[Bridges] improve error thrown in ToMILPBridge when variable is not bounded

src/Bridges/Bridges.jl

@@ -512,4 +512,69 @@
     return
 end
 
+"""
+    BridgeRequiresFiniteDomainError{
+        B<:AbstractBridge,
+        F<:MOI.AbstractFunction,
+    } <: Exception
+
+An error thrown when the bridge requires the input function to have a finite
+variable domain.
+"""
+struct BridgeRequiresFiniteDomainError{
+    B<:AbstractBridge,
+    F<:MOI.AbstractFunction,
+} <: Exception
+    bridge::B
+    f::F
 end
+
+function Base.showerror(io::IO, err::BridgeRequiresFiniteDomainError)
+    return print(
+        io,
+        """
+        $(typeof(err)):
+
+        There was an error reformulating your model into a form supported by the
+        solver because one of the bridges requires that all variables have a
+        finite domain.
+
+        To fix this error, add a lower and upper bound to all variables in your
+        model.
+
+        If you have double checked that all variables have finite bounds and you
+        are still encountering this issue, please open a GitHub issue at
+        https://github.com/jump-dev/MathOptInterface.jl
+
+        ## Common mistakes
+
+        A common mistake is to add the variable bounds as affine constraints. For
+        example, if you are using JuMP, do not use `@constraint` to add variable
+        bounds:
+        ```julia
+        using JuMP
+        model = Model()
+        @variable(model, x)
+        @constraint(model, x >= 0)
+        @constraint(model, x <= 1)
+        ```
+        do instead:
+        ```julia
+        using JuMP
+        model = Model()
+        @variable(model, 0 <= x <= 1)
+        ```
+
+        ## Large bound values
+
+        Do not add arbitrarily large variable bounds to fix this error. Doing so
+        will likely result in a reformulation that takes a long time to build
+        and solve. Use domain knowledge to find the tightest valid bounds.
+
+        Alternatively, use a solver that has native support for the constraint
+        types you are using so that you do not need to use the bridging system.
+        """,
+    )
+end
+
+end  # module Bridges

src/Bridges/Constraint/bridges/BinPackingToMILPBridge.jl

@@ -205,10 +205,7 @@ function MOI.Bridges.final_touch(
         x = scalars[i]
         ret = MOI.Utilities.get_bounds(model, bounds, x)
         if ret === nothing
-            error(
-                "Unable to use $(typeof(bridge)) because an element in the " *
-                "function has a non-finite domain: $x",
-            )
+            throw(MOI.Bridges.BridgeRequiresFiniteDomainError(bridge, x))
         end
         if length(bridge.bounds) < i
             # This is the first time calling final_touch

src/Bridges/Constraint/bridges/CountBelongsToMILPBridge.jl

@@ -210,11 +210,7 @@ function _unit_expansion(
     for i in 1:length(f)
         ret = MOI.Utilities.get_bounds(model, bounds, f[i])
         if ret === nothing
-            BT = typeof(bridge)
-            error(
-                "Unable to use $BT because an element in the function has a " *
-                "non-finite domain: $(f[i])",
-            )
+            throw(MOI.Bridges.BridgeRequiresFiniteDomainError(bridge, f[i]))
         end
         if length(bridge.bounds) < i
             # This is the first time calling final_touch

src/Bridges/Constraint/bridges/CountDistinctToMILPBridge.jl

@@ -277,10 +277,7 @@ function _final_touch_not_equal_case(
         x = scalars[i]
         ret = MOI.Utilities.get_bounds(model, bounds, x)
         if ret === nothing
-            error(
-                "Unable to use CountDistinctToMILPBridge because element $i " *
-                "in the function has a non-finite domain: $x",
-            )
+            throw(MOI.Bridges.BridgeRequiresFiniteDomainError(bridge, x))
         end
         if length(bridge.bounds) < i - 1
             # This is the first time calling final_touch
@@ -353,10 +350,7 @@ function _final_touch_general_case(
         x = scalars[i]
         ret = MOI.Utilities.get_bounds(model, bounds, x)
         if ret === nothing
-            error(
-                "Unable to use CountDistinctToMILPBridge because element $i " *
-                "in the function has a non-finite domain: $x",
-            )
+            throw(MOI.Bridges.BridgeRequiresFiniteDomainError(bridge, x))
         end
         if length(bridge.bounds) < i - 1
             # This is the first time calling final_touch

