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Simplify with VariablesContainer
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@blegat
blegat committed Sep 22, 2021
1 parent ffd2893 commit 9f41f4f
Showing 1 changed file with 35 additions and 124 deletions.
159 changes: 35 additions & 124 deletions src/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
@@ -1,45 +1,10 @@
import MathOptInterface
const MOI = MathOptInterface
const MOIU = MathOptInterface.Utilities

mutable struct VariableInfo{T}
lower_bound::T # May be -Inf even if has_lower_bound == true
has_lower_bound::Bool # Implies lower_bound == Inf
upper_bound::T # May be Inf even if has_upper_bound == true
has_upper_bound::Bool # Implies upper_bound == Inf
is_fixed::Bool # Implies lower_bound == upper_bound and !has_lower_bound and !has_upper_bound.
start::Union{Nothing,T}
end

VariableInfo{T}() where {T} = VariableInfo(typemin(T), false, typemax(T), false, false, nothing)

function starting_value(v::VariableInfo{T}) where {T}
if v.start !== nothing
return v.start
else
if v.has_lower_bound && v.has_upper_bound
if zero(T) <= v.lower_bound
return v.lower_bound
elseif v.upper_bound <= zero(T)
return v.upper_bound
else
return zero(T)
end
elseif v.has_lower_bound
return max(zero(T), v.lower_bound)
else
return min(zero(T), v.upper_bound)
end
end
end

const LE{T} = MOI.LessThan{T}
const GE{T} = MOI.GreaterThan{T}
const EQ{T} = MOI.EqualTo{T}

mutable struct Optimizer{T} <: MOI.AbstractOptimizer
# Problem data.
variable_info::Vector{VariableInfo{T}}
variables::MOI.Utilities.VariablesContainer{T}
starting_values::Vector{Union{Nothing,T}}
nlp_data::Union{MOI.NLPBlockData,Nothing}
sense::MOI.OptimizationSense

Expand All @@ -54,7 +19,8 @@ end

function Optimizer{T}() where {T}
return Optimizer{T}(
VariableInfo{T}[],
MOI.Utilities.VariablesContainer{T}(),
Union{Nothing,T}[],
nothing,
MOI.FEASIBILITY_SENSE,
nothing,
Expand All @@ -77,14 +43,20 @@ function MOI.supports(::Optimizer, ::MOI.VariablePrimalStart, ::Type{MOI.Variabl
return true
end

MOI.supports_constraint(::Optimizer{T}, ::Type{MOI.VariableIndex}, ::Type{LE{T}}) where {T} = true
MOI.supports_constraint(::Optimizer{T}, ::Type{MOI.VariableIndex}, ::Type{GE{T}}) where {T} = true
MOI.supports_constraint(::Optimizer{T}, ::Type{MOI.VariableIndex}, ::Type{EQ{T}}) where {T} = true
const BOUNDS{T} = Union{MOI.LessThan{T},MOI.GreaterThan{T},MOI.EqualTo{T},MOI.Interval{T}}

function MOI.supports_constraint(
::Optimizer{T},
::Type{MOI.VariableIndex},
::Type{<:BOUNDS{T}},
) where {T}
return true
end

MOI.supports_incremental_interface(::Optimizer) = true

function MOI.copy_to(model::Optimizer, src::MOI.ModelLike)
return MOIU.default_copy_to(model, src)
return MOI.Utilities.default_copy_to(model, src)
end

MOI.get(::Optimizer, ::MOI.SolverName) = "Optim"
Expand Down Expand Up @@ -138,101 +110,40 @@ end
MOI.get(model::Optimizer, ::MOI.SolveTimeSec) = time_run(model.results)

function MOI.empty!(model::Optimizer)
empty!(model.variable_info)
MOI.empty!(model.variables)
empty!(model.starting_values)
model.nlp_data = nothing
model.sense = MOI.FEASIBILITY_SENSE
model.results = nothing
return
end

function MOI.is_empty(model::Optimizer)
return isempty(model.variable_info) &&
return MOI.is_empty(model.variables) &&
isempty(model.starting_values) &&
model.nlp_data === nothing &&
model.sense == MOI.FEASIBILITY_SENSE
end

function MOI.add_variable(model::Optimizer{T}) where {T}
push!(model.variable_info, VariableInfo{T}())
return MOI.VariableIndex(length(model.variable_info))
end
function MOI.is_valid(model::Optimizer, vi::MOI.VariableIndex)
return vi.value in eachindex(model.variable_info)
push!(model.starting_values, NaN)
return MOI.add_variable(model.variables)
end
function MOI.is_valid(model::Optimizer{T}, ci::MOI.ConstraintIndex{MOI.VariableIndex,LE{T}}) where {T}
vi = MOI.VariableIndex(ci.value)
return MOI.is_valid(model, vi) && has_upper_bound(model, vi)
end
function MOI.is_valid(model::Optimizer{T}, ci::MOI.ConstraintIndex{MOI.VariableIndex,GE{T}}) where {T}
vi = MOI.VariableIndex(ci.value)
return MOI.is_valid(model, vi) && has_lower_bound(model, vi)
end
function MOI.is_valid(model::Optimizer{T}, ci::MOI.ConstraintIndex{MOI.VariableIndex,EQ{T}}) where {T}
vi = MOI.VariableIndex(ci.value)
return MOI.is_valid(model, vi) && is_fixed(model, vi)
function MOI.is_valid(model::Optimizer, index::Union{MOI.VariableIndex,MOI.ConstraintIndex})
return MOI.is_valid(model.variables, index)
end

