[Nonlinear.ReverseAD] fix NLPBlock and bridges (#2524)

Author: odow

src/Nonlinear/ReverseAD/reverse_mode.jl

@@ -54,6 +54,27 @@ function _reverse_mode(d::NLPEvaluator, x)
     for con in d.constraints
         _reverse_eval(con)
     end
+    # If a JuMP model uses the legacy nonlinear interface, then JuMP constructs
+    # a NLPEvaluator at the start of a call to `JuMP.optimize!` and it passes in
+    # the list of variables in the JuMP model to `.ordered_variables`.
+    #
+    # During `MOI.initialize`, `.last_x` gets filled with `NaN` to match the
+    # length of `ordered_variables`, that is, the number of variables in the
+    # JuMP model.
+    #
+    # However, if the model includes a bridge that adds new decision variables
+    # then the total number of variables in the optimizer (in `x`) will be
+    # larger than the cache in `last_x`.
+    #
+    # It is safe to resize `last_x` because only the variables in
+    # `ordered_variables` can appear in the NLPBlock.
+    #
+    # I don't think we need any other fixes because callers to things like
+    # `eval_objective` can pass in a longer input `x` vector without fear
+    # because the excess elements won't be used.
+    if length(d.last_x) < length(x)
+        resize!(d.last_x, length(x))
+    end
     copyto!(d.last_x, x)
     return
 end

test/Nonlinear/ReverseAD.jl

@@ -1121,6 +1121,20 @@ function test_timers()
     return
 end
 
+function test_varying_length_x()
+    model = MOI.Nonlinear.Model()
+    x = MOI.VariableIndex(1)
+    MOI.Nonlinear.set_objective(model, :(sin($x)))
+    evaluator =
+        MOI.Nonlinear.Evaluator(model, MOI.Nonlinear.SparseReverseMode(), [x])
+    MOI.initialize(evaluator, Symbol[:Jac])
+    ∇f = [NaN]
+    MOI.eval_objective_gradient(evaluator, ∇f, [1.0, 2.0])
+    @test length(∇f) == 1
+    @test ∇f[1] ≈ cos(1.0)
+    return
+end
+
 end  # module
 
 TestReverseAD.runtests()