src/Bridges/Constraint/bridges/CountGreaterThanToMILPBridge.jl

@@ -192,10 +192,7 @@ function _add_unit_expansion(
 ) where {T,F}
     ret = MOI.Utilities.get_bounds(model, bounds, x)
     if ret === nothing
-        error(
-            "Unable to use $(typeof(bridge)) because an element in the " *
-            "function has a non-finite domain: $x",
-        )
+        throw(MOI.Bridges.BridgeRequiresFiniteDomainError(bridge, x))
     end
     if length(bridge.bounds) < i
         # This is the first time calling final_touch

src/Bridges/Constraint/bridges/IndicatorToMILPBridge.jl

@@ -197,10 +197,7 @@ function MOI.Bridges.final_touch(
     fi = scalars[2]
     ret = MOI.Utilities.get_bounds(model, bounds, fi)
     if ret === nothing
-        error(
-            "Unable to use IndicatorToMILPBridge because element 2 " *
-            "in the function has a non-finite domain: $fi",
-        )
+        throw(MOI.Bridges.BridgeRequiresFiniteDomainError(bridge, fi))
     end
     if bridge.slack === nothing
         # This is the first time calling final_touch

src/Bridges/Constraint/bridges/ReifiedCountDistinctToMILPBridge.jl

@@ -257,10 +257,7 @@ function MOI.Bridges.final_touch(
         x = scalars[i]
         ret = MOI.Utilities.get_bounds(model, bounds, x)
         if ret === nothing
-            error(
-                "Unable to use ReifiedCountDistinctToMILPBridge because " *
-                "element $i in the function has a non-finite domain: $x",
-            )
+            throw(MOI.Bridges.BridgeRequiresFiniteDomainError(bridge, x))
         end
         if length(bridge.bounds) < i - 2
             # This is the first time calling final_touch

src/Bridges/Constraint/bridges/SOS1ToMILPBridge.jl

@@ -203,10 +203,7 @@ function MOI.Bridges.final_touch(
     for (i, x) in enumerate(scalars)
         ret = MOI.Utilities.get_bounds(model, bounds, x)
         if ret === nothing
-            error(
-                "Unable to use SOS1ToMILPBridge because element $i " *
-                "in the function has a non-finite domain: $x",
-            )
+            throw(MOI.Bridges.BridgeRequiresFiniteDomainError(bridge, x))
         end
         if length(bridge.bounds) < i
             # This is the first time calling final_touch

src/Bridges/Constraint/bridges/SOS2ToMILPBridge.jl

@@ -203,10 +203,7 @@ function MOI.Bridges.final_touch(
     for (i, x) in enumerate(scalars)
         ret = MOI.Utilities.get_bounds(model, bounds, x)
         if ret === nothing
-            error(
-                "Unable to use SOS2ToMILPBridge because element $i " *
-                "in the function has a non-finite domain: $x",
-            )
+            throw(MOI.Bridges.BridgeRequiresFiniteDomainError(bridge, x))
         end
         if length(bridge.bounds) < i
             # This is the first time calling final_touch

test/Bridges/Constraint/BinPackingToMILPBridge.jl

@@ -118,14 +118,10 @@ function test_runtests_error_variable()
     model = MOI.Bridges.Constraint.BinPackingToMILP{Int}(inner)
     x = MOI.add_variables(model, 3)
     f = MOI.VectorOfVariables(x)
-    MOI.add_constraint(model, f, MOI.BinPacking(3, [1, 2, 3]))
-    BT =
-        MOI.Bridges.Constraint.BinPackingToMILPBridge{Int,MOI.VectorOfVariables}
+    c = MOI.add_constraint(model, f, MOI.BinPacking(3, [1, 2, 3]))
+    BT = typeof(model.map[c])
     @test_throws(
-        ErrorException(
-            "Unable to use $BT because an element in the " *
-            "function has a non-finite domain: $(x[1])",
-        ),
+        MOI.Bridges.BridgeRequiresFiniteDomainError{BT,MOI.VariableIndex},
         MOI.Bridges.final_touch(model),
     )
     return
@@ -136,16 +132,11 @@ function test_runtests_error_affine()
     model = MOI.Bridges.Constraint.BinPackingToMILP{Int}(inner)
     x = MOI.add_variables(model, 2)
     f = MOI.Utilities.operate(vcat, Int, 2, 1 * x[1], x[2])
-    MOI.add_constraint(model, f, MOI.BinPacking(3, [1, 2, 3]))
-    BT = MOI.Bridges.Constraint.BinPackingToMILPBridge{
-        Int,
-        MOI.VectorAffineFunction{Int},
-    }
+    c = MOI.add_constraint(model, f, MOI.BinPacking(3, [1, 2, 3]))
+    BT = typeof(model.map[c])
+    F = MOI.ScalarAffineFunction{Int}
     @test_throws(
-        ErrorException(
-            "Unable to use $BT because an element in the " *
-            "function has a non-finite domain: $(1 * x[1])",
-        ),
+        MOI.Bridges.BridgeRequiresFiniteDomainError{BT,F},
         MOI.Bridges.final_touch(model),
     )
     return

