[Bridges] add ComplementsToScalarNonlinearFunctionBridge

Author: odow

src/Bridges/Constraint/Constraint.jl

@@ -113,6 +113,10 @@ function add_all_bridges(bridged_model, ::Type{T}) where {T}
         bridged_model,
         ExponentialConeToScalarNonlinearFunctionBridge{T},
     )
+    MOI.Bridges.add_bridge(
+        bridged_model,
+        ComplementsToScalarNonlinearFunctionBridge{T},
+    )
     return
 end
 

src/Bridges/Constraint/bridges/ComplementsToScalarNonlinearFunctionBridge.jl

@@ -0,0 +1,242 @@
+# Copyright (c) 2017: Miles Lubin and contributors
+# Copyright (c) 2017: Google Inc.
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
+"""
+    ComplementsToScalarNonlinearFunctionBridge{T,F} <:
+        Bridges.Constraint.AbstractBridge
+
+`ComplementsToScalarNonlinearFunctionBridge` implements the following
+reformulation:
+
+  * ``(F, x) \\in \\textsf{Complements}()`` to
+    ```julia
+    if isfinite(l)
+        (x - l) * F <= 0.0
+    else
+        1.0 * F <= 0.0
+    end
+    if isfinite(u)
+        (x - u) * F <= 0.0
+    else
+        -1.0 * F <= 0.0
+    end
+    ```
+
+## Source node
+
+`ComplementsToScalarNonlinearFunctionBridge` supports:
+
+  * `F` in [`MOI.Complements`](@ref)
+
+## Target nodes
+
+`ComplementsToScalarNonlinearFunctionBridge` creates:
+
+  * [`MOI.ScalarNonlinearFunction`](@ref) in [`MOI.LessThan{T}`](@ref)
+"""
+mutable struct ComplementsToScalarNonlinearFunctionBridge{
+    T,
+    F<:Union{
+        MOI.VectorOfVariables,
+        MOI.VectorAffineFunction{T},
+        MOI.VectorQuadraticFunction{T},
+        MOI.VectorNonlinearFunction,
+    },
+} <: AbstractBridge
+    f::F
+    ci::Vector{MOI.ConstraintIndex{MOI.ScalarNonlinearFunction,MOI.LessThan{T}}}
+    bounds::Vector{NTuple{2,T}}
+    function ComplementsToScalarNonlinearFunctionBridge{T}(
+        f,
+        ::MOI.Complements,
+    ) where {T}
+        ci = MOI.ConstraintIndex{MOI.ScalarNonlinearFunction,MOI.LessThan{T}}[]
+        return new{T,typeof(f)}(f, ci, NTuple{2,T}[])
+    end
+end
+
+const ComplementsToScalarNonlinearFunction{T,OT<:MOI.ModelLike} =
+    SingleBridgeOptimizer{ComplementsToScalarNonlinearFunctionBridge{T},OT}
+
+function bridge_constraint(
+    ::Type{ComplementsToScalarNonlinearFunctionBridge{T,F}},
+    model::MOI.ModelLike,
+    f::F,
+    s::MOI.Complements,
+) where {
+    T,
+    F<:Union{
+        MOI.VectorOfVariables,
+        MOI.VectorAffineFunction{T},
+        MOI.VectorQuadraticFunction{T},
+        MOI.VectorNonlinearFunction,
+    },
+}
+    # !!! info
+    #     Postpone creation until final_touch.
+    return ComplementsToScalarNonlinearFunctionBridge{T}(f, s)
+end
+
+function MOI.supports_constraint(
+    ::Type{<:ComplementsToScalarNonlinearFunctionBridge{T}},
+    ::Type{F},
+    ::Type{MOI.Complements},
+) where {
+    T,
+    F<:Union{
+        MOI.VectorOfVariables,
+        MOI.VectorAffineFunction{T},
+        MOI.VectorQuadraticFunction{T},
+        MOI.VectorNonlinearFunction,
+    },
+}
+    return true
+end
+
+function MOI.Bridges.added_constrained_variable_types(
+    ::Type{<:ComplementsToScalarNonlinearFunctionBridge},
+)
+    return Tuple{Type}[]
+end
+
+function MOI.Bridges.added_constraint_types(
+    ::Type{<:ComplementsToScalarNonlinearFunctionBridge{T}},
+) where {T}
+    return Tuple{Type,Type}[(MOI.ScalarNonlinearFunction, MOI.LessThan{T})]
+end
+
+function concrete_bridge_type(
+    ::Type{<:ComplementsToScalarNonlinearFunctionBridge{T}},
+    ::Type{F},
+    ::Type{MOI.Complements},
+) where {
+    T,
+    F<:Union{
+        MOI.VectorOfVariables,
+        MOI.VectorAffineFunction{T},
+        MOI.VectorQuadraticFunction{T},
+        MOI.VectorNonlinearFunction,
+    },
+}
+    return ComplementsToScalarNonlinearFunctionBridge{T,F}
+end
+
+function MOI.get(
+    ::MOI.ModelLike,
+    ::MOI.ConstraintFunction,
+    bridge::ComplementsToScalarNonlinearFunctionBridge,
+)
+    return copy(bridge.f)
+end
+
+function MOI.get(
+    ::MOI.ModelLike,
+    ::MOI.ConstraintSet,
+    bridge::ComplementsToScalarNonlinearFunctionBridge,
+)
+    n = MOI.output_dimension(bridge.f)
+    return MOI.Complements(n)
+end
+
