Add validation so that parameters cannot be NaN (#173)

* Add validation so that parameters cannot be infinite

* update to is_finite

* Update src/MOI_wrapper.jl

* format

---------

Co-authored-by: Joaquim <joaquimgarcia@psr-inc.com>
Co-authored-by: joaquimg <joaquimdgarcia@gmail.com>

Author: guilhermebodin

Project.toml

@@ -1,7 +1,7 @@
 name = "ParametricOptInterface"
 uuid = "0ce4ce61-57bf-432b-a095-efac525d185e"
 authors = ["Tomás Gutierrez <tomasfmgutierrez@gmail.com>"]
-version = "0.10.0"
+version = "0.10.1"
 
 [deps]
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"

src/MOI_wrapper.jl

@@ -219,10 +219,21 @@ function MOI.supports_add_constrained_variables(
     return MOI.supports_add_constrained_variables(model.optimizer, MOI.Reals)
 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
+end
+
 function MOI.add_constrained_variable(
     model::Optimizer{T},
     set::MOI.Parameter{T},
 ) where {T}
+    _assert_parameter_is_finite(set)
     _next_parameter_index!(model)
     p = MOI.VariableIndex(model.last_parameter_index_added)
     MOI.Utilities.CleverDicts.add_item(model.parameters, set.value)
@@ -563,6 +574,7 @@ function MOI.set(
     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)
         error("Parameter not in the model")

test/jump_tests.jl

@@ -1129,3 +1129,49 @@ function test_get_duals_from_multiplicative_parameters_3()
     @test MOI.get.(model, POI.ParameterDual(), p) ≈ 2 * 4.0 / 3
     return
 end
+
+function test_parameters_cannot_be_nan_1()
+    model = Model(() -> POI.Optimizer(GLPK.Optimizer()))
+    @variable(model, x)
+    @variable(model, p in Parameter(NaN))
+    @constraint(model, c, 3 * x >= p * p)
+    @objective(model, Min, sum(x))
+    @test_throws AssertionError optimize!(model)
+    MOI.set(model, POI.ParameterValue(), p, 20.0)
+    return
+end
+
+function test_parameters_cannot_be_nan_2()
+    optimizer = POI.Optimizer(GLPK.Optimizer())
+    model = direct_model(optimizer)
+    @variable(model, x[1:2])
+    @test_throws AssertionError @variable(model, p in Parameter(NaN))
+    @variable(model, p in Parameter(1.0))
+    @constraint(model, c, 3 * x[1] + x[2] >= p * p)
+    @objective(model, Min, sum(x))
+    @test_throws AssertionError MOI.set(model, POI.ParameterValue(), p, NaN)
+    return
+end
+
+function test_parameter_Cannot_be_inf_1()
+    model = Model(() -> POI.Optimizer(GLPK.Optimizer()))
+    @variable(model, x)
+    @variable(model, p in Parameter(Inf))
+    @constraint(model, c, 3 * x >= p * p)
+    @objective(model, Min, sum(x))
+    @test_throws AssertionError optimize!(model)
+    MOI.set(model, POI.ParameterValue(), p, 20.0)
+    return
+end
+
+function test_parameter_Cannot_be_inf_2()
+    optimizer = POI.Optimizer(GLPK.Optimizer())
+    model = direct_model(optimizer)
+    @variable(model, x[1:2])
+    @test_throws AssertionError @variable(model, p in Parameter(Inf))
+    @variable(model, p in Parameter(1.0))
+    @constraint(model, c, 3 * x[1] + x[2] >= p * p)
+    @objective(model, Min, sum(x))
+    @test_throws AssertionError MOI.set(model, POI.ParameterValue(), p, Inf)
+    return
+end