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Add support for starting values
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@blegat
blegat committed Nov 10, 2023
1 parent 208b284 commit fef88eb
Showing 1 changed file with 110 additions and 17 deletions.
127 changes: 110 additions & 17 deletions src/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -319,9 +319,57 @@ function _get_at_index(
return _get(optimizer, attr, ci_primal, ci_dual)[idx]
end

_minus(::Nothing) = nothing
_minus(x) = -x

function _dual_attribute(attr::MOI.VariablePrimal)
return MOI.ConstraintDual(attr.result_index)
end

function _dual_attribute(attr::MOI.VariablePrimalStart)
return MOI.ConstraintDualStart()
end

function _dual_attribute(attr::MOI.ConstraintDual)
return MOI.ConstraintPrimal(attr.result_index)
end

function _dual_attribute(attr::MOI.ConstraintDualStart)
return MOI.ConstraintPrimalStart()
end

function _variable_dual_attribute(attr::MOI.ConstraintDual)
return MOI.VariablePrimal(attr.result_index)
end

function _variable_dual_attribute(attr::MOI.ConstraintDualStart)
return MOI.VariablePrimalStart()
end


function MOI.set(
optimizer::DualOptimizer,
::MOI.VariablePrimalStart,
vi::MOI.VariableIndex,
value,
)
primal_dual_map = optimizer.dual_problem.primal_dual_map
if vi in keys(primal_dual_map.constrained_var_idx)
error("Setting starting value for variables constrained at creation is not supported yet")
else
MOI.set(
optimizer.dual_problem.dual_model,
_dual_attribute(attr),
get_ci_dual_problem(optimizer, vi),
_minus(value),
)
end
return
end

function MOI.get(
optimizer::DualOptimizer,
::MOI.VariablePrimal,
::Union{MOI.VariablePrimal,MOI.VariablePrimalStart},
vi::MOI.VariableIndex,
)
primal_dual_map = optimizer.dual_problem.primal_dual_map
Expand All @@ -330,23 +378,43 @@ function MOI.get(
ci_dual = primal_dual_map.constrained_var_dual[ci_primal]
return _get_at_index(
optimizer,
MOI.ConstraintDual(),
_dual_attribute(attr),
ci_primal,
ci_dual,
idx,
)
else
return -MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintDual(),
_dual_attribute(attr),
get_ci_dual_problem(optimizer, vi),
)
end
end

function MOI.set(
optimizer::DualOptimizer,
attr::MOI.ConstraintDualStart,
ci::MOI.ConstraintIndex,
value,
)
primal_dual_map = optimizer.dual_problem.primal_dual_map
if ci in keys(primal_dual_map.constrained_var_dual)
error("Setting starting value for variables constrained at creation is not supported yet")
else
MOI.set(
optimizer.dual_problem.dual_model,
_variable_dual_attribute(attr),
get_vi_dual_problem(optimizer, ci),
value,
)
end
return
end

function MOI.get(
optimizer::DualOptimizer,
attr::MOI.ConstraintDual,
attr::Union{MOI.ConstraintDual,MOI.ConstraintDualStart},
ci::MOI.ConstraintIndex{F,S},
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
primal_dual_map = optimizer.dual_problem.primal_dual_map
Expand All @@ -358,7 +426,7 @@ function MOI.get(
) do vi
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.VariablePrimal(),
_variable_dual_attribute(attr),
vi,
)
end
Expand All @@ -370,21 +438,21 @@ function MOI.get(
)
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintPrimal(),
_dual_attribute(attr),
ci_dual,
) - MOI.constant(set)
else
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.VariablePrimal(),
_variable_dual_attribute(attr),
get_vi_dual_problem(optimizer, ci),
)
end
end

function MOI.get(
optimizer::DualOptimizer,
::MOI.ConstraintDual,
attr::Union{MOI.ConstraintDual,MOI.ConstraintDualStart},
ci::MOI.ConstraintIndex{F,S},
) where {F<:MOI.AbstractVectorFunction,S<:MOI.AbstractVectorSet}
primal_dual_map = optimizer.dual_problem.primal_dual_map
Expand All @@ -396,35 +464,60 @@ function MOI.get(
) do vi
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.VariablePrimal(),
_variable_dual_attribute(attr),
vi,
)
end
end
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintPrimal(),
_dual_attribute(attr),
primal_dual_map.constrained_var_dual[ci],
)
else
return MOI.get.(
optimizer.dual_problem.dual_model,
MOI.VariablePrimal(),
_variable_dual_attribute(attr),
get_vis_dual_problem(optimizer, ci),
)
end
end

function MOI.set(
optimizer::DualOptimizer,
attr::MOI.ConstraintPrimalStart,
ci::MOI.ConstraintIndex{F},
value,
) where {F<:MOI.AbstractScalarFunction}
primal_dual_map = optimizer.dual_problem.primal_dual_map
if ci in keys(primal_dual_map.constrained_var_dual)
error("Setting starting value for variables constrained at creation is not supported yet")
elseif haskey(primal_dual_map.primal_con_dual_con, ci)
# If it has no key then there is no dual constraint
ci_dual_problem = get_ci_dual_problem(optimizer, ci)
if !isnothing(value) && (F <: MOI.AbstractScalarFunction)
value -= get_primal_ci_constant(optimizer, ci)
end
MOI.set(
optimizer.dual_problem.dual_model,
_dual_attribute(attr),
ci_dual_problem,
value,
)
end
return
end

function MOI.get(
optimizer::DualOptimizer,
::MOI.ConstraintPrimal,
attr::Union{MOI.ConstraintPrimal,MOI.ConstraintPrimalStart},
ci::MOI.ConstraintIndex{F,S},
) where {F<:MOI.AbstractScalarFunction,S<:MOI.AbstractScalarSet}
primal_dual_map = optimizer.dual_problem.primal_dual_map
if ci in keys(primal_dual_map.constrained_var_dual)
return _get(
optimizer,
MOI.ConstraintDual(),
_dual_attribute(attr),
ci,
primal_dual_map.constrained_var_dual[ci],
)
Expand All @@ -437,22 +530,22 @@ function MOI.get(
ci_dual_problem = get_ci_dual_problem(optimizer, ci)
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintDual(),
_dual_attribute(attr),
ci_dual_problem,
) - primal_ci_constant
end
end

function MOI.get(
optimizer::DualOptimizer{T},
::MOI.ConstraintPrimal,
attr::Union{MOI.ConstraintPrimal,MOI.ConstraintPrimalStart},
ci::MOI.ConstraintIndex{F,S},
) where {T,F<:MOI.AbstractVectorFunction,S<:MOI.AbstractVectorSet}
primal_dual_map = optimizer.dual_problem.primal_dual_map
if ci in keys(primal_dual_map.constrained_var_dual)
return _get(
optimizer,
MOI.ConstraintDual(),
_dual_attribute(attr),
ci,
primal_dual_map.constrained_var_dual[ci],
)
Expand All @@ -466,7 +559,7 @@ function MOI.get(
ci_dual_problem = get_ci_dual_problem(optimizer, ci)
return MOI.get(
optimizer.dual_problem.dual_model,
MOI.ConstraintDual(),
_dual_attribute(attr),
ci_dual_problem,
)
end
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