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[Bridges] add Objective.VectorFunctionizeBridge (#2139)
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‎docs/src/submodules/Bridges/list_of_bridges.md‎

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@@ -78,6 +78,7 @@ These bridges are subtypes of [`Bridges.Objective.AbstractBridge`](@ref).
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Bridges.Objective.FunctionizeBridge
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Bridges.Objective.QuadratizeBridge
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Bridges.Objective.SlackBridge
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Bridges.Objective.VectorFunctionizeBridge
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Bridges.Objective.VectorSlackBridge
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```
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‎src/Bridges/Objective/Objective.jl‎

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@@ -15,6 +15,7 @@ include("single_bridge_optimizer.jl")
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include("bridges/functionize.jl")
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include("bridges/quadratize.jl")
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include("bridges/slack.jl")
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include("bridges/vector_functionize.jl")
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include("bridges/vector_slack.jl")
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"""
@@ -28,6 +29,7 @@ function add_all_bridges(model, ::Type{T}) where {T}
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MOI.Bridges.add_bridge(model, FunctionizeBridge{T})
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MOI.Bridges.add_bridge(model, QuadratizeBridge{T})
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MOI.Bridges.add_bridge(model, SlackBridge{T})
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MOI.Bridges.add_bridge(model, VectorFunctionizeBridge{T})
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MOI.Bridges.add_bridge(model, VectorSlackBridge{T})
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return
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end

‎src/Bridges/Objective/bridges/vector_functionize.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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VectorFunctionizeBridge{T}
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`VectorFunctionizeBridge` implements the following reformulations:
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* ``\\min \\{x\\}`` into ``\\min\\{1x + 0\\}``
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* ``\\max \\{x\\}`` into ``\\max\\{1x + 0\\}``
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where `T` is the coefficient type of `1` and `0`.
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## Source node
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`VectorFunctionizeBridge` supports:
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* [`MOI.ObjectiveFunction{MOI.VectorOfVariables}`](@ref)
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## Target nodes
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`VectorFunctionizeBridge` creates:
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* One objective node: [`MOI.ObjectiveFunction{MOI.VectorAffineFunction{T}}`](@ref)
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"""
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struct VectorFunctionizeBridge{T} <: AbstractBridge end
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const VectorFunctionize{T,OT<:MOI.ModelLike} =
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SingleBridgeOptimizer{VectorFunctionizeBridge{T},OT}
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function bridge_objective(
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::Type{VectorFunctionizeBridge{T}},
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model::MOI.ModelLike,
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f::MOI.VectorOfVariables,
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) where {T}
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F = MOI.VectorAffineFunction{T}
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MOI.set(model, MOI.ObjectiveFunction{F}(), convert(F, f))
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return VectorFunctionizeBridge{T}()
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end
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function supports_objective_function(
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::Type{<:VectorFunctionizeBridge},
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::Type{MOI.VectorOfVariables},
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)
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return true
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end
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function MOI.Bridges.added_constrained_variable_types(
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::Type{<:VectorFunctionizeBridge},
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)
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return Tuple{Type}[]
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end
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function MOI.Bridges.added_constraint_types(::Type{<:VectorFunctionizeBridge})
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return Tuple{Type,Type}[]
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end
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function MOI.Bridges.set_objective_function_type(
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::Type{VectorFunctionizeBridge{T}},
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) where {T}
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return MOI.VectorAffineFunction{T}
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end
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MOI.get(::VectorFunctionizeBridge, ::MOI.NumberOfVariables)::Int64 = 0
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function MOI.get(::VectorFunctionizeBridge, ::MOI.ListOfVariableIndices)
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return MOI.VariableIndex[]
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end
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MOI.delete(::MOI.ModelLike, ::VectorFunctionizeBridge) = nothing
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function MOI.set(
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::MOI.ModelLike,
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::MOI.ObjectiveSense,
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::VectorFunctionizeBridge,
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::MOI.OptimizationSense,
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)
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# `VectorFunctionizeBridge` is sense agnostic, therefore, we don't need to
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# change anything.
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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.Bridges.ObjectiveFunctionValue{MOI.VectorOfVariables},
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::VectorFunctionizeBridge{T},
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) where {T}
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F = MOI.VectorAffineFunction{T}
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attr_f = MOI.Bridges.ObjectiveFunctionValue{F}(attr.result_index)
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return MOI.get(model, attr_f)
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end
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function MOI.get(
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model::MOI.ModelLike,
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::MOI.ObjectiveFunction{MOI.VectorOfVariables},
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::VectorFunctionizeBridge{T},
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) where {T}
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f = MOI.get(model, MOI.ObjectiveFunction{MOI.VectorAffineFunction{T}}())
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return convert(MOI.VectorOfVariables, f)
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end

