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Add Bridges.Constraint.InequalityToComplementsBridge (#2582)
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‎src/Bridges/Constraint/Constraint.jl‎

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@@ -36,6 +36,7 @@ include("bridges/geomean.jl")
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include("bridges/indicator_activate_on_zero.jl")
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include("bridges/indicator_flipsign.jl")
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include("bridges/indicator_sos.jl")
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include("bridges/inequality_to_complements.jl")
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include("bridges/integer_to_zeroone.jl")
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include("bridges/interval.jl")
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include("bridges/ltgt_to_interval.jl")
@@ -135,6 +136,7 @@ function add_all_bridges(bridged_model, ::Type{T}) where {T}
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MOI.Bridges.add_bridge(bridged_model, SemiToBinaryBridge{T})
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MOI.Bridges.add_bridge(bridged_model, ZeroOneBridge{T})
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MOI.Bridges.add_bridge(bridged_model, IntegerToZeroOneBridge{T})
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MOI.Bridges.add_bridge(bridged_model, InequalityToComplementsBridge{T})
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# Do not add by default
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# MOI.Bridges.add_bridge(bridged_model, NumberConversionBridge{T})
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# Constraint programming bridges

‎src/Bridges/Constraint/bridges/inequality_to_complements.jl‎

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# Copyright (c) 2017: Miles Lubin and contributors
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# Copyright (c) 2017: Google Inc.
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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"""
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InequalityToComplementsBridge{T,F,S,G} <: Bridges.Constraint.AbstractBridge
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`InequalityToComplementsBridge` implements the following reformulations:
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* ``f(x) \\ge b`` into ``\\exists y`` such that ``f(x) - b \\perp y \\ge 0``
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* ``f(x) \\le b`` into ``f(x) - b \\perp y \\le 0``
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* ``f(x) = b`` into ``f(x) - b \\perp y``
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## Source node
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`InequalityToComplementsBridge` supports:
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* `F` in [`MOI.GreaterThan{T}`](@ref)
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* `F` in [`MOI.LessThan{T}`](@ref)
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* `F` in [`MOI.EqualTo`](@ref)
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## Target nodes
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`InequalityToComplementsBridge` creates:
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* [`MOI.VariableIndex`](@ref) in [`MOI.LessThan{T}`](@ref)
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* [`MOI.VariableIndex`](@ref) in [`MOI.GreaterThan{T}`](@ref)
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* `G` in [`MOI.Complements`](@ref)
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"""
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mutable struct InequalityToComplementsBridge{
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T,
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F<:MOI.AbstractScalarFunction,
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S<:Union{MOI.GreaterThan{T},MOI.LessThan{T},MOI.EqualTo{T}},
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G<:MOI.AbstractVectorFunction,
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} <: AbstractBridge
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y::MOI.VariableIndex
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set::S
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ci::MOI.ConstraintIndex{G,MOI.Complements}
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end
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const InequalityToComplements{T,OT<:MOI.ModelLike} =
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SingleBridgeOptimizer{InequalityToComplementsBridge{T},OT}
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function _add_y_variable(model, ::MOI.GreaterThan{T}) where {T}
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return MOI.add_constrained_variable(model, MOI.GreaterThan(zero(T)))[1]
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end
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function _add_y_variable(model, ::MOI.LessThan{T}) where {T}
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return MOI.add_constrained_variable(model, MOI.LessThan(zero(T)))[1]
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end
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_add_y_variable(model, ::MOI.EqualTo) = MOI.add_variable(model)
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function bridge_constraint(
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::Type{InequalityToComplementsBridge{T,F,S,G}},
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model::MOI.ModelLike,
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f::F,
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set::S,
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) where {T,F,S<:Union{MOI.GreaterThan{T},MOI.LessThan{T},MOI.EqualTo{T}},G}
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y = _add_y_variable(model, set)
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f_set = MOI.Utilities.operate(-, T, f, MOI.constant(set))
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g = MOI.Utilities.operate(vcat, T, f_set, y)
