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Add support for vector-valued MOI.set when setting new ConstraintSet (#…
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…196)
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@odow
odow authored Jan 23, 2024
1 parent dbbc82c commit e26ff8b
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60 changes: 60 additions & 0 deletions src/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -1427,6 +1427,41 @@ function MOI.set(
return
end

function MOI.set(
model::Optimizer,
::MOI.ConstraintSet,
c::Vector{MOI.ConstraintIndex{MOI.VariableIndex,S}},
s::Vector{S},
) where {S<:_SCALAR_SETS}
if length(c) != length(s)
msg = "number of constraints does not match number of sets"
throw(DimensionMismatch(msg))
end
for ci in c
MOI.throw_if_not_valid(model, ci)
end
N = length(c)
columns, lower, upper = zeros(Cint, N), zeros(Cdouble, N), zeros(Cdouble, N)
for (i, (ci, si)) in enumerate(zip(c, s))
info = _info(model, ci)
columns[i] = info.column
l, u = _bounds(si)
if S == MOI.LessThan{Float64}
info.upper = u
lower[i], upper[i] = info.lower, u
elseif S == MOI.GreaterThan{Float64}
info.lower = l
lower[i], upper[i] = l, info.upper
else
lower[i], upper[i] = l, u
info.lower, info.upper = l, u
end
end
ret = Highs_changeColsBoundsBySet(model, N, columns, lower, upper)
_check_ret(ret)
return
end

function MOI.supports(
::Optimizer,
::MOI.ConstraintName,
Expand Down Expand Up @@ -1603,6 +1638,31 @@ function MOI.set(
return
end

function MOI.set(
model::Optimizer,
::MOI.ConstraintSet,
c::Vector{MOI.ConstraintIndex{MOI.ScalarAffineFunction{Float64},S}},
s::Vector{S},
) where {S<:_SCALAR_SETS}
if length(c) != length(s)
msg = "number of constraints does not match number of sets"
throw(DimensionMismatch(msg))
end
for ci in c
MOI.throw_if_not_valid(model, ci)
end
N = length(c)
rows, lower, upper = zeros(Cint, N), zeros(Cdouble, N), zeros(Cdouble, N)
for (i, (ci, si)) in enumerate(zip(c, s))
info = _info(model, ci)
rows[i] = info.row
lower[i], upper[i] = info.lower, info.upper = _bounds(si)
end
ret = Highs_changeRowsBoundsBySet(model, N, rows, lower, upper)
_check_ret(ret)
return
end

function MOI.get(
model::Optimizer,
::MOI.ConstraintFunction,
Expand Down
170 changes: 170 additions & 0 deletions test/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -543,6 +543,176 @@ function test_quadratic_diagonal_modification()
return
end

function test_change_col_bounds_by_set_dimension_mismatch()
model = HiGHS.Optimizer()
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variables(model, 3)
c = MOI.add_constraint.(model, x, MOI.GreaterThan.(1.0:3.0))
@test_throws(
DimensionMismatch,
MOI.set(model, MOI.ConstraintSet(), c, MOI.GreaterThan.([4.0, 5.0])),
)
return
end

function test_change_col_bounds_by_set_invalid()
model = HiGHS.Optimizer()
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variable(model)
c = MOI.add_constraint(model, x, MOI.GreaterThan(0.0))
c_invalid = typeof(c)(-123456)
sets = MOI.GreaterThan.(1.0:2.0)
@test_throws(
MOI.InvalidIndex(c_invalid),
MOI.set(model, MOI.ConstraintSet(), [c, c_invalid], sets),
)
return
end

function test_change_col_bounds_by_set_greater_than()
model = HiGHS.Optimizer()
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variables(model, 3)
c = MOI.add_constraint.(model, x, MOI.GreaterThan.(1.0:3.0))
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
f = 1.0 * x[1] + x[2] + x[3]
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.optimize!(model)
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 6; atol = 1e-6)
MOI.set(
model,
MOI.ConstraintSet(),
[c[1], c[3]],
MOI.GreaterThan.([4.0, 5.0]),
)
MOI.optimize!(model)
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 11; atol = 1e-6)
@test MOI.get(model, MOI.ConstraintSet(), c) ==
MOI.GreaterThan.([4.0, 2.0, 5.0])
return
end

function test_change_col_bounds_by_set_less_than()
model = HiGHS.Optimizer()
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variables(model, 3)
c = MOI.add_constraint.(model, x, MOI.LessThan.(1.0:3.0))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
f = 1.0 * x[1] + x[2] + x[3]
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.optimize!(model)
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 6; atol = 1e-6)
MOI.set(model, MOI.ConstraintSet(), [c[1], c[3]], MOI.LessThan.([4.0, 5.0]))
MOI.optimize!(model)
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 11; atol = 1e-6)
@test MOI.get(model, MOI.ConstraintSet(), c) ==
MOI.LessThan.([4.0, 2.0, 5.0])
return
end

