Add bridge

Author: blegat

src/Bridges/Variable/Variable.jl

@@ -34,6 +34,7 @@ function add_all_bridges(model, ::Type{T}) where {T}
     MOI.Bridges.add_bridge(model, RSOCtoPSDBridge{T})
     MOI.Bridges.add_bridge(model, HermitianToSymmetricPSDBridge{T})
     MOI.Bridges.add_bridge(model, ParameterToEqualToBridge{T})
+    MOI.Bridges.add_bridge(model, DotProductsBridge{T})
     return
 end
 

src/Bridges/Variable/bridges/set_dot.jl

@@ -0,0 +1,62 @@
+struct DotProductsBridge{T,S,V} <: SetMapBridge{T,S,MOI.SetWithDotProducts{S,V}}
+    variables::Vector{MOI.VariableIndex}
+    constraint::MOI.ConstraintIndex{MOI.VectorOfVariables, S}
+    set::MOI.SetWithDotProducts{S,V}
+end
+
+function supports_constrained_variable(
+    ::Type{<:DotProductsBridge},
+    ::Type{<:MOI.SetWithDotProducts},
+)
+    return true
+end
+
+function concrete_bridge_type(
+    ::Type{<:DotProductsBridge{T}},
+    ::Type{MOI.SetWithDotProducts{S,V}},
+) where {T,S,V}
+    return DotProductsBridge{T,S,V}
+end
+
+function bridge_constrained_variable(
+    BT::Type{DotProductsBridge{T,S,V}},
+    model::MOI.ModelLike,
+    set::MOI.SetWithDotProducts{S,V},
+) where {T,S,V}
+    variables, constraint =
+        _add_constrained_var(model, MOI.Bridges.inverse_map_set(BT, set))
+    return BT(variables, constraint, set)
+end
+
+function MOI.Bridges.map_set(
+    bridge::DotProductsBridge{T,S},
+    set::S,
+) where {T,S}
+    return MOI.SetWithDotProducts(set, bridge.vectors)
+end
+
+function MOI.Bridges.inverse_map_set(
+    ::Type{<:DotProductsBridge},
+    set::MOI.SetWithDotProducts,
+)
+    return set.set
+end
+
+function MOI.Bridges.map_function(
+    bridge::DotProductsBridge{T},
+    func,
+    i::MOI.Bridges.IndexInVector,
+) where {T}
+    scalars = MOI.Utilities.eachscalar(func)
+    if i.value in eachindex(bridge.set.vectors)
+        return MOI.Utilities.set_dot(bridge.set.vectors[i.value], scalars, bridge.set.set)
+    else
+        return convert(MOI.ScalarAffineFunction{T}, scalars[i.value - length(bridge.vectors)])
+    end
+end
+
+function MOI.Bridges.inverse_map_function(bridge::DotProductsBridge{T}, func) where {T}
+    m = length(bridge.set.vectors)
+    return MOI.Utilities.operate(vcat, T, MOI.Utilities.eachscalar(func)[(m+1):end])
+end
+

src/Bridges/Variable/set_map.jl

@@ -171,7 +171,7 @@ function MOI.get(
     if any(isnothing, value)
         return nothing
     end
-    return MOI.Bridges.map_function(typeof(bridge), value, i)
+    return MOI.Bridges.map_function(bridge, value, i)
 end
 
 function MOI.supports(
@@ -203,7 +203,7 @@ function MOI.Bridges.bridged_function(
     i::MOI.Bridges.IndexInVector,
 ) where {T}
     func = MOI.Bridges.map_function(
-        typeof(bridge),
+        bridge,
         MOI.VectorOfVariables(bridge.variables),
         i,
     )
@@ -212,7 +212,7 @@ end
 
 function unbridged_map(bridge::SetMapBridge{T}, vi::MOI.VariableIndex) where {T}
     F = MOI.ScalarAffineFunction{T}
-    mapped = MOI.Bridges.inverse_map_function(typeof(bridge), vi)
+    mapped = MOI.Bridges.inverse_map_function(bridge, vi)
     return Pair{MOI.VariableIndex,F}[bridge.variable=>mapped]
 end
 
