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Fix performance of adding SecondOrderCone constraints #561

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May 14, 2024
Merged

Fix performance of adding SecondOrderCone constraints #561

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21 changes: 10 additions & 11 deletions src/MOI_wrapper/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -4,10 +4,8 @@
# 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.

import MathOptInterface

const MOI = MathOptInterface
const CleverDicts = MOI.Utilities.CleverDicts
import MathOptInterface as MOI
import MathOptInterface.Utilities: CleverDicts

@enum(
_BoundType,
Expand All @@ -18,6 +16,7 @@ const CleverDicts = MOI.Utilities.CleverDicts
_INTERVAL,
_EQUAL_TO
)

@enum(
_ObjectiveType,
_SINGLE_VARIABLE,
Expand Down Expand Up @@ -4292,13 +4291,13 @@ function MOI.add_constraint(

# First, check the lower bound on t.
t_info = _info(model, f.variables[1])
lb = _get_variable_lower_bound(model, t_info)
if isnan(t_info.lower_bound_if_soc) && lb < 0.0
# If `t_info.lower_bound_if_bounded` is active, this just makes
# `t_info.lower_bound_if_soc` equal to it. If `lower_bound_if_bounded`
# is set after, then it will call `_set_variable_lower_bound` and
# update `lower_bound_if_soc` accordingly.
t_info.lower_bound_if_soc = lb
# Check `.lower_bound_if_bounded` instead of `_get_variable_lower_bound` so
# that we don't incur a call to `GRBupdate`.
lb = t_info.lower_bound_if_bounded
if isnan(t_info.lower_bound_if_soc) && (isnan(lb) || lb < 0.0)
# If `isnan(lb)`, then we haven't set a bound. The default should be
# Gurobi's default. This is necessary for when we delete SOC constraints.
t_info.lower_bound_if_soc = isnan(lb) ? -GRB_INFINITY : lb
ret = GRBsetdblattrelement(model, "LB", Cint(t_info.column - 1), 0.0)
_check_ret(model, ret)
end
Expand Down
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