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quadexpr.jl
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quadexpr.jl
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# Copyright 2017, Iain Dunning, Joey Huchette, Miles Lubin, and contributors
# This Source Code Form is subject to the terms of the Mozilla Public
# License, v. 2.0. If a copy of the MPL was not distributed with this
# file, You can obtain one at http://mozilla.org/MPL/2.0/.
#############################################################################
# JuMP
# An algebraic modeling language for Julia
# See http://github.com/JuliaOpt/JuMP.jl
#############################################################################
# src/quadexpr.jl
# Defines all types relating to expressions with a quadratic and affine part
# - GenericQuadExpr ∑qᵢⱼ xᵢⱼ + ∑ aᵢ xᵢ + c
# - QuadExpr Alias for (Float64, Variable)
# - GenericQuadConstraint ∑qᵢⱼ xᵢⱼ + ∑ aᵢ xᵢ + c [≤,≥] 0
# - QuadConstraint Alias for (Float64, Variable)
# Operator overloads in src/operators.jl
#############################################################################
#############################################################################
# GenericQuadExpr
# ∑qᵢⱼ xᵢⱼ + ∑ aᵢ xᵢ + c
type GenericQuadExpr{CoefType,VarType} <: AbstractJuMPScalar
qvars1::Vector{VarType}
qvars2::Vector{VarType}
qcoeffs::Vector{CoefType}
aff::GenericAffExpr{CoefType,VarType}
end
coeftype{C,V}(::GenericQuadExpr{C,V}) = C
Base.isempty(q::GenericQuadExpr) = (length(q.qvars1) == 0 && isempty(q.aff))
Base.zero{C,V}(::Type{GenericQuadExpr{C,V}}) = GenericQuadExpr(V[], V[], C[], zero(GenericAffExpr{C,V}))
Base.one{C,V}(::Type{GenericQuadExpr{C,V}}) = GenericQuadExpr(V[], V[], C[], one(GenericAffExpr{C,V}))
Base.zero(q::GenericQuadExpr) = zero(typeof(q))
Base.one(q::GenericQuadExpr) = one(typeof(q))
Base.copy(q::GenericQuadExpr) = GenericQuadExpr(copy(q.qvars1),copy(q.qvars2),copy(q.qcoeffs),copy(q.aff))
function Base.append!{T,S}(q::GenericQuadExpr{T,S}, other::GenericQuadExpr{T,S})
append!(q.qvars1, other.qvars1)
append!(q.qvars2, other.qvars2)
append!(q.qcoeffs, other.qcoeffs)
append!(q.aff, other.aff)
q
end
function assert_isfinite(q::GenericQuadExpr)
assert_isfinite(q.aff)
for i in 1:length(q.qcoeffs)
isfinite(q.qcoeffs[i]) || error("Invalid coefficient $(q.qcoeffs[i]) on quadratic term $(q.qvars1[i])*$(q.qvars2[i])")
end
end
function Base.isequal{T,S}(q::GenericQuadExpr{T,S},other::GenericQuadExpr{T,S})
isequal(q.aff,other.aff) || return false
length(q.qvars1) == length(other.qvars1) || return false
for i in 1:length(q.qvars1)
isequal(q.qvars1[i], other.qvars1[i]) || return false
isequal(q.qvars2[i], other.qvars2[i]) || return false
isequal(q.qcoeffs[i],other.qcoeffs[i]) || return false
end
return true
end
# Alias for (Float64, Variable)
const QuadExpr = GenericQuadExpr{Float64,Variable}
Base.convert(::Type{QuadExpr}, v::Union{Real,Variable,AffExpr}) = QuadExpr(Variable[], Variable[], Float64[], AffExpr(v))
QuadExpr() = zero(QuadExpr)
function setobjective(m::Model, sense::Symbol, q::QuadExpr)
m.obj = q
if m.internalModelLoaded
if method_exists(MathProgBase.setquadobjterms!, (typeof(m.internalModel), Vector{Cint}, Vector{Cint}, Vector{Float64}))
verify_ownership(m, m.obj.qvars1)
verify_ownership(m, m.obj.qvars2)
MathProgBase.setquadobjterms!(m.internalModel, Cint[v.col for v in m.obj.qvars1], Cint[v.col for v in m.obj.qvars2], m.obj.qcoeffs)
else
isa(m.internalModel, MathProgBase.AbstractLinearQuadraticModel) && Base.warn_once("Solver does not support adding a quadratic objective to an existing model. JuMP's internal model will be discarded.")
m.internalModelLoaded = false
end
end
setobjectivesense(m, sense)
end
# Copy a quadratic expression to a new model by converting all the
# variables to the new model's variables
function Base.copy(q::QuadExpr, new_model::Model)
QuadExpr(copy(q.qvars1, new_model), copy(q.qvars2, new_model),
copy(q.qcoeffs), copy(q.aff, new_model))
end
function getvalue(a::QuadExpr)
ret = getvalue(a.aff)
for it in 1:length(a.qvars1)
ret += a.qcoeffs[it] * getvalue(a.qvars1[it]) * getvalue(a.qvars2[it])
end
return ret
end
getvalue(arr::Array{QuadExpr}) = map(getvalue, arr)
##########################################################################
# GenericQuadConstraint
# ∑qᵢⱼ xᵢⱼ + ∑ aᵢ xᵢ + c [≤,≥] 0
# As RHS is implicitly taken to be zero, we store only LHS and sense
type GenericQuadConstraint{QuadType} <: AbstractConstraint
terms::QuadType
sense::Symbol
end
Base.copy{CON<:GenericQuadConstraint}(c::CON, new_model::Model) = CON(copy(c.terms, new_model), c.sense)
# Alias for (Float64, Variable)
const QuadConstraint = GenericQuadConstraint{QuadExpr}
function Base.copy(c::QuadConstraint, new_model::Model)
return QuadConstraint(copy(c.terms, new_model), c.sense)
end
function addconstraint(m::Model, c::QuadConstraint)
push!(m.quadconstr,c)
if m.internalModelLoaded
if method_exists(MathProgBase.addquadconstr!, (typeof(m.internalModel),
Vector{Cint},
Vector{Float64},
Vector{Cint},
Vector{Cint},
Vector{Float64},
Char,
Float64))
if !((s = string(c.sense)[1]) in ['<', '>', '='])
error("Invalid sense for quadratic constraint")
end
terms = c.terms
verify_ownership(m, terms.qvars1)
verify_ownership(m, terms.qvars2)
MathProgBase.addquadconstr!(m.internalModel,
Cint[v.col for v in c.terms.aff.vars],
c.terms.aff.coeffs,
Cint[v.col for v in c.terms.qvars1],
Cint[v.col for v in c.terms.qvars2],
c.terms.qcoeffs,
s,
-c.terms.aff.constant)
else
Base.warn_once("Solver does not appear to support adding quadratic constraints to an existing model. JuMP's internal model will be discarded.")
m.internalModelLoaded = false
end
end
return ConstraintRef{Model,QuadConstraint}(m,length(m.quadconstr))
end
addconstraint(m::Model, c::Array{QuadConstraint}) =
error("Vectorized constraint added without elementwise comparisons. Try using one of (.<=,.>=,.==).")
function addVectorizedConstraint(m::Model, v::Array{QuadConstraint})
ret = Array{ConstraintRef{Model,QuadConstraint}}(size(v))
for I in eachindex(v)
ret[I] = addconstraint(m, v[I])
end
ret
end