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123 changes: 105 additions & 18 deletions src/MathOptLazy.jl
Original file line number Diff line number Diff line change
Expand Up @@ -75,6 +75,10 @@ struct _LazyData{F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
end
end

Base.length(x::_LazyData) = length(x.data)

Base.isempty(x::_LazyData) = isempty(x.data)

### Optimizer

"""
Expand Down Expand Up @@ -180,16 +184,6 @@ function MOI.supports(
return MOI.supports(model.inner, arg, MOI.VariableIndex)
end

function MOI.set(
model::Optimizer,
attr::MOI.AbstractVariableAttribute,
indices::Vector{<:MOI.VariableIndex},
args::Vector{T},
) where {T}
MOI.set.(model, attr, indices, args)
return
end

### AbstractConstraintAttribute

function MOI.is_valid(model::Optimizer, ci::MOI.ConstraintIndex)
Expand All @@ -206,10 +200,10 @@ end

function MOI.set(
model::Optimizer,
attr::MOI.AbstractConstraintAttribute,
indices::Vector{<:MOI.ConstraintIndex},
args::Vector{T},
) where {T}
attr::Union{MOI.AbstractConstraintAttribute,MOI.AbstractVariableAttribute},
indices::Vector,
args::Vector,
)
MOI.set.(model, attr, indices, args)
return
end
Expand Down Expand Up @@ -286,7 +280,22 @@ function MOI.is_valid(
ci::MOI.ConstraintIndex{F,LazyScalarSet{S}},
) where {F,S}
data = _data(model, F, S)
return data !== nothing && 1 <= ci.value <= length(data.data)
return data !== nothing && 1 <= ci.value <= length(data)
end

function MOI.get(
model::Optimizer,
::MOI.ListOfConstraintIndices{F,LazyScalarSet{S}},
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
n = length(_data(model, F, S))
return [MOI.ConstraintIndex{F,LazyScalarSet{S}}(i) for i in 1:n]
end

function MOI.get(
model::Optimizer,
::MOI.NumberOfConstraints{F,LazyScalarSet{S}},
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
return length(_data(model, F, S))
end

function MOI.add_constraint(
Expand All @@ -298,25 +307,103 @@ function MOI.add_constraint(
push!(data.data, (f, s.set))
push!(data.active, false)
push!(data.index, MOI.ConstraintIndex{F,S}(0))
return MOI.ConstraintIndex{F,LazyScalarSet{S}}(length(data.data))
return MOI.ConstraintIndex{F,LazyScalarSet{S}}(length(data))
end

function MOI.get(
model::Optimizer,
::MOI.ConstraintFunction,
ci::MOI.ConstraintIndex{F,LazyScalarSet{S}},
) where {F,S}
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
return _data(model, F, S).data[ci.value][1]
end

function MOI.get(
model::Optimizer,
::MOI.CanonicalConstraintFunction,
ci::MOI.ConstraintIndex{F,LazyScalarSet{S}},
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
return MOI.Utilities.canonical(MOI.get(model, MOI.ConstraintFunction(), ci))
end

function MOI.get(
model::Optimizer,
::MOI.ConstraintSet,
ci::MOI.ConstraintIndex{F,LazyScalarSet{S}},
) where {F,S}
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
return LazyScalarSet(_data(model, F, S).data[ci.value][2])
end

function MOI.get(
model::Optimizer{T},
::MOI.ListOfConstraintTypesPresent,
) where {T}
ret = MOI.get(model.inner, MOI.ListOfConstraintTypesPresent())
if !isempty(model.saf_gt)
push!(
ret,
(MOI.ScalarAffineFunction{T}, LazyScalarSet{MOI.GreaterThan{T}}),
)
end
if !isempty(model.saf_lt)
push!(
ret,
(MOI.ScalarAffineFunction{T}, LazyScalarSet{MOI.LessThan{T}}),
)
end
return ret
end

function MOI.get(
model::Optimizer,
attr::MOI.NumberOfConstraints{F,S},
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
n = MOI.get(model.inner, attr)
if (data = _data(model, F, S)) !== nothing
n -= sum(data.active)
end
return n
end

function MOI.get(
model::Optimizer,
attr::MOI.ListOfConstraintIndices{F,S},
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
ret = MOI.get(model.inner, attr)
if (data = _data(model, F, S)) !== nothing
in_model = Set(ci for (ci, z) in zip(data.index, data.active) if z)
ret = filter!(ci -> !(ci in in_model), ret)
end
return ret
end

function MOI.supports(
model::Optimizer,
::MOI.AbstractConstraintAttribute,
::Type{MOI.ConstraintIndex{F,LazyScalarSet{S}}},
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
return false
end

function MOI.get(
model::Optimizer,
attr::MOI.AbstractConstraintAttribute,
::MOI.ConstraintIndex{F,LazyScalarSet{S}},
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
msg = "This attribute is not supported for lazy constraints"
return throw(MOI.GetAttributeNotAllowed(attr, msg))
end

function MOI.set(
model::Optimizer,
attr::MOI.AbstractConstraintAttribute,
::MOI.ConstraintIndex{F,LazyScalarSet{S}},
value::Any,
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
msg = "This attribute is not supported for lazy constraints"
return throw(MOI.SetAttributeNotAllowed(attr, msg))
end

