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WIP: fix issues identified by MOI #354 #10

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May 17, 2018
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WIP: fix issues identified by MOI #354 #10

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22ca9df
Fix get(ConstraintFunction) for SingleVariable
odow May 12, 2018
e24cb71
Add todo for constraintset of ranged constraint
odow May 12, 2018
081a3ea
Add support for deleting affine and vector affine constraints.
odow May 12, 2018
0481b6b
Updates including deleting q constraints
odow May 12, 2018
4241901
Semicontinuous and Semiinteger variables
odow May 12, 2018
bbe798a
Fix bug in deleting vector constraints
odow May 13, 2018
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65 changes: 64 additions & 1 deletion src/LinQuadOptInterface.jl
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Expand Up @@ -77,6 +77,9 @@ struct ConstraintMapping
binary::Dict{SVCI{MOI.ZeroOne}, Tuple{VarInd, Float64, Float64}}
sos1::Dict{VVCI{SOS1}, Int}
sos2::Dict{VVCI{SOS2}, Int}
semicontinuous::Dict{SVCI{MOI.Semicontinuous{Float64}}, VarInd}
semiinteger::Dict{SVCI{MOI.Semiinteger{Float64}}, VarInd}

end
ConstraintMapping() = ConstraintMapping(
Dict{LCI{LE}, Int}(),
Expand All @@ -99,8 +102,66 @@ ConstraintMapping() = ConstraintMapping(
Dict{SVCI{MOI.Integer}, VarInd}(),
Dict{SVCI{MOI.ZeroOne}, Tuple{VarInd, Float64, Float64}}(),
Dict{VVCI{SOS1}, Int}(),
Dict{VVCI{SOS2}, Int}()
Dict{VVCI{SOS2}, Int}(),
Dict{SVCI{MOI.Semicontinuous{Float64}}, VarInd}(),
Dict{SVCI{MOI.Semiinteger{Float64}}, VarInd}()
)

"""
shift_references_after_delete_affine!(m, row)

This function updates all of the references in `m`
after we have deleted row `row` in the affine constraint matrix.
"""
function shift_references_after_delete_affine!(m, row)
for scalar_affine in [
cmap(m).less_than,
cmap(m).greater_than,
cmap(m).equal_to,
cmap(m).interval
]
for (key, val) in scalar_affine
if val > row
scalar_affine[key] -= 1
end
end
end

for vector_affine in [
cmap(m).vv_nonnegatives,
cmap(m).vv_nonpositives,
cmap(m).vv_zeros
]
for (key, vals) in vector_affine
for (i, val) in enumerate(vals)
if val > row
vector_affine[key][i] -= 1
end
end
end
end
end

"""
shift_references_after_delete_quadratic!(m, row)

This function updates all of the references in `m`
after we have deleted row `row` in the quadratic constraint matrix.
"""
function shift_references_after_delete_quadratic!(m, row)
for scalar_quadratic in [
cmap(m).q_less_than,
cmap(m).q_greater_than,
cmap(m).q_equal_to
]
for (key, val) in scalar_quadratic
if val > row
scalar_quadratic[key] -= 1
end
end
end
end

function Base.isempty(map::ConstraintMapping)

ret = true
Expand All @@ -125,6 +186,8 @@ function Base.isempty(map::ConstraintMapping)
ret = ret && isempty(map.binary)
ret = ret && isempty(map.sos1)
ret = ret && isempty(map.sos2)
ret = ret && isempty(map.semiinteger)
ret = ret && isempty(map.semicontinuous)

return ret
end
Expand Down
12 changes: 10 additions & 2 deletions src/constraints.jl
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Expand Up @@ -26,10 +26,18 @@ end
hasinteger(m::LinQuadOptimizer)::Bool

A helper function to determine if the solver instance `m` has any integer
components (i.e. binary, integer, special ordered sets, etc).
components (i.e. binary, integer, special ordered sets, semicontinuous, or
semi-integer variables).
"""
function hasinteger(m::LinQuadOptimizer)
length(cmap(m).integer) + length(cmap(m).binary) + length(cmap(m).sos1) + length(cmap(m).sos2) > 0
(
length(cmap(m).integer) +
length(cmap(m).binary) +
length(cmap(m).sos1) +
length(cmap(m).sos2) +
length(cmap(m).semicontinuous) +
length(cmap(m).semiinteger)
) > 0
end

