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17 changes: 5 additions & 12 deletions src/constraint.jl
Original file line number Diff line number Diff line change
Expand Up @@ -794,27 +794,20 @@ end

function MOI.add_constrained_variables(
m::Optimizer,
dom::MOI.PositiveSemidefiniteConeTriangle,
)
dom::S,
) where {S<:MOI.PositiveSemidefiniteConeTriangle}
N = MOI.side_dimension(dom)
if N < 1
error(
"Invalid dimension for semidefinite constraint, got $N which is ",
"smaller than the minimum dimension 1.",
)
end
Mosek.appendbarvars(m.task, [Int32(N)])
Mosek.appendbarvars(m.task, Int32[N])
push!(m.sd_dim, N)
id = length(m.sd_dim)
vis =
[new_variable_index(m, MatrixIndex(id, i, j)) for i in 1:N for j in 1:i]
con_idx = MOI.ConstraintIndex{
MOI.VectorOfVariables,
MOI.PositiveSemidefiniteConeTriangle,
}(
id,
)
return vis, con_idx
x = [new_variable_index(m, MatrixIndex(id, i, j)) for i in 1:N for j in 1:i]
return x, MOI.ConstraintIndex{MOI.VectorOfVariables,S}(id)
end

## Get ########################################################################
Expand Down
17 changes: 8 additions & 9 deletions src/objective.jl
Original file line number Diff line number Diff line change
Expand Up @@ -24,15 +24,14 @@ function MOI.get(
msg = "Cannot get objective if it contains the contribution of the entry of a PSD variable."
throw(MOI.GetAttributeNotAllowed(attr, msg))
end
cis = MOI.get(m, MOI.ListOfVariableIndices())
cols = columns(m, cis).values
coeffs = Mosek.getclist(m.task, cols)
constant = Mosek.getcfix(m.task)
@assert length(coeffs) == length(cis)
terms = MOI.ScalarAffineTerm{Float64}[
MOI.ScalarAffineTerm(coeffs[i], cis[i]) for i in 1:length(cis)
]
return MOI.ScalarAffineFunction(terms, constant)
# List of scalar variables only. Exclude matrix variables and those deleted.
xs = [MOI.VariableIndex(i) for (i, x) in enumerate(m.x_sd) if x.matrix == 0]
coeffs = Mosek.getclist(m.task, columns(m, xs).values)
@assert length(coeffs) == length(xs)
return MOI.ScalarAffineFunction{Float64}(
MOI.ScalarAffineTerm{Float64}.(coeffs, xs),
Mosek.getcfix(m.task),
)
end

function MOI.supports(
Expand Down
7 changes: 4 additions & 3 deletions src/variable.jl
Original file line number Diff line number Diff line change
Expand Up @@ -236,7 +236,7 @@ end
###############################################################################

function MOI.is_valid(model::Optimizer, vi::MOI.VariableIndex)
return allocated(model.x_block, ref2id(vi))
return get(model.x_block.size, vi.value, 0) == 1
end

function delete_vector_of_variables_constraint(
Expand Down Expand Up @@ -287,8 +287,9 @@ end
MOI.get(m::Optimizer, ::MOI.NumberOfVariables) = sum(m.x_block.size)

function MOI.get(m::Optimizer, ::MOI.ListOfVariableIndices)
ids = allocatedlist(m.x_block)
return MOI.VariableIndex[MOI.VariableIndex(vid) for vid in ids]
return MOI.VariableIndex[
MOI.VariableIndex(i) for (i, x) in enumerate(m.x_sd) if x.matrix >= 0
]
end

function MOI.get(m::Optimizer, ::MOI.ListOfVariableAttributesSet)
Expand Down
46 changes: 46 additions & 0 deletions test/runtests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -560,6 +560,52 @@ function test_issue_134()
return
end

function test_add_constrained_variables()
model = Mosek.Optimizer()
# Add a scalar
x = MOI.add_variable(model)
@test MOI.get(model, MOI.ListOfVariableIndices()) == [x]
@test MOI.is_valid(model, x)
@test MOI.get(model, MOI.NumberOfVariables()) == 1
# Add a PSD matrix
set = MOI.PositiveSemidefiniteConeTriangle(2)
X, _ = MOI.add_constrained_variables(model, set)
@test MOI.get(model, MOI.ListOfVariableIndices()) == [x; X]
@test all(MOI.is_valid.(model, [x; X]))
@test MOI.get(model, MOI.NumberOfVariables()) == 4
# Add and delete a scalar
y = MOI.add_variable(model)
@test MOI.get(model, MOI.ListOfVariableIndices()) == [x; X; y]
@test all(MOI.is_valid.(model, [x; X; y]))
@test MOI.get(model, MOI.NumberOfVariables()) == 5
MOI.delete(model, y)
@test !MOI.is_valid(model, y)
@test MOI.get(model, MOI.ListOfVariableIndices()) == [x; X]
@test all(MOI.is_valid.(model, [x; X]))
@test MOI.get(model, MOI.NumberOfVariables()) == 4
# Add and delete another scalar
z = MOI.add_variable(model)
@test MOI.get(model, MOI.ListOfVariableIndices()) == [x; X; z]
@test all(MOI.is_valid.(model, [x; X]))
@test MOI.is_valid(model, z)
@test MOI.get(model, MOI.NumberOfVariables()) == 5
MOI.delete(model, z)
@test !MOI.is_valid(model, y)
@test !MOI.is_valid(model, z)
@test MOI.get(model, MOI.ListOfVariableIndices()) == [x; X]
@test all(MOI.is_valid.(model, [x; X]))
@test MOI.get(model, MOI.NumberOfVariables()) == 4
MOI.delete(model, x)
@test !MOI.is_valid(model, x)
@test !MOI.is_valid(model, y)
@test !MOI.is_valid(model, z)
@test MOI.get(model, MOI.ListOfVariableIndices()) == X
@test all(MOI.is_valid.(model, X))
@test MOI.get(model, MOI.NumberOfVariables()) == 3
@test_throws(MOI.DeleteNotAllowed, MOI.delete(model, X[1]))
return
end

end # module

TestMosekTools.runtests()
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