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[Bridges] maintenance of geomean_to_relentr.jl #1583

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Merged
merged 1 commit into from
Sep 5, 2021
Merged

[Bridges] maintenance of geomean_to_relentr.jl #1583

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58 changes: 33 additions & 25 deletions src/Bridges/Constraint/geomean_to_relentr.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -17,8 +17,8 @@ of ones.
"""
struct GeoMeantoRelEntrBridge{T,F,G,H} <: AbstractBridge
y::MOI.VariableIndex
nn_index::CI{F,MOI.Nonnegatives} # for y >= 0
relentr_index::CI{G,MOI.RelativeEntropyCone}
nn_index::MOI.ConstraintIndex{F,MOI.Nonnegatives} # for y >= 0
relentr_index::MOI.ConstraintIndex{G,MOI.RelativeEntropyCone}
end

function bridge_constraint(
Expand All @@ -27,12 +27,15 @@ function bridge_constraint(
f::H,
s::MOI.GeometricMeanCone,
) where {T,F,G,H}
f_scalars = MOIU.eachscalar(f)
f_scalars = MOI.Utilities.eachscalar(f)
(y, nn_index) = MOI.add_constrained_variables(model, MOI.Nonnegatives(1))
w_func = MOIU.vectorize(
fill(MOIU.operate(+, T, f_scalars[1], y[1]), MOI.dimension(s) - 1),
w_func = MOI.Utilities.vectorize(
fill(
MOI.Utilities.operate(+, T, f_scalars[1], y[1]),
MOI.dimension(s) - 1,
),
)
relentr_func = MOIU.operate(
relentr_func = MOI.Utilities.operate(
vcat,
T,
zero(MOI.ScalarAffineFunction{Float64}),
Expand All @@ -55,11 +58,13 @@ function MOI.supports_constraint(
return true
end

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

function MOIB.added_constraint_types(
function MOI.Bridges.added_constraint_types(
::Type{<:GeoMeantoRelEntrBridge{T,F,G}},
) where {T,F,G}
return Tuple{Type,Type}[(G, MOI.RelativeEntropyCone)]
Expand All @@ -71,18 +76,17 @@ function concrete_bridge_type(
::Type{MOI.GeometricMeanCone},
) where {T}
F = MOI.VectorOfVariables
S = MOIU.scalar_type(H)
G = MOIU.promote_operation(
S = MOI.Utilities.scalar_type(H)
G = MOI.Utilities.promote_operation(
vcat,
T,
T,
S,
MOIU.promote_operation(+, T, S, MOI.VariableIndex),
MOI.Utilities.promote_operation(+, T, S, MOI.VariableIndex),
)
return GeoMeantoRelEntrBridge{T,F,G,H}
end

# Attributes, Bridge acting as a model
MOI.get(::GeoMeantoRelEntrBridge, ::MOI.NumberOfVariables)::Int64 = 1

function MOI.get(bridge::GeoMeantoRelEntrBridge, ::MOI.ListOfVariableIndices)
Expand Down Expand Up @@ -117,30 +121,31 @@ function MOI.get(
return [bridge.relentr_index]
end

# References
function MOI.delete(model::MOI.ModelLike, bridge::GeoMeantoRelEntrBridge)
MOI.delete(model, bridge.relentr_index)
MOI.delete(model, bridge.nn_index)
MOI.delete(model, bridge.y)
return
end

# Attributes, Bridge acting as a constraint
function MOI.get(
model::MOI.ModelLike,
::MOI.ConstraintFunction,
bridge::GeoMeantoRelEntrBridge{T,F,G,H},
) where {T,F,G,H}
relentr_func = MOIU.eachscalar(
relentr_func = MOI.Utilities.eachscalar(
MOI.get(model, MOI.ConstraintFunction(), bridge.relentr_index),
)
d = div(length(relentr_func) - 1, 2)
u_func = MOIU.remove_variable(
MOIU.operate(-, T, relentr_func[end], bridge.y),
u_func = MOI.Utilities.remove_variable(
MOI.Utilities.operate(-, T, relentr_func[end], bridge.y),
bridge.y,
)
w_func = relentr_func[2:(1+d)]
return MOIU.convert_approx(H, MOIU.operate(vcat, T, u_func, w_func))
return MOI.Utilities.convert_approx(
H,
MOI.Utilities.operate(vcat, T, u_func, w_func),
)
end

function MOI.get(
Expand All @@ -159,11 +164,13 @@ function MOI.get(
end

function MOI.supports(
::MOI.ModelLike,
::Union{MOI.ConstraintPrimalStart,MOI.ConstraintDualStart},
::Type{<:GeoMeantoRelEntrBridge},
)
return true
model::MOI.ModelLike,
attr::Union{MOI.ConstraintPrimalStart,MOI.ConstraintDualStart},
::Type{GeoMeantoRelEntrBridge{T,F,G,H}},
) where {T,F,G,H}
ci_1 = MOI.ConstraintIndex{F,MOI.Nonnegatives}
ci_2 = MOI.ConstraintIndex{G,MOI.RelativeEntropyCone}
return MOI.supports(model, attr, ci_1) && MOI.supports(model, attr, ci_2)
end

function MOI.get(
Expand Down Expand Up @@ -213,8 +220,9 @@ function MOI.get(
return vcat(u_dual, w_dual)
end

# Given GeometricMeanCone constraint dual start of (u, w), constraint dual on y >= 0 is -u
# and on RelativeEntropyCone constraint is (-u/n, w, u/n * (log.(w/geomean(w)) .+ 1)).
# Given GeometricMeanCone constraint dual start of (u, w), constraint dual on
# y >= 0 is -u and on RelativeEntropyCone constraint is
# (-u/n, w, u/n * (log.(w/geomean(w)) .+ 1)).
# Note log.(w/geomean(w)) = log.(w) .- sum(log, w) / n.
function MOI.set(
model::MOI.ModelLike,
Expand Down