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Merged
merged 18 commits into from
Jun 29, 2020
Merged

Supports add constrained variable #1101

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296fcd9
WIP: Making supports_add_constrained_variable effective
ilancoulon May 28, 2020
69de9a0
Fix error during test with UniversalFallback
ilancoulon May 29, 2020
2096dc5
Using get_fallback() to avoid method ambiguity
ilancoulon Jun 2, 2020
2a1abc7
Adding comments
ilancoulon Jun 2, 2020
1dec6d2
Adding methods to pass tests
ilancoulon Jun 2, 2020
b81392d
Changing Bridging cost type to fix tests with CachingOptimizer
ilancoulon Jun 2, 2020
fe5ceae
Setting the right type parameter for supports_add_constrained_variable
ilancoulon Jun 2, 2020
5a0ff1a
Added get method for ConstraintBridgingCost
ilancoulon Jun 2, 2020
48dad09
Adressing comments
ilancoulon Jun 2, 2020
3011d05
Addressing comments
ilancoulon Jun 2, 2020
56e4855
Test for supports_add_constrained_variables
ilancoulon Jun 3, 2020
48d6fd8
Fix test with Julia 1.0
ilancoulon Jun 3, 2020
2ab04d9
More precise test
ilancoulon Jun 3, 2020
cb2fde3
Test with single and vector variables
ilancoulon Jun 4, 2020
778e029
Fix default_copy_to: consistency in types order
ilancoulon Jun 4, 2020
c16c776
Tests with an inner model
ilancoulon Jun 4, 2020
32eb355
Fixed supports_constraint declaration
ilancoulon Jun 4, 2020
edf8e48
Tests with reverse order
ilancoulon Jun 5, 2020
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4 changes: 3 additions & 1 deletion src/Bridges/lazy_bridge_optimizer.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -113,7 +113,9 @@ end

function node(b::LazyBridgeOptimizer, S::Type{<:MOI.AbstractSet})
F = MOIU.variable_function_type(S)
if MOI.supports_constraint(b.model, F, S)
if (MOI.supports_constraint(b.model, F, S)
|| (S <: MOI.AbstractScalarSet && MOI.supports_add_constrained_variable(b.model, S))
|| (S <: MOI.AbstractVectorSet && MOI.supports_add_constrained_variables(b.model, S)))
return VariableNode(0)
end
variable_node = get(b.variable_node, (S,), nothing)
Expand Down
35 changes: 23 additions & 12 deletions src/Utilities/copy.jl
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Expand Up @@ -302,13 +302,15 @@ function default_copy_to(dest::MOI.ModelLike, src::MOI.ModelLike, copy_names::Bo

vis_src = MOI.get(src, MOI.ListOfVariableIndices())
constraint_types = MOI.get(src, MOI.ListOfConstraints())
single_variable_types = [S for (F, S) in constraint_types
if F == MOI.SingleVariable]
vector_of_variables_types = [S for (F, S) in constraint_types
if F == MOI.VectorOfVariables]
single_variable_types = Type{<:MOI.AbstractScalarSet}[]
vector_of_variables_types = Type{<:MOI.AbstractVectorSet}[]

