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Fix MockOptimizer for nonone result index #1039

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Feb 27, 2020
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Fix MockOptimizer for nonone result index #1039

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139 changes: 80 additions & 59 deletions src/Utilities/mockoptimizer.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -31,20 +31,20 @@ mutable struct MockOptimizer{MT<:MOI.ModelLike} <: MOI.AbstractOptimizer
# Computes `ObjectiveValue` by evaluating the `ObjectiveFunction` with
# `VariablePrimal`. See `get_fallback`.
eval_objective_value::Bool
objective_value::Float64 # set this using MOI.set(model, MOI.ObjectiveValue(), value)
objective_value::Dict{Int,Float64} # set this using MOI.set(model, MOI.ObjectiveValue(), value)
# Computes `DualObjectiveValue` using `get_fallback`
eval_dual_objective_value::Bool
dual_objective_value::Float64 # set this using MOI.set(model, MOI.DualObjectiveValue(), value)
primalstatus::MOI.ResultStatusCode
dualstatus::MOI.ResultStatusCode
varprimal::Dict{MOI.VariableIndex,Float64}
dual_objective_value::Dict{Int,Float64} # set this using MOI.set(model, MOI.DualObjectiveValue(), value)
primal_status::Dict{Int,MOI.ResultStatusCode}
dual_status::Dict{Int,MOI.ResultStatusCode}
varprimal::Dict{MOI.VariableIndex,Dict{Int,Float64}}
callback_variable_primal::Dict{MOI.VariableIndex, Float64}
# Computes `ConstraintDual` of constraints with `SingleVariable` or
# `VectorOfVariables` functions by evaluating the `ConstraintDual` of
# constraints having the variable in the function. See `get_fallback`.
eval_variable_constraint_dual::Bool
condual::Dict{MOI.ConstraintIndex,Any}
con_basis::Dict{MOI.ConstraintIndex,MOI.BasisStatusCode}
condual::Dict{MOI.ConstraintIndex,Dict{Int,Any}}
con_basis::Dict{MOI.ConstraintIndex,Dict{Int,MOI.BasisStatusCode}}
# The attributes set by `MOI.optimize!` cannot be set to `model`.
# We detect them with `is_set_by_optimize` and store them in the following:
optimizer_attributes::Dict{MOI.AbstractOptimizerAttribute, Any}
Expand Down Expand Up @@ -83,16 +83,16 @@ function MockOptimizer(inner_model::MOI.ModelLike; supports_names=true,
1,
MOI.OPTIMIZE_NOT_CALLED,
eval_objective_value,
NaN,
Dict{Int,Float64}(),
eval_dual_objective_value,
NaN,
MOI.NO_SOLUTION,
MOI.NO_SOLUTION,
Dict{MOI.VariableIndex,Float64}(),
Dict{Int,Float64}(),
Dict{Int,MOI.ResultStatusCode}(),
Dict{Int,MOI.ResultStatusCode}(),
Dict{MOI.VariableIndex,Dict{Int,Float64}}(),
Dict{MOI.VariableIndex,Float64}(),
eval_variable_constraint_dual,
Dict{MOI.ConstraintIndex,Any}(),
Dict{MOI.ConstraintIndex,MOI.BasisStatusCode}(),
Dict{MOI.ConstraintIndex,Dict{Int,Any}}(),
Dict{MOI.ConstraintIndex,Dict{Int,MOI.BasisStatusCode}}(),
Dict{MOI.AbstractOptimizerAttribute, Any}(),
Dict{MOI.AbstractModelAttribute, Any}(),
Dict{MOI.AbstractSubmittable, Vector{Tuple}}())
Expand Down Expand Up @@ -153,10 +153,18 @@ end