‎src/functions.jl‎

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@@ -810,6 +810,26 @@ function Base.convert(::Type{VectorOfVariables}, g::VariableIndex)
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return VectorOfVariables([g])
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end
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function Base.convert(::Type{VectorOfVariables}, f::VectorAffineFunction)
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variables = Vector{VariableIndex}(undef, length(f.constants))
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assigned = fill(false, length(variables))
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if any(!iszero, f.constants)
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throw(InexactError(:convert, VectorOfVariables, f))
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end
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for term in f.terms
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if assigned[term.output_index] || !isone(term.scalar_term.coefficient)
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throw(InexactError(:convert, VectorOfVariables, f))
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end
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x = convert(VariableIndex, term.scalar_term.variable)
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variables[term.output_index] = x
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assigned[term.output_index] = true
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end
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if !all(assigned)
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throw(InexactError(:convert, VectorOfVariables, f))
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end
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return VectorOfVariables(variables)
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end
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# VectorAffineFunction
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function Base.convert(
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return VectorAffineFunction{T}(f.terms, f.constants)
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end
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function Base.convert(
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::Type{VectorAffineFunction{T}},
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f::VectorOfVariables,
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) where {T}
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terms = VectorAffineTerm{T}[
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VectorAffineTerm{T}(i, ScalarAffineTerm{T}(one(T), x)) for
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(i, x) in enumerate(f.variables)
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]
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return VectorAffineFunction{T}(terms, zeros(T, length(terms)))
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end
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# VectorQuadraticFunction
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function Base.convert(

‎test/Bridges/Objective/vector_functionize.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 TestObjectiveVectorFunctionize
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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()
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MOI.Bridges.runtests(
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MOI.Bridges.Objective.VectorFunctionizeBridge,
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"""
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variables: x, y
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minobjective: [x, y]
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""",
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"""
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variables: x, y
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minobjective: [1.0 * x + 0.0, 1.0 * y + 0.0]
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""",
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)
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MOI.Bridges.runtests(
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MOI.Bridges.Objective.VectorFunctionizeBridge,
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"""
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variables: x, y
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maxobjective: [x, y]
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""",
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"""
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variables: x, y
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maxobjective: [1.0 * x + 0.0, 1.0 * 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_objective_function_value()
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inner = MOI.Utilities.MockOptimizer(
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MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
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)
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model = MOI.Bridges.Objective.VectorFunctionize{Float64}(inner)
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MOI.Utilities.loadfromstring!(
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model,
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"""
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variables: x, y
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minobjective: [x, y]
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""",
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)
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MOI.Utilities.set_mock_optimize!(
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inner,
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mock -> MOI.Utilities.mock_optimize!(mock, [3.0, 5.6]),
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)
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MOI.optimize!(model)
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@test MOI.get(model, MOI.ObjectiveValue()) ≈ [3.0, 5.6]
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return
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end
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function test_set_objective_sense()
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inner = MOI.Utilities.MockOptimizer(
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MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),
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)
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model = MOI.Bridges.Objective.VectorFunctionize{Float64}(inner)
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MOI.Utilities.loadfromstring!(
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model,
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"""
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variables: x, y
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minobjective: [x, y]
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""",
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)
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@test MOI.get(model, MOI.ObjectiveSense()) == MOI.MIN_SENSE
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MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
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@test MOI.get(model, MOI.ObjectiveSense()) == MOI.MAX_SENSE
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return
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end
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end # module
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TestObjectiveVectorFunctionize.runtests()

‎test/functions.jl‎

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return
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end
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function test_convert_vectorofvariables()
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x = MOI.VariableIndex(1)
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y = MOI.VariableIndex(2)
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f = MOI.VectorOfVariables([x, y])
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g = MOI.Utilities.operate(vcat, Float64, 1.0 * x, 1.0 * y)
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@test convert(MOI.VectorOfVariables, g) == f
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for g in (
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MOI.Utilities.operate(vcat, Float64, 1.2 * x, 1.0 * y),
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MOI.Utilities.operate(vcat, Float64, 1.0 * y, 1.2 * x),
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MOI.Utilities.operate(vcat, Float64, 1.0 * x, 0.0),
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MOI.Utilities.operate(vcat, Float64, 0.0, 1.0 * x),
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MOI.Utilities.operate(vcat, Float64, 1.0 * x, 1.0 * y + 1.0),
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MOI.Utilities.operate(vcat, Float64, 1.0 * x + 1.0, 1.0 * y),
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)
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@test_throws InexactError convert(MOI.VectorOfVariables, g)
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end
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return
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end
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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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