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[Bridges] Add IntervalToHyperRectangle constraint bridge (#2754)
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6 files changed

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-12
lines changed

6 files changed

+357
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‎src/Bridges/Constraint/Constraint.jl

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@@ -137,6 +137,7 @@ function add_all_bridges(model, ::Type{T}) where {T}
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MOI.Bridges.add_bridge(model, ToVectorQuadraticBridge{T})
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MOI.Bridges.add_bridge(model, VectorFunctionizeBridge{T})
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MOI.Bridges.add_bridge(model, VectorizeBridge{T})
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MOI.Bridges.add_bridge(model, IntervalToHyperRectangleBridge{T})
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MOI.Bridges.add_bridge(model, VectorSlackBridge{T})
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MOI.Bridges.add_bridge(model, ZeroOneBridge{T})
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return

‎src/Bridges/Constraint/bridges/IntervalToHyperRectangleBridge.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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IntervalToHyperRectangleBridge{T,F,G} <: Bridges.Constraint.AbstractBridge
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`IntervalToHyperRectangleBridge` implements the following reformulations:
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* ``l \\le g(x) \\le u`` into ``[g(x)] \\in `` `MOI.HyperRectangle([l], [u])`
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where `T` is the coefficient type of `g(x)` and the type of `l` and `u`.
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See also [`VectorizeBridge`](@ref) for equality and single-sided bound
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constraints.
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## Source node
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`IntervalToHyperRectangleBridge` supports:
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* `G` in [`MOI.Interval{T}`](@ref)
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## Target nodes
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`IntervalToHyperRectangleBridge` creates:
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* `F` in [`MOI.HyperRectangle{T}`](@ref).
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"""
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mutable struct IntervalToHyperRectangleBridge{T,F,G} <: AbstractBridge
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vector_constraint::MOI.ConstraintIndex{F,MOI.HyperRectangle{T}}
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end
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const IntervalToHyperRectangle{T,OT<:MOI.ModelLike} =
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SingleBridgeOptimizer{IntervalToHyperRectangleBridge{T},OT}
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function bridge_constraint(
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::Type{IntervalToHyperRectangleBridge{T,F,G}},
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model::MOI.ModelLike,
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scalar_f::G,
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set::MOI.Interval{T},
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) where {T,F,G}
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MOI.throw_if_scalar_and_constant_not_zero(scalar_f, typeof(set))
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vector_f = MOI.Utilities.operate(vcat, T, scalar_f)
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rect = MOI.HyperRectangle([set.lower], [set.upper])
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vector_constraint = MOI.add_constraint(model, vector_f, rect)
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return IntervalToHyperRectangleBridge{T,F,G}(vector_constraint)
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end
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function MOI.supports_constraint(
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::Type{IntervalToHyperRectangleBridge{T}},
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::Type{F},
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::Type{MOI.Interval{T}},
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) where {T,F<:MOI.AbstractScalarFunction}
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return MOI.Utilities.is_coefficient_type(F, T)
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end
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function MOI.Bridges.added_constrained_variable_types(
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::Type{<:IntervalToHyperRectangleBridge},
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)
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return Tuple{Type}[]
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end
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function MOI.Bridges.added_constraint_types(
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::Type{<:IntervalToHyperRectangleBridge{T,F}},
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) where {T,F}
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return Tuple{Type,Type}[(F, MOI.HyperRectangle{T})]
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end
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function concrete_bridge_type(
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::Type{<:IntervalToHyperRectangleBridge{T}},
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G::Type{<:MOI.AbstractScalarFunction},
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S::Type{MOI.Interval{T}},
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) where {T}
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F = MOI.Utilities.promote_operation(vcat, T, G)
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return IntervalToHyperRectangleBridge{T,F,G}
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end
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function MOI.get(
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::IntervalToHyperRectangleBridge{T,F},
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::MOI.NumberOfConstraints{F,MOI.HyperRectangle{T}},
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)::Int64 where {T,F}
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return 1
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end
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function MOI.get(
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bridge::IntervalToHyperRectangleBridge{T,F},
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::MOI.ListOfConstraintIndices{F,MOI.HyperRectangle{T}},
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) where {T,F}
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return [bridge.vector_constraint]
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end
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function MOI.delete(
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model::MOI.ModelLike,
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bridge::IntervalToHyperRectangleBridge,
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)
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MOI.delete(model, bridge.vector_constraint)
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return
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end
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function MOI.supports(
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model::MOI.ModelLike,
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attr::Union{MOI.ConstraintPrimalStart,MOI.ConstraintDualStart},
