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Define bridge in MOIB #325

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Merged
merged 1 commit into from
Apr 21, 2018
Merged

Define bridge in MOIB #325

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6 changes: 6 additions & 0 deletions src/Bridges/Bridges.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -20,8 +20,14 @@ const CI = MOI.ConstraintIndex

include("bridge.jl")
include("intervalbridge.jl")
@bridge SplitInterval SplitIntervalBridge () (Interval,) () () () (ScalarAffineFunction,) () ()
include("geomeanbridge.jl")
@bridge GeoMean GeoMeanBridge () () (GeometricMeanCone,) () () () (VectorOfVariables,) (VectorAffineFunction,)
include("detbridge.jl")
@bridge LogDet LogDetBridge () () (LogDetConeTriangle,) () () () (VectorOfVariables,) (VectorAffineFunction,)
@bridge RootDet RootDetBridge () () (RootDetConeTriangle,) () () () (VectorOfVariables,) (VectorAffineFunction,)
include("soctopsdbridge.jl")
@bridge SOCtoPSD SOCtoPSDCBridge () () (SecondOrderCone,) () () () (VectorOfVariables,) (VectorAffineFunction,)
@bridge RSOCtoPSD RSOCtoPSDCBridge () () (RotatedSecondOrderCone,) () () () (VectorOfVariables,) (VectorAffineFunction,)

end # module
27 changes: 10 additions & 17 deletions test/bridge.jl
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@@ -1,10 +1,9 @@
# Model not supporting Interval
MOIU.@model SimpleModel () (EqualTo, GreaterThan, LessThan) (Zeros, Nonnegatives, Nonpositives, RotatedSecondOrderCone, GeometricMeanCone, PositiveSemidefiniteConeTriangle, ExponentialCone) () (SingleVariable,) (ScalarAffineFunction,) (VectorOfVariables,) (VectorAffineFunction,)
MOIB.@bridge SplitInterval MOIB.SplitIntervalBridge () (Interval,) () () () (ScalarAffineFunction,) () ()

@testset "Copy test" begin
mock = MOIU.MockOptimizer(SimpleModel{Float64}())
bridgedmock = SplitInterval{Float64}(mock)
bridgedmock = MOIB.SplitInterval{Float64}(mock)
MOIT.failcopytestc(bridgedmock)
MOIT.failcopytestia(bridgedmock)
MOIT.failcopytestva(bridgedmock)
Expand All @@ -20,10 +19,10 @@ function test_noc(bridgedmock, F, S, n)
end

@testset "BridgeOptimizer" begin
const model = SplitInterval{Int}(SimpleModel{Int}())
const model = MOIB.SplitInterval{Int}(SimpleModel{Int}())

@testset "Name test" begin
MOIT.nametest(SplitInterval{Float64}(SimpleModel{Float64}()))
MOIT.nametest(MOIB.SplitInterval{Float64}(SimpleModel{Float64}()))
end

@testset "Custom test" begin
Expand Down Expand Up @@ -66,16 +65,10 @@ end
mock = MOIU.MockOptimizer(SimpleModel{Float64}())

@testset "Continuous Linear" begin
MOIT.contlineartest(SplitInterval{Float64}(mock), MOIT.TestConfig(solve=false))
MOIT.contlineartest(MOIB.SplitInterval{Float64}(mock), MOIT.TestConfig(solve=false))
end
end

MOIB.@bridge GeoMean MOIB.GeoMeanBridge () () (GeometricMeanCone,) () () () (VectorOfVariables,) (VectorAffineFunction,)
MOIB.@bridge SOCtoPSD MOIB.SOCtoPSDCBridge () () (SecondOrderCone,) () () () (VectorOfVariables,) (VectorAffineFunction,)
MOIB.@bridge RSOCtoPSD MOIB.RSOCtoPSDCBridge () () (RotatedSecondOrderCone,) () () () (VectorOfVariables,) (VectorAffineFunction,)
MOIB.@bridge LogDet MOIB.LogDetBridge () () (LogDetConeTriangle,) () () () (VectorOfVariables,) (VectorAffineFunction,)
MOIB.@bridge RootDet MOIB.RootDetBridge () () (RootDetConeTriangle,) () () () (VectorOfVariables,) (VectorAffineFunction,)

