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MOI_wrapper.jl
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2036 lines (1840 loc) · 61.5 KB
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# Copyright (c) 2020: Tomás Gutierrez and contributors
#
# Use of this source code is governed by an MIT-style license that can be found
# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
_is_variable(v::MOI.VariableIndex) = !_is_parameter(v)
function _is_parameter(v::MOI.VariableIndex)
return PARAMETER_INDEX_THRESHOLD < v.value <= PARAMETER_INDEX_THRESHOLD_MAX
end
function _has_parameters(f::MOI.ScalarAffineFunction{T}) where {T}
for term in f.terms
if _is_parameter(term.variable)
return true
end
end
return false
end
function _has_parameters(f::MOI.VectorOfVariables)
for variable in f.variables
if _is_parameter(variable)
return true
end
end
return false
end
function _has_parameters(f::MOI.VectorAffineFunction{T}) where {T}
for term in f.terms
if _is_parameter(term.scalar_term.variable)
return true
end
end
return false
end
function _has_parameters(f::MOI.ScalarQuadraticFunction{T}) where {T}
for term_l in f.affine_terms
if _is_parameter(term_l.variable)
return true
end
end
for term in f.quadratic_terms
if _is_parameter(term.variable_1) || _is_parameter(term.variable_2)
return true
end
end
return false
end
function _has_parameters(f::MOI.VectorQuadraticFunction)
# quadratic part
for qt in f.quadratic_terms
if _is_parameter(qt.scalar_term.variable_1) ||
_is_parameter(qt.scalar_term.variable_2)
return true
end
end
# affine part
for at in f.affine_terms
if _is_parameter(at.scalar_term.variable)
return true
end
end
return false
end
function _cache_multiplicative_params!(
model::Optimizer{T},
f::ParametricQuadraticFunction{T},
) where {T}
for term in quadratic_parameter_variable_terms(f)
push!(model.multiplicative_parameters_pv, term.variable_1.value)
end
return
end
function _cache_multiplicative_params!(
model::Optimizer{T},
f::ParametricVectorQuadraticFunction{T},
) where {T}
for term in vector_quadratic_parameter_variable_terms(f)
push!(
model.multiplicative_parameters_pv,
term.scalar_term.variable_1.value,
)
end
return
end
function _cache_multiplicative_params!(
model::Optimizer{T},
f::ParametricCubicFunction{T},
) where {T}
for term in cubic_parameter_variable_terms(f)
push!(model.multiplicative_parameters_pv, term.variable_1.value)
end
for term in cubic_parameter_variable_variable_terms(f)
push!(model.multiplicative_parameters_pv, term.index_1.value)
end
for term in cubic_parameter_parameter_variable_terms(f)
push!(model.multiplicative_parameters_pv, term.index_1.value)
push!(model.multiplicative_parameters_pv, term.index_2.value)
end
return
end
#
# Empty
#
function MOI.is_empty(model::Optimizer)
return MOI.is_empty(model.optimizer) &&
isempty(model.parameters) &&
isempty(model.parameters_name) &&
isempty(model.updated_parameters) &&
model.last_parameter_index_added == PARAMETER_INDEX_THRESHOLD &&
isempty(model.constraint_outer_to_inner) &&
# affine ctr
model.last_affine_added == 0 &&
isempty(model.affine_outer_to_inner) &&
isempty(model.affine_constraint_cache) &&