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::Type{IntervalToHyperRectangleBridge{T,F,G}},
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) where {T,F,G}
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return MOI.supports(
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model,
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attr,
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MOI.ConstraintIndex{F,MOI.HyperRectangle{T}},
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)
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end
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function MOI.get(
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model::MOI.ModelLike,
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attr::Union{MOI.ConstraintPrimal,MOI.ConstraintPrimalStart},
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bridge::IntervalToHyperRectangleBridge,
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)
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x = MOI.get(model, attr, bridge.vector_constraint)
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if isnothing(x)
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return nothing
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end
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return only(x)
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end
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function MOI.set(
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model::MOI.ModelLike,
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attr::MOI.ConstraintPrimalStart,
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bridge::IntervalToHyperRectangleBridge,
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value,
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)
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MOI.set(model, attr, bridge.vector_constraint, [value])
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return
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end
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function MOI.set(
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model::MOI.ModelLike,
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attr::MOI.ConstraintPrimalStart,
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bridge::IntervalToHyperRectangleBridge,
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::Nothing,
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)
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MOI.set(model, attr, bridge.vector_constraint, nothing)
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return
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end
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function MOI.get(
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model::MOI.ModelLike,
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attr::Union{MOI.ConstraintDual,MOI.ConstraintDualStart},
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bridge::IntervalToHyperRectangleBridge,
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)
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x = MOI.get(model, attr, bridge.vector_constraint)
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if isnothing(x)
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return nothing
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end
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return only(x)
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end
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function MOI.set(
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model::MOI.ModelLike,
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attr::MOI.ConstraintDualStart,
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bridge::IntervalToHyperRectangleBridge,
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value,
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)
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if isnothing(value)
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MOI.set(model, attr, bridge.vector_constraint, nothing)
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else
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MOI.set(model, attr, bridge.vector_constraint, [value])
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end
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return
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end
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function MOI.modify(
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model::MOI.ModelLike,
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bridge::IntervalToHyperRectangleBridge,
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change::MOI.ScalarCoefficientChange,
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)
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MOI.modify(
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model,
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bridge.vector_constraint,
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MOI.MultirowChange(change.variable, [(1, change.new_coefficient)]),
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)
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return
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end
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function MOI.set(
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model::MOI.ModelLike,
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attr::MOI.ConstraintSet,
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bridge::IntervalToHyperRectangleBridge,
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new_set::MOI.Interval,
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)
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MOI.set(
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model,
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attr,
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bridge.vector_constraint,
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MOI.HyperRectangle([new_set.lower], [new_set.upper]),
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)
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return
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end
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function MOI.get(
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model::MOI.ModelLike,
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attr::MOI.ConstraintFunction,
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bridge::IntervalToHyperRectangleBridge{T,F,G},
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) where {T,F,G}
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return convert(
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G,
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only(
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MOI.Utilities.scalarize(
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MOI.get(model, attr, bridge.vector_constraint),
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),
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),
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)
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end
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function MOI.get(
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model::MOI.ModelLike,
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::MOI.ConstraintSet,
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bridge::IntervalToHyperRectangleBridge,
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)
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rect = MOI.get(model, MOI.ConstraintSet(), bridge.vector_constraint)
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return MOI.Interval(only(rect.lower), only(rect.upper))
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end

