[MOF] fix writing NLPBlock (#1037)

* [MOF] Fix NLPBlock handling of interpolated variables

* [MOF] Test NLP writing objectives properly

Author: odow

src/FileFormats/MOF/nonlinear.jl

@@ -16,23 +16,18 @@ function function_to_moi(
     return Nonlinear(expr)
 end
 
-function substitute_variables(expr::Expr, variables::Vector{MOI.VariableIndex})
+function lift_variable_indices(expr::Expr)
     if expr.head == :ref && length(expr.args) == 2 && expr.args[1] == :x
-        index = expr.args[2]
-        if !(1 <= index <= length(variables))
-            error("Oops! Your expression refers to x[$(index)] but there are " *
-                  "only $(length(variables)) variables.")
-        end
-        return variables[index]
+        return expr.args[2]
     else
         for (index, arg) in enumerate(expr.args)
-            expr.args[index] = substitute_variables(arg, variables)
+            expr.args[index] = lift_variable_indices(arg)
         end
     end
     return expr
 end
-# Recursion fallback.
-substitute_variables(arg, variables::Vector{MOI.VariableIndex}) = arg
+
+lift_variable_indices(arg) = arg  # Recursion fallback.
 
 function extract_function_and_set(expr::Expr)
     if expr.head == :call  # One-sided constraint or foo-in-set.
@@ -71,7 +66,7 @@ function write_nlpblock(object::Object, model::Model,
     variables = MOI.get(model, MOI.ListOfVariableIndices())
     if nlp_block.has_objective
         objective = MOI.objective_expr(nlp_block.evaluator)
-        objective = substitute_variables(objective, variables)
+        objective = lift_variable_indices(objective)
         sense = MOI.get(model, MOI.ObjectiveSense())
         object["objective"] = Object(
             "sense" => moi_to_object(sense),
@@ -81,7 +76,7 @@ function write_nlpblock(object::Object, model::Model,
     for (row, bounds) in enumerate(nlp_block.constraint_bounds)
         constraint = MOI.constraint_expr(nlp_block.evaluator, row)
         (func, set) = extract_function_and_set(constraint)
-        func = substitute_variables(func, variables)
+        func = lift_variable_indices(func)
         push!(object["constraints"],
             Object("function" => moi_to_object(Nonlinear(func), model, name_map),
                    "set"      => moi_to_object(set, model, name_map))
@@ -293,7 +288,7 @@ function convert_mof_to_expr(node::Object, node_list::Vector{Object},
 end
 
 """
-    convert_mof_to_expr(node::Object, node_list::Vector{Object},
+    convert_expr_to_mof(node::Object, node_list::Vector{Object},
                         name_map::Dict{MOI.VariableIndex, String})
 
 Convert a Julia expression into a MathOptFormat representation. Any intermediate

src/FileFormats/MOF/write.jl

@@ -38,6 +38,9 @@ end
 function write_objective(
     object::Object, model::Model, name_map::Dict{MOI.VariableIndex, String}
 )
+    if object["objective"]["sense"] != "feasibility"
+        return  # Objective must have been written from NLPBlock.
+    end
     sense = MOI.get(model, MOI.ObjectiveSense())
     object["objective"] = Object("sense" => moi_to_object(sense))
     if sense != MOI.FEASIBILITY_SENSE

test/FileFormats/MOF/nlp.mof.json

@@ -21,9 +21,60 @@
   "objective": {
     "sense": "min",
     "function": {
-      "head": "ScalarAffineFunction",
-      "terms": [],
-      "constant": 0.0
+      "head": "ScalarNonlinearFunction",
+      "root": {
+        "head": "node",
+        "index": 3
+      },
+      "node_list": [
+        {
+          "head": "+",
+          "args": [
+            {
+              "head": "variable",
+              "name": "var_1"
+            },
+            {
+              "head": "variable",
+              "name": "var_2"
+            },
+            {
+              "head": "variable",
+              "name": "var_3"
+            }
+          ]
+        },
+        {
+          "head": "*",
+          "args": [
+            {
+              "head": "variable",
+              "name": "var_1"
+            },
+            {
+              "head": "variable",
+              "name": "var_4"
+            },
+            {
+              "head": "node",
+              "index": 1
+            }
+          ]
+        },
+        {
+          "head": "+",
+          "args": [
+            {
+              "head": "node",
+              "index": 2
+            },
+            {
+              "head": "variable",
+              "name": "var_3"
+            }
+          ]
+        }
+      ]
     }
   },
   "constraints": [

test/FileFormats/MOF/nonlinear.jl

@@ -1,10 +1,9 @@
-function roundtrip_nonlinear_expression(expr, variable_to_string,
-                                        string_to_variable)
+function roundtrip_nonlinear_expression(
+    expr, variable_to_string, string_to_variable
+)
     node_list = MOF.Object[]
-    object = MOF.convert_expr_to_mof(expr, node_list,
-                                               variable_to_string)
-    @test MOF.convert_mof_to_expr(object, node_list,
-                                            string_to_variable) == expr
+    object = MOF.convert_expr_to_mof(expr, node_list, variable_to_string)
+    @test MOF.convert_mof_to_expr(object, node_list, string_to_variable) == expr
 end
 
 # hs071
@@ -21,13 +20,19 @@ MOI.initialize(::ExprEvaluator, features) = nothing
 MOI.objective_expr(evaluator::ExprEvaluator) = evaluator.objective
 MOI.constraint_expr(evaluator::ExprEvaluator, i::Int) = evaluator.constraints[i]
 
-function HS071()
+function HS071(x::Vector{MOI.VariableIndex})
+    x1, x2, x3, x4 = x
     return MOI.NLPBlockData(
         MOI.NLPBoundsPair.([25, 40], [Inf, 40]),
-        ExprEvaluator(:(x[1] * x[4] * (x[1] + x[2] + x[3]) + x[3]),
-                      [:(x[1] * x[2] * x[3] * x[4] >= 25),
-                       :(x[1]^2 + x[2]^2 + x[3]^2 + x[4]^2 == 40)]),
-        true)
+        ExprEvaluator(
+            :(x[$x1] * x[$x4] * (x[$x1] + x[$x2] + x[$x3]) + x[$x3]),
+            [
+                :(x[$x1] * x[$x2] * x[$x3] * x[$x4] >= 25),
+                :(x[$x1]^2 + x[$x2]^2 + x[$x3]^2 + x[$x4]^2 == 40)
+            ]
+        ),
+        true
+    )
 end
 
 @testset "Nonlinear functions" begin
@@ -39,7 +44,7 @@ end
         end
         MOI.add_constraints(model, MOI.SingleVariable.(x),
                             Ref(MOI.Interval(1.0, 5.0)))
-        MOI.set(model, MOI.NLPBlock(), HS071())
+        MOI.set(model, MOI.NLPBlock(), HS071(x))
         MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
         MOI.write_to_file(model, TEST_MOF_FILE)
         @test replace(read(TEST_MOF_FILE, String), '\r' => "") ==