[Bridges] add {SOS1,SOS2,Indicator}ToMILPBridge (#2318)

Author: odow

docs/src/submodules/Bridges/list_of_bridges.md

@@ -79,6 +79,9 @@ Bridges.Constraint.CountDistinctToMILPBridge
 Bridges.Constraint.ReifiedCountDistinctToMILPBridge
 Bridges.Constraint.CountGreaterThanToMILPBridge
 Bridges.Constraint.TableToMILPBridge
+Bridges.Constraint.SOS1ToMILPBridge
+Bridges.Constraint.SOS2ToMILPBridge
+Bridges.Constraint.IndicatorToMILPBridge
 ```
 
 ## [Objective bridges](@id objective_bridges_ref)

src/Bridges/Bridges.jl

@@ -256,6 +256,7 @@ function runtests(
     variable_start = 1.2,
     constraint_start = 1.2,
     eltype = Float64,
+    print_inner_model::Bool = false,
 )
     # Load model and bridge it
     inner = MOI.Utilities.UniversalFallback(MOI.Utilities.Model{eltype}())
@@ -264,6 +265,9 @@ function runtests(
     final_touch(model)
     # Should be able to call final_touch multiple times.
     final_touch(model)
+    if print_inner_model
+        print(inner)
+    end
     # Load a non-bridged input model, and check that getters are the same.
     test = MOI.Utilities.UniversalFallback(MOI.Utilities.Model{eltype}())
     MOI.Utilities.loadfromstring!(test, input)

src/Bridges/Constraint/Constraint.jl

@@ -62,6 +62,9 @@ include("bridges/set_dot_scaling.jl")
 include("bridges/table.jl")
 include("bridges/vectorize.jl")
 include("bridges/zero_one.jl")
+include("bridges/sos1_to_milp.jl")
+include("bridges/sos2_to_milp.jl")
+include("bridges/indicator_to_milp.jl")
 
 """
     add_all_bridges(bridged_model, ::Type{T}) where {T}
@@ -142,6 +145,9 @@ function add_all_bridges(bridged_model, ::Type{T}) where {T}
     MOI.Bridges.add_bridge(bridged_model, ReifiedCountDistinctToMILPBridge{T})
     MOI.Bridges.add_bridge(bridged_model, CountGreaterThanToMILPBridge{T})
     MOI.Bridges.add_bridge(bridged_model, TableToMILPBridge{T})
+    MOI.Bridges.add_bridge(bridged_model, SOS1ToMILPBridge{T})
+    MOI.Bridges.add_bridge(bridged_model, SOS2ToMILPBridge{T})
+    MOI.Bridges.add_bridge(bridged_model, IndicatorToMILPBridge{T})
     return
 end
 

src/Bridges/Constraint/bridges/bin_packing.jl

@@ -194,43 +194,6 @@ end
 
 MOI.Bridges.needs_final_touch(::BinPackingToMILPBridge) = true
 
-# We use the bridge as the first argument to avoid type piracy of other methods.
-function _get_bounds(
-    bridge::BinPackingToMILPBridge{T},
-    model::MOI.ModelLike,
-    bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
-    f::MOI.ScalarAffineFunction{T},
-) where {T}
-    lb = ub = f.constant
-    for term in f.terms
-        ret = _get_bounds(bridge, model, bounds, term.variable)
-        if ret === nothing
-            return nothing
-        end
-        lb += term.coefficient * ret[1]
-        ub += term.coefficient * ret[2]
-    end
-    return lb, ub
-end
-
-# We use the bridge as the first argument to avoid type piracy of other methods.
