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Add Variable.ZerosBridge
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7 files changed

+269
-6
lines changed

7 files changed

+269
-6
lines changed

‎src/Bridges/Variable/Variable.jl‎

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@@ -14,4 +14,8 @@ include("map.jl")
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# Bridge optimizer bridging a specific variable bridge
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include("single_bridge_optimizer.jl")
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# Variable bridges
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include("zeros.jl")
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const Zeros{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{ZerosBridge{T}, OT}
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end

‎src/Bridges/Variable/zeros.jl‎

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@@ -0,0 +1,63 @@
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"""
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ZerosBridge{T} <: Bridges.Variable.AbstractBridge
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Transforms constrained variables in [`MathOptInterface.Zeros`](@ref) to zeros,
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which ends up creating no variables in the underlying model.
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The bridged variables are therefore similar to parameters with zero values.
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Parameters with non-zero value can be created with constrained variables in
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[`MOI.EqualTo`](@ref) by combining a [`VectorizeBridge`](@ref) and this bridge.
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The functions cannot be unbridged, given a function, we cannot determine, if
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the bridged variables were use.
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The dual values cannot be determined by the bridge but they can be determined
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by the bridged optimizer using [`MathOptInterface.Utilities.get_fallback`](@ref)
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if a `CachingOptimizer` is used (since `ConstraintFunction` cannot be got
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as functions cannot be unbridged).
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"""
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struct ZerosBridge{T} <: AbstractBridge
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n::Int # Number of variables
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end
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function bridge_constrained_variable(::Type{ZerosBridge{T}},
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model::MOI.ModelLike,
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set::MOI.Zeros) where T
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return ZerosBridge{T}(MOI.dimension(set))
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end
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function supports_constrained_variable(
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::Type{<:ZerosBridge}, ::Type{MOI.Zeros})
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return true
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end
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function MOIB.added_constrained_variable_types(::Type{<:ZerosBridge})
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return Tuple{DataType}[]
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end
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function MOIB.added_constraint_types(::Type{<:ZerosBridge})
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return Tuple{DataType, DataType}[]
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end
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# Attributes, Bridge acting as a model
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MOI.get(bridge::ZerosBridge, ::MOI.NumberOfVariables) = 0
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function MOI.get(bridge::ZerosBridge, ::MOI.ListOfVariableIndices)
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return MOI.VariableIndex[]
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end
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# References
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function MOI.delete(::MOI.ModelLike, ::ZerosBridge) end
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# Attributes, Bridge acting as a constraint
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function MOI.get(::MOI.ModelLike, ::MOI.ConstraintPrimal,
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bridge::ZerosBridge{T}) where T
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return zeros(T, bridge.n)
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end
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function MOI.get(::MOI.ModelLike, ::MOI.VariablePrimal,
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::ZerosBridge{T}, ::IndexInVector) where T
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return zero(T)
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end
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function MOIB.bridged_function(::ZerosBridge{T}, ::IndexInVector) where T
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return zero(MOI.ScalarAffineFunction{T})
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end
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function unbridged_map(::ZerosBridge, ::MOI.VariableIndex,
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::IndexInVector)
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return nothing
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end

‎src/Bridges/bridge_optimizer.jl‎

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@@ -931,6 +931,13 @@ function bridged_function(b::AbstractBridgeOptimizer,
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end
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return func
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end
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# Shortcut to avoid `Variable.throw_if_cannot_unbridge(Variable.bridges(b))`
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function bridge_function(
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::AbstractBridgeOptimizer,
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value::Union{Number, Enum, AbstractArray{<:Union{Number, Enum}}})
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return value
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end
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934941

