model, constraintnames)
seen_name = Dict(name => false for name in constraintnames)
for (F, S) in MOI.get(model, MOI.ListOfConstraints())
for index in MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
cname = MOI.get(model, MOI.ConstraintName(), index)
if !haskey(seen_name, cname)
error("Constraint with name $cname present in model but not expected list of constraint names.")
end
if seen_name[cname]
error("Constraint with name $cname present twice in model (shouldn't happen!)")
end
seen_name[cname] = true
end
end
for (cname, seen) in seen_name
if !seen
error("Did not find constraint with name $cname in instance.")
end
end
end
"""
all_coefficients(p::Function, f::MOI.AbstractFunction)
Determine whether predicate `p` returns `true` for all coefficients of `f`,
returning `false` as soon as the first coefficient of `f` for which `p`
returns `false` is encountered (short-circuiting). Similar to `all`.
"""
function all_coefficients end
function all_coefficients(p::Function, f::MOI.ScalarAffineFunction)
return p(f.constant) && all(t -> p(MOI.coefficient(t)), f.terms)
end
function all_coefficients(p::Function, f::MOI.ScalarQuadraticFunction)
return p(f.constant) &&
all(t -> p(MOI.coefficient(t)), f.affine_terms) &&
all(t -> p(MOI.coefficient(t)), f.quadratic_terms)
end
"""
isapprox_zero(f::MOI.AbstractFunction, tol)
Return a `Bool` indicating whether the function `f` is approximately zero using
`tol` as a tolerance.
## Important note
This function assumes that `f` does not contain any duplicate terms, you might
want to first call [`canonical`](@ref) if that is not guaranteed.
For instance, given
```julia
f = MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.([1, -1], [x, x]), 0)`.
```
then `isapprox_zero(f)` is `false` but `isapprox_zero(MOIU.canonical(f))` is
`true`.
"""
function isapprox_zero end
isapprox_zero(α::AbstractFloat, tol) = -tol <= α <= tol
isapprox_zero(α::Union{Integer,Rational}, tol) = iszero(α)
function isapprox_zero(f::MOI.AbstractFunction, tol)
return all_coefficients(α -> isapprox_zero(α, tol), f)
end
_is_constant(f::MOI.ScalarAffineFunction) = isempty(f.terms)
function _is_constant(f::MOI.ScalarQuadraticFunction)
return isempty(f.affine_terms) && isempty(f.quadratic_terms)
end
Base.iszero(::MOI.SingleVariable) = false
function Base.iszero(
f::Union{MOI.ScalarAffineFunction,MOI.ScalarQuadraticFunction},
)
return iszero(MOI.constant(f)) && _is_constant(canonical(f))
end
Base.isone(::MOI.SingleVariable) = false
function Base.isone(
f::Union{MOI.ScalarAffineFunction,MOI.ScalarQuadraticFunction},
)
return isone(MOI.constant(f)) && _is_constant(canonical(f))
end
"""
test_models_equal(model1::ModelLike, model2::ModelLike, variablenames::Vector{String}, constraintnames::Vector{String})
Test that `model1` and `model2` are identical using `variablenames` as as keys for the variable names and `constraintnames` as keys for the constraint names. Uses `Base.Test` macros.
"""
function test_models_equal(
model1::MOI.ModelLike,
model2::MOI.ModelLike,
variablenames::Vector{String},
constraintnames::Vector{String},
)