test/Bridges/Constraint/CountBelongsToMILPBridge.jl

@@ -103,16 +103,10 @@ function test_runtests_error_variable()
     model = MOI.Bridges.Constraint.CountBelongsToMILP{Int}(inner)
     x = MOI.add_variables(model, 3)
     f = MOI.VectorOfVariables(x)
-    MOI.add_constraint(model, f, MOI.CountBelongs(3, Set([2, 4])))
-    BT = MOI.Bridges.Constraint.CountBelongsToMILPBridge{
-        Int,
-        MOI.VectorOfVariables,
-    }
+    c = MOI.add_constraint(model, f, MOI.CountBelongs(3, Set([2, 4])))
+    BT = typeof(model.map[c])
     @test_throws(
-        ErrorException(
-            "Unable to use $BT because an element in " *
-            "the function has a non-finite domain: $(x[2])",
-        ),
+        MOI.Bridges.BridgeRequiresFiniteDomainError{BT,MOI.VariableIndex},
         MOI.Bridges.final_touch(model),
     )
     return
@@ -123,16 +117,11 @@ function test_runtests_error_affine()
     model = MOI.Bridges.Constraint.CountBelongsToMILP{Int}(inner)
     x = MOI.add_variables(model, 2)
     f = MOI.Utilities.operate(vcat, Int, 2, 1 * x[1], x[2])
-    MOI.add_constraint(model, f, MOI.CountBelongs(3, Set([2, 4])))
-    BT = MOI.Bridges.Constraint.CountBelongsToMILPBridge{
-        Int,
-        MOI.VectorAffineFunction{Int},
-    }
+    c = MOI.add_constraint(model, f, MOI.CountBelongs(3, Set([2, 4])))
+    BT = typeof(model.map[c])
+    F = MOI.ScalarAffineFunction{Int}
     @test_throws(
-        ErrorException(
-            "Unable to use $BT because an element in " *
-            "the function has a non-finite domain: $(1 * x[1])",
-        ),
+        MOI.Bridges.BridgeRequiresFiniteDomainError{BT,F},
         MOI.Bridges.final_touch(model),
     )
     return

test/Bridges/Constraint/CountDistinctToMILPBridge.jl

@@ -144,12 +144,11 @@ function test_runtests_error_variable()
     inner = MOI.Utilities.Model{Int}()
     model = MOI.Bridges.Constraint.CountDistinctToMILP{Int}(inner)
     x = MOI.add_variables(model, 3)
-    MOI.add_constraint(model, MOI.VectorOfVariables(x), MOI.CountDistinct(3))
+    f = MOI.VectorOfVariables(x)
+    c = MOI.add_constraint(model, f, MOI.CountDistinct(3))
+    BT = typeof(model.map[c])
     @test_throws(
-        ErrorException(
-            "Unable to use CountDistinctToMILPBridge because element 2 in " *
-            "the function has a non-finite domain: $(x[2])",
-        ),
+        MOI.Bridges.BridgeRequiresFiniteDomainError{BT,MOI.VariableIndex},
         MOI.Bridges.final_touch(model),
     )
     return
@@ -160,12 +159,11 @@ function test_runtests_error_affine()
     model = MOI.Bridges.Constraint.CountDistinctToMILP{Int}(inner)
     x = MOI.add_variables(model, 2)
     f = MOI.Utilities.operate(vcat, Int, 2, 1 * x[1], x[2])
-    MOI.add_constraint(model, f, MOI.CountDistinct(3))
+    c = MOI.add_constraint(model, f, MOI.CountDistinct(3))
+    BT = typeof(model.map[c])
+    F = MOI.ScalarAffineFunction{Int}
     @test_throws(
-        ErrorException(
-            "Unable to use CountDistinctToMILPBridge because element 2 in " *
-            "the function has a non-finite domain: $(1 * x[1])",
-        ),
+        MOI.Bridges.BridgeRequiresFiniteDomainError{BT,F},
         MOI.Bridges.final_touch(model),
     )
     return