isempty(model.affine_constraint_cache_set) &&
# quad ctr
model.last_quad_add_added == 0 &&
model.last_vec_quad_add_added == 0 &&
isempty(model.quadratic_outer_to_inner) &&
isempty(model.vector_quadratic_outer_to_inner) &&
isempty(model.quadratic_constraint_cache) &&
isempty(model.quadratic_constraint_cache_set) &&
isempty(model.vector_quadratic_constraint_cache) &&
isempty(model.vector_quadratic_constraint_cache_set) &&
# obj
model.affine_objective_cache === nothing &&
model.quadratic_objective_cache === nothing &&
model.cubic_objective_cache === nothing &&
MOI.is_empty(model.original_objective_cache) &&
#
isempty(model.vector_affine_constraint_cache) &&
#
isempty(model.multiplicative_parameters_pv) &&
isempty(model.dual_value_of_parameters) &&
model.number_of_parameters_in_model == 0 &&
isempty(model.parameters_in_conflict) &&
isempty(model.ext)
end
function MOI.empty!(model::Optimizer{T}) where {T}
# optimizer
MOI.empty!(model.optimizer)
# parameters
empty!(model.parameters)
# parameters_name
empty!(model.parameters_name)
# updated_parameters
empty!(model.updated_parameters)
# variables
empty!(model.variables)
# last_variable_index_added
model.last_variable_index_added = 0
# last_parameter_index_added
model.last_parameter_index_added = PARAMETER_INDEX_THRESHOLD
# constraint_outer_to_inner
empty!(model.constraint_outer_to_inner)
# last_affine_added
model.last_affine_added = 0
# affine_outer_to_inner
empty!(model.affine_outer_to_inner)
# affine_constraint_cache
empty!(model.affine_constraint_cache)
# affine_constraint_cache_set
empty!(model.affine_constraint_cache_set)
# last_quad_add_added
model.last_quad_add_added = 0
# last_vec_quad_add_added
model.last_vec_quad_add_added = 0
# quadratic_outer_to_inner
empty!(model.quadratic_outer_to_inner)
# vector_quadratic_outer_to_inner
empty!(model.vector_quadratic_outer_to_inner)
# quadratic_constraint_cache
empty!(model.quadratic_constraint_cache)
# quadratic_constraint_cache_set
empty!(model.quadratic_constraint_cache_set)
# vector_quadratic_constraint_cache
empty!(model.vector_quadratic_constraint_cache)
# vector_quadratic_constraint_cache_set
empty!(model.vector_quadratic_constraint_cache_set)
# affine_objective_cache
model.affine_objective_cache = nothing
# quadratic_objective_cache
model.quadratic_objective_cache = nothing
# cubic_objective_cache
model.cubic_objective_cache = nothing
# original_objective_cache
MOI.empty!(model.original_objective_cache)
# vector_affine_constraint_cache
empty!(model.vector_affine_constraint_cache)
# multiplicative_parameters_pv
empty!(model.multiplicative_parameters_pv)
# dual_value_of_parameters
empty!(model.dual_value_of_parameters)
# [SKIP] evaluate_duals
# number_of_parameters_in_model
model.number_of_parameters_in_model = 0
# [SKIP] constraints_interpretation
# [SKIP] save_original_objective_and_constraints
# parameters_in_conflict
empty!(model.parameters_in_conflict)
# [SKIP] warn_quad_affine_ambiguous
# ext
empty!(model.ext)
return
end
#
# Variables
#
function MOI.is_valid(model::Optimizer, vi::MOI.VariableIndex)
return haskey(model.parameters, p_idx(vi)) ||
MOI.is_valid(model.optimizer, vi)
end
function MOI.is_valid(