MOI.supports(mock::MockOptimizer, ::MockModelAttribute) = true
MOI.set(mock::MockOptimizer, ::MOI.TerminationStatus, value::MOI.TerminationStatusCode) = (mock.terminationstatus = value)
MOI.set(mock::MockOptimizer, ::MOI.ObjectiveValue, value::Real) = (mock.objective_value = value)
MOI.set(mock::MockOptimizer, ::MOI.DualObjectiveValue, value::Real) = (mock.dual_objective_value = value)
MOI.set(mock::MockOptimizer, ::MOI.PrimalStatus, value::MOI.ResultStatusCode) = (mock.primalstatus = value)
MOI.set(mock::MockOptimizer, ::MOI.DualStatus, value::MOI.ResultStatusCode) = (mock.dualstatus = value)
function MOI.set(mock::MockOptimizer, attr::MOI.ObjectiveValue, value::Real)
mock.objective_value[attr.result_index] = value
end
function MOI.set(mock::MockOptimizer, attr::MOI.DualObjectiveValue, value::Real)
mock.dual_objective_value[attr.result_index] = value
end
function MOI.set(mock::MockOptimizer, attr::MOI.PrimalStatus, value::MOI.ResultStatusCode)
mock.primal_status[attr.N] = value
end
function MOI.set(mock::MockOptimizer, attr::MOI.DualStatus, value::MOI.ResultStatusCode)
mock.dual_status[attr.N] = value
end
MOI.set(mock::MockOptimizer, ::MockModelAttribute, value::Integer) = (mock.attribute = value)
function MOI.supports(mock::MockOptimizer, attr::MOI.AbstractOptimizerAttribute)
# `supports` is not defined if `is_set_by_optimize(attr)` so we pass it to
Expand Down Expand Up @@ -188,9 +196,9 @@ function MOI.set(mock::MockOptimizer, attr::MOI.AbstractVariableAttribute,
idx::MOI.VariableIndex, value)
MOI.set(mock.inner_model, attr, xor_index(idx), xor_indices(value))
end
function MOI.set(mock::MockOptimizer, ::MOI.VariablePrimal,
function MOI.set(mock::MockOptimizer, attr::MOI.VariablePrimal,
idx::MOI.VariableIndex, value)
mock.varprimal[xor_index(idx)] = value
_safe_set_result(mock.varprimal, attr, idx, value)
end
function MOI.set(mock::MockOptimizer, ::MOI.CallbackVariablePrimal,
idx::MOI.VariableIndex, value)
Expand All @@ -208,13 +216,13 @@ function MOI.set(mock::MockOptimizer, ::MockConstraintAttribute,
idx::MOI.ConstraintIndex, value)
mock.conattribute[xor_index(idx)] = value
end
function MOI.set(mock::MockOptimizer, ::MOI.ConstraintDual,
function MOI.set(mock::MockOptimizer, attr::MOI.ConstraintDual,
idx::MOI.ConstraintIndex, value)
mock.condual[xor_index(idx)] = value
_safe_set_result(mock.condual, attr, idx, value)
end
function MOI.set(mock::MockOptimizer, ::MOI.ConstraintBasisStatus,
function MOI.set(mock::MockOptimizer, attr::MOI.ConstraintBasisStatus,
idx::MOI.ConstraintIndex, value)
mock.con_basis[xor_index(idx)] = value
_safe_set_result(mock.con_basis, attr, idx, value)
end

MOI.get(mock::MockOptimizer, ::MOI.RawSolver) = mock
Expand Down Expand Up @@ -295,29 +303,29 @@ function MOI.get(mock::MockOptimizer, attr::MOI.ObjectiveValue)
if mock.eval_objective_value
return get_fallback(mock, attr)
else
return mock.objective_value
return get(mock.objective_value, attr.result_index, NaN)
end
end
function MOI.get(mock::MockOptimizer, attr::MOI.DualObjectiveValue)
MOI.check_result_index_bounds(mock, attr)
if mock.eval_dual_objective_value
return get_fallback(mock, attr, Float64)
else
return mock.dual_objective_value
return get(mock.dual_objective_value, attr.result_index, NaN)
end
end
function MOI.get(mock::MockOptimizer, attr::MOI.PrimalStatus)
if attr.N > mock.result_count
return MOI.NO_SOLUTION
else
return mock.primalstatus
return get(mock.primal_status, attr.N, MOI.NO_SOLUTION)
end
end
function MOI.get(mock::MockOptimizer, attr::MOI.DualStatus)
if attr.N > mock.result_count
return MOI.NO_SOLUTION
else
return mock.dualstatus
return get(mock.dual_status, attr.N, MOI.NO_SOLUTION)
end
end
MOI.get(mock::MockOptimizer, ::MockModelAttribute) = mock.attribute
Expand All @@ -332,14 +340,8 @@ function MOI.get(
mock::MockOptimizer, attr::MOI.VariablePrimal, idx::MOI.VariableIndex
)
MOI.check_result_index_bounds(mock, attr)
primal = get(mock.varprimal, xor_index(idx), nothing)
if primal !== nothing
return primal
elseif MOI.is_valid(mock, idx)
error("No mock primal is set for variable `", idx, "`.")
else
throw(MOI.InvalidIndex(idx))
end
MOI.throw_if_not_valid(mock, idx)
return _safe_get_result(mock.varprimal, attr, idx, "primal")
end

