Fix diff_optimizer with no bridge (#309)

* Fix diff_optimizer with no bridge

* Remove outer cache

* Fix

* Fix format

* Fix format

* Fix format

Author: blegat

src/moi_wrapper.jl

@@ -37,7 +37,7 @@ function diff_optimizer(
     add_poi =
         allow_parametric_opt_interface &&
         !MOI.supports_add_constrained_variable(
-            optimizer.model,
+            isnothing(with_bridge_type) ? optimizer : optimizer.model,
             MOI.Parameter{Float64},
         )
     # When we do `MOI.copy_to(diff, optimizer)` we need to efficiently `MOI.get`
@@ -48,7 +48,9 @@ function diff_optimizer(
     caching_opt = if with_outer_cache
         MOI.Utilities.CachingOptimizer(
             MOI.Utilities.UniversalFallback(
-                MOI.Utilities.Model{with_bridge_type}(),
+                MOI.Utilities.Model{
+                    something(with_bridge_type, with_cache_type),
+                }(),
             ),
             add_poi ? POI.Optimizer(optimizer) : optimizer,
         )

test/jump_wrapper.jl

@@ -46,10 +46,15 @@ function test_jump_api()
         ],
         ineq in [true, false],
         _min in [true, false],
-        flip in [true, false]
+        flip in [true, false],
+        with_bridge_type in [Float64, nothing]
 
-        @testset "$(MODEL) with: $(SOLVER), $(ineq ? "ineqs" : "eqs"), $(_min ? "Min" : "Max"), $(flip ? "geq" : "leq")" begin
-            model = MODEL(SOLVER)
+        if isnothing(with_bridge_type) && SOLVER === SCS.Optimizer
+            continue
+        end
+
+        @testset "$(MODEL) with: $(SOLVER), $(ineq ? "ineqs" : "eqs"), $(_min ? "Min" : "Max"), $(flip ? "geq" : "leq") bridge:$with_bridge_type" begin
+            model = MODEL(SOLVER; with_bridge_type)
             set_silent(model)
 
             p_val = 4.0