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Fix add_constrained_variable(s) for a CachingOptimizer with an attached optimizer #1084

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Merged
merged 3 commits into from
May 11, 2020
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Fix add_constrained_variable(s) for a CachingOptimizer with an attached optimizer #1084

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db0b5cf
Implement add_constrained_variable and add_constrained_variables for …
martinbiel May 5, 2020
7214b71
Only one constraint index in add_constrained_variables.
martinbiel May 5, 2020
82b005a
Added missing fix.
martinbiel May 5, 2020
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60 changes: 60 additions & 0 deletions src/Utilities/cachingoptimizer.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -239,6 +239,66 @@ function MOI.add_variables(m::CachingOptimizer, n)
return vindices
end

function MOI.add_constrained_variable(m::CachingOptimizer, set::MOI.AbstractScalarSet)
if m.state == MOIU.ATTACHED_OPTIMIZER
if m.mode == MOIU.AUTOMATIC
try
vindex_optimizer, cindex_optimizer =
MOI.add_constrained_variable(m.optimizer, set)
catch err
if err isa MOI.NotAllowedError
reset_optimizer(m)
else
rethrow(err)
end
end
else
vindex_optimizer, cindex_optimizer =
MOI.add_constrained_variable(m.optimizer, set)
end
end
vindex = MOI.add_variable(m.model_cache)
cindex = MOI.add_constraint(m.model_cache, MOI.SingleVariable(vindex), set)
if m.state == MOIU.ATTACHED_OPTIMIZER
m.model_to_optimizer_map[vindex] = vindex_optimizer
m.optimizer_to_model_map[vindex_optimizer] = vindex
m.model_to_optimizer_map[cindex] = cindex_optimizer
m.optimizer_to_model_map[cindex_optimizer] = cindex
end
return vindex, cindex
end

function MOI.add_constrained_variables(m::CachingOptimizer, set::MOI.AbstractVectorSet)
if m.state == ATTACHED_OPTIMIZER
if m.mode == AUTOMATIC
try
vindices_optimizer, cindex_optimizer =
MOI.add_constrained_variables(m.optimizer, set)
catch err
if err isa MOI.NotAllowedError
reset_optimizer(m)
else
rethrow(err)
end
end
else
vindices_optimizer, cindex_optimizer =
MOI.add_constrained_variables(m.optimizer, set)
end
end
vindices = MOI.add_variables(m.model_cache, MOI.dimension(set))
cindex = MOI.add_constraint(m.model_cache, MOI.VectorOfVariables(vindices), set)
if m.state == ATTACHED_OPTIMIZER
for (vindex, vindex_optimizer) in zip(vindices, vindices_optimizer)
m.model_to_optimizer_map[vindex] = vindex_optimizer
m.optimizer_to_model_map[vindex_optimizer] = vindex
end
m.model_to_optimizer_map[cindex] = cindex_optimizer
m.optimizer_to_model_map[cindex_optimizer] = cindex
end
return vindices, cindex
end

function MOI.supports_constraint(m::CachingOptimizer, F::Type{<:MOI.AbstractFunction}, S::Type{<:MOI.AbstractSet})
MOI.supports_constraint(m.model_cache, F, S) && (m.state == NO_OPTIMIZER || MOI.supports_constraint(m.optimizer, F, S))
end
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