Add default fallbacks for head and vexity with MOI sets (#632)

Author: odow

src/constraints/GenericConstraint.jl

@@ -32,6 +32,10 @@ end
 
 head(io::IO, c::GenericConstraint) = head(io, c.set)
 
+function head(io::IO, set::MOI.AbstractSet)
+    return print(io, replace("$(typeof(set))", "MathOptInterface" => "MOI"))
+end
+
 AbstractTrees.children(c::GenericConstraint) = (c.child,)
 
 # A fallback. Define a new method if `MOI.Utilities.distance_to_set`
@@ -46,6 +50,40 @@ end
 
 vexity(c::GenericConstraint) = vexity(vexity(c.child), c.set)
 
+function vexity(
+    vex,
+    # An enumeration of sets that are most likely to be used by Convex.jl
+    ::Union{
+        MOI.SecondOrderCone,
+        MOI.RotatedSecondOrderCone,
+        MOI.ExponentialCone,
+        MOI.DualExponentialCone,
+        MOI.PowerCone,
+        MOI.DualPowerCone,
+        MOI.PositiveSemidefiniteConeSquare,
+        MOI.GeometricMeanCone,
+        MOI.NormCone,
+        MOI.NormInfinityCone,
+        MOI.NormOneCone,
+        MOI.NormSpectralCone,
+        MOI.NormNuclearCone,
+        MOI.RelativeEntropyCone,
+        MOI.LogDetConeSquare,
+        MOI.RootDetConeSquare,
+    },
+)
+    if !(vex == ConstVexity() || vex == AffineVexity())
+        return NotDcp()
+    end
+    return ConvexVexity()
+end
+
+function vexity(::Any, set::MOI.AbstractSet)
+    return error(
+        "`Convex.vexity(vex, ::$(typeof(set)))`: is not yet implemented. Please open an issue at https://github.com/jump-dev/Convex.jl",
+    )
+end
+
 function _add_constraint!(context::Context, c::GenericConstraint)
     if vexity(c.child) == ConstVexity()
         if !is_feasible(evaluate(c.child), c.set, CONSTANT_CONSTRAINT_TOL[])
@@ -201,14 +239,7 @@ function set_with_size(
     return MOI.PositiveSemidefiniteConeSquare(sz[1])
 end
 
-head(io::IO, ::MOI.PositiveSemidefiniteConeSquare) = print(io, "sdp")
-
-function vexity(vex, ::MOI.PositiveSemidefiniteConeSquare)
-    if !(vex in (AffineVexity(), ConstVexity()))
-        return NotDcp()
-    end
-    return AffineVexity()
-end
+head(io::IO, ::MOI.PositiveSemidefiniteConeSquare) = print(io, "PSD")
 
 function is_feasible(x, ::MOI.PositiveSemidefiniteConeSquare, tol)
     return x ≈ transpose(x) && LinearAlgebra.eigmin(x) >= -tol
@@ -244,55 +275,3 @@ end
 ⪯(x::Value, y::AbstractExpr) = ⪰(y, x)
 
 ⪯(x::AbstractExpr, y::Value) = ⪰(y, x)
-
-# ==============================================================================
-#     ExponentialCone
-# ==============================================================================
-
-head(io::IO, ::MOI.ExponentialCone) = print(io, "exp")
-
-function vexity(vex, ::MOI.ExponentialCone)
-    if !(vex == ConstVexity() || vex == AffineVexity())
-        return NotDcp()
-    end
-    return ConvexVexity()
-end
-
-# ==============================================================================
-#     SecondOrderCone
-# ==============================================================================
-
-head(io::IO, ::MOI.SecondOrderCone) = print(io, "soc")
-
-function vexity(vex, ::MOI.SecondOrderCone)
-    if !(vex == ConstVexity() || vex == AffineVexity())
-        return NotDcp()
-    end
-    return ConvexVexity()
-end
-
-# ==============================================================================
-#     RotatedSecondOrderCone
-# ==============================================================================
-
-head(io::IO, ::MOI.RotatedSecondOrderCone) = print(io, "rsoc")
-
-function vexity(vex, ::MOI.RotatedSecondOrderCone)
-    if !(vex == ConstVexity() || vex == AffineVexity())
-        return NotDcp()
-    end
-    return ConvexVexity()
-end
-
-# ==============================================================================
-#     RelativeEntropyCone
-# ==============================================================================
-
-head(io::IO, ::MOI.RelativeEntropyCone) = print(io, "RelativeEntropyCone")
-
-function vexity(vex, ::MOI.RelativeEntropyCone)
-    if !(vex == ConstVexity() || vex == AffineVexity())
-        return NotDcp()
-    end
-    return ConvexVexity()
-end

test/test_constraints.jl

@@ -220,7 +220,7 @@ function test_GenericConstraint_SecondOrderCone()
     @test isapprox(c.dual, [1, -2 / t_, -3 / t_, -4 / t_]; atol = 1e-3)
     c = Convex.GenericConstraint{MOI.SecondOrderCone}(vcat(square(t), x))
     @test vexity(c) === Convex.NotDcp()
-    @test Convex.sprint(Convex.head, c) == "soc"
+    @test Convex.sprint(Convex.head, c) == "MOI.SecondOrderCone"
     return
 end
 
@@ -251,7 +251,7 @@ function test_GenericConstraint_RotatedSecondOrderCone()
     @test isapprox(c.dual, [1, 29 / 2, -2, -3, -4]; atol = 1e-3)
     c = Convex.GenericConstraint{MOI.RotatedSecondOrderCone}(vcat(square(t), x))
     @test vexity(c) === Convex.NotDcp()
-    @test Convex.sprint(Convex.head, c) == "rsoc"
+    @test Convex.sprint(Convex.head, c) == "MOI.RotatedSecondOrderCone"
     return
 end
 
@@ -275,7 +275,7 @@ function test_GenericConstraint_ExponentialConeConstraint()
     @test isapprox(c.dual, [-exp(3 / 2), exp(3 / 2) / 2, 1]; atol = 1e-4)
     c = Convex.GenericConstraint{MOI.ExponentialCone}(vcat(square(z), 1, z))
     @test vexity(c) === Convex.NotDcp()
-    @test sprint(Convex.head, c) == "exp"
+    @test sprint(Convex.head, c) == "MOI.ExponentialCone"
     return
 end
 
@@ -293,7 +293,19 @@ function test_GenericConstraint_RelativeEntropyConeConstraint()
     @test isapprox(c.dual, [1, 2, 1, -log(2) - 1, -1]; atol = 1e-3)
     c = Convex.GenericConstraint{MOI.RelativeEntropyCone}(vcat(square(u), 1, u))
     @test vexity(c) === Convex.NotDcp()
-    @test sprint(Convex.head, c) == "RelativeEntropyCone"
+    @test sprint(Convex.head, c) == "MOI.RelativeEntropyCone"
+    return
+end
+
+function test_GenericConstraint_NoVexity()
+    x = Variable(2)
+    set = MOI.Complements(2)
+    @test_throws(
+        ErrorException(
+            "`Convex.vexity(vex, ::$(typeof(set)))`: is not yet implemented. Please open an issue at https://github.com/jump-dev/Convex.jl",
+        ),
+        vexity(Convex.GenericConstraint(x, set)),
+    )
     return
 end