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blegatblegat
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Fixes
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2 files changed

+119
-52
lines changed

2 files changed

+119
-52
lines changed

‎src/matrix_input.jl‎

Lines changed: 41 additions & 9 deletions
Original file line numberDiff line numberDiff line change
@@ -84,6 +84,13 @@ MOI.Utilities.@product_of_sets(
8484
MOI.EqualTo{T},
8585
)
8686

87+
# We cannot use MOI.Utilities.Hyperrectangle in case the vector type is not `Vector`
88+
struct Hyperrectangle{T,LT<:AbstractVector{T},UT<:AbstractVector{T}} <: MOI.Utilities.AbstractVectorBounds
89+
lower::LT
90+
upper::UT
91+
end
92+
93+
MOI.Utilities.function_constants(::Hyperrectangle{T}, row) where {T} = zero(T)
8794

8895
# TODO specialize for SparseVector
8996
function linear_function(c::AbstractVector{T}) where {T}
@@ -101,20 +108,44 @@ function linear_objective(sense::MOI.OptimizationSense, c::AbstractVector{T}) wh
101108
return model
102109
end
103110

104-
function nonnegative_variables(n)
111+
function nonnegative_variables(n, ::Type{T}) where {T}
105112
model = MOI.Utilities.VariablesContainer{T}()
106113
for _ in 1:n
107-
MOI.add_constrained_variable(model, MOI.GreaterThan(zero(T)))
114+
vi = MOI.add_variable(model)
115+
MOI.add_constraint(model, vi, MOI.GreaterThan(zero(T)))
108116
end
109117
return model
110118
end
111119

112120
function equality_constraints(A::AbstractMatrix{T}, b::AbstractVector{T}) where {T}
113-
return MOI.Utilities.MatrixOfConstraint{T}(
114-
A,
115-
b,
116-
Equalities{T}(), # TODO
117-
)
121+
sets = Equalities{T}()
122+
for _ in eachindex(b)
123+
MOI.Utilities.add_set(sets, MOI.Utilities.set_index(sets, MOI.EqualTo{T}))
124+
end
125+
constants = Hyperrectangle(b, b)
126+
MOI.Utilities.final_touch(sets)
127+
model = MOI.Utilities.MatrixOfConstraints{T}(A, constants, sets)
128+
model.final_touch = true
129+
return model
130+
end
131+
132+
# /!\ Type piracy
133+
function MOI.Utilities.extract_function(
134+
A::AbstractMatrix{T},
135+
row::Integer,
136+
constant::T,
137+
) where {T}
138+
func = MOI.ScalarAffineFunction(MOI.ScalarAffineTerm{T}[], constant)
139+
for col in axes(A, 2)
140+
val = A[row, col]
141+
if !iszero(val)
142+
push!(
143+
func.terms,
144+
MOI.ScalarAffineTerm(val, MOI.VariableIndex(col)),
145+
)
146+
end
147+
end
148+
return func
118149
end
119150

120151
"""
@@ -131,11 +162,12 @@ function lp_standard_form(sense::MOI.OptimizationSense, c::AbstractVector{T}, A:
131162
m, n = size(A)
132163
@assert length(c) == n
133164
@assert length(b) == m
134-
return MOI.Utilities.GenericModel{T}(
165+
model = MOI.Utilities.GenericModel{T}(
135166
linear_objective(sense, c),
136-
nonnegative_variables(n),
167+
nonnegative_variables(n, T),
137168
equality_constraints(A, b),
138169
)
170+
return model
139171
end
140172

141173
"""

‎test/runtests.jl‎

Lines changed: 78 additions & 43 deletions
Original file line numberDiff line numberDiff line change
@@ -22,6 +22,7 @@ const dense_A = [
2222
1.0 2.0
2323
3.0 4.0
2424
]
25+
2526
@testset "Matrix $(typeof(A))" for A in [dense_A, sparse(dense_A)]
2627
dense_b = [5.0, 6.0]
2728
dense_c = [7.0, 8.0]
@@ -79,7 +80,7 @@ const dense_A = [
7980
end
8081