@@ -222,9 +222,10 @@ function unbridged_map(
 ) where {T}
     F = MOI.ScalarAffineFunction{T}
     func = MOI.VectorOfVariables(vis)
-    funcs = MOI.Bridges.inverse_map_function(typeof(bridge), func)
+    funcs = MOI.Bridges.inverse_map_function(bridge, func)
     scalars = MOI.Utilities.eachscalar(funcs)
+    # FIXME not correct for SetWithDotProducts, it won't recover the dot product variables
     return Pair{MOI.VariableIndex,F}[
-        bridge.variables[i] => scalars[i] for i in eachindex(vis)
+        bridge.variables[i] => scalars[i] for i in eachindex(bridge.variables)
     ]
 end

src/Bridges/set_map.jl

@@ -80,6 +80,10 @@ function map_function(::Type{BT}, func, i::IndexInVector) where {BT}
     return MOI.Utilities.eachscalar(map_function(BT, func))[i.value]
 end
 
+function map_function(bridge::AbstractBridge, func, i::IndexInVector)
+    return map_function(typeof(bridge), func, i)
+end
+
 """
     inverse_map_function(bridge::MOI.Bridges.AbstractBridge, func)
     inverse_map_function(::Type{BT}, func) where {BT}

src/Utilities/functions.jl

@@ -638,18 +638,23 @@ end
 A type that allows iterating over the scalar-functions that comprise an
 `AbstractVectorFunction`.
 """
-struct ScalarFunctionIterator{F<:MOI.AbstractVectorFunction,C}
+struct ScalarFunctionIterator{F<:MOI.AbstractVectorFunction,C,S} <: AbstractVector{S}
     f::F
     # Cache that can be used to store a precomputed datastructure that allows
     # an efficient implementation of `getindex`.
     cache::C
+    function ScalarFunctionIterator(f::MOI.AbstractVectorFunction, cache)
+        return new{typeof(f),typeof(cache),scalar_type(typeof(f))}(f, cache)
+    end
 end
 
 function ScalarFunctionIterator(func::MOI.AbstractVectorFunction)
     return ScalarFunctionIterator(func, scalar_iterator_cache(func))
 end
 
-scalar_iterator_cache(func::MOI.AbstractVectorFunction) = nothing
+Base.size(s::ScalarFunctionIterator) = (MOI.output_dimension(s.f),)
+
+scalar_iterator_cache(::MOI.AbstractVectorFunction) = nothing
 
 function output_index_iterator(terms::AbstractVector, output_dimension)
     start = zeros(Int, output_dimension)

src/sets.jl

@@ -1855,15 +1855,33 @@ end
 
 `factor * Diagonal(diagonal) * factor'`.
 """
-struct LowRankMatrix{T}
+struct LowRankMatrix{T} <: AbstractMatrix{T}
     diagonal::Vector{T}
     factor::Matrix{T}
 end
 
-struct TriangleVectorization{M}
+function Base.size(m::LowRankMatrix)
+    n = size(m.factor, 1)
+    return (n, n)
+end
+
+function Base.getindex(m::LowRankMatrix, i::Int, j::Int)
+    return sum(m.factor[i, k] * m.diagonal[k] * m.factor[j, k]' for k in eachindex(m.diagonal))
+end
+
+struct TriangleVectorization{T,M<:AbstractMatrix{T}} <: AbstractVector{T}
     matrix::M
 end
 
+function Base.size(v::TriangleVectorization)
+    n = size(v.matrix, 1)
+    return (Utilities.trimap(n, n),)
+end
+
+function Base.getindex(v::TriangleVectorization, k::Int)
+    return getindex(v.matrix, Utilities.inverse_trimap(k)...)
+end
+
 """
     SOS1{T<:Real}(weights::Vector{T})