update diffopt usage

Author: joaquimg

src/jump.jl

@@ -117,11 +117,13 @@ JuMP.object_dictionary(model::Model) = model.obj_dict
 
 function JuMP.set_optimizer(model::Model, builder, evaluate_duals::Bool = true)
     # set diffopt optimizer for plan model
-    new_diff_optimizer = DiffOpt.diff_optimizer(builder)
+    new_diff_optimizer = DiffOpt.diff_optimizer(
+        builder;
+        with_parametric_opt_interface = true,
+    )
     JuMP.set_optimizer(
         model.plan,
-        () ->
-            POI.Optimizer(new_diff_optimizer; evaluate_duals = evaluate_duals),
+        () -> new_diff_optimizer,
     )
 
     # basic setting for assess model
@@ -133,10 +135,6 @@ function JuMP.set_silent(model::Model)
     return MOI.set(model.assess, MOI.Silent(), true)
 end
 
-function JuMP.num_variables(model::Model)
-    return JuMP.num_variables(model.plan) + JuMP.num_variables(model.assess)
-end
-
 function JuMP.num_constraints(model::Model)
     return JuMP.num_constraints(model.plan) + JuMP.num_constraints(model.assess)
 end

src/simulation.jl

@@ -25,6 +25,7 @@ function compute_single_step_gradient(
     dCdy::Vector{<:Real},
 )
     dCdz .= dual.(model.assess[:assess_policy_fix])
+    DiffOpt.empty_input_sensitivities!(model.plan)
     for i = 1:size(model.policy_vars, 1)
         MOI.set(
             model.plan,
@@ -37,9 +38,9 @@ function compute_single_step_gradient(
     for j = 1:size(model.forecast_vars, 1)
         dCdy[j] = MOI.get(
             model.plan,
-            POI.ReverseParameter(),
-            model.plan_forecast_params[j],
-        )
+            DiffOpt.ReverseConstraintSet(),
+            ParameterRef(model.plan_forecast_params[j]),
+        ).value
     end
 
     return dCdy