+function MOI.delete(
+    model::MOI.ModelLike,
+    bridge::ComplementsToScalarNonlinearFunctionBridge,
+)
+    MOI.delete.(model, bridge.ci)
+    empty!(bridge.bounds)
+    return
+end
+
+function MOI.get(
+    ::ComplementsToScalarNonlinearFunctionBridge,
+    ::MOI.NumberOfVariables,
+)::Int64
+    return 0
+end
+
+function MOI.get(
+    ::ComplementsToScalarNonlinearFunctionBridge,
+    ::MOI.ListOfVariableIndices,
+)::Vector{MOI.VariableIndex}
+    return MOI.VariableIndex[]
+end
+
+function MOI.get(
+    bridge::ComplementsToScalarNonlinearFunctionBridge{T},
+    ::MOI.NumberOfConstraints{MOI.ScalarNonlinearFunction,MOI.LessThan{T}},
+)::Int64 where {T}
+    return length(bridge.ci)
+end
+
+function MOI.get(
+    bridge::ComplementsToScalarNonlinearFunctionBridge{T},
+    ::MOI.ListOfConstraintIndices{MOI.ScalarNonlinearFunction,MOI.LessThan{T}},
+) where {T}
+    return copy(bridge.ci)
+end
+
+function MOI.Bridges.needs_final_touch(
+    ::ComplementsToScalarNonlinearFunctionBridge,
+)
+    return true
+end
+
+function MOI.Bridges.final_touch(
+    bridge::ComplementsToScalarNonlinearFunctionBridge{T},
+    model::MOI.ModelLike,
+) where {T}
+    f = collect(MOI.Utilities.eachscalar(bridge.f))
+    N = div(length(f), 2)
+    final_touch_called_previously = isempty(bridge.bounds)
+    for i in 1:N
+        x = convert(MOI.VariableIndex, f[i+N])
+        ret = MOI.Utilities.get_bounds(model, T, x)
+        ret = something(ret, (typemin(T), typemax(T)))
+        if length(bridge.bounds) < i
+            # This is the first time calling final_touch
+            push!(bridge.bounds, ret)
+        elseif bridge.bounds[i] == ret
+            # We've called final_touch before, and the bounds match. No need to
+            # reformulate a second time.
+            continue
+        elseif bridge.bounds[i] != ret
+            # There is a stored bound, and the current bounds do not match. This
+            # means the model has been modified since the previous call to
+            # final_touch. We need to delete the bridge and start again.
+            MOI.delete(model, bridge)
+            MOI.Bridges.final_touch(bridge, model)
+            return
+        end
+    end
+    if final_touch_called_previously
+        return  # Nothing to be done
+    end
+    for i in 1:N
+        (l, u), F = bridge.bounds[i], f[i]
+        x = convert(MOI.VariableIndex, f[N+i])
+        g_l = if isfinite(l) && iszero(l)
+            MOI.ScalarNonlinearFunction(:*, Any[x, F])
+        elseif isfinite(l)
+            x_l = MOI.ScalarNonlinearFunction(:-, Any[x, l])
+            MOI.ScalarNonlinearFunction(:*, Any[x_l, F])
+        elseif F isa MOI.ScalarNonlinearFunction
+            F
+        else
+            MOI.ScalarNonlinearFunction(:+, Any[F])
+        end
+        push!(bridge.ci, MOI.add_constraint(model, g_l, MOI.LessThan(zero(T))))
+        g_u = if isfinite(u) && iszero(u)
+            MOI.ScalarNonlinearFunction(:*, Any[x, F])
+        elseif isfinite(u)
+            x_u = MOI.ScalarNonlinearFunction(:-, Any[x, u])
+            MOI.ScalarNonlinearFunction(:*, Any[x_u, F])
+        else
+            MOI.ScalarNonlinearFunction(:*, Any[-one(T), F])
+        end
+        push!(bridge.ci, MOI.add_constraint(model, g_u, MOI.LessThan(zero(T))))
+    end
+    return
+end

src/functions.jl

@@ -68,6 +68,9 @@ constant(::VariableIndex, ::Type{T}) where {T} = zero(T)
 
 Base.copy(x::VariableIndex) = x
 
+Base.isapprox(::Number, ::AbstractScalarFunction; kwargs...) = false
+Base.isapprox(::AbstractScalarFunction, ::Number; kwargs...) = false
+
 Base.isapprox(x::VariableIndex, y::VariableIndex; kwargs...) = x == y
 
 """
@@ -973,6 +976,16 @@ function Base.convert(
     return convert(VariableIndex, convert(ScalarAffineFunction{T}, f))
 end
 
+function Base.convert(
+    ::Type{VariableIndex},
+    f::ScalarNonlinearFunction,
+) where {T}
+    if f.head != :+ && length(f.args) != 1
+        throw(InexactError(:convert, VariableIndex, f))
+    end
+    return convert(VariableIndex, only(f.args))
+end
+
 # ScalarAffineFunction
 
 function Base.convert(::Type{ScalarAffineFunction{T}}, α::T) where {T}