Test support for VariablePrimalStart in Bridges.Variable (#2116)

* WIP: test support for VariablePrimalStart in Bridges.Variable

* Opt-out for RSOC/SOC bridges

* Default supports

* False positive supports

* Revert "Default supports"

This reverts commit 967c9c7.

* Fixes

* Fix format

---------

Co-authored-by: Benoît Legat <[email protected]>

Author: odow

src/Bridges/Bridges.jl

@@ -218,7 +218,13 @@ function _test_structural_identical(a::MOI.ModelLike, b::MOI.ModelLike)
 end
 
 """
-    runtests(Bridge::Type{<:AbstractBridge}, input::String, output::String)
+    runtests(
+        Bridge::Type{<:AbstractBridge},
+        input::String,
+        output::String;
+        variable_start = 1.2,
+        constraint_start = 1.2,
+    )
 
 Run a series of tests that check the correctness of `Bridge`.
 
@@ -246,6 +252,7 @@ function runtests(
     Bridge::Type{<:AbstractBridge},
     input::String,
     output::String;
+    variable_start = 1.2,
     constraint_start = 1.2,
 )
     # Load model and bridge it
@@ -263,6 +270,19 @@ function runtests(
     target = MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}())
     MOI.Utilities.loadfromstring!(target, output)
     _test_structural_identical(target, inner)
+    # Test VariablePrimalStart
+    attr = MOI.VariablePrimalStart()
+    bridge_supported = all(values(Variable.bridges(model))) do bridge
+        return MOI.supports(model, attr, typeof(bridge))
+    end
+    if MOI.supports(model, attr, MOI.VariableIndex) && bridge_supported
+        x = MOI.get(model, MOI.ListOfVariableIndices())
+        MOI.set(model, attr, x, fill(nothing, length(x)))
+        Test.@test all(isnothing, MOI.get(model, attr, x))
+        primal_start = fill(constraint_start, length(x))
+        MOI.set(model, attr, x, primal_start)
+        Test.@test MOI.get(model, attr, x) ≈ primal_start
+    end
     # Test ConstraintPrimalStart and ConstraintDualStart
     for (F, S) in MOI.get(model, MOI.ListOfConstraintTypesPresent())
         for ci in MOI.get(model, MOI.ListOfConstraintIndices{F,S}())

src/Bridges/Variable/bridges/free.jl

@@ -130,8 +130,12 @@ function MOI.get(
     i::MOI.Bridges.IndexInVector,
 ) where {T}
     n = div(length(bridge.variables), 2)
-    return MOI.get(model, attr, bridge.variables[i.value]) -
-           MOI.get(model, attr, bridge.variables[n+i.value])
+    primal_pos = MOI.get(model, attr, bridge.variables[i.value])
+    primal_neg = MOI.get(model, attr, bridge.variables[n+i.value])
+    if primal_pos === nothing || primal_neg === nothing
+        return nothing
+    end
+    return primal_pos - primal_neg
 end
 
 function MOI.Bridges.bridged_function(
@@ -177,3 +181,16 @@ function MOI.set(
     MOI.set(model, attr, bridge.variables[n+i.value], -min(zero(value), value))
     return
 end
+
+function MOI.set(
+    model::MOI.ModelLike,
+    attr::MOI.VariablePrimalStart,
+    bridge::FreeBridge,
+    ::Nothing,
+    i::MOI.Bridges.IndexInVector,
+)
+    n = div(length(bridge.variables), 2)
+    MOI.set(model, attr, bridge.variables[i.value], nothing)
+    MOI.set(model, attr, bridge.variables[n+i.value], nothing)
+    return
+end

src/Bridges/Variable/bridges/rsoc_soc.jl

@@ -93,3 +93,12 @@ function MOI.Bridges.inverse_adjoint_map_function(
 )
     return MOI.Bridges.map_function(BT, func)
 end
+
+function MOI.supports(
+    ::MOI.ModelLike,
+    ::MOI.VariablePrimalStart,
+    ::Type{<:RSOCtoSOCBridge},
+)
+    # See https://github.com/jump-dev/MathOptInterface.jl/issues/2117
+    return false
+end