model::Optimizer,
ci::MOI.ConstraintIndex{MOI.VariableIndex,MOI.Parameter{T}},
) where {T}
vi = MOI.VariableIndex(ci.value)
return haskey(model.parameters, p_idx(vi))
end
function MOI.supports(
model::Optimizer,
attr::MOI.VariableName,
tp::Type{MOI.VariableIndex},
)
return MOI.supports(model.optimizer, attr, tp)
end
function MOI.set(
model::Optimizer,
attr::MOI.VariableName,
v::MOI.VariableIndex,
name::String,
)
if _parameter_in_model(model, v)
model.parameters_name[v] = name
else
MOI.set(model.optimizer, attr, v, name)
end
return
end
function MOI.get(model::Optimizer, attr::MOI.VariableName, v::MOI.VariableIndex)
if _parameter_in_model(model, v)
return get(model.parameters_name, v, "")
end
return MOI.get(model.optimizer, attr, v)
end
function MOI.get(model::Optimizer, tp::Type{MOI.VariableIndex}, attr::String)
return MOI.get(model.optimizer, tp, attr)
end
function _add_variable(model::Optimizer, inner_vi)
if _is_parameter(inner_vi)
error(
"Attempted to add a variable but got a parameter index. The inner solver should not create variables with index >= $PARAMETER_INDEX_THRESHOLD, (got $(inner_vi.value)).",
)
end
return inner_vi
end
function MOI.add_variable(model::Optimizer)
return _add_variable(model, MOI.add_variable(model.optimizer))
end
function MOI.supports_add_constrained_variable(
::Optimizer{T},
::Type{MOI.Parameter{T}},
) where {T}
return true
end
# this method is necessary due ambiguities created by an MOI function
function MOI.supports_add_constrained_variables(
model::Optimizer,
::Type{MOI.Reals},
)
return MOI.supports_add_constrained_variables(model.optimizer, MOI.Reals)
end
function MOI.supports_add_constrained_variable(
model::Optimizer,
::Type{S},
) where {S<:MOI.AbstractScalarSet}
return MOI.supports_add_constrained_variable(model.optimizer, S)
end
function MOI.supports_add_constrained_variables(
model::Optimizer,
::Type{S},
) where {S<:MOI.AbstractVectorSet}
return MOI.supports_add_constrained_variables(model.optimizer, S)
end
function _assert_parameter_is_finite(set::MOI.Parameter{T}) where {T}
if !isfinite(set.value)
throw(
AssertionError(
"Parameter value must be a finite number. Got $(set.value)",
),
)
end
return
end
function MOI.add_constrained_variable(
model::Optimizer{T},
set::MOI.Parameter{T},
) where {T}
_assert_parameter_is_finite(set)
model.last_parameter_index_added += 1
p = MOI.VariableIndex(model.last_parameter_index_added)
CleverDicts.add_item(model.parameters, set.value)
cp = MOI.ConstraintIndex{MOI.VariableIndex,MOI.Parameter{T}}(
model.last_parameter_index_added,
)
_add_to_constraint_map!(model, cp)
CleverDicts.add_item(model.updated_parameters, NaN)
model.number_of_parameters_in_model += 1
return p, cp
end
function MOI.add_constrained_variable(
model::Optimizer,
set::MOI.AbstractScalarSet,
)
inner_vi, inner_ci = MOI.add_constrained_variable(model.optimizer, set)
outer_vi = _add_variable(model, inner_vi)
outer_ci =
MOI.ConstraintIndex{MOI.VariableIndex,typeof(set)}(outer_vi.value)
model.constraint_outer_to_inner[outer_ci] = inner_ci
return outer_vi, outer_ci
end
function MOI.add_constrained_variables(
model::Optimizer,
set::MOI.AbstractVectorSet,
