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Merged
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Sep 6, 2021
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[Bridges] maintenance of det.jl #1581

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[Bridges] maintenance of det.jl
odow Sep 3, 2021
d3056b8
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odow Sep 5, 2021
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72 changes: 32 additions & 40 deletions src/Bridges/Constraint/det.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -3,8 +3,8 @@
model,
f::MOI.VectorAffineFunction{T},
d::Int,
offset::Int
), where {T}
offset::Int,
) where {T}

The vector `f` contains `t` (if `offset = 1`) or `(t, u)` (if `offset = 2`)
followed by the matrix `X` of dimension `d`.
Expand All @@ -20,44 +20,38 @@ function extract_eigenvalues(
d::Int,
offset::Int,
) where {T}
f_scalars = MOIU.eachscalar(f)
f_scalars = MOI.Utilities.eachscalar(f)
tu = [f_scalars[i] for i in 1:offset]

n = MOIU.trimap(d, d)
n = MOI.Utilities.trimap(d, d)
X = f_scalars[offset.+(1:n)]
m = length(X.terms)
M = m + n + d

terms = Vector{MOI.VectorAffineTerm{T}}(undef, M)
terms[1:m] = X.terms
N = MOIU.trimap(2d, 2d)
N = MOI.Utilities.trimap(2d, 2d)
constant = zeros(T, N)
constant[1:n] = X.constants

Δ = MOI.add_variables(model, n)

cur = m
for j in 1:d
for i in j:d
cur += 1
terms[cur] = MOI.VectorAffineTerm(
MOIU.trimap(i, d + j),
MOI.ScalarAffineTerm(one(T), Δ[MOIU.trimap(i, j)]),
MOI.Utilities.trimap(i, d + j),
MOI.ScalarAffineTerm(one(T), Δ[MOI.Utilities.trimap(i, j)]),
)
end
cur += 1
terms[cur] = MOI.VectorAffineTerm(
MOIU.trimap(d + j, d + j),
MOI.ScalarAffineTerm(one(T), Δ[MOIU.trimap(j, j)]),
MOI.Utilities.trimap(d + j, d + j),
MOI.ScalarAffineTerm(one(T), Δ[MOI.Utilities.trimap(j, j)]),
)
end
@assert cur == M
Y = MOI.VectorAffineFunction(terms, constant)
sdindex =
MOI.add_constraint(model, Y, MOI.PositiveSemidefiniteConeTriangle(2d))

D = Δ[MOIU.trimap.(1:d, 1:d)]

D = Δ[MOI.Utilities.trimap.(1:d, 1:d)]
return tu, D, Δ, sdindex
end

Expand Down Expand Up @@ -91,12 +85,14 @@ that
struct LogDetBridge{T} <: AbstractBridge
Δ::Vector{MOI.VariableIndex}
l::Vector{MOI.VariableIndex}
sdindex::CI{
sdindex::MOI.ConstraintIndex{
MOI.VectorAffineFunction{T},
MOI.PositiveSemidefiniteConeTriangle,
}
lcindex::Vector{CI{MOI.VectorAffineFunction{T},MOI.ExponentialCone}}
tlindex::CI{MOI.ScalarAffineFunction{T},MOI.LessThan{T}}
lcindex::Vector{
MOI.ConstraintIndex{MOI.VectorAffineFunction{T},MOI.ExponentialCone},
}
tlindex::MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.LessThan{T}}
end

function bridge_constraint(
Expand Down Expand Up @@ -136,11 +132,11 @@ function MOI.supports_constraint(
return true
end

function MOIB.added_constrained_variable_types(::Type{<:LogDetBridge})
function MOI.Bridges.added_constrained_variable_types(::Type{<:LogDetBridge})
return Tuple{Type}[]
end

function MOIB.added_constraint_types(::Type{LogDetBridge{T}}) where {T}
function MOI.Bridges.added_constraint_types(::Type{LogDetBridge{T}}) where {T}
return Tuple{Type,Type}[
(MOI.VectorAffineFunction{T}, MOI.PositiveSemidefiniteConeTriangle),
(MOI.VectorAffineFunction{T}, MOI.ExponentialCone),
Expand Down Expand Up @@ -168,7 +164,7 @@ function sublog(
) where {T}
return MOI.add_constraint(
model,
MOIU.operate(vcat, T, x, y, z),
MOI.Utilities.operate(vcat, T, x, y, z),
MOI.ExponentialCone(),
)
end
Expand All @@ -191,17 +187,15 @@ function subsum(
::Type{T},
) where {T}
rhs = MOI.ScalarAffineFunction(MOI.ScalarAffineTerm.(one(T), l), zero(T))
f = MOIU.operate!(-, T, t, rhs)
return MOIU.normalize_and_add_constraint(
f = MOI.Utilities.operate!(-, T, t, rhs)
return MOI.Utilities.normalize_and_add_constraint(
model,
f,
MOI.LessThan(zero(T)),
allow_modify_function = true,
)
end