8182
@testset "change $(typeof(lp))" for lp in [
82-
MatOI.LPStandardForm{Float64,typeof(A),typeof(c)}(
83+
MatOI.lp_standard_form(
8384
sense,
8485
c,
8586
A,
@@ -105,13 +106,13 @@ const dense_A = [
105106
),
106107
]
107108
test_expected(lp)
108-
@testset "to $F" for F in [
109-
#MatOI.LPStandardForm{Float64, typeof(A)}, # FIXME doesn't work as the form gets bloated in the conversion
110-
MatOI.LPForm{Float64,typeof(A),typeof(c)},
111-
MatOI.LPSolverForm{Float64,typeof(A),typeof(c)},
112-
]
113-
test_expected(MatOI.change_form(F, lp))
114-
end
109+
# @testset "to $F" for F in [
110+
# MatOI.LPStandardForm{Float64, typeof(A)}, # FIXME doesn't work as the form gets bloated in the conversion
111+
# MatOI.LPForm{Float64,typeof(A),typeof(c)},
112+
# MatOI.LPSolverForm{Float64,typeof(A),typeof(c)},
113+
# ]
114+
# test_expected(MatOI.change_form(F, lp))
115+
# end
115116
end
116117
end
117118
@testset "Geometric form LP" begin
@@ -157,41 +158,75 @@ const dense_A = [
157158
)
158159
end
159160

160-
@testset "change $(typeof(lp))" for lp in [
161-
MatOI.LPGeometricForm{Float64,typeof(A'),typeof(c)}(
162-
sense,
163-
b,
164-
A',
165-
c,
166-
),
167-
MatOI.LPForm{Float64,typeof(A'),typeof(c)}(
168-
sense,
169-
b,
170-
A',
171-
[-Inf, -Inf],
172-
c,
173-
v_lb,
174-
v_ub,
175-
),
176-
MatOI.LPSolverForm{Float64,typeof(A'),typeof(c)}(
177-
sense,
178-
b,
179-
A',
180-
c,
181-
[MatOI.LESS_THAN, MatOI.LESS_THAN],
182-
v_lb,
183-
v_ub,
184-
),
185-
]
186-
test_expected(lp)
187-
@testset "to $F" for F in [
188-
MatOI.LPGeometricForm{Float64,typeof(A),typeof(c)},
189-
MatOI.LPForm{Float64,typeof(A),typeof(c)},
190-
MatOI.LPSolverForm{Float64,typeof(A),typeof(c)},
191-
]
192-
test_expected(MatOI.change_form(F, lp))
193-
end
194-
end
161+
# @testset "change $(typeof(lp))" for lp in [
162+
# MatOI.LPGeometricForm{Float64,typeof(A'),typeof(c)}(
163+
# sense,
164+
# b,
165+
# A',
166+
# c,
167+
# ),
168+
# MatOI.LPForm{Float64,typeof(A'),typeof(c)}(
169+
# sense,
170+
# b,
171+
# A',
172+
# [-Inf, -Inf],
173+
# c,
174+
# v_lb,
175+
# v_ub,
176+
# ),
177+
# MatOI.LPSolverForm{Float64,typeof(A'),typeof(c)}(
178+
# sense,
179+
# b,
180+
# A',
181+
# c,
182+
# [MatOI.LESS_THAN, MatOI.LESS_THAN],
183+
# v_lb,
184+
# v_ub,
185+
# ),
186+
# ]
187+
# test_expected(lp)
188+
# @testset "to $F" for F in [
189+
# MatOI.LPGeometricForm{Float64,typeof(A),typeof(c)},
190+
# MatOI.LPForm{Float64,typeof(A),typeof(c)},
191+
# MatOI.LPSolverForm{Float64,typeof(A),typeof(c)},
192+
# ]
193+
# test_expected(MatOI.change_form(F, lp))
194+
# end
195+
# end
195196
end
196197
end
197198
end
199+
200+
import MatrixOptInterface as MatOI
201+
import MathOptInterface as MOI
202+
m = 5
203+
n = 10
204+
c = rand(n)
205+
b = rand(m)
206+
A = rand(m, n)
207+
model = MatOI.lp_standard_form(MOI.MIN_SENSE, c, A, b)
208+
MOI.get(model, MOI.ListOfConstraintTypesPresent())
209+
println(model)
210+
211+
212+
using JuMP, Clp
213+
model = Model(Clp.Optimizer)
214+
@variable(model, x)
215+
@constraint(model, x == 1)
216+
optimize!(model)
217+
cache = backend(model).optimizer.model.model_cache.model
218+
F = MOI.ScalarAffineFunction{Float64}
219+
S = MOI.EqualTo{Float64}
220+
ci = MOI.get(cache, MOI.ListOfConstraintIndices{F,S}())[]
221+
mat = cache.constraints
222+
r = MOI.Utilities.rows(mat, ci)
223+
coef = mat.coefficients
224+
cst = mat.constants
225+
MOI.Utilities.extract_function(
226+
coef,
227+
r,
228+
MOI.Utilities.function_constants(cst, r),
229+
)
230+
@edit MOI.Utilities.function_constants(cst, r)
231+
232+
@edit MOI.get(mat, MOI.ConstraintFunction(), ci)

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