function MOI.get(
Expand Down Expand Up @@ -379,23 +381,42 @@ function MOI.get(
mock::MockOptimizer, attr::MOI.ConstraintDual, idx::MOI.ConstraintIndex{F}
) where {F}
MOI.check_result_index_bounds(mock, attr)
MOI.throw_if_not_valid(mock, idx)
if mock.eval_variable_constraint_dual &&
(F == MOI.SingleVariable || F == MOI.VectorOfVariables)
return get_fallback(mock, attr, idx)
else
dual = get(mock.condual, xor_index(idx), nothing)
if dual === nothing
if MOI.is_valid(mock, idx)
error("No mock dual is set for constraint `", idx, "`.")
else
throw(MOI.InvalidIndex(idx))
end
end
return dual
return _safe_get_result(mock.condual, attr, idx, "dual")
end
end
MOI.get(mock::MockOptimizer, ::MockConstraintAttribute, idx::MOI.ConstraintIndex) = mock.conattribute[xor_index(idx)]
MOI.get(mock::MockOptimizer, ::MOI.ConstraintBasisStatus, idx::MOI.ConstraintIndex) = mock.con_basis[xor_index(idx)]
function MOI.get(mock::MockOptimizer, attr::MOI.ConstraintBasisStatus, idx::MOI.ConstraintIndex)
MOI.check_result_index_bounds(mock, attr)
MOI.throw_if_not_valid(mock, idx)
return _safe_get_result(mock.con_basis, attr, idx, "basis status")
end

function _safe_set_result(dict::Dict{K,V}, attr::MOI.AnyAttribute, index::K,
value) where {K, V}
xored = xor_index(index)
if !haskey(dict, xored)
dict[xored] = V()
end
dict[xored][MOI._result_index_field(attr)] = value
end
function _safe_get_result(dict::Dict, attr::MOI.AnyAttribute, index::MOI.Index,
name::String)
index_name = index isa MOI.VariableIndex ? "variable" : "constraint"
result_to_value = get(dict, xor_index(index), nothing)
if result_to_value === nothing
error("No mock $name is set for ", index_name, " `", index, "`.")
end
value = get(result_to_value, MOI._result_index_field(attr), nothing)
if value === nothing
error("No mock $name is set for ", index_name, " `", index, "` at result index `", MOI._result_index_field(attr), "`.")
end
return value
end

MOI.get(::MockOptimizer, ::MOI.SolverName) = "Mock"

Expand All @@ -408,10 +429,10 @@ function MOI.empty!(mock::MockOptimizer)
mock.hasprimal = false
mock.hasdual = false
mock.terminationstatus = MOI.OPTIMIZE_NOT_CALLED
mock.objective_value = NaN
mock.dual_objective_value = NaN
mock.primalstatus = MOI.NO_SOLUTION
mock.dualstatus = MOI.NO_SOLUTION
empty!(mock.objective_value)
empty!(mock.dual_objective_value)
empty!(mock.primal_status)
empty!(mock.dual_status)
empty!(mock.varprimal)
empty!(mock.callback_variable_primal)
empty!(mock.condual)
Expand All @@ -429,10 +450,10 @@ function MOI.is_empty(mock::MockOptimizer)
return MOI.is_empty(mock.inner_model) && mock.attribute == 0 &&
!mock.solved && !mock.hasprimal && !mock.hasdual &&
mock.terminationstatus == MOI.OPTIMIZE_NOT_CALLED &&
isnan(mock.objective_value) &&
isnan(mock.dual_objective_value) &&
mock.primalstatus == MOI.NO_SOLUTION &&
mock.dualstatus == MOI.NO_SOLUTION &&
isempty(mock.objective_value) &&
isempty(mock.dual_objective_value) &&
isempty(mock.primal_status) &&
isempty(mock.dual_status) &&
isempty(mock.con_basis) && isempty(mock.optimizer_attributes) &&
isempty(mock.model_attributes) && isempty(mock.submitted)
end
Expand Down Expand Up @@ -552,13 +573,13 @@ end
rec_mock_optimize(mock::MockOptimizer, opt::Function) = opt

"""
mock_optimize!(mock::MockOptimizer, termstatus::MOI.TerminationStatusCode, (primstatus::MOI.ResultStatusCode, varprim::Vector), dualstatus::MOI.ResultStatusCode, conduals::Pair...)
mock_optimize!(mock::MockOptimizer, termstatus::MOI.TerminationStatusCode, (primstatus::MOI.ResultStatusCode, varprim::Vector), dual_status::MOI.ResultStatusCode, conduals::Pair...)

