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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,300 @@ | ||
| # Copyright (c) 2015 Dahua Lin, Miles Lubin, Joey Huchette, Iain Dunning, and | ||
| # contributors | ||
| # | ||
| # 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. | ||
|
|
||
| const _OPCODE_MAP = Dict( | ||
| :+ => GRB_OPCODE_PLUS, | ||
| :- => GRB_OPCODE_MINUS, | ||
| :* => GRB_OPCODE_MULTIPLY, | ||
| :/ => GRB_OPCODE_DIVIDE, | ||
| # GRB_OPCODE_UMINUS 6 | ||
| # GRB_OPCODE_SQUARE 7 | ||
| :sqrt => GRB_OPCODE_SQRT, | ||
| :sin => GRB_OPCODE_SIN, | ||
| :cos => GRB_OPCODE_COS, | ||
| :tan => GRB_OPCODE_TAN, | ||
| :^ => GRB_OPCODE_POW, | ||
| :exp => GRB_OPCODE_EXP, | ||
| :log => GRB_OPCODE_LOG, | ||
| :log2 => GRB_OPCODE_LOG2, | ||
| :log10 => GRB_OPCODE_LOG10, | ||
| :logistic => GRB_OPCODE_LOGISTIC, | ||
| ) | ||
|
|
||
| function MOI.supports_constraint( | ||
| ::Optimizer, | ||
| ::Type{MOI.ScalarNonlinearFunction}, | ||
| ::Type{ | ||
| <:Union{ | ||
| MOI.LessThan{Float64}, | ||
| MOI.GreaterThan{Float64}, | ||
| MOI.EqualTo{Float64}, | ||
| }, | ||
| }, | ||
| ) | ||
| return _GUROBI_VERSION >= v"12.0.0" | ||
| end | ||
|
|
||
| function _info( | ||
| model::Optimizer, | ||
| c::MOI.ConstraintIndex{MOI.ScalarNonlinearFunction,S}, | ||
| ) where {S} | ||
| if haskey(model.nl_constraint_info, c.value) | ||
| return model.nl_constraint_info[c.value] | ||
| end | ||
| return throw(MOI.InvalidIndex(c)) | ||
| end | ||
|
|
||
| function _add_expression_tree_constant( | ||
| opcode::Vector{Cint}, | ||
| data::Vector{Cdouble}, | ||
| parent::Vector{Cint}, | ||
| coeff::Float64, | ||
| index::Cint, | ||
| ) | ||
| append!(opcode, GRB_OPCODE_CONSTANT) | ||
| append!(data, coeff) | ||
| return append!(parent, index) | ||
| end | ||
|
|
||
| function _add_expression_tree_variable( | ||
| opcode::Vector{Cint}, | ||
| data::Vector{Cdouble}, | ||
| parent::Vector{Cint}, | ||
| coeff::Float64, | ||
| var::MOI.VariableIndex, | ||
| var_index::Cint, | ||
| current_index::Cint, | ||
| parent_index::Cint, | ||
| ) | ||
| if coeff > 1.0 | ||
| append!(opcode, GRB_OPCODE_MULTIPLY) | ||
| append!(data, -1.0) | ||
| append!(parent, parent_index) | ||
|
|
||
| _add_expression_tree_constant( | ||
| opcode, | ||
| data, | ||
| parent, | ||
| coeff, | ||
| current_index, | ||
| ) | ||
|
|
||
| append!(opcode, GRB_OPCODE_VARIABLE) | ||
| append!(data, var_index) | ||
| append!(parent, current_index) | ||
| else | ||
| append!(data, var_index) | ||
| append!(opcode, GRB_OPCODE_VARIABLE) | ||
| append!(parent, parent_index) | ||
| end | ||
| end | ||
|
|
||
| # Check if a nonlinear is actually just a constant | ||
| function _check_nonlinear_constant(expr) | ||
| return ( | ||
| typeof(expr) == MOI.ScalarNonlinearFunction && | ||
| expr.head in [:+, :-] && | ||
| length(expr.args) == 1 && | ||
