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[Bridges] add ExponentialConeToScalarNonlinearFunctionBridge (#2587)
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‎src/Bridges/Constraint/Constraint.jl‎

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@@ -108,6 +108,11 @@ function add_all_bridges(bridged_model, ::Type{T}) where {T}
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MOI.Bridges.add_bridge(bridged_model, SOS1ToMILPBridge{T})
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MOI.Bridges.add_bridge(bridged_model, SOS2ToMILPBridge{T})
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MOI.Bridges.add_bridge(bridged_model, IndicatorToMILPBridge{T})
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MOI.Bridges.add_bridge(
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bridged_model,
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ExponentialConeToScalarNonlinearFunctionBridge{T},
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)
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return
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end
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‎src/Bridges/Constraint/bridges/ExponentialConeToScalarNonlinearFunctionBridge.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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ExponentialConeToScalarNonlinearFunctionBridge{T,F} <:
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Bridges.Constraint.AbstractBridge
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`ExponentialConeToScalarNonlinearFunctionBridge` implements the following
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reformulation:
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* ``(x, y, z) \\in \\textsf{ExponentialCone}()`` to
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``y \\cdot exp(x / y)) - z \\le 0``, ``y \\ge 0``.
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## Source node
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`ExponentialConeToScalarNonlinearFunctionBridge` supports:
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* `F` in [`MOI.ExponentialCone`](@ref)
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## Target nodes
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`ExponentialConeToScalarNonlinearFunctionBridge` creates:
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* [`MOI.ScalarNonlinearFunction`](@ref) in [`MOI.LessThan{T}`](@ref)
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* [`MOI.ScalarAffineFunction`](@ref) in [`MOI.GreaterThan{T}`](@ref)
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"""
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mutable struct ExponentialConeToScalarNonlinearFunctionBridge{
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T,
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F<:Union{MOI.VectorOfVariables,MOI.VectorAffineFunction{T}},
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} <: AbstractBridge
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f::F
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ci::MOI.ConstraintIndex{MOI.ScalarNonlinearFunction,MOI.LessThan{T}}
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ci_y::MOI.ConstraintIndex{MOI.ScalarAffineFunction{T},MOI.GreaterThan{T}}
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end
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const ExponentialConeToScalarNonlinearFunction{T,OT<:MOI.ModelLike} =
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SingleBridgeOptimizer{ExponentialConeToScalarNonlinearFunctionBridge{T},OT}
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function bridge_constraint(
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::Type{ExponentialConeToScalarNonlinearFunctionBridge{T,F}},
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model::MOI.ModelLike,
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f::F,
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s::MOI.ExponentialCone,
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) where {T,F<:Union{MOI.VectorOfVariables,MOI.VectorAffineFunction{T}}}
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x, y, z = MOI.Utilities.scalarize(f)
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g_x_div_y = MOI.ScalarNonlinearFunction(:/, Any[x, y])
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g_exp_x_div_y = MOI.ScalarNonlinearFunction(:exp, Any[g_x_div_y])
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g = MOI.ScalarNonlinearFunction(
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:-,
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Any[MOI.ScalarNonlinearFunction(:*, Any[y, g_exp_x_div_y]), z],
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)
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ci = MOI.add_constraint(model, g, MOI.LessThan(zero(T)))
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# We add this as a constraint to avoid conflicting with existing variable
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# bounds, of which there can be at most one of.
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ci_y = MOI.add_constraint(model, one(T) * y, MOI.GreaterThan(zero(T)))
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return ExponentialConeToScalarNonlinearFunctionBridge{T,F}(f, ci, ci_y)
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end
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function MOI.supports_constraint(
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::Type{<:ExponentialConeToScalarNonlinearFunctionBridge{T}},
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::Type{<:Union{MOI.VectorOfVariables,MOI.VectorAffineFunction{T}}},
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::Type{MOI.ExponentialCone},
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) where {T}
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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{ExponentialConeToScalarNonlinearFunctionBridge{T,F}},
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) where {T,F}
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return Tuple{Type}[]
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end
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function MOI.Bridges.added_constraint_types(
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::Type{ExponentialConeToScalarNonlinearFunctionBridge{T,F}},
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) where {T,F}
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return Tuple{Type,Type}[
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(MOI.ScalarNonlinearFunction, MOI.LessThan{T}),
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(MOI.ScalarAffineFunction{T}, MOI.GreaterThan{T}),
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]
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end
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function concrete_bridge_type(
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::Type{<:ExponentialConeToScalarNonlinearFunctionBridge{T}},
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::Type{F},
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::Type{MOI.ExponentialCone},
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) where {T,F<:Union{MOI.VectorOfVariables,MOI.VectorAffineFunction{T}}}
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return ExponentialConeToScalarNonlinearFunctionBridge{T,F}
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end
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function MOI.get(
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::MOI.ModelLike,
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::MOI.ConstraintFunction,
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bridge::ExponentialConeToScalarNonlinearFunctionBridge,
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)
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return copy(bridge.f)
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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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::ExponentialConeToScalarNonlinearFunctionBridge,
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)
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return MOI.ExponentialCone()
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end
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function MOI.delete(
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model::MOI.ModelLike,
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bridge::ExponentialConeToScalarNonlinearFunctionBridge,
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)
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MOI.delete(model, bridge.ci)
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MOI.delete(model, bridge.ci_y)
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return
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end
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function MOI.get(
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::ExponentialConeToScalarNonlinearFunctionBridge,
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::MOI.NumberOfVariables,
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)::Int64
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return 0
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end
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function MOI.get(
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::ExponentialConeToScalarNonlinearFunctionBridge,
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::MOI.ListOfVariableIndices,
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)::Vector{MOI.VariableIndex}
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return MOI.VariableIndex[]
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end
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function MOI.get(
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::ExponentialConeToScalarNonlinearFunctionBridge{T},
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::MOI.NumberOfConstraints{MOI.ScalarNonlinearFunction,MOI.LessThan{T}},
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)::Int64 where {T}
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return 1
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end
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function MOI.get(
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bridge::ExponentialConeToScalarNonlinearFunctionBridge{T},
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::MOI.ListOfConstraintIndices{MOI.ScalarNonlinearFunction,MOI.LessThan{T}},
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) where {T}
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return [bridge.ci]
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end
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function MOI.get(
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::ExponentialConeToScalarNonlinearFunctionBridge{T},
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::MOI.NumberOfConstraints{MOI.ScalarAffineFunction{T},MOI.GreaterThan{T}},
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)::Int64 where {T}
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return 1
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end
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function MOI.get(
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bridge::ExponentialConeToScalarNonlinearFunctionBridge{T},
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::MOI.ListOfConstraintIndices{
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MOI.ScalarAffineFunction{T},
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MOI.GreaterThan{T},
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},
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) where {T}
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return [bridge.ci_y]
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end