Sets the termination status of `mock` to `termstatus` and the primal (resp. dual) status to `primstatus` (resp. `dualstatus`).
Sets the termination status of `mock` to `termstatus` and the primal (resp. dual) status to `primstatus` (resp. `dual_status`).
The primal values of the variables in the order returned by `ListOfVariableIndices` are set to `varprim`.
If `termstatus` is missing, it is assumed to be `MOI.OPTIMAL`.
If `primstatus` is missing, it is assumed to be `MOI.FEASIBLE_POINT`.
If `dualstatus` is missing, it is assumed to be `MOI.FEASIBLE_POINT` if there is a primal solution and `primstatus` is not `MOI.INFEASIBLE_POINT`, otherwise it is `MOI.INFEASIBILITY_CERTIFICATE`.
If `dual_status` is missing, it is assumed to be `MOI.FEASIBLE_POINT` if there is a primal solution and `primstatus` is not `MOI.INFEASIBLE_POINT`, otherwise it is `MOI.INFEASIBILITY_CERTIFICATE`.
The dual values are set to the values specified by `conduals`. Each pair is of the form `(F,S)=>[...]` where `[...]` is the the vector of dual values for the constraints `F`-in-`S` in the order returned by `ListOfConstraintIndices{F,S}`.
The bases status are set to the status specified by `con_basis`. A vector of pairs, each of the form `(F,S)=>[...]`, where `[...]` is the the vector of basis status for the constraints `F`-in-`S` in the order returned by `ListOfConstraintIndices{F,S}`.
"""
Expand Down Expand Up @@ -598,8 +619,8 @@ function mock_varprimal!(mock::MockOptimizer, varprim::Vector)
end

# Dual
function mock_dual!(mock::MockOptimizer, dualstatus::MOI.ResultStatusCode, conduals::Pair...)
MOI.set(mock, MOI.DualStatus(), dualstatus)
function mock_dual!(mock::MockOptimizer, dual_status::MOI.ResultStatusCode, conduals::Pair...)
MOI.set(mock, MOI.DualStatus(), dual_status)
mock_condual!(mock, conduals...)
end
# Default dual status
Expand Down
8 changes: 4 additions & 4 deletions src/Utilities/results.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -16,11 +16,11 @@
Compute the objective function value using the `VariablePrimal` results and
the `ObjectiveFunction` value.
"""
function get_fallback(model::MOI.ModelLike, ::MOI.ObjectiveValue)
function get_fallback(model::MOI.ModelLike, attr::MOI.ObjectiveValue)
F = MOI.get(model, MOI.ObjectiveFunctionType())
f = MOI.get(model, MOI.ObjectiveFunction{F}())
# TODO do not include constant if primal solution is a ray
return eval_variables(vi -> MOI.get(model, MOI.VariablePrimal(), vi), f)
return eval_variables(vi -> MOI.get(model, MOI.VariablePrimal(attr.result_index), vi), f)
end

function constraint_constant(model::MOI.ModelLike,
Expand Down Expand Up @@ -145,11 +145,11 @@ end
Compute the value of the function of the constraint of index `constraint_index`
using the `VariablePrimal` results and the `ConstraintFunction` values.
"""
function get_fallback(model::MOI.ModelLike, ::MOI.ConstraintPrimal,
function get_fallback(model::MOI.ModelLike, attr::MOI.ConstraintPrimal,
idx::MOI.ConstraintIndex)
f = MOI.get(model, MOI.ConstraintFunction(), idx)
# TODO do not include constant if primal solution is a ray
return eval_variables(vi -> MOI.get(model, MOI.VariablePrimal(), vi), f)
return eval_variables(vi -> MOI.get(model, MOI.VariablePrimal(attr.N), vi), f)
end