src/Bridges/Variable/bridges/soc_rsoc.jl

@@ -106,3 +106,12 @@ function MOI.Bridges.inverse_adjoint_map_function(
 )
     return MOI.Bridges.map_function(BT, func)
 end
+
+function MOI.supports(
+    ::MOI.ModelLike,
+    ::MOI.VariablePrimalStart,
+    ::Type{<:SOCtoRSOCBridge},
+)
+    # https://github.com/jump-dev/MathOptInterface.jl/issues/2117
+    return false
+end

src/Bridges/Variable/bridges/vectorize.jl

@@ -174,20 +174,24 @@ function MOI.get(
     return value + bridge.set_constant
 end
 
-function MOI.get(
+function MOI.supports(
     model::MOI.ModelLike,
     attr::MOI.VariablePrimalStart,
-    bridge::VectorizeBridge,
+    ::Type{<:VectorizeBridge},
 )
-    return MOI.get(model, attr, bridge.variable) + bridge.set_constant
+    return MOI.supports(model, attr, MOI.VariableIndex)
 end
 
-function MOI.supports(
+function MOI.get(
     model::MOI.ModelLike,
     attr::MOI.VariablePrimalStart,
-    ::Type{<:VectorizeBridge},
+    bridge::VectorizeBridge,
 )
-    return MOI.supports(model, attr, MOI.VariableIndex)
+    start = MOI.get(model, attr, bridge.variable)
+    if start === nothing
+        return nothing
+    end
+    return start + bridge.set_constant
 end
 
 function MOI.set(
@@ -196,7 +200,11 @@ function MOI.set(
     bridge::VectorizeBridge,
     value,
 )
-    MOI.set(model, attr, bridge.variable, value - bridge.set_constant)
+    if value === nothing
+        MOI.set(model, attr, bridge.variable, value)
+    else
+        MOI.set(model, attr, bridge.variable, value - bridge.set_constant)
+    end
     return
 end
 

src/Bridges/Variable/set_map.jl

@@ -168,6 +168,9 @@ function MOI.get(
     i::MOI.Bridges.IndexInVector,
 )
     value = MOI.get(model, attr, bridge.variables)
+    if any(isnothing, value)
+        return nothing
+    end
     return MOI.Bridges.map_function(typeof(bridge), value, i)
 end
 
@@ -186,8 +189,12 @@ function MOI.set(
     value,
     i::MOI.Bridges.IndexInVector,
 )
-    bridged_value = MOI.Bridges.inverse_map_function(typeof(bridge), value)
-    MOI.set(model, attr, bridge.variables[i.value], bridged_value)
+    if value === nothing
+        MOI.set(model, attr, bridge.variables[i.value], nothing)
+    else
+        bridged_value = MOI.Bridges.inverse_map_function(typeof(bridge), value)
+        MOI.set(model, attr, bridge.variables[i.value], bridged_value)
+    end
     return
 end
 

src/Bridges/bridge_optimizer.jl

@@ -1137,7 +1137,9 @@ function MOI.get(
     attr::MOI.AbstractVariableAttribute,
     indices::Vector{MOI.VariableIndex},
 )
-    if any(index -> is_bridged(b, index), indices)
+    # `Variable.has_bridges` is used as a shortcut to speedup in case no variable bridge is used
+    if Variable.has_bridges(Variable.bridges(b)) &&
+       any(index -> is_bridged(b, index), indices)
         return MOI.get.(b, attr, indices)
     else
         return unbridged_function.(b, MOI.get(b.model, attr, indices))
@@ -1149,6 +1151,9 @@ function MOI.supports(
     attr::MOI.AbstractVariableAttribute,
     ::Type{MOI.VariableIndex},
 )
+    # `supports` should only return `false` in case `MOI.set` always errors.
+    # If some variables are bridged by bridges that do not support `attr`, we
+    # should therefore still return `true`.
     return MOI.supports(b.model, attr, MOI.VariableIndex)
 end