Add value(::Function, ::X) and value(::X; result::Int) for Symmetric and Hermitian (#4000)

Author: araujoms

src/sd.jl

@@ -430,15 +430,6 @@ function build_variable(
     return build_variable(error_fn, variables, set)
 end
 
-function value(
-    Q::LinearAlgebra.Symmetric{V,Matrix{V}},
-) where {V<:AbstractVariableRef}
-    return LinearAlgebra.Symmetric(
-        value.(LinearAlgebra.parent(Q)),
-        LinearAlgebra.sym_uplo(Q.uplo),
-    )
-end
-
 function build_constraint(
     error_fn::Function,
     Q::LinearAlgebra.Symmetric{V,M},
@@ -862,3 +853,43 @@ for S in (Nonnegatives, Nonpositives, Zeros)
         end
     end
 end
+
+function value(
+    var_value::Function,
+    Q::LinearAlgebra.Symmetric{V,Matrix{V}},
+) where {V<:AbstractJuMPScalar}
+    return LinearAlgebra.Symmetric(
+        value.(var_value, LinearAlgebra.parent(Q)),
+        LinearAlgebra.sym_uplo(Q.uplo),
+    )
+end
+
+function value(
+    Q::LinearAlgebra.Symmetric{V,Matrix{V}};
+    result::Int = 1,
+) where {V<:AbstractJuMPScalar}
+    return LinearAlgebra.Symmetric(
+        value.(LinearAlgebra.parent(Q); result),
+        LinearAlgebra.sym_uplo(Q.uplo),
+    )
+end
+
+function value(
+    var_value::Function,
+    Q::LinearAlgebra.Hermitian{V,Matrix{V}},
+) where {V<:AbstractJuMPScalar}
+    return LinearAlgebra.Hermitian(
+        value.(var_value, LinearAlgebra.parent(Q)),
+        LinearAlgebra.sym_uplo(Q.uplo),
+    )
+end
+
+function value(
+    Q::LinearAlgebra.Hermitian{V,Matrix{V}};
+    result::Int = 1,
+) where {V<:AbstractJuMPScalar}
+    return LinearAlgebra.Hermitian(
+        value.(LinearAlgebra.parent(Q); result),
+        LinearAlgebra.sym_uplo(Q.uplo),
+    )
+end

test/test_generate_and_solve.jl

@@ -647,4 +647,43 @@ function test__optimizer_for_precompile_tools()
     return
 end
 
+function test_value_symmetric()
+    inner = MOI.Utilities.MockOptimizer(
+        MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
+    )
+    model = direct_model(inner)
+    @variable(model, x[i in 1:2, j in 1:2], Symmetric, start = i + j)
+    Y = LinearAlgebra.Symmetric(1.0 .* x)
+    @test_throws OptimizeNotCalled value(x)
+    @test_throws OptimizeNotCalled value(Y)
+    @test value(start_value, x) == LinearAlgebra.Symmetric([2 3; 3 4])
+    @test value(start_value, Y) == LinearAlgebra.Symmetric([2 3; 3 4])
+    optimize!(model)
+    MOI.set(inner, MOI.TerminationStatus(), MOI.OPTIMAL)
+    MOI.set.(inner, MOI.VariablePrimal(), index.(x), [3 4; 4 5])
+    @test value(x) == LinearAlgebra.Symmetric([3 4; 4 5])
+    @test value(Y) == LinearAlgebra.Symmetric([3 4; 4 5])
+    @test_throws MOI.ResultIndexBoundsError value(x; result = 2)
+    @test_throws MOI.ResultIndexBoundsError value(Y; result = 2)
+    return
+end
+
+function test_value_hermitian()
+    inner = MOI.Utilities.MockOptimizer(
+        MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
+    )
+    model = direct_model(inner)
+    H = [1 2+3im; 2-3im 4]
+    @variable(model, x[i in 1:2, j in 1:2], Hermitian, start = H[i, j])
+    @test_throws OptimizeNotCalled value(x)
+    @test value(start_value, x) == LinearAlgebra.Hermitian(H)
+    optimize!(model)
+    MOI.set(inner, MOI.TerminationStatus(), MOI.OPTIMAL)
+    y = index.(all_variables(model))
+    MOI.set.(inner, MOI.VariablePrimal(), y, [3, 4, 5, 6])
+    @test value(x) == LinearAlgebra.Hermitian([3 4+6im; 4-6im 5])
+    @test_throws MOI.ResultIndexBoundsError value(x; result = 2)
+    return
+end
+
 end  # module