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[Test] add indicator tests from Gurobi.jl #1568

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Merged
merged 1 commit into from
Sep 2, 2021
Merged

[Test] add indicator tests from Gurobi.jl #1568

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105 changes: 105 additions & 0 deletions src/Test/test_constraint.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -764,3 +764,108 @@ function test_constraint_ConstraintDualStart(
@test MOI.get(model, MOI.ConstraintDualStart(), c) === nothing
return
end

"""
test_constraint_Indicator_ConstraintName(
model::MOI.ModelLike,
::Config{T},
) where {T}

Test ConstraintName for indicator sets.
"""
function test_constraint_Indicator_ConstraintName(
model::MOI.ModelLike,
::Config{T},
) where {T}
@requires(
MOI.supports_constraint(
model,
MOI.VectorAffineFunction{T},
MOI.Indicator{MOI.ACTIVATE_ON_ONE,MOI.GreaterThan{T}},
),
)
x = MOI.add_variables(model, 2)
MOI.add_constraint(model, x[1], MOI.ZeroOne())
f = MOI.VectorAffineFunction(
[
MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, x[1])),
MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(2.0, x[2])),
],
[0.0, 0.0],
)
s = MOI.Indicator{MOI.ACTIVATE_ON_ONE}(MOI.GreaterThan(1.0))
c = MOI.add_constraint(model, f, s)
MOI.set(model, MOI.ConstraintName(), c, "my_indicator")
@test MOI.get(model, MOI.ConstraintName(), c) == "my_indicator"
return
end

"""
test_constraint_Indicator_ACTIVATE_ON_ONE(
model::MOI.ModelLike,
::Config{T},
) where {T}

Test ACTIVATE_ON_ONE for indicator sets.
"""
function test_constraint_Indicator_ACTIVATE_ON_ONE(
model::MOI.ModelLike,
::Config{T},
) where {T}
@requires(
MOI.supports_constraint(
model,
MOI.VectorAffineFunction{T},
MOI.Indicator{MOI.ACTIVATE_ON_ONE,MOI.GreaterThan{T}},
),
)
x = MOI.add_variables(model, 2)
MOI.add_constraint(model, x[1], MOI.ZeroOne())
f = MOI.VectorAffineFunction(
[
MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, x[1])),
MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(2.0, x[2])),
],
[0.0, 0.0],
)
s = MOI.Indicator{MOI.ACTIVATE_ON_ONE}(MOI.GreaterThan(1.0))
c = MOI.add_constraint(model, f, s)
@test MOI.get(model, MOI.ConstraintSet(), c) == s
@test isapprox(MOI.get(model, MOI.ConstraintFunction(), c), f)
return
end

"""
test_constraint_Indicator_ACTIVATE_ON_ZERO(
model::MOI.ModelLike,
::Config{T},
) where {T}

Test ACTIVATE_ON_ZERO for indicator sets.
"""
function test_constraint_Indicator_ACTIVATE_ON_ZERO(
model::MOI.ModelLike,
::Config{T},
) where {T}
@requires(
MOI.supports_constraint(
model,
MOI.VectorAffineFunction{T},
MOI.Indicator{MOI.ACTIVATE_ON_ONE,MOI.GreaterThan{T}},
),
)
x = MOI.add_variables(model, 2)
MOI.add_constraint(model, x[1], MOI.ZeroOne())
f = MOI.VectorAffineFunction(
[
MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, x[1])),
MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(2.0, x[2])),
],
[0.0, 0.0],
)
s = MOI.Indicator{MOI.ACTIVATE_ON_ZERO}(MOI.GreaterThan(1.0))
c = MOI.add_constraint(model, f, s)
@test MOI.get(model, MOI.ConstraintSet(), c) == s
@test isapprox(MOI.get(model, MOI.ConstraintFunction(), c), f)
return
end
37 changes: 22 additions & 15 deletions src/sets.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -986,6 +986,7 @@ dimension(s::Union{SOS1,SOS2}) = length(s.weights)
ActivationCondition

Activation condition for an indicator constraint.

The enum value is used as first type parameter of `Indicator{A,S}`.
"""
@enum ActivationCondition begin
Expand All @@ -994,32 +995,38 @@ The enum value is used as first type parameter of `Indicator{A,S}`.
end

"""
Indicator{A, S <: AbstractScalarSet}(set::S)
Indicator{A<:ActivationCondition,S<:AbstractScalarSet}(set::S)

The set corresponding to an indicator constraint.

When `A` is `ACTIVATE_ON_ZERO`, this means:
``\\{(y, x) \\in \\{0, 1\\} \\times \\mathbb{R}^n : y = 0 \\implies x \\in set\\}``
when `A` is `ACTIVATE_ON_ZERO` and

When `A` is `ACTIVATE_ON_ONE`, this means:
``\\{(y, x) \\in \\{0, 1\\} \\times \\mathbb{R}^n : y = 1 \\implies x \\in set\\}``
when `A` is `ACTIVATE_ON_ONE`.

`S` has to be a sub-type of `AbstractScalarSet`.
`A` is one of the value of the `ActivationCond` enum.
`Indicator` is used with a `VectorAffineFunction` holding
the indicator variable first.
## Notes

Example: ``\\{(y, x) \\in \\{0, 1\\} \\times \\mathbb{R}^2 : y = 1 \\implies x_1 + x_2 \\leq 9 \\} ``
Most solvers expect that the first row of the function is interpretable as a
variable index `x_i` (e.g., `1.0 * x + 0.0`). An error will be thrown if this is
not the case.

## Example

The constraint
``\\{(y, x) \\in \\{0, 1\\} \\times \\mathbb{R}^2 : y = 1 \\implies x_1 + x_2 \\leq 9 \\}``
is defined as
```julia
f = MOI.VectorAffineFunction(
[MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, y)),
MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x1)),
MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x2)),
[
MOI.VectorAffineTerm(1, MOI.ScalarAffineTerm(1.0, y)),
MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x1)),
MOI.VectorAffineTerm(2, MOI.ScalarAffineTerm(1.0, x2)),
],
[0.0, 0.0],
)

indicator_set = MOI.Indicator{MOI.ACTIVATE_ON_ONE}(MOI.LessThan(9.0))

MOI.add_constraint(model, f, indicator_set)
s = MOI.Indicator{MOI.ACTIVATE_ON_ONE}(MOI.LessThan(9.0))
MOI.add_constraint(model, f, s)
```
"""
struct Indicator{A,S<:AbstractScalarSet} <: AbstractVectorSet
Expand Down