#=
Expand Down
21 changes: 12 additions & 9 deletions src/constraints/scalaraffine.jl
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Expand Up @@ -84,7 +84,7 @@ function addlinearconstraints!(m::LinQuadOptimizer, func::Vector{Linear}, set::V
coefficients = Vector{Float64}(nnz) # corresponding non-zeros
i = 1
for (fi, f) in enumerate(func)
row_starts[fi] = cnt
row_starts[fi] = i
for (var, coef) in zip(f.variables, f.coefficients)
column_indices[i] = getcol(m, var)
coefficients[i] = coef
Expand Down Expand Up @@ -129,6 +129,13 @@ function MOI.get(m::LinQuadOptimizer, ::MOI.ConstraintSet, c::LCI{S}) where S <:
S(rhs+m.constraint_constant[m[c]])
end

MOI.canget(m::LinQuadOptimizer, ::MOI.ConstraintSet, ::Type{LCI{IV}}) = false
# TODO(odow): get constraint sets for ranged constraints.
# function MOI.get(m::LinQuadOptimizer, ::MOI.ConstraintSet, c::LCI{IV})
# ???
# IV(lowerbound+m.constraint_constant[m[c]], upperbound + m.constraint_constant[m[c]])
# end

#=
Constraint function of Linear function
=#
Expand Down Expand Up @@ -169,7 +176,7 @@ end
Delete a linear constraint
=#

MOI.candelete(m::LinQuadOptimizer, c::LCI{<: LinSets}) = true
MOI.candelete(m::LinQuadOptimizer, c::LCI{<: LinSets}) = MOI.isvalid(m, c)
function MOI.delete!(m::LinQuadOptimizer, c::LCI{<: LinSets})
deleteconstraintname!(m, c)
dict = constrdict(m, c)
Expand All @@ -178,13 +185,9 @@ function MOI.delete!(m::LinQuadOptimizer, c::LCI{<: LinSets})
deleteat!(m.constraint_primal_solution, row)
deleteat!(m.constraint_dual_solution, row)
deleteat!(m.constraint_constant, row)
deleteref!(m, row, c)
end
function deleteref!(m::LinQuadOptimizer, row::Int, ref::LCI{<: LinSets})
deleteref!(cmap(m).less_than, row, ref)
deleteref!(cmap(m).greater_than, row, ref)
deleteref!(cmap(m).equal_to, row, ref)
deleteref!(cmap(m).interval, row, ref)
# shift all the other references
shift_references_after_delete_affine!(m, row)
delete!(dict, c)
end

#=
Expand Down
14 changes: 14 additions & 0 deletions src/constraints/scalarquadratic.jl
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Expand Up @@ -66,3 +66,17 @@ function reduceduplicates(rowi::Vector{T}, coli::Vector{T}, vals::Vector{S}) whe
end
ri, ci, vi
end


MOI.candelete(m::LinQuadOptimizer, c::QCI{<: LinSets}) = MOI.isvalid(m, c)
function MOI.delete!(m::LinQuadOptimizer, c::QCI{<: LinSets})
deleteconstraintname!(m, c)
dict = constrdict(m, c)
row = dict[c]
delete_quadratic_constraints!(m, row, row)
deleteat!(m.qconstraint_primal_solution, row)
deleteat!(m.qconstraint_dual_solution, row)
# shift all the other references
shift_references_after_delete_quadratic!(m, row)
delete!(dict, c)
end
61 changes: 53 additions & 8 deletions src/constraints/singlevariable.jl
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Expand Up @@ -5,11 +5,10 @@
SingleVariable -in- EqualTo
SingleVariable -in- Interval

