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[Bridges] add IntegerToZeroOneBridge (#2205)
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‎docs/src/submodules/Bridges/list_of_bridges.md

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@@ -64,6 +64,7 @@ Bridges.Constraint.IndicatorLessToGreaterThanBridge
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Bridges.Constraint.IndicatorSOS1Bridge
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Bridges.Constraint.SemiToBinaryBridge
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Bridges.Constraint.ZeroOneBridge
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Bridges.Constraint.IntegerToZeroOneBridge
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Bridges.Constraint.NumberConversionBridge
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Bridges.Constraint.AllDifferentToCountDistinctBridge
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Bridges.Constraint.ReifiedAllDifferentToCountDistinctBridge

‎src/Bridges/Constraint/Constraint.jl

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@@ -35,6 +35,7 @@ include("bridges/geomean.jl")
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include("bridges/indicator_activate_on_zero.jl")
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include("bridges/indicator_flipsign.jl")
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include("bridges/indicator_sos.jl")
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include("bridges/integer_to_zeroone.jl")
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include("bridges/interval.jl")
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include("bridges/ltgt_to_interval.jl")
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include("bridges/norm_infinity.jl")
@@ -128,6 +129,7 @@ function add_all_bridges(bridged_model, ::Type{T}) where {T}
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MOI.Bridges.add_bridge(bridged_model, IndicatorGreaterToLessThanBridge{T})
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MOI.Bridges.add_bridge(bridged_model, SemiToBinaryBridge{T})
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MOI.Bridges.add_bridge(bridged_model, ZeroOneBridge{T})
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MOI.Bridges.add_bridge(bridged_model, IntegerToZeroOneBridge{T})
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# Do not add by default
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# MOI.Bridges.add_bridge(bridged_model, NumberConversionBridge{T})
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# Constraint programming bridges

‎src/Bridges/Constraint/bridges/integer_to_zeroone.jl

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# Copyright (c) 2017: Miles Lubin and contributors
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# Copyright (c) 2017: Google Inc.
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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"""
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IntegerToZeroOneBridge{T} <: Bridges.Constraint.AbstractBridge
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`IntegerToZeroOneBridge` implements the following reformulation:
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* ``x \\in \\mathbf{Z}`` into ``y_i \\in \\{0, 1\\}``,
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``x == lb + \\sum 2^{i-1} y_i``.
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## Source node
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`IntegerToZeroOneBridge` supports:
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* `VariableIndex` in [`MOI.Integer`](@ref)
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## Target nodes
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`IntegerToZeroOneBridge` creates:
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* [`MOI.VariableIndex`](@ref) in [`MOI.ZeroOne`](@ref)
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* [`MOI.ScalarAffineFunction{T}`](@ref) in [`MOI.EqualTo{T}`](@ref)
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## Developer note
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This bridge is implemented as a constraint bridge instead of a variable bridge
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because we don't want to substitute the linear combination of `y` for every
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instance of `x`. Doing so would be expensive and greatly reduce the sparsity of
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the constraints.
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"""
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mutable struct IntegerToZeroOneBridge{T} <: AbstractBridge
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x::MOI.VariableIndex
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y::Vector{MOI.VariableIndex}
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ci::MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.EqualTo{T}}
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last_bounds::Union{Nothing,NTuple{2,T}}
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function IntegerToZeroOneBridge{T}(x::MOI.VariableIndex) where {T}
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return new{T}(
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x,
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MOI.VariableIndex[],
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MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.EqualTo{T}}(0),
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nothing,
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)
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end
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end
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const IntegerToZeroOne{T,OT<:MOI.ModelLike} =
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SingleBridgeOptimizer{IntegerToZeroOneBridge{T},OT}
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function bridge_constraint(
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::Type{IntegerToZeroOneBridge{T}},
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::MOI.ModelLike,
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x::MOI.VariableIndex,
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::MOI.Integer,
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) where {T}
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# !!! info
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# Postpone creation until final_touch.
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return IntegerToZeroOneBridge{T}(x)
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end
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function MOI.supports_constraint(
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::Type{IntegerToZeroOneBridge{T}},
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::Type{MOI.VariableIndex},
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::Type{MOI.Integer},
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) where {T}
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return true
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end
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function MOI.Bridges.added_constrained_variable_types(
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::Type{<:IntegerToZeroOneBridge},
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)
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return Tuple{Type}[(MOI.ZeroOne,)]
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end
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function MOI.Bridges.added_constraint_types(
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::Type{IntegerToZeroOneBridge{T}},
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) where {T}
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return Tuple{Type,Type}[(MOI.ScalarAffineFunction{T}, MOI.EqualTo{T})]
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end
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function concrete_bridge_type(
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::Type{IntegerToZeroOneBridge{T}},
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::Type{MOI.VariableIndex},
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::Type{MOI.Integer},
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) where {T}
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return IntegerToZeroOneBridge{T}
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end
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function MOI.get(
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::MOI.ModelLike,
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::MOI.ConstraintFunction,
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bridge::IntegerToZeroOneBridge,
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)
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return bridge.x
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end
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function MOI.get(::MOI.ModelLike, ::MOI.ConstraintSet, ::IntegerToZeroOneBridge)
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return MOI.Integer()
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end
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function MOI.delete(model::MOI.ModelLike, bridge::IntegerToZeroOneBridge)
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MOI.delete(model, bridge.ci)
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MOI.delete(model, bridge.y)
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return
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end
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function MOI.get(bridge::IntegerToZeroOneBridge, ::MOI.NumberOfVariables)::Int64
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return length(bridge.y)
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end
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function MOI.get(bridge::IntegerToZeroOneBridge, ::MOI.ListOfVariableIndices)
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return copy(bridge.y)
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end
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function MOI.get(
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bridge::IntegerToZeroOneBridge,
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::MOI.NumberOfConstraints{MOI.VariableIndex,MOI.ZeroOne},
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)::Int64
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return length(bridge.y)
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end
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function MOI.get(
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bridge::IntegerToZeroOneBridge,
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::MOI.ListOfConstraintIndices{MOI.VariableIndex,MOI.ZeroOne},
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)
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return map(bridge.y) do y
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return MOI.ConstraintIndex{MOI.VariableIndex,MOI.ZeroOne}(y.value)
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end
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end
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function MOI.get(
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bridge::IntegerToZeroOneBridge{T},
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::MOI.NumberOfConstraints{MOI.ScalarAffineFunction{T},MOI.EqualTo{T}},
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)::Int64 where {T}
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return 1
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end
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function MOI.get(
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bridge::IntegerToZeroOneBridge{T},
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::MOI.ListOfConstraintIndices{MOI.ScalarAffineFunction{T},MOI.EqualTo{T}},
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) where {T}
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return [bridge.ci]
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end
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MOI.Bridges.needs_final_touch(::IntegerToZeroOneBridge) = true
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function MOI.Bridges.final_touch(
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bridge::IntegerToZeroOneBridge{T},
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model::MOI.ModelLike,
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) where {T}
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ret = MOI.Utilities.get_bounds(model, T, bridge.x)
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if ret === bridge.last_bounds
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return nothing # final_touch already called
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elseif ret[1] == typemin(T) || ret[2] == typemax(T)
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error(
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"Unable to use IntegerToZeroOneBridge because the variable " *
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"$(bridge.x) has a non-finite domain",
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)
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end
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f = MOI.ScalarAffineFunction([MOI.ScalarAffineTerm(T(1), bridge.x)], T(0))
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lb, ub = ceil(Int, ret[1]), floor(Int, ret[2])
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N = floor(Int, log2(ub - lb)) + 1
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for i in 1:N
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y, _ = MOI.add_constrained_variable(model, MOI.ZeroOne())
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push!(bridge.y, y)
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push!(f.terms, MOI.ScalarAffineTerm(-(T(2)^(i - 1)), y))
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end
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bridge.ci = MOI.add_constraint(model, f, MOI.EqualTo{T}(lb))
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bridge.last_bounds = ret
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return
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end

