Merge pull request #91 from mariohsouto/jg/moi1

MOI 1.0

Project.toml

@@ -1,7 +1,7 @@
 name = "ProxSDP"
 uuid = "65e78d25-6039-50a4-9445-38022e3d2eb3"
 repo = "https://github.com/mariohsouto/ProxSDP.jl.git"
-version = "1.7.0"
+version = "1.8.0"
 
 [deps]
 Arpack = "7d9fca2a-8960-54d3-9f78-7d1dccf2cb97"
@@ -15,10 +15,10 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 
 [compat]
-julia = "1"
+julia = "1.6"
 Arpack = "0.3.2, 0.5.1"
 KrylovKit = "0.5.2"
-MathOptInterface = "0.10.6"
+MathOptInterface = "1"
 TimerOutputs = "0.5.0"
 
 [extras]

src/MOI_wrapper.jl

@@ -81,7 +81,7 @@ end
 
 MOI.get(::Optimizer, ::MOI.SolverName) = "ProxSDP"
 
-MOI.get(::Optimizer, ::MOI.SolverVersion) = "1.7.0"
+MOI.get(::Optimizer, ::MOI.SolverVersion) = "1.8.0"
 
 function MOI.set(optimizer::Optimizer, param::MOI.RawOptimizerAttribute, value)
     fields = fieldnames(Options)
@@ -353,6 +353,8 @@ function MOI.optimize!(dest::Optimizer, src::MOI.ModelLike)
     return index_map, false
 end
 
+MOI.supports_incremental_interface(::Optimizer) = false
+
 #=
     Attributes
 =#

src/pdhg.jl

@@ -332,7 +332,7 @@ function chambolle_pock(
         end
 
         # max_iter or time limit stop condition
-        if p.iter >= opt.max_iter_local || time() - p.time0 > opt.time_limit
+        if p.iter >= opt.max_iter_local || time() - p.time0 >= opt.time_limit
             if p.iter > opt.min_iter_time_infeas &&
                 max_abs_diff(residuals.dual_gap) < opt.infeas_stable_gap_tol &&
                 residuals.dual_gap[k] > opt.infeas_limit_gap_tol # low gap but far from zero, say 10%
@@ -376,7 +376,7 @@ function chambolle_pock(
                     println("    WARNING: Time limit hit.")
                 end
             end
-            if p.iter >= opt.max_iter_local || time() - p.time0 > opt.time_limit
+            if p.iter >= opt.max_iter_local || time() - p.time0 >= opt.time_limit
                 break
             end
         end

test/moi_proxsdp_unit.jl

@@ -1,6 +1,5 @@
-function simple_lp(optimizer)
+function simple_lp(bridged)
 
-    bridged = MOIB.full_bridge_optimizer(optimizer, Float64)
     MOI.empty!(bridged)
     @test MOI.is_empty(bridged)
 
@@ -49,9 +48,8 @@ function simple_lp(optimizer)
 
 end
 
-function simple_lp_2_1d_sdp(optimizer)
+function simple_lp_2_1d_sdp(bridged)
 
-    bridged = MOIB.full_bridge_optimizer(optimizer, Float64)
     MOI.empty!(bridged)
     @test MOI.is_empty(bridged)
 
@@ -96,9 +94,8 @@ function simple_lp_2_1d_sdp(optimizer)
 
 end
 
-function lp_in_SDP_equality_form(optimizer)
+function lp_in_SDP_equality_form(bridged)
 
-    bridged = MOIB.full_bridge_optimizer(optimizer, Float64)
     MOI.empty!(bridged)
     @test MOI.is_empty(bridged)
 
@@ -275,17 +272,6 @@ end
 
 function double_sdp_with_duplicates(optimizer)
 
-    cache = MOIU.UniversalFallback(MOIU.Model{Float64}());
-    optimizer0 = ProxSDP.Optimizer(
-        log_verbose = true,
-        log_freq = 10,
-        check_dual_feas = true,
-        check_dual_feas_freq = 10,
-    )
-    MOI.empty!(cache);
-    optimizer1 = MOIU.CachingOptimizer(cache, optimizer0);
-    optimizer = MOIB.full_bridge_optimizer(optimizer1, Float64);
-
     MOI.empty!(optimizer)
 
     x = MOI.add_variable(optimizer)
@@ -352,11 +338,33 @@ function sdp_wiki(optimizer)
 end
 
 
-simple_lp(optimizer)
-simple_lp_2_1d_sdp(optimizer)
-lp_in_SDP_equality_form(optimizer)
-lp_in_SDP_inequality_form(optimizer)
-sdp_from_moi(optimizer)
-double_sdp_from_moi(optimizer)
-double_sdp_with_duplicates(optimizer)
-sdp_wiki(optimizer)
+simple_lp(optimizer_bridged)
+simple_lp_2_1d_sdp(optimizer_bridged)
+lp_in_SDP_equality_form(optimizer_bridged)
+lp_in_SDP_inequality_form(optimizer_bridged)
+sdp_from_moi(optimizer_bridged)
+double_sdp_from_moi(optimizer_bridged)
+double_sdp_with_duplicates(optimizer_bridged)
+sdp_wiki(optimizer_bridged)
+
+# print test
+const optimizer_print = MOI.instantiate(
+    ()->ProxSDP.Optimizer(
+        log_freq = 10, log_verbose = true, timer_verbose = true, extended_log = true, extended_log2 = true,
+        tol_gap = 1e-4, tol_feasibility = 1e-4),
+    with_bridge_type = Float64)
+sdp_wiki(optimizer_print)
+
+# eig solvers
+default_solver = MOI.get(optimizer_bridged, MOI.RawOptimizerAttribute("eigsolver"))
+min_size_krylov_eigs = MOI.get(optimizer_bridged, MOI.RawOptimizerAttribute("min_size_krylov_eigs"))
+MOI.set(optimizer_bridged, MOI.RawOptimizerAttribute("eigsolver"), 1)
+MOI.set(optimizer_bridged, MOI.RawOptimizerAttribute("min_size_krylov_eigs"), 1)
+sdp_wiki(optimizer_bridged)
+MOI.set(optimizer_bridged, MOI.RawOptimizerAttribute("eigsolver"), 2)
+sdp_wiki(optimizer_bridged)
+MOI.set(optimizer_bridged, MOI.RawOptimizerAttribute("min_size_krylov_eigs"), min_size_krylov_eigs)
+MOI.set(optimizer_bridged, MOI.RawOptimizerAttribute("eigsolver"), default_solver)
+MOI.set(optimizer_bridged, MOI.RawOptimizerAttribute("full_eig_decomp"), true)
+sdp_wiki(optimizer_bridged)
+MOI.set(optimizer_bridged, MOI.RawOptimizerAttribute("full_eig_decomp"), false)