Merge pull request #90 from pulsipher/exactly1

Add `exactly1` option for disjunctions and fix bugs

Author: hdavid16

README.md

@@ -107,6 +107,8 @@ Disjunctions can be nested by passing an additional `Disjunct` tag. The Logical
 
 Empty disjuncts are supported in GDP models. When used, the only constraints enforced on the model when the empty disjunct is selected are the global constraints and any other disjunction constraints defined.
 
+For convenience, the `Exactly(1)` selector constraint is added by default when adding a disjunction to the model. In other words, `@disjunction(model, Y)` will add the disjunction and automatically add the logical constraint `Y in Exactly(1)`. For nested disjunctions, the appropriate `Exactly` constraint is added (e.g., `@constraint(model, Y[1:2] in Exactly(Y[3]))`) to indicate that `Exactly 1` logical variable in `Y[1:2]` is set to `true` when `Y[3]` is `true`, and both variables in `Y[1:2]` are set to `false` when `Y[3]` is `false`, meaning the parent disjunct is not selected. Adding the `Exactly` selector constraint by default can be disabled by setting the keyword argument `exactly1` to `false` in the `@disjunction` macro.
+
 ## MIP Reformulations
 
 The following reformulation methods are currently supported:
@@ -142,7 +144,6 @@ m = GDPModel(HiGHS.Optimizer)
 @constraint(m, [i = 1:2], [2,5][i] ≤ x[i] ≤ [6,9][i], Disjunct(Y[1]))
 @constraint(m, [i = 1:2], [8,10][i] ≤ x[i] ≤ [11,15][i], Disjunct(Y[2]))
 @disjunction(m, Y)
-@constraint(m, Y in Exactly(1)) #logical constraint
 @objective(m, Max, sum(x))
 print(m)
 # Max x[1] + x[2]

docs/src/api.md

@@ -2,5 +2,5 @@
 
 ```@autodocs
 Modules = [DisjunctiveProgramming]
-Order   = [:type, :function]
+Order   = [:macro, :function, :type]
 ```

docs/src/index.md

@@ -107,6 +107,8 @@ Disjunctions can be nested by passing an additional `Disjunct` tag. The Logical
 
 Empty disjuncts are supported in GDP models. When used, the only constraints enforced on the model when the empty disjunct is selected are the global constraints and any other disjunction constraints defined.
 
+For convenience, the `Exactly(1)` selector constraint is added by default when adding a disjunction to the model. In other words, `@disjunction(model, Y)` will add the disjunction and automatically add the logical constraint `Y in Exactly(1)`. For nested disjunctions, the appropriate `Exactly` constraint is added (e.g., `@constraint(model, Y[1:2] in Exactly(Y[3]))`) to indicate that `Exactly 1` logical variable in `Y[1:2]` is set to `true` when `Y[3]` is `true`, and both variables in `Y[1:2]` are set to `false` when `Y[3]` is `false`, meaning the parent disjunct is not selected. Adding the `Exactly` selector constraint by default can be disabled by setting the keyword argument `exactly1` to `false` in the `@disjunction` macro.
+
 ## MIP Reformulations
 
 The following reformulation methods are currently supported:
@@ -142,7 +144,6 @@ m = GDPModel(HiGHS.Optimizer)
 @constraint(m, [i = 1:2], [2,5][i] ≤ x[i] ≤ [6,9][i], Disjunct(Y[1]))
 @constraint(m, [i = 1:2], [8,10][i] ≤ x[i] ≤ [11,15][i], Disjunct(Y[2]))
 @disjunction(m, Y)
-@constraint(m, Y in Exactly(1)) #logical constraint
 @objective(m, Max, sum(x))
 print(m)
 # Max x[1] + x[2]

examples/ex1.jl

@@ -10,8 +10,7 @@ m = GDPModel()
 @constraint(m, 0 ≤ x ≤ 3, Disjunct(Y[1]))
 @constraint(m, 5 ≤ x, Disjunct(Y[2]))
 @constraint(m, x ≤ 9, Disjunct(Y[2]))
-@disjunction(m, [Y[1], Y[2]])
-@constraint(m, Y in Exactly(1)) 
+@disjunction(m, [Y[1], Y[2]])  # can also just call `disjunction` instead
 @objective(m, Max, x)
 