# The `NLPBlock` assumes that the order of variables does not change (#849)
if MOI.NLPBlock() in MOI.get(src, MOI.ListOfModelAttributesSet())
single_variable_types = [S for (F, S) in constraint_types
if F == MOI.SingleVariable]
vector_of_variables_types = [S for (F, S) in constraint_types
if F == MOI.VectorOfVariables]
vector_of_variables_not_added = [
MOI.get(src, MOI.ListOfConstraintIndices{MOI.VectorOfVariables, S}())
for S in vector_of_variables_types
Expand All @@ -318,14 +320,23 @@ function default_copy_to(dest::MOI.ModelLike, src::MOI.ModelLike, copy_names::Bo
for S in single_variable_types
]
else
vector_of_variables_not_added = [
copy_vector_of_variables(dest, src, idxmap, S)
for S in vector_of_variables_types
]
single_variable_not_added = [
copy_single_variable(dest, src, idxmap, S)
for S in single_variable_types
]
# Order the copying of the variables by 1) their variable bridging cost 2) by starting with the vectors, as what was done before
# See issue #987
single_or_vector_variables_types = [(F, S) for (F, S) in constraint_types
if F == MOI.SingleVariable || F == MOI.VectorOfVariables]
sorted_by_cost = sortperm(single_or_vector_variables_types; by=((F, S),) -> (MOI.get(dest, MOI.VariableBridgingCost{S}()) - MOI.get(dest, MOI.ConstraintBridgingCost{F, S}()), F == MOI.SingleVariable))
vector_of_variables_not_added = Vector{Array{MOI.ConstraintIndex{MOI.VectorOfVariables, <:MOI.AbstractVectorSet}}}()
single_variable_not_added = Vector{Array{MOI.ConstraintIndex{MOI.SingleVariable, <:MOI.AbstractScalarSet}}}()
for i in sorted_by_cost
F, S = single_or_vector_variables_types[i]
if F == MOI.VectorOfVariables
push!(vector_of_variables_not_added, copy_vector_of_variables(dest, src, idxmap, S))
push!(vector_of_variables_types, S)
elseif F == MOI.SingleVariable
push!(single_variable_not_added, copy_single_variable(dest, src, idxmap, S))
push!(single_variable_types, S)
end
end
end

copy_free_variables(dest, idxmap, vis_src, MOI.add_variables)
Expand Down
20 changes: 18 additions & 2 deletions src/attributes.jl
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Expand Up @@ -269,8 +269,9 @@ function get end
get(model::ModelLike, attr::AnyAttribute, idxs::Vector) = get.(model, attr, idxs)

function get(model::ModelLike, attr::AnyAttribute, args...)
throw(ArgumentError("ModelLike of type $(typeof(model)) does not support accessing the attribute $attr"))
get_fallback(model, attr, args...)
end
get_fallback(model::ModelLike, attr::AnyAttribute, args...) = throw(ArgumentError("ModelLike of type $(typeof(model)) does not support accessing the attribute $attr"))

"""
get!(output, model::ModelLike, args...)
Expand Down Expand Up @@ -1348,6 +1349,19 @@ end
DualStatus() = DualStatus(1)
_result_index_field(attr::DualStatus) = attr.N


# Cost of bridging constrained variable in S
struct VariableBridgingCost{S <: AbstractSet} <: AbstractModelAttribute
end
get_fallback(model::ModelLike, ::VariableBridgingCost{S}) where {S<:AbstractScalarSet} = supports_add_constrained_variable(model, S) ? 0.0 : Inf
get_fallback(model::ModelLike, ::VariableBridgingCost{S}) where {S<:AbstractVectorSet} = supports_add_constrained_variables(model, S) ? 0.0 : Inf

# Cost of bridging F-in-S constraints
struct ConstraintBridgingCost{F <: AbstractFunction, S <: AbstractSet} <: AbstractModelAttribute
end
get_fallback(model::ModelLike, ::ConstraintBridgingCost{F, S}) where {F<:AbstractFunction, S<:AbstractSet} = supports_constraint(model, F, S) ? 0.0 : Inf


"""
is_set_by_optimize(::AnyAttribute)

Expand Down Expand Up @@ -1427,6 +1441,8 @@ function is_copyable(::Union{ListOfOptimizerAttributesSet,
ListOfConstraintIndices,
ListOfConstraints,
ConstraintFunction,
ConstraintSet})
ConstraintSet,
VariableBridgingCost,
ConstraintBridgingCost})
return false
end
94 changes: 94 additions & 0 deletions test/Utilities/copy.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -157,3 +157,97 @@ end
@test dest.added_constrained[idxmap[vi].value]
end
end


abstract type AbstractConstrainedVariablesModel <: MOI.ModelLike end
mutable struct OrderConstrainedVariablesModel <: AbstractConstrainedVariablesModel
constraintIndices ::Array{MOI.ConstraintIndex}
inner ::MOIU.Model{Float64}
OrderConstrainedVariablesModel() = new(MOI.ConstraintIndex[], MOIU.Model{Float64}())
end
mutable struct ReverseOrderConstrainedVariablesModel <: AbstractConstrainedVariablesModel
constraintIndices ::Array{MOI.ConstraintIndex}
inner ::MOIU.Model{Float64}
ReverseOrderConstrainedVariablesModel() = new(MOI.ConstraintIndex[], MOIU.Model{Float64}())
end