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ci = MOI.add_constraint(model, g, MOI.Complements(2))
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return InequalityToComplementsBridge{T,F,S,G}(y, set, ci)
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end
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function MOI.supports_constraint(
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::Type{<:InequalityToComplementsBridge{T}},
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::Type{F},
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::Type{<:Union{MOI.GreaterThan{T},MOI.LessThan{T},MOI.EqualTo{T}}},
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) where {T,F<:MOI.AbstractScalarFunction}
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return !MOI.Utilities.is_complex(F)
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end
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function MOI.Bridges.added_constrained_variable_types(
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::Type{InequalityToComplementsBridge{T,F,S,G}},
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) where {T,F,S<:Union{MOI.GreaterThan{T},MOI.LessThan{T}},G}
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return Tuple{Type}[(S,)]
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end
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function MOI.Bridges.added_constrained_variable_types(
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::Type{InequalityToComplementsBridge{T,F,MOI.EqualTo{T},G}},
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) where {T,F,G}
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return Tuple{Type}[(MOI.Reals,)]
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end
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function MOI.Bridges.added_constraint_types(
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::Type{InequalityToComplementsBridge{T,F,S,G}},
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) where {T,F,S,G}
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return Tuple{Type,Type}[(G, MOI.Complements)]
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end
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function concrete_bridge_type(
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::Type{<:InequalityToComplementsBridge},
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F::Type{<:MOI.AbstractScalarFunction},
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S::Type{<:Union{MOI.GreaterThan{T},MOI.LessThan{T},MOI.EqualTo{T}}},
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) where {T}
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G = MOI.Utilities.promote_operation(vcat, T, F, MOI.VariableIndex)
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return InequalityToComplementsBridge{T,F,S,G}
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end
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function MOI.get(::InequalityToComplementsBridge, ::MOI.NumberOfVariables)
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return Int64(1)
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end
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function MOI.get(
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bridge::InequalityToComplementsBridge,
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::MOI.ListOfVariableIndices,
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)
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return [bridge.y]
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end
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function MOI.get(
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::InequalityToComplementsBridge{T,F,S,G},
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::MOI.NumberOfConstraints{G,MOI.Complements},
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)::Int64 where {T,F,S,G}
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return 1
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end
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function MOI.get(
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bridge::InequalityToComplementsBridge{T,F,S,G},
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::MOI.ListOfConstraintIndices{G,MOI.Complements},
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) where {T,F,S,G}
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return [bridge.ci]
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end
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function MOI.delete(model::MOI.ModelLike, bridge::InequalityToComplementsBridge)
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MOI.delete(model, bridge.y)
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MOI.delete(model, bridge.ci)
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return
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end
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function MOI.get(
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model::MOI.ModelLike,
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attr::MOI.ConstraintFunction,
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bridge::InequalityToComplementsBridge{T},
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) where {T}
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g = MOI.get(model, attr, bridge.ci)
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f_set = first(MOI.Utilities.scalarize(g))
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return MOI.Utilities.operate(+, T, f_set, MOI.constant(bridge.set))
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end
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function MOI.get(
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::MOI.ModelLike,
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::MOI.ConstraintSet,
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bridge::InequalityToComplementsBridge,
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)
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return bridge.set
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end