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"""
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unbridged_variable_function(b::AbstractBridgeOptimizer,
@@ -975,6 +982,12 @@ function unbridged_function(bridge::AbstractBridgeOptimizer,
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func::Union{MOI.SingleVariable, MOI.VectorOfVariables})
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return func # bridged variables are not allowed in non-bridged constraints
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end
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# Shortcut to avoid `Variable.throw_if_cannot_unbridge(Variable.bridges(b))`
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function unbridged_function(
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::AbstractBridgeOptimizer,
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value::Union{Number, Enum, AbstractArray{<:Union{Number, Enum}}})
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return value
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end
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979992
"""
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unbridged_constraint_function(

‎test/Bridges/Bridges.jl‎

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@@ -6,6 +6,9 @@ end
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@testset "LazyBridgeOptimizer" begin
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include("lazy_bridge_optimizer.jl")
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end
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@testset "Variable bridges" begin
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include("Variable/Variable.jl")
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end
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@testset "Constraint bridges" begin
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include("Constraint/Constraint.jl")
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end

‎test/Bridges/Variable/Variable.jl‎

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Original file line numberDiff line numberDiff line change
@@ -1,3 +1,7 @@
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using Test
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@testset "Map" begin
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include("map.jl")
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end
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@testset "Zeros" begin
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include("zeros.jl")
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end