# TODO: give test-friendly feedback instead of errors?
test_variablenames_equal(model1, variablenames)
test_variablenames_equal(model2, variablenames)
test_constraintnames_equal(model1, constraintnames)
test_constraintnames_equal(model2, constraintnames)
variablemap_2to1 = Dict{VI,VI}()
for vname in variablenames
index1 = MOI.get(model1, VI, vname)
index2 = MOI.get(model2, VI, vname)
variablemap_2to1[index2] = index1
end
for cname in constraintnames
index1 = MOI.get(model1, CI, cname)
index2 = MOI.get(model2, CI, cname)
f1 = MOI.get(model1, MOI.ConstraintFunction(), index1)
f2 = MOI.get(model2, MOI.ConstraintFunction(), index2)
s1 = MOI.get(model1, MOI.ConstraintSet(), index1)
s2 = MOI.get(model2, MOI.ConstraintSet(), index2)
@test isapprox(f1, map_indices(variablemap_2to1, f2))
@test s1 == s2
end
attrs1 = MOI.get(model1, MOI.ListOfModelAttributesSet())
attrs2 = MOI.get(model2, MOI.ListOfModelAttributesSet())
attr_list = attrs1 ∪ attrs2
for attr in attr_list
value1 = MOI.get(model1, attr)
value2 = MOI.get(model2, attr)
if value1 isa MOI.AbstractFunction
@test value2 isa MOI.AbstractFunction
@test isapprox(value1, map_indices(variablemap_2to1, value2))
else
@test !(value2 isa MOI.AbstractFunction)
@test value1 == value2
end
end
end
_keep_all(keep::Function, v::MOI.VariableIndex) = keep(v)
_keep_all(keep::Function, t::MOI.ScalarAffineTerm) = keep(t.variable_index)
function _keep_all(keep::Function, t::MOI.ScalarQuadraticTerm)
return keep(t.variable_index_1) && keep(t.variable_index_2)
end
function _keep_all(
keep::Function,
t::Union{MOI.VectorAffineTerm,MOI.VectorQuadraticTerm},
)
return _keep_all(keep, t.scalar_term)
end
# Removes terms or variables in `vis_or_terms` that contains the variable of index `vi`
function _filter_variables(keep::Function, variables_or_terms::Vector)
return filter(el -> _keep_all(keep, el), variables_or_terms)
end
"""
filter_variables(keep::Function, f::AbstractFunction)
Return a new function `f` with the variable `vi` such that `!keep(vi)` removed.
"""
function filter_variables end
function filter_variables(keep::Function, f::MOI.SingleVariable)
if !keep(f.variable)
error(
"Cannot remove variable from a `SingleVariable` function of the",
" same variable.",
)
end
return f
end
function filter_variables(keep::Function, f::MOI.VectorOfVariables)
return MOI.VectorOfVariables(_filter_variables(keep, f.variables))
end
function filter_variables(
keep::Function,
f::Union{MOI.ScalarAffineFunction,MOI.VectorAffineFunction},
)
return typeof(f)(_filter_variables(keep, f.terms), MOI.constant(f))
end
function filter_variables(
keep,
f::Union{MOI.ScalarQuadraticFunction,MOI.VectorQuadraticFunction},
)
return typeof(f)(
_filter_variables(keep, f.affine_terms),
_filter_variables(keep, f.quadratic_terms),
MOI.constant(f),
)
end
"""
remove_variable(f::AbstractFunction, vi::VariableIndex)
Return a new function `f` with the variable vi removed.
"""
function remove_variable(f::MOI.AbstractFunction, vi::MOI.VariableIndex)
return filter_variables(v -> v != vi, f)
end
function remove_variable(
f::MOI.AbstractFunction,
vis::Vector{MOI.VariableIndex},
)
# Create a `Set` to test membership in `vis` in O(1).
set = Set(vis)
return filter_variables(vi -> !(vi in set), f)
end
"""
modify_function(f::AbstractFunction, change::AbstractFunctionModification)
Return a new function `f` modified according to `change`.