function has_upper_bound(model::Optimizer, vi::MOI.VariableIndex)
return model.variable_info[vi.value].has_upper_bound
function MOI.add_constraint(model::Optimizer{T}, vi::MOI.VariableIndex, set::BOUNDS{T}) where {T}
return MOI.add_constraint(model.variables, vi, set)
end

function has_lower_bound(model::Optimizer, vi::MOI.VariableIndex)
return model.variable_info[vi.value].has_lower_bound
end

function is_fixed(model::Optimizer, vi::MOI.VariableIndex)
return model.variable_info[vi.value].is_fixed
end

function MOI.add_constraint(model::Optimizer{T}, vi::MOI.VariableIndex, lt::LE{T}) where {T}
MOI.throw_if_not_valid(model, vi)
if isnan(lt.upper)
error("Invalid upper bound value $(lt.upper).")
end
if has_upper_bound(model, vi)
throw(MOI.UpperBoundAlreadySet{typeof(lt),typeof(lt)}(vi))
end
if is_fixed(model, vi)
throw(MOI.UpperBoundAlreadySet{EQ{T},typeof(lt)}(vi))
end
model.variable_info[vi.value].upper_bound = lt.upper
model.variable_info[vi.value].has_upper_bound = true
return MOI.ConstraintIndex{MOI.VariableIndex,LE{T}}(vi.value)
end

function MOI.add_constraint(model::Optimizer{T}, vi::MOI.VariableIndex, gt::MOI.GreaterThan{T}) where {T}
MOI.throw_if_not_valid(model, vi)
if isnan(gt.lower)
error("Invalid lower bound value $(gt.lower).")
end
if has_lower_bound(model, vi)
throw(MOI.LowerBoundAlreadySet{typeof(gt),typeof(gt)}(vi))
end
if is_fixed(model, vi)
throw(MOI.LowerBoundAlreadySet{EQ{T},typeof(gt)}(vi))
end
model.variable_info[vi.value].lower_bound = gt.lower
model.variable_info[vi.value].has_lower_bound = true
return MOI.ConstraintIndex{MOI.VariableIndex,GE{T}}(vi.value)
end

function MOI.add_constraint(model::Optimizer{T}, vi::MOI.VariableIndex, eq::EQ{T}) where {T}
MOI.throw_if_not_valid(model, vi)
if isnan(eq.value)
error("Invalid fixed value $(gt.lower).")
end
if has_lower_bound(model, vi)
throw(MOI.LowerBoundAlreadySet{GE{T},typeof(eq)}(vi))
end
if has_upper_bound(model, vi)
throw(MOI.UpperBoundAlreadySet{LE{T},typeof(eq)}(vi))
end
if is_fixed(model, vi)
throw(MOI.LowerBoundAlreadySet{typeof(eq),typeof(eq)}(vi))
function starting_value(optimizer::Optimizer{T}, i) where {T}
if optimizer.starting_values[i] !== nothing
return optimizer.starting_values[i]
else
v = optimizer.variables
return min(max(zero(T), v.lower[i]), v.upper[i])
end
model.variable_info[vi.value].lower_bound = eq.value
model.variable_info[vi.value].upper_bound = eq.value
model.variable_info[vi.value].is_fixed = true
return MOI.ConstraintIndex{MOI.VariableIndex,EQ{T}}(vi.value)
end

function MOI.set(
Expand All @@ -242,7 +153,7 @@ function MOI.set(
value::Union{Real,Nothing},
)
MOI.throw_if_not_valid(model, vi)
model.variable_info[vi.value].start = value
model.starting_values[vi.value] = value
return
end

Expand Down Expand Up @@ -337,7 +248,7 @@ function MOI.optimize!(model::Optimizer{T}) where {T}
H_nzval = zeros(T, length(hessian_structure))
end

initial_x = starting_value.(model.variable_info)
initial_x = starting_value.(model, eachindex(model.starting_values))
options = copy(model.options)
has_bounds = any(info -> info.is_fixed || info.has_upper_bound || info.has_lower_bound, model.variable_info)
if has_bounds
Expand Down Expand Up @@ -443,10 +354,10 @@ function MOI.get(model::Optimizer, attr::MOI.VariablePrimal, vi::MOI.VariableInd
end

function MOI.get(
model::Optimizer,
model::Optimizer{T},
attr::MOI.ConstraintPrimal,
ci::MOI.ConstraintIndex{MOI.VariableIndex,<:Union{LE,MOI.GreaterThan{Float64},EQ}},
)
ci::MOI.ConstraintIndex{MOI.VariableIndex,<:BOUNDS{T}},
) where {T}
MOI.check_result_index_bounds(model, attr)
MOI.throw_if_not_valid(model, ci)
return minimizer(model.results)[ci.value]
Expand Down

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