-function _get_bounds(
-    ::BinPackingToMILPBridge{T},
-    model::MOI.ModelLike,
-    bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
-    x::MOI.VariableIndex,
-) where {T}
-    if haskey(bounds, x)
-        return bounds[x]
-    end
-    ret = MOI.Utilities.get_bounds(model, T, x)
-    if ret == (typemin(T), typemax(T))
-        return nothing
-    end
-    bounds[x] = ret
-    return ret
-end
-
 function MOI.Bridges.final_touch(
     bridge::BinPackingToMILPBridge{T,F},
     model::MOI.ModelLike,
@@ -240,7 +203,7 @@ function MOI.Bridges.final_touch(
     bounds = Dict{MOI.VariableIndex,NTuple{2,T}}()
     for i in 1:length(scalars)
         x = scalars[i]
-        ret = _get_bounds(bridge, model, bounds, x)
+        ret = MOI.Utilities.get_bounds(model, bounds, x)
         if ret === nothing
             error(
                 "Unable to use $(typeof(bridge)) because an element in the " *

src/Bridges/Constraint/bridges/count_belongs.jl

@@ -189,41 +189,6 @@ end
 
 MOI.Bridges.needs_final_touch(::CountBelongsToMILPBridge) = true
 
-function _get_bounds(
-    bridge::CountBelongsToMILPBridge{T},
-    model::MOI.ModelLike,
-    bounds::Dict{MOI.VariableIndex,Tuple{T,T}},
-    f::MOI.ScalarAffineFunction{T},
-) where {T}
-    lb = ub = f.constant
-    for term in f.terms
-        ret = _get_bounds(bridge, model, bounds, term.variable)
-        if ret === nothing
-            return nothing
-        end
-        lb += term.coefficient * ret[1]
-        ub += term.coefficient * ret[2]
-    end
-    return lb, ub
-end
-
-function _get_bounds(
-    ::CountBelongsToMILPBridge{T},
-    model::MOI.ModelLike,
-    bounds::Dict{MOI.VariableIndex,Tuple{T,T}},
-    x::MOI.VariableIndex,
-) where {T}
-    if haskey(bounds, x)
-        return bounds[x]
-    end
-    ret = MOI.Utilities.get_bounds(model, T, x)
-    if ret == (typemin(T), typemax(T))
-        return nothing
-    end
-    bounds[x] = ret
-    return ret
-end
-
 """
     _unit_expansion(
         ::CountBelongsToMILPBridge{T},
@@ -243,7 +208,7 @@ function _unit_expansion(
     bounds = Dict{MOI.VariableIndex,Tuple{T,T}}()
     ci = MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.EqualTo{T}}[]
     for i in 1:length(f)
-        ret = _get_bounds(bridge, model, bounds, f[i])
+        ret = MOI.Utilities.get_bounds(model, bounds, f[i])
         if ret === nothing
             BT = typeof(bridge)
             error(

src/Bridges/Constraint/bridges/count_distinct.jl

@@ -228,43 +228,6 @@ end
 
 MOI.Bridges.needs_final_touch(::CountDistinctToMILPBridge) = true
 
-# We use the bridge as the first argument to avoid type piracy of other methods.
-function _get_bounds(
-    bridge::CountDistinctToMILPBridge{T},
-    model::MOI.ModelLike,
-    bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
-    f::MOI.ScalarAffineFunction{T},
-) where {T}
-    lb = ub = f.constant
-    for term in f.terms
-        ret = _get_bounds(bridge, model, bounds, term.variable)
-        if ret === nothing
-            return nothing
-        end
-        lb += term.coefficient * ret[1]
-        ub += term.coefficient * ret[2]
-    end
-    return lb, ub
-end
-
-# We use the bridge as the first argument to avoid type piracy of other methods.
-function _get_bounds(
-    ::CountDistinctToMILPBridge{T},
-    model::MOI.ModelLike,
-    bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
-    x::MOI.VariableIndex,
-) where {T}
-    if haskey(bounds, x)
-        return bounds[x]
-    end
-    ret = MOI.Utilities.get_bounds(model, T, x)
-    if ret == (typemin(T), typemax(T))
-        return nothing
-    end
-    bounds[x] = ret
-    return ret
-end
-
 function MOI.Bridges.final_touch(
     bridge::CountDistinctToMILPBridge{T,F},
     model::MOI.ModelLike,
@@ -274,7 +237,7 @@ function MOI.Bridges.final_touch(
     bounds = Dict{MOI.VariableIndex,NTuple{2,T}}()
     for i in 2:length(scalars)
         x = scalars[i]
-        ret = _get_bounds(bridge, model, bounds, x)
+        ret = MOI.Utilities.get_bounds(model, bounds, x)
         if ret === nothing
             error(
                 "Unable to use CountDistinctToMILPBridge because element $i " *

src/Bridges/Constraint/bridges/count_distinct_reif.jl

@@ -246,43 +246,6 @@ end
 
 MOI.Bridges.needs_final_touch(::ReifiedCountDistinctToMILPBridge) = true
 
-# We use the bridge as the first argument to avoid type piracy of other methods.