)
inner_vis, inner_ci = MOI.add_constrained_variables(model.optimizer, set)
_add_to_constraint_map!(model, inner_ci)
return _add_variable.(model, inner_vis), inner_ci
end
function _add_to_constraint_map!(model::Optimizer, ci)
model.constraint_outer_to_inner[ci] = ci
return
end
function _add_to_constraint_map!(
model::Optimizer,
ci::MOI.ConstraintIndex{F,S},
) where {F<:MOI.ScalarAffineFunction,S}
model.last_affine_added += 1
model.constraint_outer_to_inner[ci] = ci
return
end
function _add_to_constraint_map!(
model::Optimizer,
ci::MOI.ConstraintIndex{F,S},
) where {F<:MOI.ScalarQuadraticFunction,S}
model.last_quad_add_added += 1
model.constraint_outer_to_inner[ci] = ci
return
end
function MOI.supports(
model::Optimizer,
attr::MOI.AbstractVariableAttribute,
tp::Type{MOI.VariableIndex},
)
return MOI.supports(model.optimizer, attr, tp)
end
function MOI.get(
model::Optimizer,
attr::MOI.VariablePrimalStart,
v::MOI.VariableIndex,
)
if _is_parameter(v)
if !haskey(model.parameters, p_idx(v))
throw(MOI.InvalidIndex(v))
end
return model.parameters[p_idx(v)]
end
# inner model will throw if not valid
return MOI.get(model.optimizer, attr, v)
end
function MOI.set(
model::Optimizer,
attr::MOI.VariablePrimalStart,
v::MOI.VariableIndex,
val,
)
if _is_parameter(v)
if !haskey(model.parameters, p_idx(v))
throw(MOI.InvalidIndex(v))
end
# this is effectivelly a no-op, but we do validation
_val = model.parameters[p_idx(v)]
if val != _val
error(
"The parameter $v value is $_val, but trying to set VariablePrimalStart $val",
)
end
return
end
return MOI.set(model.optimizer, attr, v, val)
end
function MOI.set(
model::Optimizer,
attr::MOI.AbstractVariableAttribute,
v::MOI.VariableIndex,
val,
)
if _is_parameter(v)
error("$attr is not supported for parameters in ParametricOptInterface")
end
return MOI.set(model.optimizer, attr, v, val)
end
function MOI.get(
model::Optimizer,
attr::MOI.AbstractVariableAttribute,
v::MOI.VariableIndex,
)
if _is_parameter(v)
error("$attr is not supported for parameters in ParametricOptInterface")
end
return MOI.get(model.optimizer, attr, v)
end
function MOI.delete(model::Optimizer, v::MOI.VariableIndex)
if !MOI.is_valid(model, v)
throw(MOI.InvalidIndex(v))
end
if _is_parameter(v)
error("Cannot delete parameters in ParametricOptInterface.")
end
MOI.delete(model.optimizer, v)
MOI.delete(model.original_objective_cache, v)
# TODO - what happens if the variable was in a SAF that was converted to bounds?
# solution: do not allow if that is the case (requires going through the scalar affine cache)
# TODO - deleting a variable also deletes constraints
for (F, S) in
DoubleDicts.nonempty_outer_keys(model.constraint_outer_to_inner)
_delete_variable_index_constraint(
model,
model.constraint_outer_to_inner,
F,
S,
v.value,
)
end
return
end
_delete_variable_index_constraint(model, d, F, S, v) = nothing
function _delete_variable_index_constraint(
model,
d,
F::Type{MOI.VectorOfVariables},
S,
v,
)
inner = d[F, S]
for (key, val) in inner
if !MOI.is_valid(model.optimizer, val)
delete!(inner, key)
end
end
return
end
function _delete_variable_index_constraint(
model,
d,
F::Type{MOI.VariableIndex},