################ Constraint Dual for Variable-wise constraints #################
Expand Down
48 changes: 40 additions & 8 deletions test/Utilities/mockoptimizer.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -61,6 +61,7 @@ end
v = MOI.add_variables(optimizer, 2)
c1 = MOI.add_constraint(optimizer, MOI.SingleVariable(v[1]), MOI.GreaterThan(1.0))
soc = MOI.add_constraint(optimizer, MOI.VectorOfVariables(v), MOI.SecondOrderCone(2))
MOI.set(optimizer, MOI.ObjectiveFunction{MOI.SingleVariable}(), MOI.SingleVariable(v[1]))
MOI.set(optimizer, MOI.ResultCount(), 1)
@test_throws(
ErrorException("No mock primal is set for variable `$(v[1])`."),
Expand All @@ -80,24 +81,55 @@ end
# TODO: Provide a more compact API for this.
MOI.set(optimizer, MOI.TerminationStatus(), MOI.OPTIMAL)
MOI.set(optimizer, MOI.ObjectiveValue(), 1.0)
MOI.set(optimizer, MOI.ResultCount(), 1)
MOI.set(optimizer, MOI.DualObjectiveValue(2), 2.0)
MOI.set(optimizer, MOI.ResultCount(), 2)
MOI.set(optimizer, MOI.PrimalStatus(), MOI.FEASIBLE_POINT)
MOI.set(optimizer, MOI.DualStatus(), MOI.FEASIBLE_POINT)
MOI.set(optimizer, MOI.DualStatus(2), MOI.FEASIBLE_POINT)
MOI.set(optimizer, MOI.VariablePrimal(), v, [1.0, 2.0])
MOI.set(optimizer, MOI.VariablePrimal(), v[1], 3.0)
MOI.set(optimizer, MOI.ConstraintDual(), c1, 5.9)
MOI.set(optimizer, MOI.ConstraintDual(), soc, [1.0,2.0])
MOI.set(optimizer, MOI.ConstraintDual(2), c1, 5.9)
MOI.set(optimizer, MOI.ConstraintDual(2), soc, [1.0,2.0])

MOI.optimize!(optimizer)
@test MOI.get(optimizer, MOI.TerminationStatus()) == MOI.OPTIMAL
@test MOI.get(optimizer, MOI.ResultCount()) == 1
@test MOI.get(optimizer, MOI.ResultCount()) == 2
@test MOI.get(optimizer, MOI.ObjectiveValue()) == 1.0
@test isnan(MOI.get(optimizer, MOI.ObjectiveValue(2)))
optimizer.eval_objective_value = true
@test MOI.get(optimizer, MOI.ObjectiveValue()) == 3.0
@test_throws(
ErrorException("No mock primal is set for variable `$(v[1])` at result index `2`."),
MOI.get(optimizer, MOI.ObjectiveValue(2))
)
@test_throws(
ErrorException("No mock dual is set for constraint `$c1` at result index `1`."),
MOI.get(optimizer, MOI.DualObjectiveValue())
)
@test MOI.get(optimizer, MOI.DualObjectiveValue(2)) == 5.9
@test MOI.get(optimizer, MOI.PrimalStatus()) == MOI.FEASIBLE_POINT
@test MOI.get(optimizer, MOI.DualStatus()) == MOI.FEASIBLE_POINT
@test MOI.get(optimizer, MOI.DualStatus(2)) == MOI.FEASIBLE_POINT
@test MOI.get(optimizer, MOI.VariablePrimal(), v) == [3.0, 2.0]
@test MOI.get(optimizer, MOI.VariablePrimal(), v[1]) == 3.0
@test MOI.get(optimizer, MOI.ConstraintDual(), c1) == 5.9
@test MOI.get(optimizer, MOI.ConstraintDual(), soc) == [1.0,2.0]
@test_throws(
ErrorException("No mock primal is set for variable `$(v[1])` at result index `2`."),
MOI.get(optimizer, MOI.VariablePrimal(2), v[1])
)
@test MOI.get(optimizer, MOI.ConstraintPrimal(), c1) == 3.0
@test MOI.get(optimizer, MOI.ConstraintPrimal(), soc) == [3.0, 2.0]
@test_throws(
ErrorException("No mock primal is set for variable `$(v[1])` at result index `2`."),
@show MOI.get(optimizer, MOI.ConstraintPrimal(2), c1)
)
@test_throws(
ErrorException("No mock primal is set for variable `$(v[1])` at result index `2`."),
MOI.get(optimizer, MOI.ConstraintPrimal(2), soc)
)
@test MOI.get(optimizer, MOI.ConstraintDual(2), c1) == 5.9
@test MOI.get(optimizer, MOI.ConstraintDual(2), soc) == [1.0,2.0]
@test_throws(
ErrorException("No mock dual is set for constraint `$c1` at result index `1`."),
MOI.get(optimizer, MOI.ConstraintDual(1), c1)
)
end

@testset "Delete" begin
Expand Down