function test_change_col_bounds_by_set_equal_to()
model = HiGHS.Optimizer()
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variables(model, 3)
c = MOI.add_constraint.(model, x, MOI.EqualTo.(1.0:3.0))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
f = 1.0 * x[1] + x[2] + x[3]
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.optimize!(model)
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 6; atol = 1e-6)
MOI.set(model, MOI.ConstraintSet(), [c[1], c[3]], MOI.EqualTo.([4.0, 5.0]))
MOI.optimize!(model)
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 11; atol = 1e-6)
@test MOI.get(model, MOI.ConstraintSet(), c) ==
MOI.EqualTo.([4.0, 2.0, 5.0])
return
end

function test_change_row_bounds_by_set_dimension_mismatch()
model = HiGHS.Optimizer()
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variables(model, 3)
c = MOI.add_constraint.(model, 1.0 .* x, MOI.GreaterThan.(1.0:3.0))
@test_throws(
DimensionMismatch,
MOI.set(model, MOI.ConstraintSet(), c, MOI.GreaterThan.([4.0, 5.0])),
)
return
end

function test_change_row_bounds_by_set_invalid()
model = HiGHS.Optimizer()
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variable(model)
c = MOI.add_constraint(model, 1.0 .* x, MOI.GreaterThan(0.0))
c_invalid = typeof(c)(-123456)
sets = MOI.GreaterThan.(1.0:2.0)
@test_throws(
MOI.InvalidIndex(c_invalid),
MOI.set(model, MOI.ConstraintSet(), [c, c_invalid], sets),
)
return
end

function test_change_row_bounds_by_set_greater_than()
model = HiGHS.Optimizer()
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variables(model, 3)
c = MOI.add_constraint.(model, 1.0 .* x, MOI.GreaterThan.(1.0:3.0))
MOI.set(model, MOI.ObjectiveSense(), MOI.MIN_SENSE)
f = 1.0 * x[1] + x[2] + x[3]
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.optimize!(model)
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 6; atol = 1e-6)
MOI.set(
model,
MOI.ConstraintSet(),
[c[1], c[3]],
MOI.GreaterThan.([4.0, 5.0]),
)
MOI.optimize!(model)
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 11; atol = 1e-6)
@test MOI.get(model, MOI.ConstraintSet(), c) ==
MOI.GreaterThan.([4.0, 2.0, 5.0])
return
end

function test_change_row_bounds_by_set_less_than()
model = HiGHS.Optimizer()
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variables(model, 3)
c = MOI.add_constraint.(model, 1.0 .* x, MOI.LessThan.(1.0:3.0))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
f = 1.0 * x[1] + x[2] + x[3]
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.optimize!(model)
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 6; atol = 1e-6)
MOI.set(model, MOI.ConstraintSet(), [c[1], c[3]], MOI.LessThan.([4.0, 5.0]))
MOI.optimize!(model)
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 11; atol = 1e-6)
@test MOI.get(model, MOI.ConstraintSet(), c) ==
MOI.LessThan.([4.0, 2.0, 5.0])
return
end

function test_change_row_bounds_by_set_equal_to()
model = HiGHS.Optimizer()
MOI.set(model, MOI.Silent(), true)
x = MOI.add_variables(model, 3)
c = MOI.add_constraint.(model, 1.0 .* x, MOI.EqualTo.(1.0:3.0))
MOI.set(model, MOI.ObjectiveSense(), MOI.MAX_SENSE)
f = 1.0 * x[1] + x[2] + x[3]
MOI.set(model, MOI.ObjectiveFunction{typeof(f)}(), f)
MOI.optimize!(model)
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 6; atol = 1e-6)
MOI.set(model, MOI.ConstraintSet(), [c[1], c[3]], MOI.EqualTo.([4.0, 5.0]))
MOI.optimize!(model)
@test ≈(MOI.get(model, MOI.ObjectiveValue()), 11; atol = 1e-6)
@test MOI.get(model, MOI.ConstraintSet(), c) ==
MOI.EqualTo.([4.0, 2.0, 5.0])
return
end

end

TestMOIHighs.runtests()

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@odow odow commented on e26ff8b Jan 23, 2024

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Registration pull request created: JuliaRegistries/General/99352

Tip: Release Notes

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"Release notes:" and it will be added to the registry PR, and if TagBot is installed it will also be added to the
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Release notes:

## Breaking changes

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To add them here just re-invoke and the PR will be updated.

Tagging

After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.

This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via:

git tag -a v1.8.0 -m "<description of version>" e26ff8b80a81d533e0a59bf2ae88e33a1a0c3d55
git push origin v1.8.0

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