My parameters are not updated when I re-solve it?

[sasadat]

Hi,
I want to use parametron but when I test it for a simple problem, my parameters are not updated when I resolve it.

using Gurobi
using Parametron
using Random, LinearAlgebra
const model=Model(Gurobi.Optimizer(OutputFlag=0));
n = 8; m = 2
x = [Variable(model) for _ = 1 : n]
A_val=ones(n,n);
A= Parameter(model, val=A_val);
b_val=zeros(n);
b= Parameter(model, val=b_val);
C_val=ones(m,n);
C= Parameter(model, val=C_val);
d_val=zeros(m);
d= Parameter(model, val=d_val);
residual = @expression A * x - b
@objective(model, Minimize, residual ⋅ b)
@constraint(model, C * x == d)
@time solve!(model) # curren
println("x: ", value.(model, x));
objvalue=objectivevalue(model);
println("Objective Value: ", objvalue, "(",terminationstatus(model),")");
A_val=randn(n,n);
A= Parameter(model, val=A_val);
b_val=randn(n)+randn(n);
b= Parameter(model, val=b_val);
C_val=randn(m,n)+randn(m,n);
C= Parameter(model, val=C_val);
d_val=rand(m)+rand(m);
d= Parameter(model, val=d_val);
@time solve!(model)
println("x: ", value.(model, x));
objvalue=objectivevalue(model);
println("Objective Value: ", objvalue, "(",terminationstatus(model),")");

Here is the result

  5.465271 seconds (16.84 M allocations: 836.260 MiB, 8.30% gc time)
x: [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0]
Objective Value: 0.0(OPTIMAL)
  0.000167 seconds (77 allocations: 8.906 KiB)
x: [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0]
Objective Value: 0.0(OPTIMAL)

[tkoolen]

When you do

A = Parameter(model, val=A_val)

the model stores a reference to the Parameter A, and A in turn stores a reference to the Matrix A_val. If you subsequently do

A_val = randn(n, n)

you've now made it so that the variable A_val refers to different data than the reference that's stored in the Parameter A. Instead, you should be doing e.g.

A_val .= randn(n, n) # note the dot

or better yet:

randn!(A)

to modify the matrix A_val in place. The second A= Parameter(model, val=A_val) is then unnecessary.

See e.g. https://discourse.julialang.org/t/question-regarding-references/7610/7?u=tkoolen for more info on how references work in Julia.

[tkoolen]

Feel free to ask more usage questions by the way, either here or (perhaps preferably) on discourse. Just closed the issue because there are no actionable items in the codebase.

[sasadat]

Thank you @tkoolen for your response.
I just noticed that in @expression and in @constraint sparse matrices are not accepted.
For example, A=spzeros(n,m). If I use
A_expr = @expression A or @constraint(model, A * X ==0)
It gives me this error:
ERROR: LoadError: MethodError: no method matching one(::Type{Any})
Closest candidates are:
one(::Type{Union{Missing, T}}) where T at missing.jl:87
one(::Missing) at missing.jl:83
one(::BitArray{2}) at bitarray.jl:400
...
Stacktrace:
[1] one(::Type{Any}) at ./missing.jl:87
[2] *(::SparseMatrixCSC{Float32,Int64}, ::Array{Variable,1})at /buildworker/worker/package_linux64/build/usr/share/julia/stdlib/v1.1/SparseArrays/src/linalg.jl:53