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Add bridge that converts upper/lower constraints to interval constrai…
…nts. Closes #1193
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@@ -6,3 +6,4 @@ docs/build/ | |
| docs/site/ | ||
| test/Benchmarks/*.json | ||
| Manifest.toml | ||
| *.swp | ||
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| # The code here is mostly copied from the flip_sign.jl code for FlipSignBridge and GreaterToLessBridge | ||
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| """ | ||
| AbstractToIntervalBridge{T, S1, F} | ||
| Bridge a `F`-in-`S1` constraint into an `F`-in-`Interval` constraint where we have either: | ||
| * `S1 = MOI.GreaterThan{T}` | ||
| * `S1 = MOI.LessThan{T}` | ||
| The `F`-in-`S1` constraint is stored in the `constraint` | ||
| field by convention. | ||
| """ | ||
| abstract type AbstractToIntervalBridge{ | ||
| T, S1<:MOI.AbstractSet, | ||
| F<:MOI.AbstractFunction} <: SetMapBridge{T, MOI.Interval{T}, S1, F, F} end | ||
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| # The function map is the identity. It is also an involution, symmetric, and a symmetric involution. | ||
| map_function(::Type{<:AbstractToIntervalBridge{T}}, func) where {T} = func | ||
| inverse_map_function(BT::Type{<:AbstractToIntervalBridge}, func) = func | ||
| adjoint_map_function(BT::Type{<:AbstractToIntervalBridge}, func) = func | ||
| inverse_adjoint_map_function(BT::Type{<:AbstractToIntervalBridge}, func) = func | ||
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| # FIXME are these modify functions necessary? | ||
| function MOI.modify(model::MOI.ModelLike, bridge::AbstractToIntervalBridge, | ||
| change::MOI.ScalarCoefficientChange) | ||
| MOI.modify( | ||
| model, bridge.constraint, | ||
| MOI.ScalarCoefficientChange(change.variable, change.new_coefficient)) | ||
| end | ||
| function MOI.modify(model::MOI.ModelLike, bridge::AbstractToIntervalBridge, | ||
| change::MOI.MultirowChange{T}) where T | ||
| MOI.modify(model, bridge.constraint, | ||
| MOI.MultirowChange(change.variable, | ||
| change.new_coefficients)) | ||
| end | ||
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| """ | ||
| GreaterToIntervalBridge{T, F<:MOI.AbstractScalarFunction} <: | ||
| AbstractToIntervalBridge{T, MOI.GreaterThan{T}, F} | ||
| Transforms a `F`-in-`GreaterThan{T}` constraint into an `F`-in-`Interval{T}` | ||
| constraint. | ||
| """ | ||
| struct GreaterToIntervalBridge{T, F<:MOI.AbstractScalarFunction} <: | ||
| AbstractToIntervalBridge{T, MOI.GreaterThan{T}, F} | ||
| constraint::CI{F, MOI.Interval{T}} | ||
| end | ||
| map_set(::Type{<:GreaterToIntervalBridge}, set::MOI.GreaterThan) = MOI.Interval(set.lower, typemax(set.lower)) | ||
| inverse_map_set(::Type{<:GreaterToIntervalBridge}, set::MOI.Interval) = MOI.GreaterThan(set.lower) | ||
| function concrete_bridge_type(::Type{<:GreaterToIntervalBridge{T}}, | ||
| F::Type{<:MOI.AbstractScalarFunction}, | ||
| ::Type{MOI.GreaterThan{T}}) where T | ||
| return GreaterToIntervalBridge{T, F} | ||
| end | ||
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| """ | ||
| LessToIntervalBridge{T, F<:MOI.AbstractScalarFunction} <: | ||
| AbstractToIntervalBridge{T, MOI.LessThan{T}, F} | ||
| Transforms a `F`-in-`LessThan{T}` constraint into an `F`-in-`Interval{T}` | ||
| constraint. | ||
| """ | ||
| struct LessToIntervalBridge{T, F<:MOI.AbstractScalarFunction} <: | ||
| AbstractToIntervalBridge{T, MOI.LessThan{T}, F} | ||
| constraint::CI{F, MOI.Interval{T}} | ||
| end | ||
| map_set(::Type{<:LessToIntervalBridge}, set::MOI.LessThan) = MOI.Interval(typemin(set.upper), set.upper) | ||
| inverse_map_set(::Type{<:LessToIntervalBridge}, set::MOI.Interval) = MOI.LessThan(set.upper) | ||
| function concrete_bridge_type(::Type{<:LessToIntervalBridge{T}}, | ||
| F::Type{<:MOI.AbstractScalarFunction}, | ||
| ::Type{MOI.LessThan{T}}) where T | ||
| return LessToIntervalBridge{T, F} | ||
| end |
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| Original file line number | Diff line number | Diff line change |
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| # These tests are mostly copies of the flip_sign.jl tests for GreaterToLess | ||
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| using Test | ||
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| using MathOptInterface | ||
| const MOI = MathOptInterface | ||
| const MOIT = MathOptInterface.Test | ||
| const MOIU = MathOptInterface.Utilities | ||
| const MOIB = MathOptInterface.Bridges | ||
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| include("../utilities.jl") | ||
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| mock = MOIU.MockOptimizer(MOIU.UniversalFallback(MOIU.Model{Float64}())) | ||
| config = MOIT.TestConfig() | ||
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| @testset "GreaterToInterval" begin | ||
| bridged_mock = MOIB.Constraint.GreaterToInterval{Float64}(mock) | ||
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| MOIT.basic_constraint_tests( | ||
| bridged_mock, config, | ||
| include = [(F, S) | ||
| for F in [MOI.ScalarAffineFunction{Float64}, | ||
