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Merged
merged 5 commits into from
Dec 10, 2024
Merged

Check constraint and objective is DCP when adding #714

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38f0ebd
Check constraint and objective is DCP when adding
odow Dec 4, 2024
fc5fe5b
Update MOI_wrapper.jl
odow Dec 8, 2024
6efbcd2
Add test
odow Dec 10, 2024
60b90de
Add a MIN test
odow Dec 10, 2024
59e4751
Update test/MOI_wrapper.jl
odow Dec 10, 2024
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20 changes: 18 additions & 2 deletions src/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -8,6 +8,7 @@ struct Optimizer{T,M} <: MOI.AbstractOptimizer
moi_to_convex::OrderedCollections.OrderedDict{MOI.VariableIndex,Any}
convex_to_moi::Dict{UInt64,Vector{MOI.VariableIndex}}
constraint_map::Vector{MOI.ConstraintIndex}

function Optimizer(context::Context{T,M}) where {T,M}
return new{T,M}(
context,
Expand Down Expand Up @@ -211,6 +212,11 @@ function MOI.add_constraint(
set::MOI.AbstractVectorSet,
) where {T}
constraint = Constraint(_expr(model, func), set)
if vexity(constraint) == Convex.NotDcp()
msg =
"\n\n[Convex.jl] The constraint is not convex according to the axioms of Disciplined Convex Programming.\n\n"
throw(MOI.AddConstraintNotAllowed{typeof(func),typeof(set)}(msg))
end
add_constraint!(model.context, constraint)
push!(model.constraint_map, model.context.constr_to_moi_inds[constraint])
return MOI.ConstraintIndex{typeof(func),typeof(set)}(
Expand All @@ -231,10 +237,20 @@ end

function MOI.set(
model::Optimizer{T},
::MOI.ObjectiveFunction{MOI.ScalarNonlinearFunction},
attr::MOI.ObjectiveFunction{MOI.ScalarNonlinearFunction},
func::MOI.ScalarNonlinearFunction,
) where {T}
cfp = conic_form!(model.context, _expr(model, func))
obj_fn = _expr(model, func)
vex = vexity(obj_fn)
if MOI.get(model, MOI.ObjectiveSense()) == MOI.MAX_SENSE
vex = -vex
end
if vex in (Convex.NotDcp(), Convex.ConcaveVexity())
msg =
"\n\n[Convex.jl] The objective is not convex according to the axioms of Disciplined Convex Programming.\n\n"
throw(MOI.SetAttributeNotAllowed(attr, msg))
end
cfp = conic_form!(model.context, obj_fn)
obj = _to_scalar_moi(T, cfp)
MOI.set(model, MOI.ObjectiveFunction{typeof(obj)}(), obj)
return
Expand Down
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