"""
function modify_function(f::SAF, change::MOI.ScalarConstantChange)
return SAF(f.terms, change.new_constant)
end
function modify_function(f::VAF, change::MOI.VectorConstantChange)
return VAF(f.terms, change.new_constant)
end
function modify_function(f::SQF, change::MOI.ScalarConstantChange)
return SQF(f.affine_terms, f.quadratic_terms, change.new_constant)
end
function modify_function(f::VQF, change::MOI.VectorConstantChange)
return VQF(f.affine_terms, f.quadratic_terms, change.new_constant)
end
function _modifycoefficient(
terms::Vector{MOI.ScalarAffineTerm{T}},
variable::MOI.VariableIndex,
new_coefficient::T,
) where {T}
terms = copy(terms)
i = something(findfirst(t -> t.variable_index == variable, terms), 0)
if iszero(i) # The variable was not already in the function
if !iszero(new_coefficient)
push!(terms, MOI.ScalarAffineTerm(new_coefficient, variable))
end
else # The variable was already in the function
if iszero(new_coefficient)
deleteat!(terms, i)
else
terms[i] = MOI.ScalarAffineTerm(new_coefficient, variable)
end
# To account for duplicates, we need to delete any other instances of
# `variable` in `terms`.
for j = length(terms):-1:(i + 1)
if terms[j].variable_index == variable
deleteat!(terms, j)
end
end
end
return terms
end
function modify_function(
f::MOI.ScalarAffineFunction{T},
change::MOI.ScalarCoefficientChange{T},
) where {T}
terms = _modifycoefficient(f.terms, change.variable, change.new_coefficient)
return MOI.ScalarAffineFunction(terms, f.constant)
end
function modify_function(
f::MOI.ScalarQuadraticFunction{T},
change::MOI.ScalarCoefficientChange{T},
) where {T}
terms = _modifycoefficient(
f.affine_terms,
change.variable,
change.new_coefficient,
)
return MOI.ScalarQuadraticFunction(terms, f.quadratic_terms, f.constant)
end
function _modifycoefficients(
terms::Vector{MOI.VectorAffineTerm{T}},
variable::MOI.VariableIndex,
new_coefficients::Vector{Tuple{Int64,T}},
) where {T}
terms = copy(terms)
coef_dict = Dict(k => v for (k, v) in new_coefficients)
elements_to_delete = Int[]
for (i, term) in enumerate(terms)
if term.scalar_term.variable_index != variable
continue
end
new_coef = Base.get(coef_dict, term.output_index, nothing)
if new_coef === nothing
continue
elseif iszero(new_coef)
push!(elements_to_delete, i)
else
terms[i] = MOI.VectorAffineTerm(
term.output_index,
MOI.ScalarAffineTerm(new_coef, variable),
)
# Set the coefficient to 0.0 so we don't add duplicates.
coef_dict[term.output_index] = zero(T)
end
end
deleteat!(terms, elements_to_delete)
# Add elements that were not previously in `terms`.
for (k, v) in coef_dict
if iszero(v)
continue
end
push!(terms, MOI.VectorAffineTerm(k, MOI.ScalarAffineTerm(v, variable)))
end
return terms
end
function modify_function(
f::MOI.VectorAffineFunction{T},
change::MOI.MultirowChange{T},
) where {T}
terms = _modifycoefficients(
f.terms,
change.variable,
change.new_coefficients,
)
return MOI.VectorAffineFunction(terms, f.constants)
end
function modify_function(
f::MOI.VectorQuadraticFunction{T},
change::MOI.MultirowChange{T},
) where {T}
terms = _modifycoefficients(
f.affine_terms,
change.variable,
change.new_coefficients,
)
return MOI.VectorQuadraticFunction(terms, f.quadratic_terms, f.constants)
end
# Arithmetic
"""
operate(op::Function, ::Type{T},
args::Union{T, MOI.AbstractFunction}...)::MOI.AbstractFunction where T
Returns an `MOI.AbstractFunction` representing the function resulting from the
operation `op(args...)` on functions of coefficient type `T`. No argument can be
modified.
"""
function operate end
# Without `<:Number`, Julia v1.1.1 fails at precompilation with a StackOverflowError.
function operate(
op::Function,
::Type{T},
α::Union{T,AbstractVector{T}}...,
) where {T<:Number}
return op(α...)
end
"""
operate!(op::Function, ::Type{T},
args::Union{T, MOI.AbstractFunction}...)::MOI.AbstractFunction where T
Returns an `MOI.AbstractFunction` representing the function resulting from the
operation `op(args...)` on functions of coefficient type `T`. The first argument