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Support presolve in the JuMP interface #69

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Support presolve in the JuMP interface #69

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8 changes: 7 additions & 1 deletion ext/MadIPMMathOptInterfaceExt/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
@@ -1,6 +1,7 @@

mutable struct Optimizer <: MOI.AbstractOptimizer
options::Dict{String, Any}
presolve::Bool
silent::Bool
solver::Union{Nothing, MadIPM.MPCSolver}
qp::Union{Nothing, QuadraticModel}
Expand All @@ -10,7 +11,7 @@ mutable struct Optimizer <: MOI.AbstractOptimizer
MadNLP.MadNLPExecutionStats{Float64, <:AbstractVector{Float64}},
}
function Optimizer()
return new(Dict{String, Any}(), false, nothing, nothing, Vector{Float64}, nothing)
return new(Dict{String, Any}(), false, false, nothing, nothing, Vector{Float64}, nothing)
end
end

Expand All @@ -32,6 +33,8 @@ end
function MOI.set(optimizer::Optimizer, param::MOI.RawOptimizerAttribute, value)
if param.name == "array_type"
optimizer.array_type = value
elseif param.name == "presolve"
optimizer.presolve = value
else
optimizer.options[param.name] = value
end
Expand Down Expand Up @@ -88,6 +91,9 @@ MOI.supports_constraint(::Optimizer, ::Type{VAF}, ::Type{<:VLS}) = true

function MOI.copy_to(dest::Optimizer, src::MOI.ModelLike)
dest.qp, index_map = qp_model(src)
if dest.presolve
dest.qp, flag = MadIPM.presolve_qp(dest.qp)
end
if dest.array_type != Vector{Float64}
VT = dest.array_type
T = eltype(VT)
Expand Down
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