MOI.add_variables(model::AbstractConstrainedVariablesModel, n) = MOI.add_variables(model.inner, n)
MOI.add_variable(model::AbstractConstrainedVariablesModel) = MOI.add_variable(model.inner)

function MOI.add_constraint(model::AbstractConstrainedVariablesModel, f::F, s::S) where {F<:MOI.AbstractFunction, S<:MOI.AbstractSet}
ci = MOI.add_constraint(model.inner, f, s)
push!(model.constraintIndices, ci)
return ci
end

function MOI.copy_to(dest::AbstractConstrainedVariablesModel, src::MOI.ModelLike; kws...)
MOIU.automatic_copy_to(dest, src; kws...)
end

MOIU.supports_default_copy_to(model::AbstractConstrainedVariablesModel, ::Bool) = true

function MOI.empty!(model::AbstractConstrainedVariablesModel)
model.constraintIndices = MOI.ConstraintIndex[]
MOI.empty!(model.inner)
end


MOI.supports_constraint(::OrderConstrainedVariablesModel, ::Type{MOI.VectorOfVariables}, ::Type{MOI.Nonnegatives}) = false
MOI.supports_add_constrained_variables(::OrderConstrainedVariablesModel, ::Type{MOI.Nonnegatives}) = true
MOI.supports_constraint(::OrderConstrainedVariablesModel, ::Type{MOI.VectorOfVariables}, ::Type{MOI.Nonnegatives}) = true
MOI.supports_add_constrained_variables(::OrderConstrainedVariablesModel, ::Type{MOI.Nonpositives}) = false

MOI.supports_constraint(::ReverseOrderConstrainedVariablesModel, ::Type{MOI.VectorOfVariables}, ::Type{MOI.Nonnegatives}) = true
MOI.supports_add_constrained_variables(::ReverseOrderConstrainedVariablesModel, ::Type{MOI.Nonnegatives}) = false
MOI.supports_constraint(::ReverseOrderConstrainedVariablesModel, ::Type{MOI.VectorOfVariables}, ::Type{MOI.Nonnegatives}) = false
MOI.supports_add_constrained_variables(::ReverseOrderConstrainedVariablesModel, ::Type{MOI.Nonpositives}) = true


MOI.supports_constraint(::OrderConstrainedVariablesModel, ::Type{MOI.SingleVariable}, ::Type{<:MOI.GreaterThan}) = true
MOI.supports_add_constrained_variable(::OrderConstrainedVariablesModel, ::Type{<:MOI.GreaterThan}) = false
MOI.supports_constraint(::OrderConstrainedVariablesModel, ::Type{MOI.SingleVariable}, ::Type{<:MOI.LessThan}) = false
MOI.supports_add_constrained_variable(::OrderConstrainedVariablesModel, ::Type{<:MOI.LessThan}) = true

MOI.supports_constraint(::ReverseOrderConstrainedVariablesModel, ::Type{MOI.SingleVariable}, ::Type{<:MOI.GreaterThan}) = false
MOI.supports_add_constrained_variable(::ReverseOrderConstrainedVariablesModel, ::Type{<:MOI.GreaterThan}) = true
MOI.supports_constraint(::ReverseOrderConstrainedVariablesModel, ::Type{MOI.SingleVariable}, ::Type{<:MOI.LessThan}) = true
MOI.supports_add_constrained_variable(::ReverseOrderConstrainedVariablesModel, ::Type{<:MOI.LessThan}) = false