‎test/Bridges/Variable/zeros.jl‎

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@@ -0,0 +1,121 @@
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using Test
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using MathOptInterface
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const MOI = MathOptInterface
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const MOIT = MathOptInterface.Test
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const MOIU = MathOptInterface.Utilities
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const MOIB = MathOptInterface.Bridges
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include("../utilities.jl")
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mock = MOIU.MockOptimizer(MOIU.Model{Float64}())
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config = MOIT.TestConfig()
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bridged_mock = MOIB.Variable.Zeros{Float64}(mock)
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x, cx = MOI.add_constrained_variable(bridged_mock, MOI.GreaterThan(0.0))
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yz, cyz = MOI.add_constrained_variables(bridged_mock, MOI.Zeros(2))
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y, z = yz
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fx = MOI.SingleVariable(x)
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fy = MOI.SingleVariable(y)
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fz = MOI.SingleVariable(z)
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c1, c2 = MOI.add_constraints(
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bridged_mock, [1.0fy + 1.0fz, 1.0fx + 1.0fy + 1.0fz],
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[MOI.EqualTo(0.0), MOI.GreaterThan(1.0)]
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)
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#c2 = MOI.add_constraint(bridged_mock, , )
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MOI.set(bridged_mock, MOI.ObjectiveSense(), MOI.MIN_SENSE)
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obj = 1.0fx - 1.0fy - 1.0fz
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MOI.set(bridged_mock, MOI.ObjectiveFunction{typeof(obj)}(), obj)
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@test MOIB.Variable.unbridged_map(MOIB.bridge(bridged_mock, y), y, MOIB.Variable.IndexInVector(1)) === nothing
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@test MOIB.Variable.unbridged_map(MOIB.bridge(bridged_mock, z), z, MOIB.Variable.IndexInVector(2)) === nothing
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err = ErrorException(
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"Cannot delete constraint index of bridged constrained variables. Delete" *
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" the scalar variable or the vector of variables instead."
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)
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@test_throws err MOI.delete(bridged_mock, cyz)
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err = ErrorException(
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"Cannot add two `VectorOfVariables`-in-`MathOptInterface.Zeros` on the" *
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" same first variable MathOptInterface.VariableIndex(-1)."
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)
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@test_throws err MOI.add_constraint(bridged_mock, MOI.VectorOfVariables(yz), MOI.Zeros(2))
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err = ErrorException(
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"Cannot `VectorOfVariables`-in-`MathOptInterface.Zeros` for" *
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" which some variables are bridged but not the first one" *
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" `MathOptInterface.VariableIndex(12345679)`."
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)
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@test_throws err MOI.add_constraint(bridged_mock, MOI.VectorOfVariables([x, y]), MOI.Zeros(2))
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err = ErrorException(
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"Cannot unbridge function because some variables are bridged by" *
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" variable bridges that do not support reverse mapping, e.g.," *
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" `ZerosBridge`."
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)
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@test_throws err MOI.get(bridged_mock, MOI.ObjectiveFunction{typeof(obj)}())
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# With `c1`, the function does not contain any variable so it tests that it
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# also throws an error even if it never calls `variable_unbridged_function`.
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@test_throws err MOI.get(bridged_mock, MOI.ConstraintFunction(), c1)
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@test_throws err MOI.get(bridged_mock, MOI.ConstraintFunction(), c2)
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err = ArgumentError(
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"Variable bridge of type `MathOptInterface.Bridges.Variable.ZerosBridge{Float64}`" *
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" does not support accessing the attribute `MathOptInterface.Test.UnknownVariableAttribute()`."
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)
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@test_throws err MOI.get(bridged_mock, MOIT.UnknownVariableAttribute(), y)
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@testset "Results" begin
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MOIU.set_mock_optimize!(mock,
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(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(
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mock, [1.0],
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(MOI.ScalarAffineFunction{Float64}, MOI.EqualTo{Float64}) => 0.0,
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(MOI.ScalarAffineFunction{Float64}, MOI.GreaterThan{Float64}) => 1.0)
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)
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MOI.optimize!(bridged_mock)
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@test MOI.get(bridged_mock, MOI.VariablePrimal(), x) == 1.0
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@test MOI.get(bridged_mock, MOI.VariablePrimal(), y) == 0.0
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@test MOI.get(bridged_mock, MOI.VariablePrimal(), z) == 0.0
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@test MOI.get(bridged_mock, MOI.ConstraintPrimal(), cyz) == zeros(2)
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@test MOI.get(bridged_mock, MOI.ConstraintDual(), cx) == 0.0
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@test MOI.get(bridged_mock, MOI.ConstraintDual(), c1) == 0.0
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@test MOI.get(bridged_mock, MOI.ConstraintDual(), c2) == 1.0
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88+
err = ArgumentError(
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"Bridge of type `MathOptInterface.Bridges.Variable.ZerosBridge{Float64}`" *
90+
" does not support accessing the attribute" *
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" `MathOptInterface.ConstraintDual(1)`."
92+
)
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@test_throws err MOI.get(bridged_mock, MOI.ConstraintDual(), cyz)
94+
end
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@testset "Query" begin
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@test MOI.get(bridged_mock, MOI.ConstraintFunction(), cyz).variables == yz
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@test MOI.get(mock, MOI.NumberOfVariables()) == 1
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@test MOI.get(mock, MOI.ListOfVariableIndices()) == [x]
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@test MOI.get(bridged_mock, MOI.NumberOfVariables()) == 3
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@test MOI.get(bridged_mock, MOI.ListOfVariableIndices()) == [x, y, z]
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@test MOI.get(mock, MOI.NumberOfConstraints{MOI.VectorOfVariables, MOI.Zeros}()) == 0
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@test MOI.get(bridged_mock, MOI.NumberOfConstraints{MOI.VectorOfVariables, MOI.Zeros}()) == 1
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@test MOI.get(bridged_mock, MOI.ListOfConstraintIndices{MOI.VectorOfVariables, MOI.Zeros}()) == [cyz]
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end
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@testset "SingleVariable objective" begin
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err = ErrorException("Using bridged variable in `SingleVariable` function.")
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@test_throws err MOI.set(bridged_mock, MOI.ObjectiveFunction{typeof(fy)}(), fy)
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MOI.set(bridged_mock, MOI.ObjectiveFunction{typeof(fx)}(), fx)
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@test MOI.get(bridged_mock, MOI.ObjectiveFunction{typeof(fx)}()) == fx
112+
end
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@testset "Delete" begin
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test_delete_bridged_variables(bridged_mock, yz, MOI.Zeros, 3, (
116+
(MOI.SingleVariable, MOI.GreaterThan{Float64}, 1),
117+
))
118+
@test MOI.is_valid(bridged_mock, x)
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@test !MOI.is_valid(bridged_mock, y)
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@test !MOI.is_valid(bridged_mock, z)
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end