TODO

Binary
SingleVariable -in- ZeroOne
SingleVariable -in- Integer
SingleVariable -in- Semiinteger
SingleVariable -in- Semicontinuous
=#
constrdict(m::LinQuadOptimizer, ::SVCI{LE}) = cmap(m).upper_bound
constrdict(m::LinQuadOptimizer, ::SVCI{GE}) = cmap(m).lower_bound
Expand All @@ -19,6 +18,9 @@ constrdict(m::LinQuadOptimizer, ::SVCI{IV}) = cmap(m).interval_bound
constrdict(m::LinQuadOptimizer, ::SVCI{MOI.ZeroOne}) = cmap(m).binary
constrdict(m::LinQuadOptimizer, ::SVCI{MOI.Integer}) = cmap(m).integer

constrdict(m::LinQuadOptimizer, ::SVCI{MOI.Semicontinuous{Float64}}) = cmap(m).semicontinuous
constrdict(m::LinQuadOptimizer, ::SVCI{MOI.Semiinteger{Float64}}) = cmap(m).semiinteger

function setvariablebound!(m::LinQuadOptimizer, col::Int, bound::Float64, sense::Cchar)
change_variable_bounds!(m, [col], [bound], [sense])
end
Expand Down Expand Up @@ -49,7 +51,7 @@ function MOI.addconstraint!(m::LinQuadOptimizer, v::SinVar, set::S) where S <: L
end

# delete constraint
MOI.candelete(m::LinQuadOptimizer, c::SVCI{S}) where S <: LinSets = true
MOI.candelete(m::LinQuadOptimizer, c::SVCI{S}) where S <: LinSets = MOI.isvalid(m, c)
function MOI.delete!(m::LinQuadOptimizer, c::SVCI{S}) where S <: LinSets
deleteconstraintname!(m, c)
dict = constrdict(m, c)
Expand Down Expand Up @@ -116,7 +118,7 @@ function MOI.addconstraint!(m::LinQuadOptimizer, v::SinVar, set::MOI.ZeroOne)
ref
end

MOI.candelete(m::LinQuadOptimizer, c::SVCI{MOI.ZeroOne}) = true
MOI.candelete(m::LinQuadOptimizer, c::SVCI{MOI.ZeroOne}) = MOI.isvalid(m, c)
function MOI.delete!(m::LinQuadOptimizer, c::SVCI{MOI.ZeroOne})
deleteconstraintname!(m, c)
dict = constrdict(m, c)
Expand All @@ -134,7 +136,7 @@ MOI.canget(m::LinQuadOptimizer, ::MOI.ConstraintSet, ::Type{SVCI{MOI.ZeroOne}})
MOI.get(m::LinQuadOptimizer, ::MOI.ConstraintSet, c::SVCI{MOI.ZeroOne}) = MOI.ZeroOne()

MOI.canget(m::LinQuadOptimizer, ::MOI.ConstraintFunction, ::Type{SVCI{MOI.ZeroOne}}) = true
MOI.get(m::LinQuadOptimizer, ::MOI.ConstraintFunction, c::SVCI{MOI.ZeroOne}) = m[c]
MOI.get(m::LinQuadOptimizer, ::MOI.ConstraintFunction, c::SVCI{MOI.ZeroOne}) = SinVar(m[c][1])

#=
Integer constraints
Expand All @@ -150,6 +152,7 @@ function MOI.addconstraint!(m::LinQuadOptimizer, v::SinVar, set::MOI.Integer)
ref
end

MOI.candelete(m::LinQuadOptimizer, c::SVCI{MOI.Integer}) = MOI.isvalid(m, c)
function MOI.delete!(m::LinQuadOptimizer, c::SVCI{MOI.Integer})
deleteconstraintname!(m, c)
dict = constrdict(m, c)
Expand All @@ -160,10 +163,52 @@ function MOI.delete!(m::LinQuadOptimizer, c::SVCI{MOI.Integer})
make_problem_type_continuous(m)
end
end
MOI.candelete(m::LinQuadOptimizer, c::SVCI{MOI.Integer}) = true