‎src/Bridges/Constraint/bridges/VectorizeBridge.jl

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@@ -15,6 +15,9 @@
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where `T` is the coefficient type of `g(x) - a`.
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See also [`IntervalToHyperRectangleBridge`](@ref) for double-sided bound
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constraints.
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## Source node
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`VectorizeBridge` supports:

‎test/Bridges/Constraint/IntervalToHyperRectangleBridge.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 TestConstraintIntervalToHyperRectangle
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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) $T" for T in [Float32, Float64]
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getfield(@__MODULE__, name)(T)
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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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include("../utilities.jl")
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function test_ScalarFunctionConstantNotZero(T)
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mock = MOI.Utilities.MockOptimizer(
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MOI.Utilities.UniversalFallback(MOI.Utilities.Model{T}()),
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)
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bridged_mock = MOI.Bridges.Constraint.IntervalToHyperRectangle{T}(mock)
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config = MOI.Test.Config(T)
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MOI.Test.test_model_ScalarFunctionConstantNotZero(bridged_mock, config)
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return
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end
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function test_basic(T)
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mock = MOI.Utilities.MockOptimizer(
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MOI.Utilities.UniversalFallback(MOI.Utilities.Model{T}()),
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)
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bridged_mock = MOI.Bridges.Constraint.IntervalToHyperRectangle{T}(mock)
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config = MOI.Test.Config()
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MOI.Test.runtests(
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bridged_mock,
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config,
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include = ["test_basic_ScalarAffineFunction_Interval"],
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)
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return
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end
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function test_linear_integration(T)
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mock = MOI.Utilities.MockOptimizer(
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MOI.Utilities.UniversalFallback(MOI.Utilities.Model{T}()),
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)
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bridged_mock = MOI.Bridges.Constraint.IntervalToHyperRectangle{T}(mock)
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config = MOI.Test.Config(T, exclude = Any[MOI.ConstraintBasisStatus])
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MOI.Utilities.set_mock_optimize!(
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mock,
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(mock::MOI.Utilities.MockOptimizer) -> MOI.Utilities.mock_optimize!(
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mock,
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T[5, 5],
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(MOI.VectorAffineFunction{T}, MOI.HyperRectangle{T}) => [T[-1]],
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),
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(mock::MOI.Utilities.MockOptimizer) -> MOI.Utilities.mock_optimize!(
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mock,
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T[5//2, 5//2],
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(MOI.VectorAffineFunction{T}, MOI.HyperRectangle{T}) => [T[1]],
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),
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(mock::MOI.Utilities.MockOptimizer) -> MOI.Utilities.mock_optimize!(
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mock,
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T[1, 1],
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(MOI.VectorAffineFunction{T}, MOI.HyperRectangle{T}) => [T[1]],
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),
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(mock::MOI.Utilities.MockOptimizer) -> MOI.Utilities.mock_optimize!(
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mock,
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T[6, 6],
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(MOI.VectorAffineFunction{T}, MOI.HyperRectangle{T}) => [T[-1]],
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),
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)
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MOI.Test.test_linear_integration_Interval(bridged_mock, config)
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return
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end
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function test_runtests(T)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.IntervalToHyperRectangleBridge,
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model -> begin
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x = MOI.add_variable(model)
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MOI.add_constraint(model, x, MOI.Interval{T}(3, 5))
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end,
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model -> begin
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x = MOI.add_variable(model)
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MOI.add_constraint(
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model,
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MOI.VectorOfVariables([x]),
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MOI.HyperRectangle(T[3], T[5]),
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)
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end,
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eltype = T,
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.IntervalToHyperRectangleBridge,
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model -> begin
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x = MOI.add_variable(model)
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MOI.add_constraint(model, T(2) * x, MOI.Interval{T}(3, 5))
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end,
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model -> begin
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x = MOI.add_variable(model)
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MOI.add_constraint(
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model,
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MOI.Utilities.vectorize([T(2) * x]),
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MOI.HyperRectangle(T[3], T[5]),
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)
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end,
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eltype = T,
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)
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return
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end
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end # module
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TestConstraintIntervalToHyperRectangle.runtests()

‎test/Bridges/debug.jl

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@@ -98,22 +98,13 @@ function test_print_active_bridges()
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| * Supported constraint: MOI.VectorAffineFunction{Float64}-in-MOI.Zeros
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* Unsupported constraint: MOI.ScalarAffineFunction{Float64}-in-MOI.Interval{Float64}
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| bridged by:
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| MOIB.Constraint.SplitIntervalBridge{Float64, MOI.ScalarAffineFunction{Float64}, MOI.Interval{Float64}, MOI.GreaterThan{Float64}, MOI.LessThan{Float64}}
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| MOIB.Constraint.IntervalToHyperRectangleBridge{Float64, MOI.VectorAffineFunction{Float64}, MOI.ScalarAffineFunction{Float64}}
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| may introduce:
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| * Unsupported constraint: MOI.ScalarAffineFunction{Float64}-in-MOI.GreaterThan{Float64}
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| * Unsupported constraint: MOI.VectorAffineFunction{Float64}-in-MOI.HyperRectangle{Float64}
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| | bridged by:
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| | MOIB.Constraint.VectorizeBridge{Float64, MOI.VectorAffineFunction{Float64}, MOI.Nonnegatives, MOI.ScalarAffineFunction{Float64}}
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| | MOIB.Constraint.SplitHyperRectangleBridge{Float64, MOI.VectorAffineFunction{Float64}, MOI.VectorAffineFunction{Float64}}
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| | may introduce:
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| | * Supported constraint: MOI.VectorAffineFunction{Float64}-in-MOI.Nonnegatives
108-
| * Unsupported constraint: MOI.ScalarAffineFunction{Float64}-in-MOI.LessThan{Float64}
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| | bridged by:
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| | MOIB.Constraint.VectorizeBridge{Float64, MOI.VectorAffineFunction{Float64}, MOI.Nonpositives, MOI.ScalarAffineFunction{Float64}}
111-
| | may introduce:
112-
| | * Unsupported constraint: MOI.VectorAffineFunction{Float64}-in-MOI.Nonpositives
113-
| | | bridged by:
114-
| | | MOIB.Constraint.NonposToNonnegBridge{Float64, MOI.VectorAffineFunction{Float64}, MOI.VectorAffineFunction{Float64}}
115-
| | | may introduce:
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| | | * Supported constraint: MOI.VectorAffineFunction{Float64}-in-MOI.Nonnegatives
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* Unsupported constraint: MOI.ScalarQuadraticFunction{Float64}-in-MOI.LessThan{Float64}
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| bridged by:
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| MOIB.Constraint.QuadtoSOCBridge{Float64}

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