‎test/Bridges/Constraint/integer_to_zeroone.jl

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# Copyright (c) 2017: Miles Lubin and contributors
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# Copyright (c) 2017: Google Inc.
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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module TestConstraintIntegerToZeroOne
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using Test
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import MathOptInterface as MOI
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function runtests()
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for name in names(@__MODULE__; all = true)
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if startswith("$(name)", "test_")
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@testset "$(name)" begin
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getfield(@__MODULE__, name)()
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end
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end
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end
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return
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end
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function test_runtests()
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.IntegerToZeroOneBridge,
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"""
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variables: x, z
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x in Integer()
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x in Interval(1.0, 3.0)
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z in ZeroOne()
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""",
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"""
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variables: x, z, y1, y2
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y1 in ZeroOne()
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y2 in ZeroOne()
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x + -1.0 * y1 + -2.0 * y2 == 1.0
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x in Interval(1.0, 3.0)
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z in ZeroOne()
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""",
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.IntegerToZeroOneBridge,
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"""
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variables: x
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x in Integer()
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x in Interval(-1.0, 2.0)
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""",
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"""
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variables: x, y1, y2
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y1 in ZeroOne()
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y2 in ZeroOne()
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x + -1.0 * y1 + -2.0 * y2 == -1.0
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x in Interval(-1.0, 2.0)
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""",
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.IntegerToZeroOneBridge,
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"""
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variables: x
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x in Integer()
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x in Interval(-2.0, 2.0)
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""",
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"""
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variables: x, y1, y2, y3
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y1 in ZeroOne()
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y2 in ZeroOne()
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y3 in ZeroOne()
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x + -1.0 * y1 + -2.0 * y2 + -4.0 * y3 == -2.0
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x in Interval(-2.0, 2.0)
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""",
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)
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return
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end
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function test_finite_domain_error()
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inner = MOI.Utilities.Model{Int}()
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model = MOI.Bridges.Constraint.IntegerToZeroOne{Int}(inner)
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x, _ = MOI.add_constrained_variable(model, MOI.Integer())
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@test_throws(
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ErrorException(
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"Unable to use IntegerToZeroOneBridge because the variable " *
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"$(x) has a non-finite domain",
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),
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MOI.Bridges.final_touch(model),
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)
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return
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end
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function test_final_touch_twice()
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inner = MOI.Utilities.Model{Int}()
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model = MOI.Bridges.Constraint.IntegerToZeroOne{Int}(inner)
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x, _ = MOI.add_constrained_variable(model, MOI.Integer())
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MOI.add_constraint(model, x, MOI.Interval(1, 3))
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MOI.Bridges.final_touch(model)
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MOI.Bridges.final_touch(model)
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return
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end
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end # module
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TestConstraintIntegerToZeroOne.runtests()

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