MOI.canget(m::LinQuadOptimizer, ::MOI.ConstraintSet, ::Type{SVCI{MOI.Integer}}) = true
MOI.get(m::LinQuadOptimizer, ::MOI.ConstraintSet, c::SVCI{MOI.Integer}) = MOI.Integer()

MOI.get(m::LinQuadOptimizer, ::MOI.ConstraintFunction, c::SVCI{MOI.Integer}) = m[c]
MOI.canget(m::LinQuadOptimizer, ::MOI.ConstraintFunction, ::Type{SVCI{MOI.Integer}}) = true
MOI.get(m::LinQuadOptimizer, ::MOI.ConstraintFunction, c::SVCI{MOI.Integer}) = SinVar(m[c])

#=
Semicontinuous / Semiinteger constraints
=#
const SEMI_TYPES = Union{MOI.Semicontinuous{Float64}, MOI.Semiinteger{Float64}}
function MOI.addconstraint!(m::LinQuadOptimizer, v::SinVar, set::SEMI_TYPES)
change_variable_types!(m, [getcol(m, v)], [backend_type(m, set)])
setvariablebound!(m, getcol(m, v), set.upper, backend_type(m, Val{:Upperbound}()))
setvariablebound!(m, getcol(m, v), set.lower, backend_type(m, Val{:Lowerbound}()))

m.last_constraint_reference += 1
ref = SVCI{typeof(set)}(m.last_constraint_reference)
dict = constrdict(m, ref)
dict[ref] = v.variable
make_problem_type_integer(m)
ref
end

MOI.candelete(m::LinQuadOptimizer, c::SVCI{<:SEMI_TYPES}) = MOI.isvalid(m, c)
function MOI.delete!(m::LinQuadOptimizer, c::SVCI{<:SEMI_TYPES})
deleteconstraintname!(m, c)
dict = constrdict(m, c)
v = dict[c]
change_variable_types!(m, [getcol(m, v)], [backend_type(m, Val{:Continuous}())])
setvariablebound!(m, getcol(m, v), Inf, backend_type(m, Val{:Upperbound}()))
setvariablebound!(m, getcol(m, v), -Inf, backend_type(m, Val{:Lowerbound}()))
delete!(dict, c)
if !hasinteger(m)
make_problem_type_continuous(m)
end
end

MOI.canget(m::LinQuadOptimizer, ::MOI.ConstraintSet, ::Type{SVCI{S}}) where S <:SEMI_TYPES = true
function MOI.get(m::LinQuadOptimizer, ::MOI.ConstraintSet, c::SVCI{S}) where S <: SEMI_TYPES
dict = constrdict(m, c)
v = dict[c]
lb = get_variable_lowerbound(m, getcol(m, v))
ub = get_variable_upperbound(m, getcol(m, v))
return S(lb, ub)
end

MOI.canget(m::LinQuadOptimizer, ::MOI.ConstraintFunction, ::Type{SVCI{S}}) where S <:SEMI_TYPES = true
MOI.get(m::LinQuadOptimizer, ::MOI.ConstraintFunction, c::SVCI{<:SEMI_TYPES}) = SinVar(m[c])
19 changes: 19 additions & 0 deletions src/constraints/vectoraffine.jl
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Expand Up @@ -56,6 +56,25 @@ function MOI.modifyconstraint!(m::LinQuadOptimizer, ref::VLCI{<: VecLinSets}, ch
end
end

MOI.candelete(m::LinQuadOptimizer, c::VLCI{<:VecLinSets}) = MOI.isvalid(m, c)
function MOI.delete!(m::LinQuadOptimizer, c::VLCI{<:VecLinSets})
deleteconstraintname!(m, c)
dict = constrdict(m, c)
# we delete rows from largest to smallest here so that we don't have
# to worry about updating references in a greater numbered row, only to
# modify it later.
for row in sort(dict[c], rev=true)
delete_linear_constraints!(m, row, row)
deleteat!(m.constraint_primal_solution, row)
deleteat!(m.constraint_dual_solution, row)
deleteat!(m.constraint_constant, row)
# shift all the other references
shift_references_after_delete_affine!(m, row)
end
delete!(dict, c)
end


