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Add missing PSDCS in bridge cache #524

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Merged
merged 6 commits into from
Sep 22, 2018
Merged

Add missing PSDCS in bridge cache #524

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dd27861
Add missing PSDCS in bridge cache
blegat Sep 20, 2018
c1d26b5
Add supports tests
blegat Sep 20, 2018
fb1ebd0
Add test for quadratic support
blegat Sep 20, 2018
4128a6d
Remove show and add TODO
blegat Sep 21, 2018
3e306bb
Clarify comments
blegat Sep 22, 2018
9e3d69e
formatting fixes
mlubin Sep 22, 2018
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7 changes: 4 additions & 3 deletions src/Bridges/Bridges.jl
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Expand Up @@ -28,12 +28,13 @@ MOIU.@model(AllBridgedConstraints,
(),
(MOI.Interval,),
(MOI.SecondOrderCone, MOI.RotatedSecondOrderCone, MOI.GeometricMeanCone,
MOI.PositiveSemidefiniteConeSquare,
MOI.LogDetConeTriangle, MOI.RootDetConeTriangle),
(),
(),
(MOI.ScalarAffineFunction,),
(MOI.SingleVariable,),
(MOI.ScalarAffineFunction, MOI.ScalarQuadraticFunction),
(MOI.VectorOfVariables,),
(MOI.VectorAffineFunction,))
(MOI.VectorAffineFunction, MOI.VectorQuadraticFunction))
"""
fullbridgeoptimizer(model::MOI.ModelLike, ::Type{T}) where T

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5 changes: 5 additions & 0 deletions src/Utilities/functions.jl
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Expand Up @@ -906,6 +906,11 @@ function promote_operation(::typeof(/), ::Type{T},
::Type{T}) where T
MOI.ScalarAffineFunction{T}
end
function promote_operation(::typeof(/), ::Type{T},
::Type{MOI.ScalarQuadraticFunction{T}},
::Type{T}) where T
MOI.ScalarQuadraticFunction{T}
end

function operate!(::typeof(/), ::Type{T}, f::MOI.SingleVariable,
α::T) where T
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36 changes: 32 additions & 4 deletions test/bridge.jl
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Expand Up @@ -121,14 +121,14 @@ end
# Model not supporting RotatedSecondOrderCone
MOIU.@model(NoRSOCModel,
(),
(MOI.EqualTo, MOI.GreaterThan, MOI.LessThan, MOI.Interval),
(MOI.EqualTo, MOI.GreaterThan, MOI.LessThan),
(MOI.Zeros, MOI.Nonnegatives, MOI.Nonpositives, MOI.SecondOrderCone,
MOI.ExponentialCone, MOI.PositiveSemidefiniteConeTriangle),
(),
(MOI.SingleVariable,),
(MOI.ScalarAffineFunction,),
(MOI.ScalarAffineFunction, MOI.ScalarQuadraticFunction),
(MOI.VectorOfVariables,),
(MOI.VectorAffineFunction,))
(MOI.VectorAffineFunction, MOI.VectorQuadraticFunction))

@testset "LazyBridgeOptimizer" begin
mock = MOIU.MockOptimizer(NoRSOCModel{Float64}())
Expand All @@ -150,7 +150,7 @@ MOIU.@model(NoRSOCModel,
MOIT.copytest(bridgedmock, NoRSOCModel{Float64}())
end

# Test that RSOCtoPSD is used instead of RSOC+SOCtoPSD as it is a shortest path
# Test that RSOCtoPSD is used instead of RSOC+SOCtoPSD as it is a shortest path.
@testset "Bridge selection" begin
MOI.empty!(bridgedmock)
@test !(MOI.supports_constraint(bridgedmock, MOI.VectorAffineFunction{Float64}, MOI.LogDetConeTriangle))
Expand All @@ -160,6 +160,34 @@ MOIU.@model(NoRSOCModel,
@test bridgedmock.dist[(MathOptInterface.VectorOfVariables, MathOptInterface.RotatedSecondOrderCone)] == 1
end

@testset "Supports" begin
fullbridgedmock = MOIB.fullbridgeoptimizer(mock, Float64)
for F in [MOI.SingleVariable, MOI.ScalarAffineFunction{Float64},
MOI.ScalarQuadraticFunction{Float64}]
@test MOI.supports_constraint(fullbridgedmock, F,
MOI.Interval{Float64})
end
for F in [MOI.VectorOfVariables, MOI.VectorAffineFunction{Float64},
MOI.VectorQuadraticFunction{Float64}]
@test MOI.supports_constraint(fullbridgedmock, F,
MOI.PositiveSemidefiniteConeSquare)
@test MOI.supports_constraint(fullbridgedmock, F,
MOI.GeometricMeanCone)
end
for F in [MOI.VectorOfVariables, MOI.VectorAffineFunction{Float64}]
# The bridges in this for loop do not support yet
# VectorQuadraticFunction. See TODO's for the reason.
# TODO: Missing vcat for quadratic for supporting quadratic.
@test MOI.supports_constraint(fullbridgedmock, F,
MOI.RotatedSecondOrderCone)
# TODO: Det bridges need to use MOIU.operate to support quadratic.
@test MOI.supports_constraint(fullbridgedmock, F,
MOI.LogDetConeTriangle)
@test MOI.supports_constraint(fullbridgedmock, F,
MOI.RootDetConeTriangle)
end
end

@testset "Combining two briges" begin
fullbridgedmock = MOIB.fullbridgeoptimizer(mock, Float64)
mock.optimize! = (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [1, 1, 0, 1, 1, 0, 1, √2])
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3 changes: 3 additions & 0 deletions test/functions.jl
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Expand Up @@ -247,6 +247,9 @@
@test MOIU.promote_operation(*, Float64,
MOI.ScalarAffineFunction{Float64},
MOI.ScalarAffineFunction{Float64}) == MOI.ScalarQuadraticFunction{Float64}
@test MOIU.promote_operation(/, Float64,
MOI.ScalarQuadraticFunction{Float64},
Float64) == MOI.ScalarQuadraticFunction{Float64}
end
fx = MOI.SingleVariable(x)
fy = MOI.SingleVariable(y)
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