[breaking] remove ExponentialConeConstraint (#602)

* [breaking] remove ExponentialConeConstraint

* Add test

* Update

* Update

* Update

Author: odow

src/atoms/exp_cone/EntropyAtom.jl

@@ -32,8 +32,12 @@ entropy_elementwise(x::AbstractExpr) = EntropyAtom(x)
 
 function new_conic_form!(context::Context, e::EntropyAtom)
     # -x log x >= t  <=>  x exp(t/x) <= 1  <==>  (t,x,1) in exp cone
-    t = Variable(e.size)
     x = e.children[1]
-    add_constraint!(context, ExponentialConeConstraint(t, x, ones(e.size...)))
+    m, n = size(x)
+    t = Variable(m, n)
+    for i in 1:m, j in 1:n
+        f = vcat(t[i, j], x[i, j], 1)
+        add_constraint!(context, GenericConstraint{MOI.ExponentialCone}(f))
+    end
     return conic_form!(context, t)
 end

src/atoms/exp_cone/ExpAtom.jl

@@ -25,10 +25,13 @@ evaluate(x::ExpAtom) = exp.(evaluate(x.children[1]))
 Base.exp(x::AbstractExpr) = ExpAtom(x)
 
 function new_conic_form!(context::Context{T}, e::ExpAtom) where {T}
-    # exp(x) \leq z  <=>  (x,ones(),z) \in ExpCone
+    # exp(x) \leq z  <=>  (x,1,z) \in ExpCone
     x = e.children[1]
-    y = Constant(ones(size(x)))
-    z = Variable(size(x))
-    add_constraint!(context, ExponentialConeConstraint(x, y, z))
+    m, n = size(x)
+    z = Variable(m, n)
+    for i in 1:m, j in 1:n
+        f = vcat(x[i, j], 1, z[i, j])
+        add_constraint!(context, GenericConstraint{MOI.ExponentialCone}(f))
+    end
     return conic_form!(context, z)
 end

src/atoms/exp_cone/LogAtom.jl

@@ -25,10 +25,13 @@ evaluate(x::LogAtom) = log.(evaluate(x.children[1]))
 Base.log(x::AbstractExpr) = LogAtom(x)
 
 function new_conic_form!(context::Context, e::LogAtom)
-    # log(z) \geq x  <=> (x,ones(),z) \in ExpCone
+    # log(z) \geq x  <=> (x,1,z) \in ExpCone
     z = e.children[1]
-    y = Constant(ones(size(z)))
-    x = Variable(size(z))
-    add_constraint!(context, ExponentialConeConstraint(x, y, z))
+    m, n = size(z)
+    x = Variable(m, n)
+    for i in 1:m, j in 1:n
+        f = vcat(x[i, j], 1, z[i, j])
+        add_constraint!(context, GenericConstraint{MOI.ExponentialCone}(f))
+    end
     return conic_form!(context, x)
 end

src/constraints/ExponentialConeConstraint.jl

@@ -240,6 +240,19 @@ end
 
 ⪯(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
 # ==============================================================================

src/constraints/GenericConstraint.jl

@@ -64,27 +64,6 @@ function test_EqualToConstraint_dual_complex()
     return
 end
 
-### constraints/ExponentialConeConstraint
-
-function test_ExponentialConeConstraint()
-    # y * exp(x / y) <= z  <=>  (x, y, z) in ExpCone
-    z = Variable()
-    # 1 * exp(1 / 1) <= z
-    c = Convex.ExponentialConeConstraint(1, constant(1), z)
-    p = minimize(z, [c])
-    solve!(p, SCS.Optimizer; silent_solver = true)
-    @test isapprox(z.value, exp(1); atol = 1e-4)
-    @test isapprox(c.dual, [-exp(1), 0, 1]; atol = 1e-4)
-    z = Variable()
-    # 2 * exp(3 / 2) <= z
-    c = Convex.ExponentialConeConstraint(constant(3), 2, z)
-    p = minimize(z, [c])
-    solve!(p, SCS.Optimizer; silent_solver = true)
-    @test isapprox(z.value, 2 * exp(3 / 2); atol = 1e-4)
-    @test isapprox(c.dual, [-exp(3 / 2), exp(3 / 2) / 2, 1]; atol = 1e-4)
-    return
-end
-
 ### constraints/GreaterThanConstraint
 
 function test_GreaterThanConstraint()
@@ -253,6 +232,30 @@ function test_GenericConstraint_SecondOrderCone_set_with_size()
     return
 end
 
+### constraints/GenericConstraint_ExponentialCone
+
+function test_GenericConstraint_ExponentialConeConstraint()
+    # y * exp(x / y) <= z  <=>  (x, y, z) in ExpCone
+    z = Variable()
+    # 1 * exp(1 / 1) <= z
+    c = Convex.GenericConstraint{MOI.ExponentialCone}(vcat(1, constant(1), z))
+    p = minimize(z, [c])
+    solve!(p, SCS.Optimizer; silent_solver = true)
+    @test isapprox(z.value, exp(1); atol = 1e-4)
+    @test isapprox(c.dual, [-exp(1), 0, 1]; atol = 1e-4)
+    z = Variable()
+    # 2 * exp(3 / 2) <= z
+    c = Convex.GenericConstraint{MOI.ExponentialCone}(vcat(constant(3), 2, z))
+    p = minimize(z, [c])
+    solve!(p, SCS.Optimizer; silent_solver = true)
+    @test isapprox(z.value, 2 * exp(3 / 2); atol = 1e-4)
+    @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"
+    return
+end
+
 end  # TestConstraints
 
 TestConstraints.runtests()