 # Reformulate logical variables and logical constraints

examples/ex2.jl

@@ -7,8 +7,7 @@ m = GDPModel(HiGHS.Optimizer)
 @variable(m, Y[1:2], Logical)
 @constraint(m, [i = 1:2], [2,5][i] ≤ x[i] ≤ [6,9][i], Disjunct(Y[1]))
 @constraint(m, [i = 1:2], [8,10][i] ≤ x[i] ≤ [11,15][i], Disjunct(Y[2]))
-@disjunction(m, Y)
-@constraint(m, Y in Exactly(1)) #logical constraint
+disjunction(m, Y)
 @objective(m, Max, sum(x))
 print(m)
 # Max x[1] + x[2]

examples/ex3.jl

@@ -7,8 +7,7 @@ m = GDPModel()
 @constraint(m, x >= -3, Disjunct(Y[1]))
 @constraint(m, exp(x) >= 3, Disjunct(Y[2]))
 @constraint(m, x >= 5, Disjunct(Y[2]))
-@disjunction(m, Y)
-@constraint(m, Y in Exactly(1)) #logical constraint
+disjunction(m, Y)
 @objective(m, Max, x)
 print(m)
 # Max x

examples/ex5.jl

@@ -13,8 +13,6 @@ m = GDPModel()
 @constraint(m, y2[i=1:2], [8,1][i] ≤ x[i] ≤ [9,2][i], Disjunct(Y[2]))
 @disjunction(m, inner, [W[1], W[2]], Disjunct(Y[1]))
 @disjunction(m, outer, [Y[1], Y[2]])
-@constraint(m, Y in Exactly(1))
-@constraint(m, W in Exactly(Y[1]))
 
 ##
 reformulate_model(m, BigM())

examples/ex6.jl

@@ -9,21 +9,18 @@ m = GDPModel()
 @constraint(m, x[1] >= 2, Disjunct(y[2]))
 @constraint(m, x[2] == -1, Disjunct(y[2]))
 @constraint(m, x[3] == 1, Disjunct(y[2]))
-@disjunction(m, y)
-@constraint(m, y in Exactly(1))
+disjunction(m, y)
 
 @variable(m, w[1:2], Logical)
 @constraint(m, x[2] <= -3, Disjunct(w[1]))
 @constraint(m, x[2] >= 3, Disjunct(w[2]))
 @constraint(m, x[3] == 0, Disjunct(w[2]))
-@disjunction(m, w, Disjunct(y[1]))
-@constraint(m, w in Exactly(y[1]))
+disjunction(m, w, Disjunct(y[1]))
 
 @variable(m, z[1:2], Logical)
 @constraint(m, x[3] <= -4, Disjunct(z[1]))
 @constraint(m, x[3] >= 4, Disjunct(z[2]))
-@disjunction(m, z, Disjunct(w[1]))
-@constraint(m, z in Exactly(w[1]))
+disjunction(m, z, Disjunct(w[1]))
 
 ##
 reformulate_model(m, BigM())

src/bigm.jl

@@ -118,6 +118,11 @@ end
 ################################################################################
 #                              BIG-M REFORMULATION
 ################################################################################
+function _reformulate_disjunctions(model::Model, method::BigM)
+    method.tighten && _query_variable_bounds(model, method)
+    _reformulate_all_disjunctions(model, method)
+end
+
 function reformulate_disjunct_constraint(
     model::Model,
     con::ScalarConstraint{T, S}, 

src/constraints.jl

@@ -104,17 +104,24 @@ for (RefType, loc) in ((:DisjunctConstraintRef, :disjunct_constraints),
     end
 end
 
