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Add support for starting values #166

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Add support for starting values #166

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fef88eb
Add support for starting values
blegat Nov 10, 2023
895b731
Fix format
blegat Nov 10, 2023
b5cdefd
Add supports
blegat Nov 10, 2023
eef957f
Fixes
blegat Nov 10, 2023
8dbc07d
Fix format
blegat Nov 10, 2023
2438c31
Improve supports
blegat Nov 10, 2023
d4b6137
Add tests
blegat Nov 13, 2023
7bd05ee
Use result_index
blegat Dec 10, 2023
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186 changes: 160 additions & 26 deletions src/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -206,9 +206,11 @@ end
function MOI.copy_to(dest::DualOptimizer, src::MOI.ModelLike)
dualize(src, dest.dual_problem)
idx_map = MOI.Utilities.IndexMap()
for vi in MOI.get(src, MOI.ListOfVariableIndices())
vis_src = MOI.get(src, MOI.ListOfVariableIndices())
for vi in vis_src
setindex!(idx_map, vi, vi)
end
MOI.Utilities.pass_attributes(dest, src, idx_map, vis_src)
for (F, S) in MOI.get(src, MOI.ListOfConstraintTypesPresent())
for con in MOI.get(src, MOI.ListOfConstraintIndices{F,S}())
setindex!(idx_map, con, con)
Expand Down Expand Up @@ -319,9 +321,68 @@ function _get_at_index(
return _get(optimizer, attr, ci_primal, ci_dual)[idx]
end

_minus(::Nothing) = nothing
_minus(x) = -x

function _dual_attribute(attr::Union{MOI.VariablePrimal,MOI.ConstraintPrimal})
return MOI.ConstraintDual(attr.result_index)
end

function _dual_attribute(
::Union{MOI.VariablePrimalStart,MOI.ConstraintPrimalStart},
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I know know that it makes sense to support MOI.ConstraintPrimalStart?

)
return MOI.ConstraintDualStart()
end

function _dual_attribute(attr::MOI.ConstraintDual)
return MOI.ConstraintPrimal(attr.result_index)
end

function _dual_attribute(::MOI.ConstraintDualStart)
return MOI.ConstraintPrimalStart()
end

function _variable_dual_attribute(attr::MOI.ConstraintDual)
return MOI.VariablePrimal(attr.result_index)
end

function _variable_dual_attribute(::MOI.ConstraintDualStart)
return MOI.VariablePrimalStart()
end

function MOI.supports(
::DualOptimizer,
::MOI.VariablePrimalStart,
::Type{MOI.VariableIndex},
)
return true
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This needs to check whether the inner optimizer supports ConstraintDualStart

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It's a bit tricky because we don't know the type of constraints. The inner may not support equality constraints in which case we cannot even ask for whether the solver supports ScalarAffineFunction-in-EqualTo

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Yeah I don't know what a good answer is here

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I think I have an idea that I'll try next week

end

function MOI.set(
optimizer::DualOptimizer,
attr::MOI.VariablePrimalStart,
vi::MOI.VariableIndex,
value,
)
primal_dual_map = optimizer.dual_problem.primal_dual_map
if vi in keys(primal_dual_map.constrained_var_idx)
error(
"Setting starting value for variables constrained at creation is not supported yet",
)
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This should throw MOI.SetAttributeNotAllowed{MOI.VariablePrimalStart}

else
MOI.set(
optimizer.dual_problem.dual_model,
_dual_attribute(attr),
get_ci_dual_problem(optimizer, vi),
_minus(value),
)
end
return
end

function MOI.get(
optimizer::DualOptimizer,
::MOI.VariablePrimal,
attr::Union{MOI.VariablePrimal,MOI.VariablePrimalStart},
vi::MOI.VariableIndex,
)
primal_dual_map = optimizer.dual_problem.primal_dual_map
Expand All @@ -330,23 +391,57 @@ function MOI.get(
ci_dual = primal_dual_map.constrained_var_dual[ci_primal]
return _get_at_index(
optimizer,
MOI.ConstraintDual(),
_dual_attribute(attr),
ci_primal,
ci_dual,
idx,
)
else
return -MOI.get(
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The - does not account for VariablePrimalStart returning nothing