#=
Constraint set of Linear function
=#
Expand Down
19 changes: 18 additions & 1 deletion src/constraints/vectorofvariables.jl
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Expand Up @@ -30,6 +30,23 @@ function MOI.addconstraint!(m::LinQuadOptimizer, func::VecVar, set::S) where S <
return ref
end

MOI.candelete(m::LinQuadOptimizer, c::VVCI{S}) where S <: VecLinSets = MOI.isvalid(m, c)
function MOI.delete!(m::LinQuadOptimizer, c::VVCI{S}) where S <: VecLinSets
deleteconstraintname!(m, c)
dict = constrdict(m, c)
# we delete rows from largest to smallest here so that we don't have
# to worry about updating references in a greater numbered row, only to
# modify it later.
for row in sort(dict[c], rev=true)
delete_linear_constraints!(m, row, row)
deleteat!(m.constraint_primal_solution, row)
deleteat!(m.constraint_dual_solution, row)
deleteat!(m.constraint_constant, row)
# shift all the other references
shift_references_after_delete_affine!(m, row)
end
delete!(dict, c)
end

#=
Get constraint set of vector variable bound
Expand Down Expand Up @@ -73,7 +90,7 @@ function MOI.addconstraint!(m::LinQuadOptimizer, v::VecVar, sos::S) where S <: U
ref
end

MOI.candelete(m::LinQuadOptimizer, c::VVCI{<:Union{SOS1, SOS2}}) = true
MOI.candelete(m::LinQuadOptimizer, c::VVCI{<:Union{SOS1, SOS2}}) = MOI.isvalid(m, c)
function MOI.delete!(m::LinQuadOptimizer, c::VVCI{<:Union{SOS1, SOS2}})
deleteconstraintname!(m, c)
dict = constrdict(m, c)
Expand Down
16 changes: 14 additions & 2 deletions src/solver_interface.jl
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Expand Up @@ -40,8 +40,10 @@ Three are special cases:
MOI.Nonpositives - 'L'
MOI.Nonnegatives - 'G'

MOI.ZeroOne - 'B'
MOI.Integer - 'I'
MOI.ZeroOne - 'B'
MOI.Integer - 'I'
MOI.Semicontinuous - 'S'
MOI.Semiinteger - 'N'

MOI.SOS1 - :SOS1 # '1'
MOI.SOS2 - :SOS2 # '2'
Expand All @@ -66,6 +68,8 @@ backend_type(m::LinQuadOptimizer, ::MOI.Integer) = Cchar('I')
backend_type(m::LinQuadOptimizer, ::MOI.SOS1{T}) where T = :SOS1 # Cchar('1')
backend_type(m::LinQuadOptimizer, ::MOI.SOS2{T}) where T = :SOS2 # Cchar('2')

backend_type(m::LinQuadOptimizer, ::MOI.Semicontinuous{T}) where T = Cchar('S')
backend_type(m::LinQuadOptimizer, ::MOI.Semiinteger{T}) where T = Cchar('N')

backend_type(m::LinQuadOptimizer, ::Val{:Continuous}) = Cchar('C')
backend_type(m::LinQuadOptimizer, ::Val{:Upperbound}) = Cchar('U')
Expand Down Expand Up @@ -218,6 +222,14 @@ the model `m`.
function delete_linear_constraints! end
@deprecate lqs_delrows! delete_linear_constraints!

"""
delete_quadratic_constraints!(m, start_row::Int, end_row::Int)::Void

Delete the quadratic constraints `start_row`, `start_row+1`, ..., `end_row` from
the model `m`.
"""
function delete_quadratic_constraints! end
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@odow odow May 12, 2018

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@joaquimg I added this method to the API

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@joaquimg joaquimg May 12, 2018

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Nice! Are there MOI tests for deleting quadratics?

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@odow odow May 12, 2018

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Yip.

See jump-dev/MathOptInterface.jl#354

As well as jump-dev/Gurobi.jl#125


"""
lqs_chgctype(m, cols::Vector{Int}, types):Void

Expand Down