| typeof(expr.args[1]) == Float64 | ||
| ) | ||
| end | ||
|
|
||
| # Check if a nonlinear is actually just an affine expression | ||
| # Cases: | ||
| # 1. constant * var | ||
| # 2. +/- var | ||
| # 3. +/- constant * var | ||
| function _check_nonlinear_affine(expr) | ||
| return typeof(expr) == MOI.ScalarNonlinearFunction && ( | ||
| ( # Case 1. | ||
| expr.head == :* && | ||
| length(expr.args) == 2 && | ||
| typeof(expr.args[2]) == MOI.VariableIndex | ||
| ) || ( # Cases 2. and 3. | ||
| expr.head in [:+, :-] && | ||
| length(expr.args) == 1 && | ||
| ( | ||
| typeof(expr.args[1]) == MOI.VariableIndex || | ||
| _check_nonlinear_affine(expr.args[1]) | ||
| ) | ||
| ) | ||
| ) | ||
| end | ||
|
|
||
| function _process_nonlinear( | ||
| model::Optimizer, | ||
| f, | ||
| opcode::Vector{Cint}, | ||
| data::Vector{Cdouble}, | ||
| parent::Vector{Cint}, | ||
| ) | ||
| # TODO: use type hints here instead of Any | ||
| stack = Vector{Tuple{Any,Cint}}([(f, Cint(-1))]) | ||
| current_index = Cint(-1) | ||
|
|
||
| while length(stack) != 0 | ||
| current_index += Cint(1) | ||
| s, parent_index = pop!(stack) | ||
|
|
||
| if typeof(s) == MOI.ScalarNonlinearFunction | ||
| ret = get(_OPCODE_MAP, s.head, nothing) | ||
| if ret === nothing | ||
| throw(MOI.UnsupportedNonlinearOperator(s.head)) | ||
| elseif s.head == :- && length(s.args) == 1 # Special handling for unary - | ||
| append!(opcode, GRB_OPCODE_UMINUS) | ||
| elseif !_check_nonlinear_affine(s) && !_check_nonlinear_constant(s) | ||
| append!(opcode, ret) | ||
| append!(data, -1.0) | ||
| append!(parent, parent_index) | ||
| end | ||
|
|
||
| for expr in reverse(s.args) | ||
| push!(stack, (expr, current_index)) | ||
| end | ||
| elseif typeof(s) == MOI.VariableIndex | ||
| _add_expression_tree_variable( | ||
| opcode, | ||
| data, | ||
| parent, | ||
| 1.0, | ||
| s, | ||
| c_column(model, s), | ||
| current_index, | ||
| parent_index, | ||
| ) | ||
| elseif typeof(s) == MOI.ScalarAffineFunction{Float64} | ||
| for term in s.terms | ||
| var_index = c_column(model, term.variable) | ||
| coeff = term.coefficient | ||
| _add_expression_tree_variable( | ||
| opcode, | ||
| data, | ||
| parent, | ||
| coeff, | ||
| term.variable, | ||
| var_index, | ||
| current_index, | ||
| parent_index, | ||
| ) | ||
| end | ||
| elseif typeof(s) == Float64 | ||
| _add_expression_tree_constant(opcode, data, parent, s, parent_index) | ||
| else | ||
| throw(MOI.UnsupportedAttribute(s)) | ||
| end | ||
| end | ||
|
|
||
| return | ||
| end | ||
|
|
||
| function MOI.add_constraint( | ||
| model::Optimizer, | ||
| f::MOI.ScalarNonlinearFunction, | ||
| s::_SCALAR_SETS, | ||
| ) | ||
| opcode = Vector{Cint}() | ||
| data = Vector{Cdouble}() | ||
| parent = Vector{Cint}() | ||
|
|
||
| f_with_rhs = f | ||
| sense, rhs = _sense_and_rhs(s) | ||
|
|
