Merge pull request #29 from JuliaStochOpt/jg/no_duals

add no duals option

Author: joaquimg

src/ParameterJuMP.jl

@@ -55,6 +55,8 @@ mutable struct ParameterData
     solved::Bool
 
     lazy::Bool
+
+    no_duals::Bool
     dual_values::Vector{Float64}
     function ParameterData()
         new(Int64[],
@@ -68,11 +70,26 @@ mutable struct ParameterData
             Dict{CtrRef{SAF, GE}, JuMP.GenericAffExpr{Float64,Parameter}}(),
             false,
             false,
+            false,
             Float64[],
             )
     end
 end
 
+no_duals(data::ParameterData) = data.no_duals
+no_duals(model::JuMP.Model) = no_duals(_getparamdata(model))
+
+set_no_duals(model::JuMP.Model) = set_no_duals(_getparamdata(model))
+function set_no_duals(data::ParameterData)
+    if isempty(data.current_values)
+        data.no_duals = true
+    elseif no_duals(data)
+        @warn "No duals mode is already activated"
+    else
+        error("Parameter JuMP's no duals mode can only be activated in empty models.")
+    end
+end
+
 lazy_duals(data::ParameterData) = data.lazy
 lazy_duals(model::JuMP.Model) = lazy_duals(_getparamdata(model))
 
@@ -215,6 +232,9 @@ function setvalue!(p::Parameter, val::Real)
 end
 function JuMP.dual(p::Parameter)
     params = _getparamdata(p)::ParameterData
+    if no_duals(params)
+        error("No dual query mode is activated for this model. If you plan to query duals you cannot call `set_no_duals`")
+    end
     if lazy_duals(params)
         return _getdual(p)
     else
@@ -367,7 +387,7 @@ function _param_optimizehook(m::JuMP.Model; kwargs...)
     ret = JuMP.optimize!(m::JuMP.Model, ignore_optimize_hook = true, kwargs...)
     data.solved = true
 
-    if !lazy_duals(data) && JuMP.has_duals(m)
+    if !lazy_duals(data) && JuMP.has_duals(m) && !no_duals(data)
         fill!(data.dual_values, 0.0)
         _update_duals(data, EQ)
         _update_duals(data, GE)

test/runtests.jl

@@ -24,5 +24,6 @@ include("tests.jl")
     test10(factory)
     test11(factory)
     test12(factory)
+    test13(factory)
 end
 ;

test/tests.jl

@@ -167,11 +167,12 @@ function test8(args...)
 end
 
 function test9(args...)
-    @testset "Test ErrorException(s)" begin
+    @testset "Test bad model error" begin
         model_1 = Model(args...)
         @test_throws ErrorException x = Parameters(model_1, ones(5))
         @test_throws ErrorException y = Parameter(model_1, 1.0)
-
+    end
+    @testset "Test lazy duals errors" begin
         model_2 = ModelWithParams(args...)
         ParameterJuMP.set_lazy_duals(model_2)
         ParameterJuMP.set_lazy_duals(model_2) # warn
@@ -322,4 +323,24 @@ function test12(args...)
         @test JuMP.dual(cref) == 1.0
         @test JuMP.dual(α) == 0.0
     end
+end
+
+function test13(args...)
+    @testset "Test no duals errors" begin
+        model = ModelWithParams(args...)
+        ParameterJuMP.set_no_duals(model)
+        α = Parameter(model, 1.0)
+        ParameterJuMP.setvalue!(α, -1.0)
+        @variable(model, x)
+        cref = @constraint(model, x == α)
+        @objective(model, Max, x)
+        JuMP.optimize!(model)
+        @test JuMP.value(x) == -1.0
+        @test JuMP.dual(cref) == -1.0
+        @test_throws ErrorException JuMP.dual(α)
+
+        model_2 = ModelWithParams(args...)
+        y = Parameter(model_2, 1.0)
+        @test_throws ErrorException ParameterJuMP.set_no_duals(model_2)
+    end
 end