cleanup and add docstrings

Author: hdavid16

src/DisjunctiveProgramming.jl

@@ -7,6 +7,7 @@ export @disjunction, @proposition
 
 include("constraint.jl")
 include("logic.jl")
+include("bounds.jl")
 include("utils.jl")
 include("bigm.jl")
 include("hull.jl")

src/bigm.jl

@@ -1,56 +1,40 @@
-# function big_m_reformulation!(constr, bin_var, i, k, M)
-#     if ismissing(k)
-#         ref = constr
-#     elseif k isa CartesianIndex
-#         ref = constr[k]
-#     else
-#         ref = constr[k...]
-#     end
-#     if ismissing(M)
-#         M = apply_interval_arithmetic(ref)
-#         # @warn "No M value passed for $ref. M = $M was inferred from the variable bounds."
-#     elseif !ismissing(k) && !isa(M,Real)
-#         M = M[k]
-#     end
-#     if ref isa NonlinearConstraintRef
-#         nonlinear_bigM(ref, bin_var, M, i)
-#     elseif ref isa ConstraintRef
-#         linear_bigM(ref, bin_var, M, i)
-#     end
-# end
+"""
+    big_m_reformulation!(constr::ConstraintRef, bin_var, M, i, j, k)
 
+Perform Big-M reformulation on a linear or quadratic constraint at index k of constraint j in disjunct i.
+
+    big_m_reformulation!(constr::NonlinearConstraintRef, bin_var, M, i, j, k)
+
+Perform Big-M reformulaiton on a nonlinear constraint at index k of constraint j in disjunct i.
+
+    big_m_reformulation!(constr::AbstractArray, bin_var, M, i, j, k)
+
+Perform Big-M reformulation on a constraint at index k of constraint j in disjunct i.
+"""
 function big_m_reformulation!(constr::ConstraintRef, bin_var, M, i, j, k)
     M = get_reform_param(M, i, j, k; constr)
-    linear_bigM(constr, bin_var, M, i)
+    bin_var_ref = constr.model[bin_var][i]
+    add_to_function_constant(constr, -M)
+    set_normalized_coefficient(constr, bin_var_ref , M)
 end
 function big_m_reformulation!(constr::NonlinearConstraintRef, bin_var, M, i, j, k)
     M = get_reform_param(M, i, j, k; constr)
-    nonlinear_bigM(constr, bin_var, M, i)
-end
-big_m_reformulation!(constr::AbstractArray, bin_var, M, i, j, k) =
-    big_m_reformulation(constr[k], bin_var, M, i, j, k)
-
-function linear_bigM(ref, bin_var, M, i)
-    bin_var_ref = ref.model[bin_var][i]
-    add_to_function_constant(ref, -M)
-    set_normalized_coefficient(ref, bin_var_ref , M)
-end
-
-function nonlinear_bigM(ref, bin_var, M, i)
     #create symbolic variables (using Symbolics.jl)
-    for var_ref in ref.model[:gdp_variable_refs]
+    for var_ref in constr.model[:gdp_variable_refs]
         var_sym = Symbol(var_ref)
         eval(:(Symbolics.@variables($var_sym)[1]))
     end
     bin_var_sym = Symbol("$bin_var[$i]")
     λ = Num(Symbolics.Sym{Float64}(bin_var_sym))
 
-    #parse ref
-    op, lhs, rhs = parse_NLconstraint(ref)
-    replace_Symvars!(lhs, ref.model) #convert JuMP variables into Symbolic variables
+    #parse constr
+    op, lhs, rhs = parse_constraint(constr)
+    replace_Symvars!(lhs, constr.model) #convert JuMP variables into Symbolic variables
     gx = eval(lhs) #convert the LHS of the constraint into a Symbolic expression
     gx = gx - M*(1-λ) #add bigM
 