||
| if rhs > 0 | ||
| f_with_rhs = MOI.ScalarNonlinearFunction(:-, Any[f, rhs]) | ||
| elseif rhs < 0 | ||
| f_with_rhs = MOI.ScalarNonlinearFunction(:+, Any[f, rhs]) | ||
| end | ||
|
|
||
| _process_nonlinear(model, f_with_rhs, opcode, data, parent) | ||
|
|
||
| # Add resultant variable | ||
| vi, ci = MOI.add_constrained_variable(model, s) | ||
|
|
||
| ret = GRBaddgenconstrNL( | ||
| model, | ||
| C_NULL, | ||
| c_column(model, vi), | ||
| length(opcode), | ||
| opcode, | ||
| data, | ||
| parent, | ||
| ) | ||
| _check_ret(model, ret) | ||
| _require_update(model, model_change = true) | ||
| model.last_constraint_index += 1 | ||
| model.nl_constraint_info[model.last_constraint_index] = | ||
| _ConstraintInfo(length(model.nl_constraint_info) + 1, s) | ||
| return MOI.ConstraintIndex{MOI.ScalarNonlinearFunction,typeof(s)}( | ||
| model.last_constraint_index, | ||
| ) | ||
| end | ||
|
|
||
| function MOI.is_valid( | ||
| model::Optimizer, | ||
| c::MOI.ConstraintIndex{MOI.ScalarNonlinearFunction,S}, | ||
| ) where {S} | ||
| info = get(model.nl_constraint_info, c.value, nothing) | ||
| return info !== nothing && typeof(info.set) == S | ||
| end | ||
|
|
||
| function MOI.delete( | ||
| model::Optimizer, | ||
| c::MOI.ConstraintIndex{MOI.ScalarNonlinearFunction,S}, | ||
| ) where {S} | ||
| info = _info(model, c) | ||
| ret = GRBdelgenconstrs(model, 1, Ref{Cint}(info.row - 1)) | ||
| _check_ret(model, ret) | ||
| for (key, info_2) in model.nl_constraint_info | ||
| if info_2.row > info.row | ||
| info_2.row -= 1 | ||
| end | ||
| end | ||
| delete!(model.nl_constraint_info, c.value) | ||
| model.name_to_constraint_index = nothing | ||
| _update_if_necessary(model, force = true) | ||
| return | ||
| end | ||
|
|
||
|
|
||
|
|
||
| # TODO: all the functions below | ||
|
|
||
| function MOI.get( | ||
| model::Optimizer, | ||
| ::MOI.ConstraintSet, | ||
| c::MOI.ConstraintIndex{MOI.ScalarNonlinearFunction,S}, | ||
| ) where {S} | ||
| throw("not implemented") | ||
| end | ||
|
|
||
| function MOI.get( | ||
| model::Optimizer, | ||
| ::MOI.ConstraintFunction, | ||
| c::MOI.ConstraintIndex{MOI.ScalarNonlinearFunction,S}, | ||
| ) where {S} | ||
| throw("not implemented") | ||
| end | ||
|
|
||
| function MOI.get( | ||
| model::Optimizer, | ||
| ::MOI.ConstraintName, | ||
| c::MOI.ConstraintIndex{MOI.ScalarNonlinearFunction,S}, | ||
| ) where {S} | ||
| return _info(model, c).name | ||
| end | ||
|
|
||
| function MOI.set( | ||
| model::Optimizer, | ||
| ::MOI.ConstraintName, | ||
| c::MOI.ConstraintIndex{MOI.ScalarNonlinearFunction,S}, | ||
| name::String, | ||
| ) where {S} | ||
| throw("not implemented") | ||
| # info = _info(model, c) | ||
| # info.name = name | ||
| # model.name_to_constraint_index = nothing | ||
| return | ||
| end |
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