S,
value,
)
inner = d[F, S]
key = MOI.ConstraintIndex{F,S}(value)
delete!(inner, key)
return
end
#
# Constraints
#
function MOI.is_valid(
model::Optimizer,
c::MOI.ConstraintIndex{F,S},
) where {F<:Union{MOI.VariableIndex,MOI.VectorOfVariables},S<:MOI.AbstractSet}
return MOI.is_valid(model.optimizer, c)
end
function MOI.is_valid(
model::Optimizer,
c::MOI.ConstraintIndex{F},
) where {
F<:Union{
MOI.ScalarAffineFunction,
MOI.ScalarQuadraticFunction,
MOI.VectorAffineFunction,
MOI.VectorQuadraticFunction,
},
}
return haskey(model.constraint_outer_to_inner, c) ||
MOI.is_valid(model.optimizer, c)
end
function MOI.supports_constraint(
model::Optimizer,
F::Union{
Type{MOI.VariableIndex},
Type{MOI.ScalarAffineFunction{T}},
Type{MOI.VectorOfVariables},
Type{MOI.VectorAffineFunction{T}},
},
S::Type{<:MOI.AbstractSet},
) where {T}
return MOI.supports_constraint(model.optimizer, F, S)
end
function MOI.supports_constraint(
model::Optimizer,
::Type{MOI.ScalarQuadraticFunction{T}},
S::Type{<:MOI.AbstractSet},
) where {T}
return MOI.supports_constraint(
model.optimizer,
MOI.ScalarAffineFunction{T},
S,
)
end
function MOI.supports_constraint(
model::Optimizer,
::Type{MOI.VectorQuadraticFunction{T}},
S::Type{<:MOI.AbstractSet},
) where {T}
return MOI.supports_constraint(
model.optimizer,
MOI.VectorAffineFunction{T},
S,
)
end
function MOI.supports(
model::Optimizer,
attr::MOI.ConstraintName,
tp::Type{<:MOI.ConstraintIndex},
)
return MOI.supports(model.optimizer, attr, tp)
end
function MOI.supports(
model::Optimizer,
attr::MOI.ConstraintName,
::Type{MOI.ConstraintIndex{F,S}},
) where {T,F<:MOI.ScalarQuadraticFunction{T},S}
G = MOI.ScalarAffineFunction{T}
# We can't tell at type-time whether the constraints will be quadratic or
# lowered to affine, so we return the conservative choice for supports of
# needing to support names for both quadratic and affine constraints.
if MOI.supports_constraint(model.optimizer, F, S)
return MOI.supports(model.optimizer, attr, MOI.ConstraintIndex{F,S}) &&
MOI.supports(model.optimizer, attr, MOI.ConstraintIndex{G,S})
end
return MOI.supports(model.optimizer, attr, MOI.ConstraintIndex{G,S})
end
function MOI.supports(
model::Optimizer,
attr::MOI.ConstraintName,
::Type{MOI.ConstraintIndex{F,S}},
) where {T,F<:MOI.VectorQuadraticFunction{T},S}
G = MOI.VectorAffineFunction{T}
# We can't tell at type-time whether the constraints will be quadratic or
# lowered to affine, so we return the conservative choice for supports of
# needing to support names for both quadratic and affine constraints.
# TODO:
# switch to only check support name for the case of linear
# is a solver does not support quadratic constraints it will fail in add_
if MOI.supports_constraint(model.optimizer, F, S)
return MOI.supports(model.optimizer, attr, MOI.ConstraintIndex{F,S}) &&
MOI.supports(model.optimizer, attr, MOI.ConstraintIndex{G,S})
end
return MOI.supports(model.optimizer, attr, MOI.ConstraintIndex{G,S})
end
function MOI.set(
model::Optimizer,
attr::MOI.ConstraintName,
c::MOI.ConstraintIndex{MOI.ScalarQuadraticFunction{T},S},
name::String,
) where {T,S<:MOI.AbstractSet}
c_aux = c
