Merge pull request #56 from JuliaStochOpt/bl/delete

 Add support for deleted constraints

Author: blegat

src/ParameterJuMP.jl

@@ -287,9 +287,31 @@ function initialize_parameter_data(m::JuMP.Model)
     m.ext[:params] = ParameterData()
 end
 
+# The constraint has been deleted. We cannot keep `dict` in sync with deletions
+# as we return a `JuMP.ConstraintRef`, not a custom type when the user create a
+# parametrized constraint.
+function _update_dicts_with_deletion(data::ParameterData, S::Type)
+    dict = _get_param_dict(data, S)
+    to_delete = eltype(keys(dict))[]
+    for (cref, gaep) in dict
+        if !JuMP.is_valid(cref.model, cref)
+            push!(to_delete, cref)
+        end
+    end
+    for cref in to_delete
+        delete!(dict, cref)
+    end
+end
+function _update_dicts_with_deletion(data::ParameterData)
+    _update_dicts_with_deletion(data, EQ)
+    _update_dicts_with_deletion(data, LE)
+    _update_dicts_with_deletion(data, GE)
+end
 function parameter_optimizehook(m::JuMP.Model; kwargs...)
     data = _getparamdata(m)::ParameterData
 
+    _update_dicts_with_deletion(data)
+
     # sync model rhs to newest parameter values
     sync(data)
 

src/constraints.jl

@@ -369,7 +369,7 @@ function delete_from_constraints(::Type{S}, p::ParameterRef) where S
         end
     end
     if lazy_duals(data)
-        if !isempty(data.constraints_map[ind]) 
+        if !isempty(data.constraints_map[ind])
             data.constraints_map[ind] = ParametrizedConstraintRef[]
             if !iszero(data.future_values[ind])
                 data.sync = false

test/runtests.jl

@@ -27,5 +27,6 @@ include("tests.jl")
     test13(factory)
     test14(factory)
     test15(factory)
+    test16(factory)
 end
 ;

test/tests.jl

@@ -460,3 +460,26 @@ function test15(args...)
         @test_expression_with_string a + b - x + y + 1.2 "y - x + a + b + 1.2"
     end
 end
+
+function test16(args...)
+    @testset "Test deletion of constraint" begin
+        model = ModelWithParams(args...)
+        α = add_parameter(model, -1.0)
+        @variable(model, x)
+        cref1 = @constraint(model, x ≤ α/2)
+        cref2 = @constraint(model, x ≤ α)
+        cref3 = @constraint(model, x ≤ 2α)
+        @objective(model, Max, x)
+        JuMP.delete(model, cref3)
+        JuMP.optimize!(model)
+        @test JuMP.value(x) == -1.0
+        @test JuMP.dual(cref1) == 0.0
+        @test JuMP.dual(cref2) == -1.0
+        @test JuMP.dual(α) == -1.0
+        JuMP.delete(model, cref2)
+        JuMP.optimize!(model)
+        @test JuMP.value(x) == -0.5
+        @test JuMP.dual(cref1) == -1.0
+        @test JuMP.dual(α) == -0.5
+    end
+end