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[Bridges] add IndicatorSetMapBridge (#1958)
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‎docs/src/submodules/Bridges/list_of_bridges.md‎

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@@ -50,6 +50,8 @@ Bridges.Constraint.SquareBridge
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Bridges.Constraint.RootDetBridge
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Bridges.Constraint.LogDetBridge
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Bridges.Constraint.IndicatorActiveOnFalseBridge
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Bridges.Constraint.IndicatorGreaterToLessThanBridge
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Bridges.Constraint.IndicatorLessToGreaterThanBridge
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Bridges.Constraint.IndicatorSOS1Bridge
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Bridges.Constraint.SemiToBinaryBridge
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Bridges.Constraint.ZeroOneBridge

‎src/Bridges/Constraint/Constraint.jl‎

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@@ -32,6 +32,7 @@ include("bridges/functionize.jl")
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include("bridges/geomean_to_relentr.jl")
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include("bridges/geomean.jl")
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include("bridges/indicator_activate_on_zero.jl")
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include("bridges/indicator_flipsign.jl")
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include("bridges/indicator_sos.jl")
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include("bridges/interval.jl")
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include("bridges/ltgt_to_interval.jl")
@@ -100,6 +101,8 @@ function add_all_bridges(bridged_model, ::Type{T}) where {T}
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MOI.Bridges.add_bridge(bridged_model, RSOCtoPSDBridge{T})
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MOI.Bridges.add_bridge(bridged_model, IndicatorActiveOnFalseBridge{T})
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MOI.Bridges.add_bridge(bridged_model, IndicatorSOS1Bridge{T})
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MOI.Bridges.add_bridge(bridged_model, IndicatorLessToGreaterThanBridge{T})
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MOI.Bridges.add_bridge(bridged_model, IndicatorGreaterToLessThanBridge{T})
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MOI.Bridges.add_bridge(bridged_model, SemiToBinaryBridge{T})
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MOI.Bridges.add_bridge(bridged_model, ZeroOneBridge{T})
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# Constraint programming bridges