### MOI.optimize!

function MOI.optimize!(model::Optimizer{T}) where {T}
Expand Down
96 changes: 95 additions & 1 deletion test/runtests.jl
Original file line number Diff line number Diff line change
Expand Up @@ -33,7 +33,8 @@ function test_jump_cached_knapsack()
model = Model(() -> MathOptLazy.Optimizer(HiGHS.Optimizer))
set_silent(model)
@variable(model, x[1:N] >= 0, Int)
@constraint(model, [i in 1:N], x[i] <= 1, MathOptLazy.Lazy())
@constraint(model, c[i in 1:N], x[i] <= 1, MathOptLazy.Lazy())
@test endswith(sprint(show, c[1]), " [lazy]")
@constraint(model, sum(abs(cos(i)) * x[i] for i in 1:N) <= 0.1 * N)
@objective(model, Max, sum(abs(sin(i)) * x[i] for i in 1:N))
optimize!(model)
Expand All @@ -58,6 +59,18 @@ function test_jump_direct_knapsack()
return
end

function test_jump_broadcast()
model = Model(() -> MathOptLazy.Optimizer(HiGHS.Optimizer))
@variable(model, x[1:3])
c = @constraint(model, x .<= 1:3, MathOptLazy.Lazy())
@test c isa Vector && length(c) == 3
for (i, ci) in enumerate(c)
@test constraint_object(ci).set ==
MathOptLazy.LazyScalarSet(MOI.LessThan{Float64}(i))
end
return
end

function test_jump_direct_basics()
model = direct_model(MathOptLazy.Optimizer(HiGHS.Optimizer))
@variable(model, x)
Expand All @@ -68,6 +81,87 @@ function test_jump_direct_basics()
return
end

function _basic_constraint_test_helper(
function_fn::Function,
inner_set::MOI.AbstractScalarSet;
activate::Bool,
)
model = MathOptLazy.Optimizer(HiGHS.Optimizer)
config = MOI.Test.Config()
set = MathOptLazy.LazyScalarSet(inner_set)
N = MOI.dimension(set)
x = MOI.add_variables(model, 3)
constraint_function = function_fn(x)
@test MOI.output_dimension(constraint_function) == N
F, S, IS = typeof(constraint_function), typeof(set), typeof(inner_set)
@test MOI.supports_constraint(model, F, S)
@test MOI.get(model, MOI.NumberOfConstraints{F,S}()) == 0
c = MOI.add_constraint(model, constraint_function, set)
if activate
data = MathOptLazy._data(model, F, IS)
for (i, (f, s)) in enumerate(data.data)
data.index[i] = MOI.add_constraint(model.inner, f, s)
data.active[i] = true
end
end
c_inner = MOI.add_constraint(model, constraint_function, inner_set)
@test MOI.get(model, MOI.NumberOfConstraints{F,S}()) == 1
@test MOI.get(model, MOI.NumberOfConstraints{F,IS}()) == 1
@test MOI.get(model, MOI.ListOfConstraintIndices{F,S}()) == [c]
@test MOI.get(model, MOI.ListOfConstraintIndices{F,IS}()) == [c_inner]
@test (F, S) in MOI.get(model, MOI.ListOfConstraintTypesPresent())
@test MOI.is_valid(model, c)
@test !MOI.is_valid(model, typeof(c)(c.value + 1)) isa Bool
@test !MOI.is_valid(model, typeof(c)(c.value - 1)) isa Bool
@test !MOI.is_valid(model, typeof(c)(c.value + 12345))
# Don't compare directly, because `f` might not be canonicalized.
f = MOI.get(model, MOI.ConstraintFunction(), c)
@test isapprox(f, constraint_function, config)
cf = MOI.get(model, MOI.CanonicalConstraintFunction(), c)
@test isapprox(cf, constraint_function, config)
@test MOI.get(model, MOI.ConstraintSet(), c) == set
MOI.add_constraints(
model,
[constraint_function, constraint_function],
[set, set],
)
@test MOI.get(model, MOI.NumberOfConstraints{F,S}()) == 3
@test length(MOI.get(model, MOI.ListOfConstraintIndices{F,S}())) == 3
c_indices = MOI.get(model, MOI.ListOfConstraintIndices{F,S}())
@test all(MOI.is_valid.(model, c_indices))
MOI.set(model, MOI.ConstraintName(), [c_inner], ["c"])
@test MOI.get(model, MOI.ConstraintName(), [c_inner]) == ["c"]
@test_throws(
MOI.SetAttributeNotAllowed,
MOI.set(model, MOI.ConstraintName(), [c], ["c"]),
)
@test_throws(
MOI.GetAttributeNotAllowed,
MOI.get(model, MOI.ConstraintName(), [c]),
)
return
end

function test_basic_scalaraffinefunction_greaterthan()
_basic_constraint_test_helper(MOI.GreaterThan(1.0); activate = true) do x
return sum(sin(i) * x[i] for i in 1:length(x))
end
_basic_constraint_test_helper(MOI.GreaterThan(1.0); activate = false) do x
return sum(sin(i) * x[i] for i in 1:length(x))
end
return
end

function test_basic_scalaraffinefunction_lessthan()
_basic_constraint_test_helper(MOI.LessThan(1.0); activate = true) do x
return sum(sin(i) * x[i] for i in 1:length(x))
end
_basic_constraint_test_helper(MOI.LessThan(1.0); activate = false) do x
return sum(sin(i) * x[i] for i in 1:length(x))
end
return
end

end # TestMathOptLazy

TestMathOptLazy.runtests()
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