Fix MOI.VariablePrimalStart

src/MosekTools.jl

@@ -86,6 +86,11 @@ mutable struct Optimizer <: MOI.AbstractOptimizer
     dpars::Dict{String,Float64}
     # String parameters, i.e. parameters starting with `MSK_SPAR_`
     spars::Dict{String,AbstractString}
+
+    # Mosek stores the primal start in the solution vector. We don't want to
+    # overwrite it, so keep a separate copy.
+    variable_primal_start::Dict{MOI.VariableIndex,Float64}
+
     has_variable_names::Bool
 
     # Mappings for MOI.ConstraintName
@@ -161,6 +166,7 @@ mutable struct Optimizer <: MOI.AbstractOptimizer
             Dict{String,Int32}(), # ipars
             Dict{String,Float64}(), # dpars
             Dict{String,AbstractString}(), # spars
+            Dict{MOI.VariableIndex,Float64}(),   # variable_primal_start
             false, # has_variable_names
             Dict{MOI.ConstraintIndex,String}(),  # con_to_name
             nothing,                             # name_to_con
@@ -501,6 +507,7 @@ function MOI.empty!(model::Optimizer)
     if !model.be_quiet
         Mosek.putstreamfunc(model.task, Mosek.MSK_STREAM_LOG, m -> print(m))
     end
+    empty!(model.variable_primal_start)
     model.has_variable_names = false
     empty!(model.con_to_name)
     model.name_to_con = nothing

src/attributes.jl

@@ -7,51 +7,6 @@
 # TASK ########################################################################
 ###### The `task` field should not be accessed outside this section. ##########
 
-function set_primal_start(task::Mosek.MSKtask, col::ColumnIndex, value::Float64)
-    xx = Float64[value]
-    for sol in [Mosek.MSK_SOL_BAS, Mosek.MSK_SOL_ITG]
-        Mosek.putxxslice(task, sol, col.value, col.value + Int32(1), xx)
-    end
-    return
-end
-
-function set_primal_start(m::Optimizer, vi::MOI.VariableIndex, value::Float64)
-    set_primal_start(m.task, mosek_index(m, vi), value)
-    return
-end
-
-function set_primal_start(
-    task::Mosek.MSKtask,
-    cols::ColumnIndices,
-    values::Vector{Float64},
-)
-    for sol in [Mosek.MSK_SOL_BAS, Mosek.MSK_SOL_ITG]
-        if Mosek.solutiondef(task, sol)
-            xx = Mosek.getxx(task, sol)
-        else
-            xx = zeros(Float64, Mosek.getnumvar(task))
-        end
-        xx[cols.values] = values
-        Mosek.putxx(task, sol, xx)
-    end
-    return
-end
-
-function set_primal_start(
-    m::Optimizer,
-    vis::Vector{MOI.VariableIndex},
-    values::Vector{Float64},
-)
-    if all(vi -> is_scalar(m, vi), vis)
-        set_primal_start(m.task, columns(m, vis), values)
-    else
-        for (vi, value) in zip(vis, values)
-            set_primal_start(m.task, mosek_index(m, vi), value)
-        end
-    end
-    return
-end
-
 ###############################################################################
 ## INDEXING ###################################################################
 ###############################################################################
@@ -271,26 +226,42 @@
     return true
 end
 
+function _putxxslice(task::Mosek.MSKtask, col::ColumnIndex, value::Float64)
+    for sol in [Mosek.MSK_SOL_BAS, Mosek.MSK_SOL_ITG]
+        Mosek.putxxslice(task, sol, col.value, col.value + Int32(1), [value])
+    end
+    return
+end
+
+# TODO(odow): I'm not sure how to warm-start PSD matrices
+_putxxslice(::Mosek.MSKtask, ::MatrixIndex, ::Float64) = nothing
+
 function MOI.set(
     m::Optimizer,
     ::MOI.VariablePrimalStart,
     v::MOI.VariableIndex,
-    val::Union{Nothing,Float64},
+    val::Real,
 )
-    set_primal_start(m, v, something(val, 0.0))
+    _putxxslice(m.task, mosek_index(m, v), convert(Float64, val))
+    m.variable_primal_start[v] = convert(Float64, val)
     return
 end
 
 function MOI.set(
     m::Optimizer,
     ::MOI.VariablePrimalStart,
-    vis::Vector{MOI.VariableIndex},
-    values::Vector{Float64},
+    v::MOI.VariableIndex,
+    ::Nothing,
 )
-    set_primal_start(m, vis, values)
+    _putxxslice(m.task, mosek_index(m, v), 0.0)
+    delete!(m.variable_primal_start, v)
     return
 end
 
+function MOI.get(m::Optimizer, ::MOI.VariablePrimalStart, v::MOI.VariableIndex)
+    return get(m.variable_primal_start, v, nothing)
+end
+
 # function MOI.set(m::Optimizer,attr::MOI.ConstraintDualStart, vs::Vector{MOI.ConstraintIndex}, vals::Vector{Float64})
 #     subj = columns(vs)
 

src/variable.jl

@@ -290,12 +290,14 @@
 end
 
 function MOI.get(m::Optimizer, ::MOI.ListOfVariableAttributesSet)
-    set = MOI.AbstractVariableAttribute[]
+    ret = MOI.AbstractVariableAttribute[]
     if m.has_variable_names
-        push!(set, MOI.VariableName())
+        push!(ret, MOI.VariableName())
     end
-    # TODO add VariablePrimalStart when get is implemented on it
-    return set
+    if !isempty(m.variable_primal_start)
+        push!(ret, MOI.VariablePrimalStart())
+    end
+    return ret
 end
 
 ## Name #######################################################################

test/runtests.jl

@@ -361,8 +361,6 @@ function test_moi_test_runtests_Mosek()
         MosekOptimizerWithFallback(),
         config;
         exclude = [
-            # FIXME ArgumentError: MosekTools.Optimizer does not support getting the attribute MathOptInterface.VariablePrimalStart().
-            "test_model_VariablePrimalStart",
             # FIXME
             "test_model_duplicate_VariableName",
             # Expression: status in (config.optimal_status, MOI.INVALID_MODEL)
@@ -391,7 +389,6 @@ function test_moi_test_runtests_Bridge_Mosek()
         config;
         exclude = [
             "test_model_duplicate_VariableName",
-            "test_model_VariablePrimalStart", # able to set but not to get VariablePrimalStart
             # Cannot put multiple bound sets of the same type on a variable
             "test_basic_VectorAffineFunction_Circuit",
             "test_basic_VectorOfVariables_Circuit",
@@ -405,7 +402,6 @@ function test_moi_test_runtests_Bridge_Mosek()
             "test_conic_HermitianPositiveSemidefiniteConeTriangle_1",
         ],
     )
-    @test MOI.supports(model, MOI.VariablePrimalStart(), MOI.VariableIndex)
     return
 end