     #update constraint
-    replace_NLconstraint(ref, gx, op, rhs)
-end
+    replace_constraint(constr, gx, op, rhs)
+end
+big_m_reformulation!(constr::AbstractArray, bin_var, M, i, j, k) =
+    big_m_reformulation(constr[k], bin_var, M, i, j, k)

src/bounds.jl

@@ -0,0 +1,89 @@
+"""
+    apply_interval_arithmetic(constr)
+
+Apply interval arithmetic on a constraint to find the bounds on the constraint.
+"""
+function apply_interval_arithmetic(constr)
+    #convert constraints into Expr to replace variables with interval sets and determine bounds
+    constr_type, constr_func_expr, constr_rhs = parse_constraint(constr)
+    #create a map of variables to their bounds
+    interval_map = Dict()
+    vars = all_variables(constr.model)#constr.model[:gdp_variable_constrs]
+    obj_dict = object_dictionary(constr.model)
+    bounds_dict = :variable_bounds_dict in keys(obj_dict) ? obj_dict[:variable_bounds_dict] : Dict() #NOTE: should pass as an keyword argument
+    for var in vars
+        LB, UB = get_bounds(var, bounds_dict)
+        interval_map[string(var)] = LB..UB
+    end
+    constr_func_expr = replace_intevals!(constr_func_expr, interval_map)
+    #get bounds on the entire expression
+    func_bounds = eval(constr_func_expr)
+    Mlo = func_bounds.lo - constr_rhs
+    Mhi = func_bounds.hi - constr_rhs
+    M = constr_type == :(<=) ? Mhi : Mlo
+    isinf(M) && error("M parameter for $constr cannot be infered due to lack of variable bounds.")
+    return M
+end
+
+"""
+    get_bounds(var::VariableRef)
+
+Get bounds on a variable.
+
+    get_bounds(var::VariableRef, bounds_dict::Dict)
+
+Get bounds on a variable. Check if a bounds dictionary has ben provided with bounds for that value.
+
+    get_bounds(var::AbstractArray, bounds_dict::Dict, LB, UB)
+    
+Update lower bound `LB` and upper bound `UB` on a variable container.
+    
+    get_bounds(var::Array{VariableRef}, bounds_dict::Dict)
+    
+Get lower and upper bounds on a variable array.
+    
+    get_bounds(var::Containers.DenseAxisArray, bounds_dict::Dict)
+    
+Get lower and upper bounds on a variable DenseAxisArray.
+    
+    get_gounds(var::Containers.SparseAxisArray, bounds_dict::Dict)
+
+Get lower and upper bounds on a variable SparseAxisArray.
+"""
+function get_bounds(var::VariableRef)
+    LB = has_lower_bound(var) ? lower_bound(var) : (is_binary(var) ? 0 : -Inf)
+    UB = has_upper_bound(var) ? upper_bound(var) : (is_binary(var) ? 1 : Inf)
+    return LB, UB
+end
+function get_bounds(var::VariableRef, bounds_dict::Dict)
+    if string(var) in keys(bounds_dict)
+        return bounds_dict[string(var)]
+    else
+        return get_bounds(var)
+    end
+end
+function get_bounds(var::AbstractArray, bounds_dict::Dict, LB, UB)
+    #populate UB and LB
+    for idx in eachindex(var)
+        LB[idx], UB[idx] = get_bounds(var[idx], bounds_dict)
+    end
+    return LB, UB
+end
+function get_bounds(var::Array{VariableRef}, bounds_dict::Dict)
+    #initialize
+    LB, UB = zeros(size(var)), zeros(size(var))
+    return get_bounds(var, bounds_dict, LB, UB)
+end
+function get_bounds(var::Containers.DenseAxisArray, bounds_dict::Dict)
+    #initialize
+    LB = Containers.DenseAxisArray(zeros(size(var)), axes(var)...)
+    UB = Containers.DenseAxisArray(zeros(size(var)), axes(var)...)
+    return get_bounds(var, bounds_dict, LB, UB)
+end
+function get_gounds(var::Containers.SparseAxisArray, bounds_dict::Dict)
+    #initialize
+    idxs = keys(var.data)
+    LB = Containers.SparseAxisArray(Dict(idx => 0. for idx in idxs))
+    UB = Containers.SparseAxisArray(Dict(idx => 0. for idx in idxs))
+    return get_bounds(var, bounds_dict, LB, UB)
+end