optimizer.dual_problem.dual_model,
MOI.ConstraintDual(),
_dual_attribute(attr),
get_ci_dual_problem(optimizer, vi),
)
end
end

function MOI.supports(
optimizer::DualOptimizer,
attr::MOI.ConstraintDualStart,
::Type{<:MOI.ConstraintIndex},
)
return MOI.supports(
optimizer.dual_problem.dual_model,
_variable_dual_attribute(attr),
MOI.VariableIndex,
)
end

function MOI.set(
optimizer::DualOptimizer,
attr::MOI.ConstraintDualStart,
ci::MOI.ConstraintIndex,
value,
)
primal_dual_map = optimizer.dual_problem.primal_dual_map
if ci in keys(primal_dual_map.constrained_var_dual)
error(
"Setting starting value for variables constrained at creation is not supported yet",
)
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SetAttributeNotAllowed

else
MOI.set(
optimizer.dual_problem.dual_model,
_variable_dual_attribute(attr),
get_vi_dual_problem(optimizer, ci),
value,
)
end
return
end

function MOI.get(
optimizer::DualOptimizer,
attr::MOI.ConstraintDual,
attr::Union{MOI.ConstraintDual,MOI.ConstraintDualStart},
ci::MOI.ConstraintIndex{F,S},
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
primal_dual_map = optimizer.dual_problem.primal_dual_map
Expand All @@ -358,7 +453,7 @@ function MOI.get(
) do vi
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.VariablePrimal(),
_variable_dual_attribute(attr),
vi,
)
end
Expand All @@ -370,21 +465,21 @@ function MOI.get(
)
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintPrimal(),
_dual_attribute(attr),
ci_dual,
) - MOI.constant(set)
else
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.VariablePrimal(),
_variable_dual_attribute(attr),
get_vi_dual_problem(optimizer, ci),
)
end
end

function MOI.get(
optimizer::DualOptimizer,
::MOI.ConstraintDual,
attr::Union{MOI.ConstraintDual,MOI.ConstraintDualStart},
ci::MOI.ConstraintIndex{F,S},
) where {F<:MOI.AbstractVectorFunction,S<:MOI.AbstractVectorSet}
primal_dual_map = optimizer.dual_problem.primal_dual_map
Expand All @@ -396,35 +491,74 @@ function MOI.get(
) do vi
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.VariablePrimal(),
_variable_dual_attribute(attr),
vi,
)
end
end
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintPrimal(),
_dual_attribute(attr),
primal_dual_map.constrained_var_dual[ci],
)
else
return MOI.get.(
optimizer.dual_problem.dual_model,
MOI.VariablePrimal(),
_variable_dual_attribute(attr),
get_vis_dual_problem(optimizer, ci),
)
end
end

function MOI.supports(
::DualOptimizer,
attr::MOI.ConstraintPrimalStart,
C::Type{<:MOI.ConstraintIndex},
)
return MOI.supports(
optimizer.dual_problem.dual_model,
_dual_attribute(attr),
C,
)
end

function MOI.set(
optimizer::DualOptimizer,
attr::MOI.ConstraintPrimalStart,
ci::MOI.ConstraintIndex{F},
value,
) where {F<:MOI.AbstractScalarFunction}
primal_dual_map = optimizer.dual_problem.primal_dual_map
if ci in keys(primal_dual_map.constrained_var_dual)
error(
"Setting starting value for variables constrained at creation is not supported yet",
)
elseif haskey(primal_dual_map.primal_con_dual_con, ci)
# If it has no key then there is no dual constraint
ci_dual_problem = get_ci_dual_problem(optimizer, ci)
if !isnothing(value) && (F <: MOI.AbstractScalarFunction)
value -= get_primal_ci_constant(optimizer, ci)
end
MOI.set(
optimizer.dual_problem.dual_model,
_dual_attribute(attr),
ci_dual_problem,
value,
)
end
return
end