if haskey(model.quadratic_outer_to_inner, c)
c_aux = model.quadratic_outer_to_inner[c]
end
MOI.set(model.optimizer, attr, c_aux, name)
return
end
function MOI.set(
model::Optimizer,
attr::MOI.ConstraintName,
c::MOI.ConstraintIndex{MOI.VectorQuadraticFunction{T},S},
name::String,
) where {T,S<:MOI.AbstractSet}
c_aux = c
if haskey(model.vector_quadratic_outer_to_inner, c)
c_aux = model.vector_quadratic_outer_to_inner[c]
end
MOI.set(model.optimizer, attr, c_aux, name)
return
end
function MOI.set(
model::Optimizer,
attr::MOI.ConstraintName,
c::MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},S},
name::String,
) where {T,S<:MOI.AbstractSet}
if haskey(model.affine_outer_to_inner, c)
MOI.set(model.optimizer, attr, model.affine_outer_to_inner[c], name)
else
MOI.set(model.optimizer, attr, c, name)
end
return
end
function MOI.get(
model::Optimizer,
attr::MOI.ConstraintName,
c::MOI.ConstraintIndex{MOI.ScalarQuadraticFunction{T},S},
) where {T,S<:MOI.AbstractSet}
c_aux = c
if haskey(model.quadratic_outer_to_inner, c)
c_aux = model.quadratic_outer_to_inner[c]
end
return MOI.get(model.optimizer, attr, c_aux)
end
function MOI.get(
model::Optimizer,
attr::MOI.ConstraintName,
c::MOI.ConstraintIndex{MOI.VectorQuadraticFunction{T},S},
) where {T,S<:MOI.AbstractSet}
c_aux = c
if haskey(model.vector_quadratic_outer_to_inner, c)
c_aux = model.vector_quadratic_outer_to_inner[c]
end
return MOI.get(model.optimizer, attr, c_aux)
end
function MOI.get(
model::Optimizer,
attr::MOI.ConstraintName,
c::MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},S},
) where {T,S}
if haskey(model.affine_outer_to_inner, c)
inner_ci = model.affine_outer_to_inner[c]
# This SAF constraint was transformed into variable bound
if typeof(inner_ci) === MOI.ConstraintIndex{MOI.VariableIndex,S}
v = MOI.get(model.optimizer, MOI.ConstraintFunction(), inner_ci)
variable_name = MOI.get(model.optimizer, MOI.VariableName(), v)
return "ParametricBound_$(S)_$(variable_name)"
end
return MOI.get(model.optimizer, attr, inner_ci)
end
return MOI.get(model.optimizer, attr, c)
end
function MOI.get(
model::Optimizer,
tp::Type{MOI.ConstraintIndex{F,S}},
name::String,
) where {F,S}
return MOI.get(model.optimizer, tp, name)
end
function MOI.get(model::Optimizer, tp::Type{MOI.ConstraintIndex}, name::String)
return MOI.get(model.optimizer, tp, name)
end
function MOI.set(
model::Optimizer,
::MOI.ConstraintFunction,
c::MOI.ConstraintIndex{F},
f::F,
) where {F}
MOI.set(model.optimizer, MOI.ConstraintFunction(), c, f)
return
end
function MOI.get(
model::Optimizer{T},
attr::MOI.ConstraintFunction,
ci::MOI.ConstraintIndex,
) where {T}
if haskey(model.quadratic_outer_to_inner, ci)
inner_ci = model.quadratic_outer_to_inner[ci]
if haskey(model.quadratic_constraint_cache, inner_ci)
return _original_function(
model.quadratic_constraint_cache[inner_ci],
)
else
return convert(
MOI.ScalarQuadraticFunction{T},
MOI.get(model.optimizer, attr, inner_ci),
)
end
elseif haskey(model.vector_quadratic_outer_to_inner, ci)
inner_ci = model.vector_quadratic_outer_to_inner[ci]
if haskey(model.vector_quadratic_constraint_cache, inner_ci)
return _original_function(
model.vector_quadratic_constraint_cache[inner_ci],