-# Extend delete
 """
     JuMP.delete(model::Model, cref::DisjunctionRef)
 
 Delete a disjunction constraint from the `GDP model`.
 """
 function JuMP.delete(model::Model, cref::DisjunctionRef)
-    @assert is_valid(model, cref) "Disjunctive constraint does not belong to model."
-    cidx = index(cref)
-    dict = _disjunctions(model)
-    delete!(dict, cidx)
+    @assert is_valid(model, cref) "Disjunction does not belong to model."
+    if JuMP.constraint_object(cref).nested
+        lvref = gdp_data(model).constraint_to_indicator[cref]
+        filter!(Base.Fix2(!=, cref), _indicator_to_constraints(model)[lvref])
+        delete!(gdp_data(model).constraint_to_indicator, cref)
+    end
+    delete!(_disjunctions(model), index(cref))
+    exactly1_dict = gdp_data(model).exactly1_constraints
+    if haskey(exactly1_dict, cref)
+        JuMP.delete(model, exactly1_dict[cref])
+        delete!(exactly1_dict, cref)
+    end
     _set_ready_to_optimize(model, false)
     return 
 end
@@ -126,9 +133,10 @@ Delete a disjunct constraint from the `GDP model`.
 """
 function JuMP.delete(model::Model, cref::DisjunctConstraintRef)
     @assert is_valid(model, cref) "Disjunctive constraint does not belong to model."
-    cidx = index(cref)
-    dict = _disjunct_constraints(model)
-    delete!(dict, cidx)
+    delete!(_disjunct_constraints(model), index(cref))
+    lvref = gdp_data(model).constraint_to_indicator[cref]
+    filter!(Base.Fix2(!=, cref), _indicator_to_constraints(model)[lvref])
+    delete!(gdp_data(model).constraint_to_indicator, cref)
     _set_ready_to_optimize(model, false)
     return 
 end
@@ -140,9 +148,7 @@ Delete a logical constraint from the `GDP model`.
 """
 function JuMP.delete(model::Model, cref::LogicalConstraintRef)
     @assert is_valid(model, cref) "Logical constraint does not belong to model."
-    cidx = index(cref)
-    dict = _logical_constraints(model)
-    delete!(dict, cidx)
+    delete!(_logical_constraints(model), index(cref))
     _set_ready_to_optimize(model, false)
     return 
 end
@@ -263,6 +269,7 @@ function _add_indicator_var(
         _indicator_to_constraints(model)[con.lvref] = Vector{Union{DisjunctConstraintRef, DisjunctionRef}}()
     end
     push!(_indicator_to_constraints(model)[con.lvref], cref)
+    gdp_data(model).constraint_to_indicator[cref] = con.lvref
     return
 end
 # check disjunction
@@ -308,17 +315,34 @@ function _disjunction(
     _error::Function,
     model::Model, # TODO: generalize to AbstractModel
     structure::AbstractVector, #generalize for containers
-    name::String
+    name::String;
+    exactly1::Bool = true,
+    extra_kwargs...
 )
-    return _create_disjunction(_error, model, structure, name, false)
+    # check for unneeded keywords
+    for (kwarg, _) in extra_kwargs
+        _error("Unrecognized keyword argument $kwarg.")
+    end
+    # create the disjunction
+    dref = _create_disjunction(_error, model, structure, name, false)
+    # add the exactly one constraint if desired
+    if exactly1
+        lvars = JuMP.constraint_object(dref).indicators
+        func = Union{Number, LogicalVariableRef}[1, lvars...]
+        set = _MOIExactly(length(lvars) + 1)
+        cref = JuMP.add_constraint(model, JuMP.VectorConstraint(func, set))
+        gdp_data(model).exactly1_constraints[dref] = cref
+    end
+    return dref
 end
 
