Update MOI interface (#27)

Author: klamike

.github/workflows/Test.yml

@@ -13,12 +13,23 @@ permissions:
 
 jobs:
   test:
+    name: Julia ${{ matrix.version }} - ${{ matrix.suite_name }}
     runs-on: ubuntu-latest
     strategy:
       matrix:
         version:
           - 'lts'
           - '1'
+        moi_suite:
+          - '0'
+          - '1'
+        include:
+          - moi_suite: '0'
+            suite_name: 'unit'
+          - moi_suite: '1'
+            suite_name: 'MOI'
+    env:
+      COOLPDLP_TEST_MOISUITE: ${{ matrix.moi_suite }}
     steps:
       - uses: actions/checkout@v6
       - uses: julia-actions/setup-julia@v2

README.md

@@ -25,7 +25,19 @@ pkg> add https://github.com/JuliaDecisionFocusedLearning/CoolPDLP.jl
 ```
 
 There are two ways to call the solver: either directly or via its [`JuMP.jl`](https://github.com/jump-dev/JuMP.jl) interface.
-See the tutorial for details.
+
+## Use with JuMP
+
+To use `CoolPDLP` with JuMP, select `CoolPDLP.Optimizer` and customize the options:
+
+```julia
+using CoolPDLP, JuMP
+
+model = Model(CoolPDLP.Optimizer)
+# Set `matrix_type` and `backend` to use GPU:
+set_attribute(model, "matrix_type", CUSPARSE.CuSparseMatrixCSR)
+set_attribute(model, "backend", CUDABackend())
+```
 
 ## Why a new package?
 

src/CoolPDLP.jl

@@ -48,7 +48,7 @@ include("public.jl")
     include("algorithms/pdlp.jl")
 end
 
-include("moi.jl")
+include("MOI_wrapper.jl")
 
 export GPUSparseMatrixCOO, GPUSparseMatrixCSR, GPUSparseMatrixELL
 

src/moi.jl src/MOI_wrapper.jlsrc/moi.jl renamed to src/MOI_wrapper.jl

@@ -165,10 +165,33 @@ const OptimizerCache{T} = MOI.Utilities.GenericModel{
     },
 }
 
+MOI.default_cache(::Optimizer{T}, ::Type{T}) where {T} = MOI.Utilities.UniversalFallback(OptimizerCache{T}())
+
 function MOI.optimize!(dest::Optimizer{T}, src::MOI.ModelLike) where {T}
-    MOI.empty!(dest)
-    cache = OptimizerCache{T}()
+    cache = MOI.default_cache(dest, T)
     index_map = MOI.copy_to(cache, src)
+    MOI.optimize!(dest, cache)
+    return index_map, false
+end
+
+function _pass_attributes(dest::Optimizer{T}, cache::MOI.Utilities.UniversalFallback{OptimizerCache{T}}, index_map) where {T}
+    MOI.Utilities.pass_attributes(dest, cache, index_map, MOI.get(cache, MOI.ListOfVariableIndices()))
+
+    attrs = MOI.Utilities.ModelFilter(a -> !(a isa MOI.ObjectiveSense || a isa MOI.ObjectiveFunction), cache)
+    MOI.Utilities.pass_attributes(dest, attrs, index_map)
+
+    for (F, S) in MOI.get(cache, MOI.ListOfConstraintTypesPresent())
+        idxs = MOI.get(cache, MOI.ListOfConstraintIndices{F, S}())
+        MOI.Utilities.pass_attributes(dest, cache, index_map, idxs)
+    end
+
+    return cache.model
+end
+
+function MOI.optimize!(dest::Optimizer{T}, fcache::MOI.Utilities.UniversalFallback{OptimizerCache{T}}) where {T}
+    MOI.empty!(dest)
+    index_map = MOI.Utilities.identity_index_map(fcache)
+    cache = _pass_attributes(dest, fcache, index_map)
 
     n = cache.constraints.coefficients.n
     max_sense = cache.objective.sense == MOI.MAX_SENSE

test/runtests.jl

@@ -1,23 +1,28 @@
 using Test
 
 @testset verbose = true "CoolPDLP" begin
-    @testset "Formalities" begin
-        include("formalities.jl")
-    end
-    @testset "Tutorial" begin
-        include("tutorial.jl")
-    end
-    for folder in readdir(@__DIR__)
-        isdir(joinpath(@__DIR__, folder)) || continue
-        @testset verbose = true "$folder" begin
-            for file in readdir(joinpath(@__DIR__, folder))
-                @testset "$file" begin
-                    include(joinpath(@__DIR__, folder, file))
+    moisuite = get(ENV, "COOLPDLP_TEST_MOISUITE", nothing)
+    if moisuite != "1"
+        @testset "Formalities" begin
+            include("formalities.jl")
+        end
+        @testset "Tutorial" begin
+            include("tutorial.jl")
+        end
+        for folder in readdir(@__DIR__)
+            isdir(joinpath(@__DIR__, folder)) || continue
+            @testset verbose = true "$folder" begin
+                for file in readdir(joinpath(@__DIR__, folder))
+                    @testset "$file" begin
+                        include(joinpath(@__DIR__, folder, file))
+                    end
                 end
             end
         end
     end
-    @testset "MOI Wrapper" begin
-        include("moi.jl")
+    if moisuite != "0"
+        @testset "MOI Wrapper" begin
+            include("moi.jl")
+        end
     end
 end