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[Bridges] add VariablePrimalStart support to ParameterToEqualTo and RSOCtoPSD #2337

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Merged
merged 2 commits into from
Nov 2, 2023
Merged

[Bridges] add VariablePrimalStart support to ParameterToEqualTo and RSOCtoPSD #2337

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f0838e9
[Bridges] add VariablePrimalStart support to ParameterToEqualTo and R…
odow Nov 2, 2023
16cc282
Update set set u submatrix
odow Nov 2, 2023
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26 changes: 26 additions & 0 deletions src/Bridges/Variable/bridges/parameter.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -115,3 +115,29 @@ function unbridged_map(
) where {T}
return [bridge.x => _to_one(T, x)]
end

function MOI.supports(
model::MOI.ModelLike,
attr::MOI.VariablePrimalStart,
::Type{<:ParameterToEqualToBridge},
)
return MOI.supports(model, attr, MOI.VariableIndex)
end

function MOI.get(
model::MOI.ModelLike,
attr::Union{MOI.VariablePrimal,MOI.VariablePrimalStart},
bridge::ParameterToEqualToBridge,
)
return MOI.get(model, attr, bridge.x)
end

function MOI.set(
model::MOI.ModelLike,
attr::MOI.VariablePrimalStart,
bridge::ParameterToEqualToBridge,
value,
)
MOI.set(model, attr, bridge.x, value)
return
end
38 changes: 36 additions & 2 deletions src/Bridges/Variable/bridges/rsoc_to_psd.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -248,19 +248,53 @@ function MOI.get(
return dual
end

function MOI.supports(
model::MOI.ModelLike,
attr::MOI.VariablePrimalStart,
::Type{<:RSOCtoPSDBridge},
)
return MOI.supports(model, attr, MOI.VariableIndex)
end

function MOI.get(
model::MOI.ModelLike,
attr::MOI.VariablePrimal,
attr::Union{MOI.VariablePrimal,MOI.VariablePrimalStart},
bridge::RSOCtoPSDBridge,
i::MOI.Bridges.IndexInVector,
)
value = MOI.get(model, attr, _variable(bridge, i))
if i.value == 2
if value !== nothing && i.value == 2
return value / 2
end
return value
end

_u_start_values(::Nothing) = nothing, nothing
_u_start_values(value::T) where {T} = 2 * value, zero(T)

function MOI.set(
model::MOI.ModelLike,
attr::MOI.VariablePrimalStart,
bridge::RSOCtoPSDBridge{T},
value,
i::MOI.Bridges.IndexInVector,
) where {T}
if i.value != 2
MOI.set(model, attr, _variable(bridge, i), value)
return
end
diag_value, offdiag_value = _u_start_values(value)
n = length(bridge.variables)
for col in 2:MOI.Utilities.side_dimension_for_vectorized_dimension(n)
for row in 2:col
k = MOI.Utilities.trimap(row, col)
v = row == col ? diag_value : offdiag_value
MOI.set(model, attr, bridge.variables[k], v)
end
end
return
end

function MOI.Bridges.bridged_function(
bridge::RSOCtoPSDBridge{T},
i::MOI.Bridges.IndexInVector,
Expand Down