# Test deletion of bridge
function test_delete_bridge(m::MOIB.AbstractBridgeOptimizer, ci::MOI.ConstraintIndex{F, S}, nvars::Int, nocs::Tuple) where {F, S}
@test MOI.get(m, MOI.NumberOfVariables()) == nvars
Expand Down Expand Up @@ -111,7 +104,7 @@ end
(MOI.ScalarAffineFunction{Float64}, MOI.LessThan{Float64}) => [0]),
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [1.0, 1.0]),
(mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [6.0, 6.0]))
bridgedmock = SplitInterval{Float64}(mock)
bridgedmock = MOIB.SplitInterval{Float64}(mock)
MOIT.linear10test(bridgedmock, config)
ci = first(MOI.get(bridgedmock, MOI.ListOfConstraintIndices{MOI.ScalarAffineFunction{Float64}, MOI.Interval{Float64}}()))
@test MOI.canmodifyconstraint(bridgedmock, ci, MOI.ScalarAffineFunction{Float64})
Expand All @@ -125,7 +118,7 @@ end

@testset "GeoMean" begin
mock.optimize! = (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [ones(4); 2; √2; √2])
bridgedmock = GeoMean{Float64}(mock)
bridgedmock = MOIB.GeoMean{Float64}(mock)
MOIT.geomean1vtest(bridgedmock, config)
MOIT.geomean1ftest(bridgedmock, config)
@test !MOI.canget(bridgedmock, MOI.ConstraintDual(), MOI.ConstraintIndex{MOI.VectorOfVariables, MOI.GeometricMeanCone})
Expand All @@ -136,7 +129,7 @@ end
end

@testset "SOCtoPSD" begin
bridgedmock = SOCtoPSD{Float64}(mock)
bridgedmock = MOIB.SOCtoPSD{Float64}(mock)
mock.optimize! = (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [1.0, 1/√2, 1/√2],
(MOI.VectorAffineFunction{Float64}, MOI.PositiveSemidefiniteConeTriangle) => [[√2/2, -1/2, √2/4, -1/2, √2/4, √2/4]],
(MOI.VectorAffineFunction{Float64}, MOI.Zeros) => [[-√2]])
Expand All @@ -148,7 +141,7 @@ end
end

@testset "RSOCtoPSD" begin
bridgedmock = RSOCtoPSD{Float64}(mock)
bridgedmock = MOIB.RSOCtoPSD{Float64}(mock)
mock.optimize! = (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [1/√2, 1/√2, 0.5, 1.0],
(MOI.SingleVariable, MOI.EqualTo{Float64}) => [-√2, -1/√2],
(MOI.VectorAffineFunction{Float64}, MOI.PositiveSemidefiniteConeTriangle) => [[√2, -1/2, √2/8, -1/2, √2/8, √2/8]])
Expand All @@ -162,7 +155,7 @@ end
end

@testset "LogDet" begin
bridgedmock = LogDet{Float64}(mock)
bridgedmock = MOIB.LogDet{Float64}(mock)
mock.optimize! = (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [0, 1, 0, 1, 1, 0, 1, 0, 0])
MOIT.logdett1vtest(bridgedmock, config)
MOIT.logdett1ftest(bridgedmock, config)
Expand All @@ -173,7 +166,7 @@ end
end

@testset "RootDet" begin
bridgedmock = RootDet{Float64}(mock)
bridgedmock = MOIB.RootDet{Float64}(mock)
mock.optimize! = (mock::MOIU.MockOptimizer) -> MOIU.mock_optimize!(mock, [1, 1, 0, 1, 1, 0, 1])
MOIT.rootdett1vtest(bridgedmock, config)
MOIT.rootdett1ftest(bridgedmock, config)
Expand Down