| MOI.ScalarQuadraticFunction{Float64}] | ||
| for S in [MOI.GreaterThan{Float64}]]) | ||
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| MOIU.set_mock_optimize!(mock, | ||
| (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [0.0, 0.0]), | ||
| (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [100.0, 0.0]), | ||
| (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [100.0, -100.0])) | ||
| MOIT.linear6test(bridged_mock, config) | ||
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| ci = first(MOI.get(bridged_mock, MOI.ListOfConstraintIndices{MOI.ScalarAffineFunction{Float64}, MOI.GreaterThan{Float64}}())) | ||
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| @testset "$attr" for attr in [MOI.ConstraintPrimalStart(), MOI.ConstraintDualStart()] | ||
| @test MOI.supports(bridged_mock, attr, typeof(ci)) | ||
| MOI.set(bridged_mock, attr, ci, 2.0) | ||
| @test MOI.get(bridged_mock, attr, ci) ≈ 2.0 | ||
| end | ||
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| test_delete_bridge(bridged_mock, ci, 2, | ||
| ((MOI.ScalarAffineFunction{Float64}, | ||
| MOI.Interval{Float64}, 0), | ||
| )) | ||
| end | ||
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| @testset "LessToInterval" begin | ||
| bridged_mock = MOIB.Constraint.LessToInterval{Float64}(mock) | ||
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| MOIT.basic_constraint_tests( | ||
| bridged_mock, config, | ||
| include = [(F, S) | ||
| for F in [MOI.SingleVariable, MOI.ScalarAffineFunction{Float64}, | ||
| MOI.ScalarQuadraticFunction{Float64}] | ||
| for S in [MOI.LessThan{Float64}]]) | ||
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| MOIU.set_mock_optimize!(mock, | ||
| (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, | ||
| MOI.OPTIMAL, (MOI.FEASIBLE_POINT, [1.0]), | ||
| MOI.FEASIBLE_POINT, | ||
| (MOI.ScalarAffineFunction{Float64}, MOI.Interval{Float64}) => [-1.0] | ||
| ), | ||
| (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, | ||
| MOI.OPTIMAL, (MOI.FEASIBLE_POINT, [2.0]), | ||
| MOI.FEASIBLE_POINT, | ||
| (MOI.ScalarAffineFunction{Float64}, MOI.Interval{Float64}) => [-1.0] | ||
| ) | ||
| ) | ||
| MOIT.solve_set_scalaraffine_lessthan(bridged_mock, config) | ||
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| MOIU.set_mock_optimize!(mock, | ||
| (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, | ||
| MOI.OPTIMAL, (MOI.FEASIBLE_POINT, [1.0]), | ||
| MOI.FEASIBLE_POINT, | ||
| (MOI.ScalarAffineFunction{Float64}, MOI.Interval{Float64}) => [-1.0] | ||
| ), | ||
| (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, | ||
| MOI.OPTIMAL, (MOI.FEASIBLE_POINT, [0.5]), | ||
| MOI.FEASIBLE_POINT, | ||
| (MOI.ScalarAffineFunction{Float64}, MOI.Interval{Float64}) => [-0.5] | ||
| ) | ||
| ) | ||
| MOIT.solve_coef_scalaraffine_lessthan(bridged_mock, config) | ||
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| ci = first(MOI.get(bridged_mock, MOI.ListOfConstraintIndices{MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}}())) | ||
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| @testset "$attr" for attr in [MOI.ConstraintPrimalStart(), MOI.ConstraintDualStart()] | ||
| @test MOI.supports(bridged_mock, attr, typeof(ci)) | ||
| MOI.set(bridged_mock, attr, ci, 2.0) | ||
| @test MOI.get(bridged_mock, attr, ci) ≈ 2.0 | ||
| end | ||
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| test_delete_bridge(bridged_mock, ci, 1, | ||
| ((MOI.ScalarAffineFunction{Float64}, | ||
| MOI.Interval{Float64}, 0),)) | ||
| end | ||
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| # FIXME SEGFAULTS | ||
| #@testset "GreaterOrLessToInterval-unmocked" begin | ||
| # """ | ||
| # Dummy optimizer that supports Interval only | ||
| # """ | ||
| # module OnlyIntervalOptimizer | ||
| # using MathOptInterface | ||
| # const MOI = MathOptInterface | ||
| # | ||
| # mutable struct Optimizer <: MOI.AbstractOptimizer | ||
| # function Optimizer() | ||
| # return new() | ||
| # end | ||
| # end | ||
| # | ||
| # MOI.get(model::Optimizer, ::MOI.SolverName) = "OnlyIntervalOptimizer" | ||
| # | ||
| # MOI.supports_constraint(::Optimizer, ::Type{MOI.ScalarAffineFunction{Float64}}, ::Type{MOI.Interval{Float64}}) = true | ||
| # end | ||
| # | ||
| # # model supports Interval but not LessThan or GreaterThan | ||
| # model = OnlyIntervalOptimizer.Optimizer() | ||
| # @test MOI.supports_constraint(model, MOI.ScalarAffineFunction{Float64}, MOI.Interval{Float64}) | ||
| # @test !MOI.supports_constraint(model, MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}) | ||
| # @test !MOI.supports_constraint(model, MOI.ScalarAffineFunction{Float64}, MOI.GreaterThan{Float64}) | ||
| # | ||
| # # bridged model supports all | ||
| # bridged = GreaterToInterval{Float64}(LessToInterval{Float64}(model)) | ||
| # @test MOI.supports_constraint(bridged, MOI.ScalarAffineFunction{Float64}, MOI.Interval{Float64}) | ||
| # @test MOI.supports_constraint(bridged, MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}) | ||
| # @test MOI.supports_constraint(bridged, MOI.ScalarAffineFunction{Float64}, MOI.GreaterThan{Float64}) | ||
| #end |
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