# Attributes, Bridge acting as a model

function MOI.get(b::LogDetBridge, ::MOI.NumberOfVariables)::Int64
return length(b.Δ) + length(b.l)
end
Expand Down Expand Up @@ -259,7 +253,6 @@ function MOI.get(
return [b.tlindex]
end

# References
function MOI.delete(model::MOI.ModelLike, bridge::LogDetBridge)
MOI.delete(model, bridge.tlindex)
MOI.delete(model, bridge.lcindex)
Expand All @@ -269,7 +262,6 @@ function MOI.delete(model::MOI.ModelLike, bridge::LogDetBridge)
return
end

# Attributes, Bridge acting as a constraint
function MOI.get(
model::MOI.ModelLike,
attr::Union{MOI.ConstraintPrimal,MOI.ConstraintPrimalStart},
Expand All @@ -288,7 +280,8 @@ end
# [X Δ; Δ' Diag(Δ)] in PSD
# t - sum(l) >= 0
# (l_i, u, Δ_ii) in Exp
# (t, u, x) in LogDet <=> exists Δ, l such that At + Bu + Cx + DΔ + El in (PSD, >=, Exp_i)
# (t, u, x) in LogDet <=>
# exists Δ, l such that At + Bu + Cx + DΔ + El in (PSD, >=, Exp_i)
# so LogDet* = [A'; B'; C'] (PSD, >=, Exp_i)*
# and 0 = [D'; E'] (PSD, >=, Exp_i)*
# where
Expand Down Expand Up @@ -342,11 +335,14 @@ matrix ``Δ`` such that:
"""
struct RootDetBridge{T} <: AbstractBridge
Δ::Vector{MOI.VariableIndex}
sdindex::CI{
sdindex::MOI.ConstraintIndex{
MOI.VectorAffineFunction{T},
MOI.PositiveSemidefiniteConeTriangle,
}
gmindex::CI{MOI.VectorAffineFunction{T},MOI.GeometricMeanCone}
gmindex::MOI.ConstraintIndex{
MOI.VectorAffineFunction{T},
MOI.GeometricMeanCone,
}
end

function bridge_constraint(
Expand Down Expand Up @@ -375,7 +371,7 @@ function bridge_constraint(
DF = MOI.VectorAffineFunction{T}(MOI.VectorOfVariables(D))
gmindex = MOI.add_constraint(
model,
MOIU.operate(vcat, T, t, DF),
MOI.Utilities.operate(vcat, T, t, DF),
MOI.GeometricMeanCone(d + 1),
)
return RootDetBridge(Δ, sdindex, gmindex)
Expand All @@ -389,19 +385,17 @@ function MOI.supports_constraint(
return true
end

function MOIB.added_constrained_variable_types(::Type{<:RootDetBridge})
function MOI.Bridges.added_constrained_variable_types(::Type{<:RootDetBridge})
return Tuple{Type}[]
end

function MOIB.added_constraint_types(::Type{RootDetBridge{T}}) where {T}
function MOI.Bridges.added_constraint_types(::Type{RootDetBridge{T}}) where {T}
return Tuple{Type,Type}[
(MOI.VectorAffineFunction{T}, MOI.PositiveSemidefiniteConeTriangle),
(MOI.VectorAffineFunction{T}, MOI.GeometricMeanCone),
]
end

# Attributes, Bridge acting as a model

MOI.get(b::RootDetBridge, ::MOI.NumberOfVariables)::Int64 = length(b.Δ)

MOI.get(b::RootDetBridge, ::MOI.ListOfVariableIndices) = copy(b.Δ)
Expand Down Expand Up @@ -446,18 +440,16 @@ function MOI.get(
return [b.gmindex]
end

# References
function MOI.delete(model::MOI.ModelLike, bridge::RootDetBridge)
MOI.delete(model, bridge.gmindex)
MOI.delete(model, bridge.sdindex)
MOI.delete(model, bridge.Δ)
return
end

# Attributes, Bridge acting as a constraint
function MOI.get(
model::MOI.ModelLike,
attr::Union{MOI.ConstraintPrimal,MOI.ConstraintPrimalStart},
attr::Union{MOI.ConstraintPrimal},
bridge::RootDetBridge,
)
t = MOI.get(model, attr, bridge.gmindex)[1]
Expand All @@ -480,7 +472,7 @@ end
# let b = 0, so e_i = -c_i
function MOI.get(
model::MOI.ModelLike,
attr::Union{MOI.ConstraintDual,MOI.ConstraintDualStart},
attr::Union{MOI.ConstraintDual},
bridge::RootDetBridge,
)
t_dual = MOI.get(model, attr, bridge.gmindex)[1]
Expand Down