Skip to content

[Bridges] maintenance of semi_to_binary.jl #1584

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 1 commit into from
Sep 5, 2021
Merged

[Bridges] maintenance of semi_to_binary.jl #1584

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
64 changes: 29 additions & 35 deletions src/Bridges/Constraint/semi_to_binary.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,24 +1,24 @@
const SemiSets{T} = Union{MOI.Semicontinuous{T},MOI.Semiinteger{T}}
const _SemiSets{T} = Union{MOI.Semicontinuous{T},MOI.Semiinteger{T}}

"""
SemiToBinaryBridge{T, S <: MOI.AbstractScalarSet}

The `SemiToBinaryBridge` replaces an Semicontinuous constraint:
The `SemiToBinaryBridge` replaces a Semicontinuous constraint:
``x \\in \\mathsf{Semicontinuous}(l, u)``
is replaced by:
``z \\in \\{0, 1\\}``,
``x \\leq z \\cdot u ``,
``x \\geq z \\cdot l ``.

The `SemiToBinaryBridge` replaces an Semiinteger constraint:
The `SemiToBinaryBridge` replaces a Semiinteger constraint:
``x \\in Semiinteger(l, u)``
is replaced by:
``z \\in \\{0, 1\\}``,
``x \\in \\mathbb{Z}``,
``x \\leq z \\cdot u ``,
``x \\geq z \\cdot l ``.
"""
mutable struct SemiToBinaryBridge{T,S<:SemiSets{T}} <: AbstractBridge
mutable struct SemiToBinaryBridge{T,S<:_SemiSets{T}} <: AbstractBridge
semi_set::S
variable::MOI.VariableIndex
binary_variable::MOI.VariableIndex
Expand All @@ -42,25 +42,21 @@ function bridge_constraint(
model::MOI.ModelLike,
f::MOI.VariableIndex,
s::S,
) where {T<:Real,S<:SemiSets{T}}
) where {T<:Real,S<:_SemiSets{T}}
binary, binary_con = MOI.add_constrained_variable(model, MOI.ZeroOne())

# var - LB * bin >= 0
lb = MOIU.operate(*, T, -s.lower, binary)
lb = MOIU.operate!(+, T, lb, f)
lb = MOI.Utilities.operate(*, T, -s.lower, binary)
lb = MOI.Utilities.operate!(+, T, lb, f)
lb_ci = MOI.add_constraint(model, lb, MOI.GreaterThan{T}(zero(T)))

# var - UB * bin <= 0
ub = MOIU.operate(*, T, -s.upper, binary)
ub = MOIU.operate!(+, T, ub, f)
ub = MOI.Utilities.operate(*, T, -s.upper, binary)
ub = MOI.Utilities.operate!(+, T, ub, f)
ub_ci = MOI.add_constraint(model, ub, MOI.LessThan{T}(zero(T)))

if s isa MOI.Semiinteger{T}
int_ci = MOI.add_constraint(model, f, MOI.Integer())
else
int_ci = nothing
end

return SemiToBinaryBridge{T,S}(
s,
f,
Expand All @@ -72,13 +68,13 @@ function bridge_constraint(
)
end

function MOIB.added_constrained_variable_types(
function MOI.Bridges.added_constrained_variable_types(
::Type{<:SemiToBinaryBridge{T,S}},
) where {T,S}
return Tuple{Type}[(MOI.ZeroOne,)]
end

function MOIB.added_constraint_types(
function MOI.Bridges.added_constraint_types(
::Type{<:SemiToBinaryBridge{T,S}},
) where {T,S<:MOI.Semicontinuous{T}}
return Tuple{Type,Type}[
Expand All @@ -87,7 +83,7 @@ function MOIB.added_constraint_types(
]
end

function MOIB.added_constraint_types(
function MOI.Bridges.added_constraint_types(
::Type{<:SemiToBinaryBridge{T,S}},
) where {T,S<:MOI.Semiinteger{T}}
return Tuple{Type,Type}[
Expand All @@ -101,29 +97,25 @@ function concrete_bridge_type(
::Type{<:SemiToBinaryBridge{T}},
::Type{MOI.VariableIndex},
::Type{S},
) where {T,S<:SemiSets}
) where {T,S<:_SemiSets}
return SemiToBinaryBridge{T,S}
end

function MOI.supports_constraint(
::Type{<:SemiToBinaryBridge},
::Type{MOI.VariableIndex},
::Type{<:SemiSets},
::Type{<:_SemiSets},
)
return true
end

function MOI.get(
model::MOI.ModelLike,
attr::MOI.ConstraintSet,
b::SemiToBinaryBridge,
)
function MOI.get(::MOI.ModelLike, ::MOI.ConstraintSet, b::SemiToBinaryBridge)
return b.semi_set
end

function MOI.set(
model::MOI.ModelLike,
attr::MOI.ConstraintSet,
::MOI.ConstraintSet,
bridge::SemiToBinaryBridge{T,S},
set::S,
) where {T,S}
Expand All @@ -142,8 +134,8 @@ function MOI.set(
end

function MOI.get(
model::MOI.ModelLike,
attr::MOI.ConstraintFunction,
::MOI.ModelLike,
::MOI.ConstraintFunction,
b::SemiToBinaryBridge{T},
) where {T}
return b.variable
Expand Down Expand Up @@ -173,29 +165,33 @@ function MOI.get(
end

function MOI.supports(
::MOI.ModelLike,
model::MOI.ModelLike,
::MOI.ConstraintPrimalStart,
::Type{<:SemiToBinaryBridge},
)
return true
::Type{SemiToBinaryBridge{T,S}},
) where {T,S}
ci_1 = MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.GreaterThan{T}}
ci_2 = MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.LessThan{T}}
return MOI.supports(model, MOI.VariablePrimalStart(), MOI.VariableIndex) &&
MOI.supports(model, MOI.ConstraintPrimalStart(), ci_1) &&
MOI.supports(model, MOI.ConstraintPrimalStart(), ci_2)
end

function MOI.get(
model::MOI.ModelLike,
attr::MOI.ConstraintPrimalStart,
::MOI.ConstraintPrimalStart,
bridge::SemiToBinaryBridge,
)
return MOI.get(model, MOI.VariablePrimalStart(), bridge.variable)
end

function MOI.set(
model::MOI.ModelLike,
attr::MOI.ConstraintPrimalStart,
::MOI.ConstraintPrimalStart,
bridge::SemiToBinaryBridge{T},
value,
) where {T}
MOI.set(model, MOI.VariablePrimalStart(), bridge.variable, value)
bin_value = ifelse(iszero(value), 0.0, 1.0)
bin_value = iszero(value) ? 0.0 : 1.0
MOI.set(model, MOI.VariablePrimalStart(), bridge.binary_variable, bin_value)
MOI.set(
model,
Expand All @@ -212,8 +208,6 @@ function MOI.set(
return
end

# Attributes, Bridge acting as a model

MOI.get(::SemiToBinaryBridge, ::MOI.NumberOfVariables)::Int64 = 1

function MOI.get(b::SemiToBinaryBridge, ::MOI.ListOfVariableIndices)
Expand Down