Parametrize GenericModel with objective/variable sub-model (#1521)

Author: blegat

docs/src/submodules/Bridges/overview.md

@@ -104,14 +104,14 @@ in a [`Bridges.full_bridge_optimizer`](@ref).
 
 ```jldoctest
 julia> inner_optimizer = MOI.Utilities.Model{Float64}()
-MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 
 julia> optimizer = MOI.Bridges.full_bridge_optimizer(inner_optimizer, Float64)
-MOIB.LazyBridgeOptimizer{MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}}
+MOIB.LazyBridgeOptimizer{MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}}
 with 0 variable bridges
 with 0 constraint bridges
 with 0 objective bridges
-with inner model MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+with inner model MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 ```
 
 That's all you have to do! Use `optimizer` as normal, and bridging will happen
@@ -136,12 +136,12 @@ However, this will force the constraint to be bridged, even if the
 
 ```jldoctest
 julia> inner_optimizer = MOI.Utilities.Model{Float64}()
-MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 
 julia> optimizer = MOI.Bridges.Constraint.SplitInterval{Float64}(inner_optimizer)
-MOIB.Constraint.SingleBridgeOptimizer{MOIB.Constraint.SplitIntervalBridge{Float64,F,S,LS,US} where US<:MOI.AbstractSet where LS<:MOI.AbstractSet where S<:MOI.AbstractSet where F<:MOI.AbstractFunction,MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}}
+MOIB.Constraint.SingleBridgeOptimizer{MOIB.Constraint.SplitIntervalBridge{Float64,F,S,LS,US} where US<:MOI.AbstractSet where LS<:MOI.AbstractSet where S<:MOI.AbstractSet where F<:MOI.AbstractFunction,MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}}
 with 0 constraint bridges
-with inner model MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+with inner model MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 
 julia> x = MOI.add_variable(optimizer)
 MOI.VariableIndex(1)
@@ -168,14 +168,14 @@ manually construct a [`Bridges.LazyBridgeOptimizer`](@ref).
 First, wrap an inner optimizer:
 ```jldoctest lazy_bridge_optimizer
 julia> inner_optimizer = MOI.Utilities.Model{Float64}()
-MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 
 julia> optimizer = MOI.Bridges.LazyBridgeOptimizer(inner_optimizer)
-MOIB.LazyBridgeOptimizer{MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}}
+MOIB.LazyBridgeOptimizer{MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}}
 with 0 variable bridges
 with 0 constraint bridges
 with 0 objective bridges
-with inner model MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+with inner model MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 ```
 
 Then use [`Bridges.add_bridge`](@ref) to add individual bridges:

docs/src/submodules/FileFormats/overview.md

@@ -65,7 +65,7 @@ To write a model `src` to a [MathOptFormat file](https://jump.dev/MathOptFormat/
 use:
 ```jldoctest fileformats
 julia> src = MOI.Utilities.Model{Float64}()
-MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 
 julia> MOI.add_variable(src)
 MathOptInterface.VariableIndex(1)
@@ -122,7 +122,7 @@ guess the format from the file extension. For example:
 
 ```jldoctest fileformats
 julia> src = MOI.Utilities.Model{Float64}()
-MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 
 julia> dest = MOI.FileFormats.Model(filename = "file.cbf.gz")
 A Conic Benchmark Format (CBF) model
@@ -136,7 +136,7 @@ julia> src_2 = MOI.FileFormats.Model(filename = "file.cbf.gz")
 A Conic Benchmark Format (CBF) model
 
 julia> src = MOI.Utilities.Model{Float64}()
-MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 
 julia> dest = MOI.FileFormats.Model(filename = "file.cbf.gz")
 A Conic Benchmark Format (CBF) model
@@ -180,7 +180,7 @@ In addition to [`write_to_file`](@ref) and [`read_from_file`](@ref), you can
 read and write directly from `IO` streams using `Base.write` and `Base.read!`:
 ```jldoctest
 julia> src = MOI.Utilities.Model{Float64}()
-MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 
 julia> dest = MOI.FileFormats.Model(format = MOI.FileFormats.FORMAT_MPS)
 A Mathematical Programming System (MPS) model

docs/src/submodules/Utilities/overview.md

@@ -21,7 +21,7 @@ given the extensibility of MOI, this might not cover all use cases.
 Create a model as follows:
 ```jldoctest
 julia> model = MOI.Utilities.Model{Float64}()
-MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 ```
 
 ## Utilities.UniversalFallback
@@ -36,8 +36,8 @@ like [`VariablePrimalStart`](@ref), so JuMP uses a combination of Universal
 fallback and [`Utilities.Model`](@ref) as a generic problem cache:
 ```jldoctest
 julia> model = MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}())
-MOIU.UniversalFallback{MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}}
-fallback for MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+MOIU.UniversalFallback{MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}}
+fallback for MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 ```
 
 !!! warning
@@ -83,10 +83,10 @@ julia> MOI.Utilities.@model(
            (MOI.VectorAffineFunction,),     # Typed vector functions
            true,                            # <:MOI.AbstractOptimizer?
        )
-MathOptInterface.Utilities.GenericOptimizer{T,MyNewModelFunctionConstraints{T}} where T
+MathOptInterface.Utilities.GenericOptimizer{T,MathOptInterface.Utilities.ObjectiveFunctionContainer{T},MathOptInterface.Utilities.SingleVariableConstraints{T},MyNewModelFunctionConstraints{T}} where T
 