test/Bridges/Constraint/CountGreaterThanToMILPBridge.jl

@@ -120,16 +120,10 @@ function test_runtests_error_variable()
     model = MOI.Bridges.Constraint.CountGreaterThanToMILP{Int}(inner)
     x = MOI.add_variables(model, 3)
     f = MOI.VectorOfVariables(x)
-    MOI.add_constraint(model, f, MOI.CountGreaterThan(3))
-    BT = MOI.Bridges.Constraint.CountGreaterThanToMILPBridge{
-        Int,
-        MOI.VectorOfVariables,
-    }
+    c = MOI.add_constraint(model, f, MOI.CountGreaterThan(3))
+    BT = typeof(model.map[c])
     @test_throws(
-        ErrorException(
-            "Unable to use $BT because an element in " *
-            "the function has a non-finite domain: $(x[2])",
-        ),
+        MOI.Bridges.BridgeRequiresFiniteDomainError{BT,MOI.VariableIndex},
         MOI.Bridges.final_touch(model),
     )
     return
@@ -140,16 +134,11 @@ function test_runtests_error_affine()
     model = MOI.Bridges.Constraint.CountGreaterThanToMILP{Int}(inner)
     x = MOI.add_variables(model, 2)
     f = MOI.Utilities.operate(vcat, Int, 2, x[1], 1 * x[1], x[2])
-    MOI.add_constraint(model, f, MOI.CountGreaterThan(3))
-    BT = MOI.Bridges.Constraint.CountGreaterThanToMILPBridge{
-        Int,
-        MOI.VectorAffineFunction{Int},
-    }
+    c = MOI.add_constraint(model, f, MOI.CountGreaterThan(3))
+    BT = typeof(model.map[c])
+    F = MOI.ScalarAffineFunction{Int}
     @test_throws(
-        ErrorException(
-            "Unable to use $BT because an element in " *
-            "the function has a non-finite domain: $(1 * x[1])",
-        ),
+        MOI.Bridges.BridgeRequiresFiniteDomainError{BT,F},
         MOI.Bridges.final_touch(model),
     )
     return

test/Bridges/Constraint/IndicatorToMILPBridge.jl

@@ -253,16 +253,14 @@ function test_runtests_error_variable()
     model = MOI.Bridges.Constraint.IndicatorToMILP{Int}(inner)
     x = MOI.add_variables(model, 2)
     MOI.add_constraint(model, x[1], MOI.ZeroOne())
-    MOI.add_constraint(
+    c = MOI.add_constraint(
         model,
         MOI.VectorOfVariables(x),
         MOI.Indicator{MOI.ACTIVATE_ON_ZERO}(MOI.GreaterThan(2)),
     )
+    BT = typeof(model.map[c])
     @test_throws(
-        ErrorException(
-            "Unable to use IndicatorToMILPBridge because element 2 in " *
-            "the function has a non-finite domain: $(x[2])",
-        ),
+        MOI.Bridges.BridgeRequiresFiniteDomainError{BT,MOI.VariableIndex},
         MOI.Bridges.final_touch(model),
     )
     return
@@ -273,16 +271,15 @@ function test_runtests_error_affine()
     model = MOI.Bridges.Constraint.IndicatorToMILP{Int}(inner)
     x = MOI.add_variables(model, 2)
     MOI.add_constraint(model, x[1], MOI.ZeroOne())
-    MOI.add_constraint(
+    c = MOI.add_constraint(
         model,
         MOI.Utilities.operate(vcat, Int, x[1], 2 * x[2]),
         MOI.Indicator{MOI.ACTIVATE_ON_ZERO}(MOI.GreaterThan(2)),
     )
+    BT = typeof(model.map[c])
+    F = MOI.ScalarAffineFunction{Int}
     @test_throws(
-        ErrorException(
-            "Unable to use IndicatorToMILPBridge because element 2 in " *
-            "the function has a non-finite domain: $(2 * x[2])",
-        ),
+        MOI.Bridges.BridgeRequiresFiniteDomainError{BT,F},
         MOI.Bridges.final_touch(model),
     )
     return