robustifies MOI term collection

SciML · Nov 26, 2022 · f4d9cb5 · f4d9cb5
1 parent af4f33c
commit f4d9cb5
Showing 1 changed file with 14 additions and 10 deletions.
diff --git a/lib/OptimizationMOI/src/moi.jl b/lib/OptimizationMOI/src/moi.jl
@@ -152,7 +152,7 @@ function SciMLBase.__solve(cache::MOIOptimizationCache)
                                      maxtime = maxtime,
                                      cache.solver_args...)
 
-    θ = _add_moi_variables!(opt_setup, cache)
+    Theta = _add_moi_variables!(opt_setup, cache)
     MOI.set(opt_setup,
             MOI.ObjectiveSense(),
             cache.sense === Optimization.MaxSense ? MOI.MAX_SENSE : MOI.MIN_SENSE)
@@ -161,7 +161,7 @@ function SciMLBase.__solve(cache::MOIOptimizationCache)
         for cons_expr in cache.cons_expr
             expr = _replace_parameter_indices!(repl_getindex!(deepcopy(cons_expr.args[2])), # f(x) == 0 or f(x) <= 0
                                                cache.p)
-            fixpoint_simplify_and_expand!(expr)
+            expr = fixpoint_simplify_and_expand!(expr; iter_max = length(Theta)^2)
             func, c = try
                 get_moi_function(expr) # find: f(x) + c == 0 or f(x) + c <= 0
             catch e
@@ -183,7 +183,7 @@ function SciMLBase.__solve(cache::MOIOptimizationCache)
 
     # objective
     expr = _replace_parameter_indices!(repl_getindex!(deepcopy(cache.expr)), cache.p)
-    fixpoint_simplify_and_expand!(expr)
+    expr = fixpoint_simplify_and_expand!(expr; iter_max = length(Theta)^2)
     func, c = try
         get_moi_function(expr)
     catch e
@@ -197,11 +197,11 @@ function SciMLBase.__solve(cache::MOIOptimizationCache)
 
     MOI.optimize!(opt_setup)
     if MOI.get(opt_setup, MOI.ResultCount()) >= 1
-        minimizer = MOI.get(opt_setup, MOI.VariablePrimal(), θ)
+        minimizer = MOI.get(opt_setup, MOI.VariablePrimal(), Theta)
         minimum = MOI.get(opt_setup, MOI.ObjectiveValue())
         opt_ret = Symbol(string(MOI.get(opt_setup, MOI.TerminationStatus())))
     else
-        minimizer = fill(NaN, length(θ))
+        minimizer = fill(NaN, length(Theta))
         minimum = NaN
         opt_ret = :Default
     end
@@ -282,10 +282,10 @@ function simplify_and_expand!(expr::Expr) # looks awful but is actually much fas
     return expr
 end
 
-function fixpoint_simplify_and_expand!(expr; iter_max = 1000)
+function fixpoint_simplify_and_expand!(expr; iter_max = Inf)
     i = 1
-    while i < iter_max
-        expr_old = copy(expr)
+    while i < iter_max # unsure that this returns
+        expr_old = deepcopy(expr)
         expr = simplify_and_expand!(expr)
         expr_old == expr && break
         i += 1
@@ -305,7 +305,7 @@ function collect_moi_terms!(expr::Expr, affine_terms, quadratic_terms, constant)
                 collect_moi_terms!(expr.args[i], affine_terms, quadratic_terms, constant)
             end
         elseif expr.args[1] == :(*)
-            if expr.args[2] isa Number
+            if expr.args[2] isa Number && isa(expr.args[3], Expr)
                 if expr.args[3].head == :call && expr.args[3].args[1] == :(*) # a::Number * (x[i] * x[j])
                     x1 = _get_variable_index_from_expr(expr.args[3].args[2])
                     x2 = _get_variable_index_from_expr(expr.args[3].args[3])
@@ -318,7 +318,9 @@ function collect_moi_terms!(expr::Expr, affine_terms, quadratic_terms, constant)
                           MOI.ScalarAffineTerm(Float64(expr.args[2]),
                                                _get_variable_index_from_expr(expr.args[3])))
                 end
-            else
+            elseif isa(expr.args[2], Number) && isa(expr.args[3], Number) # a::Number * b::Number
+                constant[] += expr.args[2] * expr.args[3]
+            elseif isa(expr.args[2], Expr) && isa(expr.args[3], Expr)
                 if expr.args[2].head == :call && expr.args[2].args[1] == :(*) &&
                    expr.args[2].args[2] isa Number # (a::Number * x[i]) * x[j]
                     x1 = _get_variable_index_from_expr(expr.args[2].args[3])
@@ -335,6 +337,8 @@ function collect_moi_terms!(expr::Expr, affine_terms, quadratic_terms, constant)
                           MOI.ScalarQuadraticTerm(factor,
                                                   x1, x2))
                 end
+            else
+                throw(MalformedExprException("$expr"))
             end
         end
     elseif expr.head == :ref # x[i]