Skip to content

Remove cache from BridgeOptimizer #722

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 2 commits into from
May 3, 2019
Merged

Remove cache from BridgeOptimizer #722

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
1f1bd55
Remove cache from BridgeOptimizer
blegat May 1, 2019
4832579
getconstant -> constant
blegat May 3, 2019
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
68 changes: 20 additions & 48 deletions src/Bridges/Bridges.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -21,28 +21,14 @@ include("bridgeoptimizer.jl")
include("singlebridgeoptimizer.jl")
include("lazybridgeoptimizer.jl")

# This is used by JuMP and removes the need to update JuMP everytime a bridge is added
MOIU.@model(AllBridgedConstraints,
(),
(MOI.EqualTo, MOI.LessThan, MOI.GreaterThan, MOI.Interval,),
(MOI.Nonnegatives, MOI.Nonpositives, MOI.SecondOrderCone,
MOI.RotatedSecondOrderCone, MOI.GeometricMeanCone,
MOI.PositiveSemidefiniteConeSquare,
MOI.LogDetConeTriangle, MOI.RootDetConeTriangle),
(),
(MOI.SingleVariable,),
(MOI.ScalarAffineFunction, MOI.ScalarQuadraticFunction),
(MOI.VectorOfVariables,),
(MOI.VectorAffineFunction, MOI.VectorQuadraticFunction))
"""
full_bridge_optimizer(model::MOI.ModelLike, ::Type{T}) where T

Returns a `LazyBridgeOptimizer` bridging `model` for every bridge defined in
this package and for the coefficient type `T`.
"""
function full_bridge_optimizer(model::MOI.ModelLike, ::Type{T}) where T
cache = MOIU.UniversalFallback(AllBridgedConstraints{T}())
bridged_model = LazyBridgeOptimizer(model, cache)
bridged_model = LazyBridgeOptimizer(model)
add_bridge(bridged_model, GreaterToLessBridge{T})
add_bridge(bridged_model, LessToGreaterBridge{T})
add_bridge(bridged_model, NonnegToNonposBridge{T})
Expand All @@ -66,49 +52,35 @@ function full_bridge_optimizer(model::MOI.ModelLike, ::Type{T}) where T
end

