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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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56 changes: 56 additions & 0 deletions src/LinQuadOptInterface.jl
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Expand Up @@ -101,6 +101,62 @@ ConstraintMapping() = ConstraintMapping(
Dict{VVCI{SOS1}, Int}(),
Dict{VVCI{SOS2}, Int}()
)

"""
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 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
10 changes: 5 additions & 5 deletions src/constraints/singlevariable.jl
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Expand Up @@ -49,7 +49,7 @@ 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 +116,7 @@ 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 +134,7 @@ 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 +150,7 @@ 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 +161,9 @@ 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])
16 changes: 16 additions & 0 deletions src/constraints/vectoraffine.jl
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Expand Up @@ -56,6 +56,22 @@ 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)
for row in copy(dict[c]) # put a copy here because we modify in the loop
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
16 changes: 15 additions & 1 deletion src/constraints/vectorofvariables.jl
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Expand Up @@ -30,6 +30,20 @@ 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)
for row in copy(dict[c])
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 +87,7 @@ 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
8 changes: 8 additions & 0 deletions src/solver_interface.jl
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Expand Up @@ -218,6 +218,14 @@ 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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@joaquimg I added this method to the API

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Nice! Are there MOI tests for deleting quadratics?

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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