‎src/Bridges/Constraint/bridges/indicator_flipsign.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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IndicatorSetMapBridge{T,A,S1,S2} <: Bridges.Constraint.AbstractBridge
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`IndicatorSetMapBridge` implements the following reformulations:
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* ``z \\implies {f(x) \\ge l}`` into ``z \\implies {-f(x) \\le -l}``
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* ``z \\implies {f(x) \\le u}`` into ``z \\implies {-f(x) \\ge -u}``
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## Source node
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`IndicatorSetMapBridge` supports:
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* [`MOI.VectorAffineFunction{T}`](@ref) in [`MOI.Indicator{A,S1}`](@ref)
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## Target nodes
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`IndicatorSetMapBridge` creates:
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* [`MOI.VectorAffineFunction{T}`](@ref) in [`MOI.Indicator{A,S2}`](@ref)
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"""
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struct IndicatorSetMapBridge{T,B,S1,S2,A} <: AbstractBridge
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ci::MOI.ConstraintIndex{MOI.VectorAffineFunction{T},MOI.Indicator{A,S2}}
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end
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function bridge_constraint(
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::Type{IndicatorSetMapBridge{T,B,S1,S2,A}},
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model::MOI.ModelLike,
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func::MOI.VectorAffineFunction{T},
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s::MOI.Indicator{A,S1},
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) where {T,B,S1,S2,A}
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f = MOI.Utilities.eachscalar(func)
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f2 = MOI.Bridges.map_function(B, f[2])
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g = MOI.Utilities.operate(vcat, T, f[1], f2)
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s2 = MOI.Bridges.map_set(B, s.set)
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ci = MOI.add_constraint(model, g, MOI.Indicator{A}(s2))
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return IndicatorSetMapBridge{T,B,S1,S2,A}(ci)
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end
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function MOI.supports_constraint(
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::Type{<:IndicatorSetMapBridge{T,B,S1,S2}},
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::Type{MOI.VectorAffineFunction{T}},
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::Type{MOI.Indicator{A,S1}},
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) where {T,B,S1,S2,A}
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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{<:IndicatorSetMapBridge},
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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(
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::Type{IndicatorSetMapBridge{T,B,S1,S2,A}},
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) where {T,B,S1,S2,A}
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return Tuple{Type,Type}[(MOI.VectorAffineFunction{T}, MOI.Indicator{A,S2})]
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end
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function concrete_bridge_type(
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::Type{<:IndicatorSetMapBridge{T,B,S1,S2}},
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::Type{MOI.VectorAffineFunction{T}},
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::Type{MOI.Indicator{A,S1}},
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) where {T,B,S1,S2,A}
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return IndicatorSetMapBridge{T,B,S1,S2,A}
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end
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function MOI.delete(model::MOI.ModelLike, bridge::IndicatorSetMapBridge)
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MOI.delete(model, bridge.ci)
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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.ConstraintSet,
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bridge::IndicatorSetMapBridge{T,B,S1,S2,A},
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) where {T,B,S1,S2,A}
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set = MOI.get(model, attr, bridge.ci)
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return MOI.Indicator{A}(MOI.Bridges.inverse_map_set(B, set.set))
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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.ConstraintFunction,
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bridge::IndicatorSetMapBridge{T,B},
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) where {T,B}
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func = MOI.get(model, attr, bridge.ci)
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f = MOI.Utilities.eachscalar(func)
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f2 = MOI.Bridges.inverse_map_function(B, f[2])
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return MOI.Utilities.operate(vcat, T, f[1], f2)
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end
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function MOI.get(
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::IndicatorSetMapBridge{T,B,S1,S2,A},
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::MOI.NumberOfConstraints{MOI.VectorAffineFunction{T},MOI.Indicator{A,S2}},
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)::Int64 where {T,B,S1,S2,A}
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return 1
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end
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function MOI.get(
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bridge::IndicatorSetMapBridge{T,B,S1,S2,A},
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::MOI.ListOfConstraintIndices{
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MOI.VectorAffineFunction{T},
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MOI.Indicator{A,S2},
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},
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) where {T,B,S1,S2,A}
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return [bridge.ci]
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end
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"""
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IndicatorGreaterToLessThanBridge{T,A} <: Bridges.Constraint.AbstractBridge
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`IndicatorGreaterToLessThanBridge` implements the following reformulation:
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* ``z \\implies {f(x) \\ge l}`` into ``z \\implies {-f(x) \\le -l}``
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## Source node
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`IndicatorGreaterToLessThanBridge` supports:
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* [`MOI.VectorAffineFunction{T}`](@ref) in
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[`MOI.Indicator{A,MOI.GreaterThan{T}}`](@ref)
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## Target nodes
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`IndicatorGreaterToLessThanBridge` creates:
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* [`MOI.VectorAffineFunction{T}`](@ref) in
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[`MOI.Indicator{A,MOI.LessThan{T}}`](@ref)
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"""
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const IndicatorGreaterToLessThanBridge{T,A} = IndicatorSetMapBridge{
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T,
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MOI.Bridges.Constraint.GreaterToLessBridge{
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T,
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MOI.ScalarAffineFunction{T},
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MOI.ScalarAffineFunction{T},
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},
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MOI.GreaterThan{T},
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MOI.LessThan{T},
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A,
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}
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const IndicatorGreaterToLessThan{T,OT<:MOI.ModelLike} =
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SingleBridgeOptimizer{IndicatorGreaterToLessThanBridge{T},OT}
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"""
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IndicatorLessToGreaterThanBridge{T,A} <: Bridges.Constraint.AbstractBridge
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`IndicatorLessToGreaterThanBridge` implements the following reformulations:
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* ``z \\implies {f(x) \\le u}`` into ``z \\implies {-f(x) \\ge -u}``
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## Source node
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`IndicatorLessToGreaterThanBridge` supports:
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* [`MOI.VectorAffineFunction{T}`](@ref) in
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[`MOI.Indicator{A,MOI.LessThan{T}}`](@ref)
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## Target nodes
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`IndicatorLessToGreaterThanBridge` creates:
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* [`MOI.VectorAffineFunction{T}`](@ref) in
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[`MOI.Indicator{A,MOI.GreaterThan{T}}`](@ref)
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"""
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const IndicatorLessToGreaterThanBridge{T,A} = IndicatorSetMapBridge{
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T,
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MOI.Bridges.Constraint.LessToGreaterBridge{
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T,
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MOI.ScalarAffineFunction{T},
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MOI.ScalarAffineFunction{T},
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},
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MOI.LessThan{T},
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MOI.GreaterThan{T},
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A,
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}
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const IndicatorLessToGreaterThan{T,OT<:MOI.ModelLike} =
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SingleBridgeOptimizer{IndicatorLessToGreaterThanBridge{T},OT}

‎test/Bridges/Constraint/indicator_flipsign.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 TestConstraintIndicatorFlipSign
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using Test
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using MathOptInterface
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const MOI = MathOptInterface
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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_lesstogreaterthan()
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.IndicatorLessToGreaterThanBridge,
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"""
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variables: x, z
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[z, 2.0 * x] in Indicator{ACTIVATE_ON_ONE}(LessThan(2.0))
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z in ZeroOne()
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""",
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"""
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variables: x, z
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[z, -2.0 * x] in Indicator{ACTIVATE_ON_ONE}(GreaterThan(-2.0))
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z in ZeroOne()
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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_greatertolessthann()
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MOI.Bridges.runtests(
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MOI.Bridges.Constraint.IndicatorGreaterToLessThanBridge,
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"""
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variables: x, z
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[z, 2.0 * x] in Indicator{ACTIVATE_ON_ONE}(GreaterThan(2.0))
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z in ZeroOne()
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""",
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"""
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variables: x, z
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[z, -2.0 * x] in Indicator{ACTIVATE_ON_ONE}(LessThan(-2.0))
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z in ZeroOne()
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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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TestConstraintIndicatorFlipSign.runtests()

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