‎src/Utilities/parser.jl‎

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@@ -244,6 +244,8 @@ function _parsed_to_moi(model, s::Expr)
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return _parsed_scalar_to_moi(model, s.args[2])
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elseif Meta.isexpr(s, :call, 2) && s.args[1] == :VectorNonlinearFunction
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return _parsed_vector_to_moi(model, s.args[2])
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elseif Meta.isexpr(s, :call, 2) && s.args[1] == :esc
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return _parsed_to_moi(model, _parse_function(s.args[2], Float64))
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end
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args = Any[_parsed_to_moi(model, arg) for arg in s.args[2:end]]
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return MOI.ScalarNonlinearFunction(s.args[1], args)

‎test/Bridges/Constraint/ExponentialConeToScalarNonlinearFunctionBridge.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 TestConstraintExponentialConeToScalarNonlinearFunctionBridge
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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_VectorOfVariables()
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.ExponentialConeToScalarNonlinearFunctionBridge,
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"""
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variables: x, y, z
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[x, y, z] in ExponentialCone()
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""",
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"""
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variables: x, y, z
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ScalarNonlinearFunction(y * exp(x / y) - z) <= 0.0
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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_runtests_VectorAffineFunction()
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.ExponentialConeToScalarNonlinearFunctionBridge,
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"""
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variables: x, y, z
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[1.0 * x, 2.0 * y, 3.0 * z + 1.0] in ExponentialCone()
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""",
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"""
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variables: x, y, z
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ScalarNonlinearFunction(esc(2.0 * y) * exp(esc(1.0 * x) / esc(2.0 * y)) - esc(3.0 * z + 1.0)) <= 0.0
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2.0 * 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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end # module
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TestConstraintExponentialConeToScalarNonlinearFunctionBridge.runtests()

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