@testset "Create variables using supports_add_constrained_variable(s) (#987)" begin
# With vectors
src = MOIU.Model{Float64}()
a, c1 = MOI.add_constrained_variables(src, MOI.Nonpositives(3))
c2 = MOI.add_constraint(src, a, MOI.Nonnegatives(3))


dest = OrderConstrainedVariablesModel()
index_map = MOI.copy_to(dest, src)
@test typeof(c1) == typeof(dest.constraintIndices[2])
@test typeof(c2) == typeof(dest.constraintIndices[1])

dest = ReverseOrderConstrainedVariablesModel()
index_map = MOI.copy_to(dest, src)
@test typeof(c1) == typeof(dest.constraintIndices[1])
@test typeof(c2) == typeof(dest.constraintIndices[2])



# With single variables
src = MOIU.Model{Float64}()
a, c1 = MOI.add_constrained_variable(src, MOI.GreaterThan{Float64}(5.0))
c2 = MOI.add_constraint(src, a, MOI.LessThan{Float64}(1.0))


dest = OrderConstrainedVariablesModel()
index_map = MOI.copy_to(dest, src)
@test typeof(c1) == typeof(dest.constraintIndices[2])
@test typeof(c2) == typeof(dest.constraintIndices[1])

dest = ReverseOrderConstrainedVariablesModel()
index_map = MOI.copy_to(dest, src)
@test typeof(c1) == typeof(dest.constraintIndices[1])
@test typeof(c2) == typeof(dest.constraintIndices[2])
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Now, if you run the test with dest = full_bridge_optimizer(ReverseOrderConstrainedVariablesModel(), Float64) or dest = full_bridge_optimizer(OrderConstrainedVariablesModel(), Float64), I guess one of the two will fail as with the bridges they both support both constrained variables.
To fix this, we should implement the attribute for LazyBridgeOptimizer and return the bridge cost.

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I'm not sure what you meant here. Could you maybe write the corresponding test and I'd try to make it work?

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I mean something like

dest = OrderConstrainedVariablesModel()
bridged_dest = MOI.Bridges.full_bridge_optimizer(dest, Float64)
index_map = MOI.copy_to(bridged_dest, src)
@test typeof(c1) == typeof(dest.constraintIndices[2])
@test typeof(c2) == typeof(dest.constraintIndices[1])

dest = ReverseOrderConstrainedVariablesModel()
bridged_dest = MOI.Bridges.full_bridge_optimizer(dest, Float64)
index_map = MOI.copy_to(bridged_dest, src)
@test typeof(c1) == typeof(dest.constraintIndices[1])
@test typeof(c2) == typeof(dest.constraintIndices[2])

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@ilancoulon ilancoulon Jun 12, 2020 •
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By trying the following lines:

src = MOIU.Model{Float64}()
a, c1 = MOI.add_constrained_variables(src, MOI.Nonpositives(3))
c2 = MOI.add_constraint(src, a, MOI.Nonnegatives(3))
dest = OrderConstrainedVariablesModel()
bridged_dest = MOI.Bridges.full_bridge_optimizer(dest, Float64)
index_map = MOI.copy_to(bridged_dest, src)

I get an error stating MathOptInterface.UnsupportedConstraint{MathOptInterface.VectorOfVariables,MathOptInterface.Nonpositives}: MathOptInterface.VectorOfVariables-in-MathOptInterface.Nonpositives constraint is not supported by the model..
This is because no bridge of type ::Type{MathOptInterface.VectorOfVariables}, ::Type{MathOptInterface.Nonpositives} exists in the LazyBridgeOptimizer.

I must say I did not really grasp how the bridge types work, and I'm not sure how I should go from here. Maybe that is why the issue was not tagged as a good first issue 😅

I tried implementing the attributes with:

MOI.get(b::LazyBridgeOptimizer, c::MOI.VariableBridgingCost{S}) where S<:MOI.AbstractScalarSet = MOI.get(b.model, c)
MOI.get(b::LazyBridgeOptimizer, c::MOI.VariableBridgingCost{S}) where S<:MOI.AbstractVectorSet = MOI.get(b.model, c)
function MOI.get(b::LazyBridgeOptimizer, c::MOI.ConstraintBridgingCost{F,S}) where {S <: MOI.AbstractSet, F <: MOI.AbstractFunction}
    MOI.get(b.model, c)
end

But this did not work better, I think this shows how I don't actually understand how all of this works.

end