 # Fallback disjunction build for nonvector structure
 function _disjunction(
     _error::Function,
     model::Model, # TODO: generalize to AbstractModel
     structure,
-    name::String
+    name::String;
+    kwargs...
 )
     _error("Unrecognized disjunction input structure.")
 end
@@ -329,11 +353,26 @@ function _disjunction(
     model::Model, # TODO: generalize to AbstractModel
     structure,
     name::String,
-    tag::Disjunct
+    tag::Disjunct;
+    exactly1::Bool = true,
+    extra_kwargs...
 )
+    # check for unneeded keywords
+    for (kwarg, _) in extra_kwargs
+        _error("Unrecognized keyword argument $kwarg.")
+    end
+    # create the disjunction
     dref = _create_disjunction(_error, model, structure, name, true)
     obj = constraint_object(dref)
     _add_indicator_var(_DisjunctConstraint(obj, tag.indicator), dref, model)
+    # add the exactly one constraint if desired
+    if exactly1
+        lvars = JuMP.constraint_object(dref).indicators
+        func = LogicalVariableRef[tag.indicator, lvars...]
+        set = _MOIExactly(length(lvars) + 1)
+        cref = JuMP.add_constraint(model, JuMP.VectorConstraint(func, set))
+        gdp_data(model).exactly1_constraints[dref] = cref
+    end
     return dref
 end
 
@@ -343,45 +382,51 @@ function _disjunction(
     model::Model, # TODO: generalize to AbstractModel
     structure,
     name::String,
-    extra...
+    extra...;
+    kwargs...
 )
     for arg in extra
         _error("Unrecognized argument `$arg`.")
     end
 end
 
 """
-    disjunction(
-        model::Model, 
-        disjunct_indicators::Vector{LogicalVariableRef}
-        name::String = ""
-    )
-
-Function to add a [`Disjunction`](@ref) to a [`GDPModel`](@ref).
-
     disjunction(
         model::Model, 
         disjunct_indicators::Vector{LogicalVariableRef},
-        nested_tag::Disjunct,
-        name::String = ""
+        [nested_tag::Disjunct],
+        [name::String = ""];
+        [exactly1::Bool = true]
     )
 
-Function to add a nested [`Disjunction`](@ref) to a [`GDPModel`](@ref).
+Create a disjunction comprised of disjuncts with indicator variables `disjunct_indicators` 
+and add it to `model`. For nested disjunctions, the `nested_tag` is required to indicate 
+which disjunct it will be part of in the parent disjunction. By default, `exactly1` adds 
+a constraint of the form `@constraint(model, disjunct_indicators in Exactly(1))` only 
+allowing one of the disjuncts to be selected; this is required for certain reformulations like 
+[`Hull`](@ref). For nested disjunctions, `exactly1` creates a constraint of the form
+`@constraint(model, disjunct_indicators in Exactly(nested_tag.indicator))`. 
+To conveniently generate many disjunctions at once, see [`@disjunction`](@ref) 
+and [`@disjunctions`](@ref).
 """
 function disjunction(
     model::Model, 
     disjunct_indicators, 
-    name::String = ""
-) # TODO add kw argument to build exactly 1 constraint
-    return _disjunction(error, model, disjunct_indicators, name)
+    name::String = "",
+    extra...;
+    kwargs...
+)
+    return _disjunction(error, model, disjunct_indicators, name, extra...; kwargs...)
 end
 function disjunction(
     model::Model, 
     disjunct_indicators, 
     nested_tag::Disjunct,
-    name::String = ""
-) # TODO add kw argument to build exactly 1 constraint
-    return _disjunction(error, model, disjunct_indicators, name, nested_tag)
+    name::String = "",
+    extra...;
+    kwargs...
+)
+    return _disjunction(error, model, disjunct_indicators, name, nested_tag, extra...; kwargs...)
 end
 
 ################################################################################