)
else
return convert(
MOI.VectorQuadraticFunction{T},
MOI.get(model.optimizer, attr, inner_ci),
)
end
elseif haskey(model.affine_outer_to_inner, ci)
inner_ci = model.affine_outer_to_inner[ci]
return _original_function(model.affine_constraint_cache[inner_ci])
elseif haskey(model.vector_affine_constraint_cache, ci)
return _original_function(model.vector_affine_constraint_cache[ci])
else
MOI.throw_if_not_valid(model, ci)
return MOI.get(model.optimizer, attr, ci)
end
end
function MOI.get(
model::Optimizer{T},
::MOI.ConstraintFunction,
cp::MOI.ConstraintIndex{MOI.VariableIndex,MOI.Parameter{T}},
) where {T}
p = MOI.VariableIndex(cp.value)
if !_parameter_in_model(model, p)
throw(MOI.InvalidIndex(cp))
end
return p
end
function MOI.set(
model::Optimizer,
::MOI.ConstraintSet,
c::MOI.ConstraintIndex{F,S},
s::S,
) where {F,S}
MOI.set(model.optimizer, MOI.ConstraintSet(), c, s)
return
end
function MOI.get(
model::Optimizer,
attr::MOI.ConstraintSet,
ci::MOI.ConstraintIndex,
)
if haskey(model.quadratic_outer_to_inner, ci)
inner_ci = model.quadratic_outer_to_inner[ci]
return model.quadratic_constraint_cache_set[inner_ci]
elseif haskey(model.vector_quadratic_outer_to_inner, ci)
inner_ci = model.vector_quadratic_outer_to_inner[ci]
return model.vector_quadratic_constraint_cache_set[inner_ci]
elseif haskey(model.affine_outer_to_inner, ci)
inner_ci = model.affine_outer_to_inner[ci]
return model.affine_constraint_cache_set[inner_ci]
else
MOI.throw_if_not_valid(model, ci)
return MOI.get(model.optimizer, attr, ci)
end
end
function MOI.set(
model::Optimizer{T},
::MOI.ConstraintSet,
cp::MOI.ConstraintIndex{MOI.VariableIndex,MOI.Parameter{T}},
set::MOI.Parameter{T},
) where {T}
_assert_parameter_is_finite(set)
p = MOI.VariableIndex(cp.value)
if !_parameter_in_model(model, p)
throw(MOI.InvalidIndex(cp))
end
return model.updated_parameters[p_idx(p)] = set.value
end
function MOI.get(
model::Optimizer{T},
::MOI.ConstraintSet,
cp::MOI.ConstraintIndex{MOI.VariableIndex,MOI.Parameter{T}},
) where {T}
p = MOI.VariableIndex(cp.value)
if !_parameter_in_model(model, p)
throw(MOI.InvalidIndex(cp))
end
val = model.updated_parameters[p_idx(p)]
if isnan(val)
return MOI.Parameter{T}(model.parameters[p_idx(p)])
end
return MOI.Parameter{T}(val)
end
function MOI.modify(
model::Optimizer,
c::MOI.ConstraintIndex{F,S},
chg::Union{MOI.ScalarConstantChange{T},MOI.ScalarCoefficientChange{T}},
) where {F,S,T}
if haskey(model.quadratic_outer_to_inner, c) ||
haskey(model.vector_quadratic_outer_to_inner, c) ||
haskey(model.affine_outer_to_inner, c)
error(
"Parametric constraint cannot be modified in ParametricOptInterface, because it would conflict with parameter updates. You can update the parameters instead.",
)
end
MOI.modify(model.optimizer, c, chg)
return
end
function _add_constraint_direct_and_cache_map!(model::Optimizer, f, set)
ci = MOI.add_constraint(model.optimizer, f, set)
_add_to_constraint_map!(model, ci)
return ci
end
function MOI.add_constraint(
model::Optimizer,
f::MOI.VariableIndex,
set::MOI.AbstractScalarSet,
)
if _is_parameter(f)
error("Cannot constrain a parameter in ParametricOptInterface.")
