Get list of indices with non-default attribute values

[odow]

@bernalde hit me up at INFORMS with this problem:

• Given MOI.VariablePrimalStart appears in MOI.ListOfVariableAttributesSet, how do I tell which variables have a non-default start?

Some possible solutions:

1. You don't. Iterate over every variable
2. Add new attributes:
   • MOI.ListOfVariablesWithAttributeSet{A<:MOI.AbstractVariableAttribute}
   • MOI.ListOfConstraintsWithAttributeSet{F,S,A<:MOI.AbstractConstraintAttribute}

We could potentially implement 2. with the default that falls back to MOI.get(model, MOI.ListOfVariableIndices()). This would let solvers opt-in to more efficient implementations. But it might also confuse users if they start using MOI.ListOfVariablesWithAttributeSet and find that it is a super-set of indices, rather than the exact set.

[blegat]

What do we do the fallback for a custom attribute ? Should we interpret nothing as nothing has been set for any attribute ?

[pedromxavier]

Maybe giving more context on our use case can be helpful: We provide an MOI Optimizer that will usually sit below a couple other layers, e.g., CachingOptimizer, UniversalFallback, when interfacing with JuMP.
Our application relies heavily on the use of many types of variable attributes. Due to the aforementioned layers, it is necessary to query the src model during copy_to(dst::OurOptimizer, src::MOI.ModelLike) for potentially all these variable attributes, which gets expensive when just a few of those attributes are set. Currently, we are doing (1.) and (2.) would help in this case but it also seems to imply in a lot of work being done to provide efficient queries in CO and UF.

[odow]

Our application relies heavily on the use of many types of variable attributes

Can you link to the code?

[odow]

What do we do the fallback for a custom attribute ?

I think the idea would be to keep track of every index that has been modified for every attribute. You don't need to know the value, just that it has been set. But this is a lot of record keeping...especially with all the different layers.

[blegat]

UniversalFallback already have a sparse representation of these list so it would actually be easy to implement, we can jus call keys on the corresponding Dict. I retract my earlier comment, we don't need a convenion on nothing since the default fallback returns all indices

[odow]

Yeah, I think the argument against doing this is that it's quite a heavy lift for all the packages to start implementing.

[blegat]

They don't have to do anything, the fallback gives the current behavior