‎test/Bridges/Constraint/inequality_to_complements.jl‎

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# Copyright (c) 2017: Miles Lubin and contributors
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# Copyright (c) 2017: Google Inc.
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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module TestConstraintInequalityToComplements
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using Test
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import MathOptInterface as MOI
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function runtests()
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for name in names(@__MODULE__; all = true)
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if startswith("$(name)", "test_")
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@testset "$(name)" begin
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getfield(@__MODULE__, name)()
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end
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end
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end
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return
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end
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function test_runtests_GreaterThan()
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.InequalityToComplementsBridge,
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"""
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variables: x
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1.0 * x >= 0.0
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""",
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"""
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variables: x, y
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[1.0 * x, y] in Complements(2)
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y >= 0.0
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""",
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.InequalityToComplementsBridge,
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"""
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variables: x
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2.0 * x >= 3.0
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""",
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"""
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variables: x, y
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[2.0 * x + -3.0, y] in Complements(2)
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y >= 0.0
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""",
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.InequalityToComplementsBridge,
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"""
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variables: x
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2.0 * x * x >= 3.0
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""",
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"""
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variables: x, y
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[2.0 * x * x + -3.0, y] in Complements(2)
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y >= 0.0
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""",
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)
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return
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end
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function test_runtests_LessThan()
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.InequalityToComplementsBridge,
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"""
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variables: x
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1.0 * x <= 0.0
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""",
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"""
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variables: x, y
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[1.0 * x, y] in Complements(2)
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y <= 0.0
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""",
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.InequalityToComplementsBridge,
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"""
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variables: x
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2.0 * x <= 3.0
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""",
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"""
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variables: x, y
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[2.0 * x + -3.0, y] in Complements(2)
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y <= 0.0
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""",
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.InequalityToComplementsBridge,
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"""
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variables: x
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2.0 * x * x <= 3.0
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""",
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"""
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variables: x, y
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[2.0 * x * x + -3.0, y] in Complements(2)
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y <= 0.0
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""",
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)
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return
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end
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function test_runtests_EqualTo()
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.InequalityToComplementsBridge,
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"""
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variables: x
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1.0 * x == 0.0
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""",
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"""
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variables: x, y
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[1.0 * x, y] in Complements(2)
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""",
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.InequalityToComplementsBridge,
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"""
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variables: x
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2.0 * x == 3.0
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""",
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"""
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variables: x, y
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[2.0 * x + -3.0, y] in Complements(2)
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""",
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.InequalityToComplementsBridge,
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"""
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variables: x
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2.0 * x * x == 3.0
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""",
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"""
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variables: x, y
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[2.0 * x * x + -3.0, y] in Complements(2)
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""",
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)
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return
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end
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function test_ScalarNonlinearFunction()
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# We can't use the standard runtests because ScalarNonlinearFunction does
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# not preserve f(x) ≈ (f(x) - g(x)) + g(x)
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for set in (MOI.EqualTo(1.0), MOI.LessThan(1.0), MOI.GreaterThan(1.0))
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inner = MOI.Utilities.Model{Float64}()
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model = MOI.Bridges.Constraint.InequalityToComplements{Float64}(inner)
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x = MOI.add_variable(model)
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f = MOI.ScalarNonlinearFunction(:sin, Any[x])
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c = MOI.add_constraint(model, f, set)
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F, S = MOI.VectorNonlinearFunction, MOI.Complements
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indices = MOI.get(inner, MOI.ListOfConstraintIndices{F,S}())
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@test length(indices) == 1
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inner_variables = MOI.get(inner, MOI.ListOfVariableIndices())
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@test length(inner_variables) == 2
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u, v = inner_variables
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u_sin = MOI.ScalarNonlinearFunction(:sin, Any[u])
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g = MOI.VectorNonlinearFunction([
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MOI.ScalarNonlinearFunction(:-, Any[u_sin, 1.0]),
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MOI.ScalarNonlinearFunction(:+, Any[v]),
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])
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@test ≈(MOI.get(inner, MOI.ConstraintFunction(), indices[1]), g)
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h = MOI.ScalarNonlinearFunction(
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:+,
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Any[MOI.ScalarNonlinearFunction(:-, Any[f, 1.0]), 1.0],
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)
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@test ≈(MOI.get(model, MOI.ConstraintFunction(), c), h)
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end
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return
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end
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end # module
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TestConstraintInequalityToComplements.runtests()

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