-function _get_bounds(
-    bridge::ReifiedCountDistinctToMILPBridge{T},
-    model::MOI.ModelLike,
-    bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
-    f::MOI.ScalarAffineFunction{T},
-) where {T}
-    lb = ub = f.constant
-    for term in f.terms
-        ret = _get_bounds(bridge, model, bounds, term.variable)
-        if ret === nothing
-            return nothing
-        end
-        lb += term.coefficient * ret[1]
-        ub += term.coefficient * ret[2]
-    end
-    return lb, ub
-end
-
-# We use the bridge as the first argument to avoid type piracy of other methods.
-function _get_bounds(
-    ::ReifiedCountDistinctToMILPBridge{T},
-    model::MOI.ModelLike,
-    bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
-    x::MOI.VariableIndex,
-) where {T}
-    if haskey(bounds, x)
-        return bounds[x]
-    end
-    ret = MOI.Utilities.get_bounds(model, T, x)
-    if ret == (typemin(T), typemax(T))
-        return nothing
-    end
-    bounds[x] = ret
-    return ret
-end
-
 function MOI.Bridges.final_touch(
     bridge::ReifiedCountDistinctToMILPBridge{T,F},
     model::MOI.ModelLike,
@@ -292,7 +255,7 @@ function MOI.Bridges.final_touch(
     bounds = Dict{MOI.VariableIndex,NTuple{2,T}}()
     for i in 3:length(scalars)
         x = scalars[i]
-        ret = _get_bounds(bridge, model, bounds, x)
+        ret = MOI.Utilities.get_bounds(model, bounds, x)
         if ret === nothing
             error(
                 "Unable to use ReifiedCountDistinctToMILPBridge because " *

src/Bridges/Constraint/bridges/count_greater_than.jl

@@ -182,43 +182,6 @@ end
 
 MOI.Bridges.needs_final_touch(::CountGreaterThanToMILPBridge) = true
 
-# We use the bridge as the first argument to avoid type piracy of other methods.
-function _get_bounds(
-    bridge::CountGreaterThanToMILPBridge{T},
-    model::MOI.ModelLike,
-    bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
-    f::MOI.ScalarAffineFunction{T},
-) where {T}
-    lb = ub = f.constant
-    for term in f.terms
-        ret = _get_bounds(bridge, model, bounds, term.variable)
-        if ret === nothing
-            return nothing
-        end
-        lb += term.coefficient * ret[1]
-        ub += term.coefficient * ret[2]
-    end
-    return lb, ub
-end
-
-# We use the bridge as the first argument to avoid type piracy of other methods.
-function _get_bounds(
-    ::CountGreaterThanToMILPBridge{T},
-    model::MOI.ModelLike,
-    bounds::Dict{MOI.VariableIndex,NTuple{2,T}},
-    x::MOI.VariableIndex,
-) where {T}
-    if haskey(bounds, x)
-        return bounds[x]
-    end
-    ret = MOI.Utilities.get_bounds(model, T, x)
-    if ret == (typemin(T), typemax(T))
-        return nothing
-    end
-    bounds[x] = ret
-    return ret
-end
-
 function _add_unit_expansion(
     bridge::CountGreaterThanToMILPBridge{T,F},
     model::MOI.ModelLike,
@@ -227,7 +190,7 @@ function _add_unit_expansion(
     x,
     i,
 ) where {T,F}
-    ret = _get_bounds(bridge, model, bounds, x)
+    ret = MOI.Utilities.get_bounds(model, bounds, x)
     if ret === nothing
         error(
             "Unable to use $(typeof(bridge)) because an element in the " *