include("flip_sign_bridge.jl")
@bridge GreaterToLess GreaterToLessBridge () (MOI.GreaterThan,) () () (MOI.SingleVariable,) (MOI.ScalarAffineFunction, MOI.ScalarQuadraticFunction) () ()
@bridge LessToGreater LessToGreaterBridge () (MOI.LessThan,) () () (MOI.SingleVariable,) (MOI.ScalarAffineFunction, MOI.ScalarQuadraticFunction) () ()
@bridge NonnegToNonpos NonnegToNonposBridge () () (MOI.Nonnegatives,) () () () (MOI.VectorOfVariables,) (MOI.VectorAffineFunction, MOI.VectorQuadraticFunction)
@bridge NonposToNonneg NonposToNonnegBridge () () (MOI.Nonpositives,) () () () (MOI.VectorOfVariables,) (MOI.VectorAffineFunction, MOI.VectorQuadraticFunction)
const GreaterToLess{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{GreaterToLessBridge{T}, OT}
const LessToGreater{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{LessToGreaterBridge{T}, OT}
const NonnegToNonpos{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{NonnegToNonposBridge{T}, OT}
const NonposToNonneg{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{NonposToNonnegBridge{T}, OT}
include("vectorizebridge.jl")
@bridge Vectorize VectorizeBridge () (MOI.EqualTo, MOI.LessThan, MOI.GreaterThan,) () () (MOI.SingleVariable,) (MOI.ScalarAffineFunction, MOI.ScalarQuadraticFunction) () ()
const Vectorize{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{VectorizeBridge{T}, OT}
include("scalarizebridge.jl")
@bridge Scalarize ScalarizeBridge () () (MOI.Zeros, MOI.Nonnegatives, MOI.Nonpositives) () () () (MOI.VectorOfVariables,) (MOI.VectorAffineFunction, MOI.VectorQuadraticFunction)
const Scalarize{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{ScalarizeBridge{T}, OT}
include("slackbridge.jl")
@bridge ScalarSlack ScalarSlackBridge () (MOI.Interval, MOI.LessThan, MOI.GreaterThan) () () () (MOI.ScalarAffineFunction, MOI.ScalarQuadraticFunction) () ()
@bridge(VectorSlack, VectorSlackBridge, (), (),
(MOI.Nonnegatives, MOI.Nonpositives, MOI.SecondOrderCone,
MOI.RotatedSecondOrderCone, MOI.GeometricMeanCone,
MOI.PositiveSemidefiniteConeSquare, MOI.PositiveSemidefiniteConeTriangle, MOI.LogDetConeTriangle,
MOI.RootDetConeTriangle),
(MOI.PowerCone, MOI.DualPowerCone, MOI.SOS1, MOI.SOS2), (), (), (),
(MOI.VectorAffineFunction, MOI.VectorQuadraticFunction)
)
const ScalarSlack{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{ScalarSlackBridge{T}, OT}
const VectorSlack{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{VectorSlackBridge{T}, OT}
include("functionize_bridge.jl")
@bridge ScalarFunctionize ScalarFunctionizeBridge () (MOI.Interval, MOI.LessThan, MOI.GreaterThan) () () (MOI.SingleVariable,) () () ()
@bridge(VectorFunctionize, VectorFunctionizeBridge, (), (),
(MOI.Nonnegatives, MOI.Nonpositives, MOI.SecondOrderCone,
MOI.RotatedSecondOrderCone, MOI.GeometricMeanCone,
MOI.PositiveSemidefiniteConeSquare, MOI.PositiveSemidefiniteConeTriangle, MOI.LogDetConeTriangle,
MOI.RootDetConeTriangle),
(MOI.PowerCone, MOI.DualPowerCone, MOI.SOS1, MOI.SOS2), (), (),
(MOI.VectorOfVariables,), ()
)
const ScalarFunctionize{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{ScalarFunctionizeBridge{T}, OT}
const VectorFunctionize{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{VectorFunctionizeBridge{T}, OT}
include("intervalbridge.jl")
@bridge SplitInterval SplitIntervalBridge () (MOI.Interval,) () () (MOI.SingleVariable,) (MOI.ScalarAffineFunction, MOI.ScalarQuadraticFunction) () ()
const SplitInterval{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{SplitIntervalBridge{T}, OT}
include("rsocbridge.jl")
@bridge RSOC RSOCBridge () () (MOI.RotatedSecondOrderCone,) () () () (MOI.VectorOfVariables,) (MOI.VectorAffineFunction,)
const RSOC{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{RSOCBridge{T}, OT}
include("quadtosocbridge.jl")
@bridge QuadtoSOC QuadtoSOCBridge () (MOI.LessThan, MOI.GreaterThan) () () () (MOI.ScalarQuadraticFunction,) () ()
const QuadtoSOC{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{QuadtoSOCBridge{T}, OT}
include("geomeanbridge.jl")
@bridge GeoMean GeoMeanBridge () () (MOI.GeometricMeanCone,) () () () (MOI.VectorOfVariables,) (MOI.VectorAffineFunction,)
const GeoMean{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{GeoMeanBridge{T}, OT}
include("squarepsdbridge.jl")
@bridge SquarePSD SquarePSDBridge () () (MOI.PositiveSemidefiniteConeSquare,) () () () (MOI.VectorOfVariables,) (MOI.VectorAffineFunction, MOI.VectorQuadraticFunction)
const SquarePSD{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{SquarePSDBridge{T}, OT}
include("detbridge.jl")
@bridge LogDet LogDetBridge () () (MOI.LogDetConeTriangle,) () () () (MOI.VectorOfVariables,) (MOI.VectorAffineFunction,)
@bridge RootDet RootDetBridge () () (MOI.RootDetConeTriangle,) () () () (MOI.VectorOfVariables,) (MOI.VectorAffineFunction,)
const LogDet{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{LogDetBridge{T}, OT}
const RootDet{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{RootDetBridge{T}, OT}
include("soctopsdbridge.jl")
@bridge SOCtoPSD SOCtoPSDBridge () () (MOI.SecondOrderCone,) () () () (MOI.VectorOfVariables,) (MOI.VectorAffineFunction,)
@bridge RSOCtoPSD RSOCtoPSDBridge () () (MOI.RotatedSecondOrderCone,) () () () (MOI.VectorOfVariables,) (MOI.VectorAffineFunction,)
const SOCtoPSD{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{SOCtoPSDBridge{T}, OT}
const RSOCtoPSD{T, OT<:MOI.ModelLike} = SingleBridgeOptimizer{RSOCtoPSDBridge{T}, OT}

end # module
Loading