elseif !MOI.is_valid(model, f)
throw(MOI.InvalidIndex(f))
end
return _add_constraint_direct_and_cache_map!(model, f, set)
end
function _add_constraint_with_parameters_on_function(
model::Optimizer,
f::MOI.ScalarAffineFunction{T},
set::S,
) where {T,S}
pf = ParametricAffineFunction(f)
if model.constraints_interpretation == ONLY_BOUNDS
if length(affine_variable_terms(pf)) == 1 &&
isone(MOI.coefficient(affine_variable_terms(pf)[]))
poi_ci = _add_vi_constraint(model, pf, set)
else
error(
"It was not possible to interpret this constraint as a variable bound. You can change the `ConstraintsInterpretation` to BOUNDS_AND_CONSTRAINTS or ONLY_CONSTRAINTS to allow this constraint to be added as a general constraint.",
)
end
elseif model.constraints_interpretation == ONLY_CONSTRAINTS
poi_ci = MOI.add_constraint(model, pf, set)
else #if model.constraints_interpretation == BOUNDS_AND_CONSTRAINTS
if length(affine_variable_terms(pf)) == 1 &&
isone(MOI.coefficient(affine_variable_terms(pf)[]))
poi_ci = _add_vi_constraint(model, pf, set)
else
poi_ci = MOI.add_constraint(model, pf, set)
end
end
return poi_ci
end
function MOI.add_constraint(
model::Optimizer,
pf::ParametricAffineFunction{T},
set::S,
) where {T,S}
_cache_set_constant!(pf, set)
_update_cache!(pf, model)
inner_ci = MOI.add_constraint(
model.optimizer,
MOI.ScalarAffineFunction{T}(affine_variable_terms(pf), 0.0),
_set_with_new_constant(set, pf.current_constant),
)
model.last_affine_added += 1
outer_ci = MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},S}(
model.last_affine_added,
)
model.affine_outer_to_inner[outer_ci] = inner_ci
model.constraint_outer_to_inner[outer_ci] = inner_ci
model.affine_constraint_cache[inner_ci] = pf
model.affine_constraint_cache_set[inner_ci] = set
return outer_ci
end
function _add_vi_constraint(
model::Optimizer,
pf::ParametricAffineFunction{T},
set::S,
) where {T,S}
_cache_set_constant!(pf, set)
_update_cache!(pf, model)
inner_ci = MOI.add_constraint(
model.optimizer,
affine_variable_terms(pf)[].variable,
_set_with_new_constant(set, pf.current_constant),
)
model.last_affine_added += 1
outer_ci = MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},S}(
model.last_affine_added,
)
model.affine_outer_to_inner[outer_ci] = inner_ci
model.constraint_outer_to_inner[outer_ci] = inner_ci
model.affine_constraint_cache[inner_ci] = pf
model.affine_constraint_cache_set[inner_ci] = set
return outer_ci
end
function MOI.add_constraint(
model::Optimizer,
f::MOI.ScalarAffineFunction{T},
set::MOI.AbstractScalarSet,
) where {T}
if !_has_parameters(f)
return _add_constraint_direct_and_cache_map!(model, f, set)
else
return _add_constraint_with_parameters_on_function(model, f, set)
end
end
function MOI.add_constraint(
model::Optimizer,
f::MOI.VectorOfVariables,
set::MOI.AbstractVectorSet,
)
if _has_parameters(f)
error(
"VectorOfVariables does not allow parameters in ParametricOptInterface.",
)
end
return _add_constraint_direct_and_cache_map!(model, f, set)
end
function MOI.add_constraint(
model::Optimizer,
f::MOI.VectorAffineFunction{T},
set::MOI.AbstractVectorSet,
) where {T}
if !_has_parameters(f)
return _add_constraint_direct_and_cache_map!(model, f, set)
else
return _add_constraint_with_parameters_on_function(model, f, set)
end
end
function _add_constraint_with_parameters_on_function(
model::Optimizer,
f::MOI.VectorAffineFunction{T},
set::MOI.AbstractVectorSet,
) where {T}
pf = ParametricVectorAffineFunction(f)
# _cache_set_constant!(pf, set) # there is no constant is vector sets
_update_cache!(pf, model)
inner_ci = MOI.add_constraint(model.optimizer, _current_function(pf), set)
model.vector_affine_constraint_cache[inner_ci] = pf
_add_to_constraint_map!(model, inner_ci)
return inner_ci
end
function _add_constraint_with_parameters_on_function(
model::Optimizer,
f::MOI.ScalarQuadraticFunction{T},
s::S,
) where {T,S<:MOI.AbstractScalarSet}
pf = ParametricQuadraticFunction(f)
_cache_multiplicative_params!(model, pf)
_cache_set_constant!(pf, s)
_update_cache!(pf, model)
func = _current_function(pf)