Enable exactly1 option and fix bugs

Author: pulsipher

README.md

@@ -142,7 +142,6 @@ 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/index.md

@@ -142,7 +142,6 @@ 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 +382,49 @@ 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))` making 
+the disjuncts exclusive to one another; this is required for certain reformulations like 
+[`Hull`](@ref). 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
 
 ################################################################################

src/datatypes.jl

@@ -390,9 +390,13 @@ mutable struct GDPData
     disjunct_constraints::_MOIUC.CleverDict{DisjunctConstraintIndex, ConstraintData}
     disjunctions::_MOIUC.CleverDict{DisjunctionIndex, ConstraintData{Disjunction}}
 
+    # Exactly one constraint mappings
+    exactly1_constraints::Dict{DisjunctionRef, LogicalConstraintRef}
+
     # Indicator variable mappings
     indicator_to_binary::Dict{LogicalVariableRef, VariableRef}
     indicator_to_constraints::Dict{LogicalVariableRef, Vector{Union{DisjunctConstraintRef, DisjunctionRef}}}
+    constraint_to_indicator::Dict{Union{DisjunctConstraintRef, DisjunctionRef}, LogicalVariableRef} # needed for deletion
 
     # Reformulation variables and constraints
     reformulation_variables::Vector{VariableRef}
@@ -408,8 +412,10 @@ mutable struct GDPData
             _MOIUC.CleverDict{LogicalConstraintIndex, ConstraintData}(),
             _MOIUC.CleverDict{DisjunctConstraintIndex, ConstraintData}(),
             _MOIUC.CleverDict{DisjunctionIndex, ConstraintData{Disjunction}}(),
+            Dict{DisjunctionRef, LogicalConstraintRef}(),
             Dict{LogicalVariableRef, VariableRef}(),
             Dict{LogicalVariableRef, Vector{Union{DisjunctConstraintRef, DisjunctionRef}}}(),
+            Dict{Union{DisjunctConstraintRef, DisjunctionRef}, LogicalVariableRef}(),
             Vector{VariableRef}(),
             Vector{ConstraintRef}(),
             nothing,