 julia> model = MyNewModel{Float64}()
-MOIU.GenericOptimizer{Float64,MyNewModelFunctionConstraints{Float64}}
+MOIU.GenericOptimizer{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MyNewModelFunctionConstraints{Float64}}
 ```
 
 !!! warning
@@ -112,7 +112,7 @@ julia> MOI.Utilities.@model(
            (MOI.VectorAffineFunction,),  # Typed vector functions
            true,  # is_optimizer
        )
-MathOptInterface.Utilities.GenericOptimizer{T,MathOptInterface.Utilities.VectorOfConstraints{MathOptInterface.VectorAffineFunction{T},MathOptInterface.Complements}} where T
+MathOptInterface.Utilities.GenericOptimizer{T,MathOptInterface.Utilities.ObjectiveFunctionContainer{T},MathOptInterface.Utilities.SingleVariableConstraints{T},MathOptInterface.Utilities.VectorOfConstraints{MathOptInterface.VectorAffineFunction{T},MathOptInterface.Complements}} where T
 ```
 However, `PathOptimizer` does not support some `SingleVariable`-in-Set
 constraints, so we must explicitly define:
@@ -152,11 +152,11 @@ julia> model = MOI.Utilities.CachingOptimizer(
            MOI.Utilities.Model{Float64}(),
            PathOptimizer{Float64}(),
        )
-MOIU.CachingOptimizer{MOIU.GenericOptimizer{Float64,MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}},MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}}
+MOIU.CachingOptimizer{MOIU.GenericOptimizer{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}},MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}}
 in state EMPTY_OPTIMIZER
 in mode AUTOMATIC
-with model cache MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
-with optimizer MOIU.GenericOptimizer{Float64,MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}}
+with model cache MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
+with optimizer MOIU.GenericOptimizer{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}}
 ```
 
 A [`Utilities.CachingOptimizer`](@ref) may be in one of three possible states:
@@ -176,11 +176,11 @@ Use [`Utilities.attach_optimizer`](@ref) to go from `EMPTY_OPTIMIZER` to
 julia> MOI.Utilities.attach_optimizer(model)
 
 julia> model
-MOIU.CachingOptimizer{MOIU.GenericOptimizer{Float64,MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}},MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}}
+MOIU.CachingOptimizer{MOIU.GenericOptimizer{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}},MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}}
 in state ATTACHED_OPTIMIZER
 in mode AUTOMATIC
-with model cache MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
-with optimizer MOIU.GenericOptimizer{Float64,MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}}
+with model cache MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
+with optimizer MOIU.GenericOptimizer{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}}
 ```
 
 !!! info
@@ -192,11 +192,11 @@ Use [`Utilities.reset_optimizer`](@ref) to go from `ATTACHED_OPTIMIZER` to
 julia> MOI.Utilities.reset_optimizer(model)
 
 julia> model
-MOIU.CachingOptimizer{MOIU.GenericOptimizer{Float64,MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}},MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}}
+MOIU.CachingOptimizer{MOIU.GenericOptimizer{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}},MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}}
 in state EMPTY_OPTIMIZER
 in mode AUTOMATIC
-with model cache MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
-with optimizer MOIU.GenericOptimizer{Float64,MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}}
+with model cache MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
+with optimizer MOIU.GenericOptimizer{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}}
 ```
 
 !!! info
@@ -209,10 +209,10 @@ Use [`Utilities.drop_optimizer`](@ref) to go from any state to `NO_OPTIMIZER`:
 julia> MOI.Utilities.drop_optimizer(model)
 
 julia> model
-MOIU.CachingOptimizer{MOIU.GenericOptimizer{Float64,MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}},MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}}
+MOIU.CachingOptimizer{MOIU.GenericOptimizer{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}},MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}}
 in state NO_OPTIMIZER
 in mode AUTOMATIC
-with model cache MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+with model cache MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 with optimizer nothing
 ```
 
@@ -222,11 +222,11 @@ Pass an empty optimizer to [`Utilities.reset_optimizer`](@ref) to go from
 julia> MOI.Utilities.reset_optimizer(model, PathOptimizer{Float64}())
 
 julia> model
-MOIU.CachingOptimizer{MOIU.GenericOptimizer{Float64,MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}},MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}}
+MOIU.CachingOptimizer{MOIU.GenericOptimizer{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}},MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}}
 in state EMPTY_OPTIMIZER
 in mode AUTOMATIC
-with model cache MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
-with optimizer MOIU.GenericOptimizer{Float64,MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}}
+with model cache MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
+with optimizer MOIU.GenericOptimizer{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}}
 ```
 
 Deciding when to attach and reset the optimizer is tedious, and you will often
@@ -256,20 +256,20 @@ julia> model = MOI.Utilities.CachingOptimizer(
            MOI.Utilities.Model{Float64}(),
            MOI.Utilities.MANUAL,
        )
-MOIU.CachingOptimizer{MOI.AbstractOptimizer,MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}}
+MOIU.CachingOptimizer{MOI.AbstractOptimizer,MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}}
 in state NO_OPTIMIZER
 in mode MANUAL
-with model cache MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
+with model cache MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
 with optimizer nothing
 
 julia> MOI.Utilities.reset_optimizer(model, PathOptimizer{Float64}())
 
 julia> model
-MOIU.CachingOptimizer{MOI.AbstractOptimizer,MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}}
+MOIU.CachingOptimizer{MOI.AbstractOptimizer,MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}}
 in state EMPTY_OPTIMIZER
 in mode MANUAL
-with model cache MOIU.GenericModel{Float64,MOIU.ModelFunctionConstraints{Float64}}
-with optimizer MOIU.GenericOptimizer{Float64,MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}}
+with model cache MOIU.GenericModel{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.ModelFunctionConstraints{Float64}}
+with optimizer MOIU.GenericOptimizer{Float64,MOIU.ObjectiveFunctionContainer{Float64},MOIU.SingleVariableConstraints{Float64},MOIU.VectorOfConstraints{MOI.VectorAffineFunction{Float64},MOI.Complements}}
 ```
 
 ## Printing