function MOI.get(
optimizer::DualOptimizer,
::MOI.ConstraintPrimal,
attr::Union{MOI.ConstraintPrimal,MOI.ConstraintPrimalStart},
ci::MOI.ConstraintIndex{F,S},
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
primal_dual_map = optimizer.dual_problem.primal_dual_map
if ci in keys(primal_dual_map.constrained_var_dual)
return _get(
optimizer,
MOI.ConstraintDual(),
_dual_attribute(attr),
ci,
primal_dual_map.constrained_var_dual[ci],
)
Expand All @@ -437,22 +571,22 @@ function MOI.get(
ci_dual_problem = get_ci_dual_problem(optimizer, ci)
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintDual(),
_dual_attribute(attr),
ci_dual_problem,
) - primal_ci_constant
end
end

function MOI.get(
optimizer::DualOptimizer{T},
::MOI.ConstraintPrimal,
attr::Union{MOI.ConstraintPrimal,MOI.ConstraintPrimalStart},
ci::MOI.ConstraintIndex{F,S},
) where {T,F<:MOI.AbstractVectorFunction,S<:MOI.AbstractVectorSet}
primal_dual_map = optimizer.dual_problem.primal_dual_map
if ci in keys(primal_dual_map.constrained_var_dual)
return _get(
optimizer,
MOI.ConstraintDual(),
_dual_attribute(attr),
ci,
primal_dual_map.constrained_var_dual[ci],
)
Expand All @@ -466,7 +600,7 @@ function MOI.get(
ci_dual_problem = get_ci_dual_problem(optimizer, ci)
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintDual(),
_dual_attribute(attr),
ci_dual_problem,
)
end
Expand All @@ -491,20 +625,20 @@ function dual_status(term::MOI.TerminationStatusCode)
return term
end

function MOI.get(optimizer::DualOptimizer, ::MOI.ObjectiveValue)
return MOI.get(optimizer.dual_problem.dual_model, MOI.DualObjectiveValue())
function MOI.get(optimizer::DualOptimizer, attr::MOI.ObjectiveValue)
return MOI.get(optimizer.dual_problem.dual_model, MOI.DualObjectiveValue(attr.result_index))
end

function MOI.get(optimizer::DualOptimizer, ::MOI.DualObjectiveValue)
return MOI.get(optimizer.dual_problem.dual_model, MOI.ObjectiveValue())
function MOI.get(optimizer::DualOptimizer, attr::MOI.DualObjectiveValue)
return MOI.get(optimizer.dual_problem.dual_model, MOI.ObjectiveValue(attr.result_index))
end

function MOI.get(optimizer::DualOptimizer, ::MOI.PrimalStatus)
return MOI.get(optimizer.dual_problem.dual_model, MOI.DualStatus())
function MOI.get(optimizer::DualOptimizer, attr::MOI.PrimalStatus)
return MOI.get(optimizer.dual_problem.dual_model, MOI.DualStatus(attr.result_index))
end

function MOI.get(optimizer::DualOptimizer, ::MOI.DualStatus)
return MOI.get(optimizer.dual_problem.dual_model, MOI.PrimalStatus())
function MOI.get(optimizer::DualOptimizer, attr::MOI.DualStatus)
return MOI.get(optimizer.dual_problem.dual_model, MOI.PrimalStatus(attr.result_index))
end

function MOI.set(
Expand Down
14 changes: 14 additions & 0 deletions test/Tests/test_MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -127,4 +127,18 @@
DualOptimizer{Float32,Caching_OptimizerType}
end
end

@testset "Start" begin
model = MOI.Utilities.UniversalFallback(TestModel{Float64}())
x = MOI.add_variable(model)
c = MOI.add_constraint(model, 2.0 * x, MOI.GreaterThan(0.0))
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
MOI.set(model, MOI.VariablePrimalStart(), x, 1.0)
MOI.set(model, MOI.ConstraintPrimalStart(), c, 3.0)
MOI.set(model, MOI.ConstraintDualStart(), c, 4.0)
dual_problem = Dualization.DualProblem{Float64}(TestModel{Float64}())
OptimizerType = typeof(dual_problem.dual_model)
dual = DualOptimizer{Float64,OptimizerType}(dual_problem)
index_map = MOI.copy_to(dual, model)
end
end
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