‎test/Bridges/utilities.jl‎

Lines changed: 61 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -19,12 +19,7 @@ function test_delete_bridge(
1919
end
2020
@test MOI.is_valid(m, ci)
2121
MOI.delete(m, ci)
22-
@test_throws MOI.InvalidIndex{typeof(ci)} MOI.delete(m, ci)
23-
try
24-
MOI.delete(m, ci)
25-
catch err
26-
@test err.index == ci
27-
end
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@test_throws MOI.InvalidIndex(ci) MOI.delete(m, ci)
2823
@test !MOI.is_valid(m, ci)
2924
@test num_bridges() == start_num_bridges - used_bridges
3025
test_noc(m, F, S, num_bridged - 1)
@@ -34,3 +29,63 @@ function test_delete_bridge(
3429
test_noc(m, noc...)
3530
end
3631
end
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function test_delete_bridged_variable(
33+
m::MOIB.AbstractBridgeOptimizer, vi::MOI.VariableIndex, S::Type,
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nvars::Int, nocs::Tuple; used_bridges = 1, num_bridged = 1, used_constraints = 1)
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function num_bridges()
36+
return count(bridge -> true, values(MOIB.Variable.bridges(m)))
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end
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start_num_bridges = num_bridges()
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@test MOI.get(m, MOI.NumberOfVariables()) == nvars
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@test length(MOI.get(m, MOI.ListOfVariableIndices())) == nvars
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if S != MOI.Reals
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F = S <: MOI.AbstractScalarSet ? MOI.SingleVariable : MOI.VectorOfVariables
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test_noc(m, F, S, num_bridged)
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end
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for noc in nocs
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test_noc(m, noc...)
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end
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@test MOI.is_valid(m, vi)
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MOI.delete(m, vi)
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@test_throws MOI.InvalidIndex(vi) MOI.delete(m, vi)
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@test !MOI.is_valid(m, vi)
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@test num_bridges() == start_num_bridges - used_bridges
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if S != MOI.Reals
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test_noc(m, F, S, num_bridged - used_constraints)
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end
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@test MOI.get(m, MOI.NumberOfVariables()) == nvars - 1
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@test length(MOI.get(m, MOI.ListOfVariableIndices())) == nvars - 1
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for noc in nocs
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test_noc(m, noc...)
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end
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end
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function test_delete_bridged_variables(
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m::MOIB.AbstractBridgeOptimizer, vis::Vector{MOI.VariableIndex}, S::Type,
64+
nvars::Int, nocs::Tuple; used_bridges = 1, num_bridged = 1)
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function num_bridges()
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return count(bridge -> true, values(MOIB.Variable.bridges(m)))
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end
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start_num_bridges = num_bridges()
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@test MOI.get(m, MOI.NumberOfVariables()) == nvars
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@test length(MOI.get(m, MOI.ListOfVariableIndices())) == nvars
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if S != MOI.Reals
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F = S <: MOI.AbstractScalarSet ? MOI.SingleVariable : MOI.VectorOfVariables
73+
test_noc(m, F, S, num_bridged)
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end
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for noc in nocs
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test_noc(m, noc...)
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end
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@test all(vi -> MOI.is_valid(m, vi), vis)
79+
MOI.delete(m, vis)
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@test_throws MOI.InvalidIndex(vis[1]) MOI.delete(m, vis)
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@test all(vi -> !MOI.is_valid(m, vi), vis)
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@test num_bridges() == start_num_bridges - used_bridges
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if S != MOI.Reals
84+
test_noc(m, F, S, num_bridged - 1)
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end
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@test MOI.get(m, MOI.NumberOfVariables()) == nvars - length(vis)
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@test length(MOI.get(m, MOI.ListOfVariableIndices())) == nvars - length(vis)
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for noc in nocs
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test_noc(m, noc...)
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end
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end

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